VEDL
VEDANTA LIMITED
Historical option data for VEDL
02 Jul 2024 11:13 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 464.70 | 27 | -2.00 | - | 8,74,000 | -39,100 | 25,53,000 | |||
| 1 Jul | 465.00 | 29 | - | 42,43,500 | -6,73,900 | 25,92,100 | ||||
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| 28 Jun | 454.00 | 21.4 | - | 1,21,44,000 | -11,01,700 | 32,66,000 | ||||
| 27 Jun | 443.30 | 17 | - | 59,75,400 | 9,03,900 | 43,67,700 | ||||
| 26 Jun | 442.10 | 18.2 | - | 1,22,98,100 | 28,58,900 | 34,59,200 | ||||
| 25 Jun | 454.05 | 25.45 | - | 4,32,400 | 1,58,700 | 6,00,300 | ||||
| 24 Jun | 463.35 | 32 | - | 1,28,800 | 27,600 | 4,39,300 | ||||
| 21 Jun | 470.25 | 38.60 | - | 2,07,000 | 2,300 | 4,14,000 | ||||
| 20 Jun | 469.95 | 38.30 | - | 8,37,200 | -2,32,300 | 4,11,700 | ||||
| 19 Jun | 448.45 | 24.10 | - | 3,42,700 | 69,000 | 6,44,000 | ||||
| 18 Jun | 452.30 | 27.30 | - | 3,54,200 | 87,400 | 5,77,300 | ||||
| 14 Jun | 447.60 | 23.45 | - | 1,95,500 | 41,400 | 4,89,900 | ||||
| 13 Jun | 439.80 | 21.05 | - | 1,58,700 | 75,900 | 4,50,800 | ||||
| 12 Jun | 444.25 | 25.90 | - | 1,63,300 | 82,800 | 3,70,300 | ||||
| 11 Jun | 443.75 | 26.15 | - | 1,44,900 | 41,400 | 2,85,200 | ||||
| 10 Jun | 444.10 | 27.95 | - | 2,20,800 | 1,35,700 | 2,46,100 | ||||
| 7 Jun | 460.65 | 38.40 | - | 69,000 | 13,800 | 1,08,100 | ||||
| 6 Jun | 449.90 | 33.95 | - | 89,700 | 32,200 | 94,300 | ||||
| 5 Jun | 440.70 | 28.00 | - | 66,700 | 62,100 | 62,100 | ||||
| 4 Jun | 417.85 | 37.00 | - | 0 | 6,900 | 0 | ||||
| 3 Jun | 457.85 | 37.00 | - | 0 | 6,900 | 0 | ||||
| 31 May | 450.00 | 37.00 | - | 11,500 | 4,600 | 4,600 | ||||
| 23 May | 472.70 | 63.45 | - | 0 | 0 | 0 | ||||
| 22 May | 487.00 | 63.45 | - | 2,300 | 0 | 4,600 | ||||
| 21 May | 491.70 | 30.50 | - | 0 | 0 | 4,600 | ||||
| 16 May | 433.05 | 30.50 | - | 2,300 | 0 | 2,300 | ||||
For VEDANTA LIMITED - strike price 450 expiring on 25JUL2024
Delta for 450 CE is -
Historical price for 450 CE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 27, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -39100 which decreased total open position to 2553000
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by -673900 which decreased total open position to 2592100
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -1101700 which decreased total open position to 3266000
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 903900 which increased total open position to 4367700
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 18.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2858900 which increased total open position to 3459200
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 158700 which increased total open position to 600300
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 439300
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 38.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 414000
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -232300 which decreased total open position to 411700
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 24.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 644000
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 27.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 87400 which increased total open position to 577300
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 41400 which increased total open position to 489900
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75900 which increased total open position to 450800
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 25.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 82800 which increased total open position to 370300
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 26.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 41400 which increased total open position to 285200
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 135700 which increased total open position to 246100
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 38.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 108100
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 33.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 94300
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 62100 which increased total open position to 62100
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 0
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 0
On 31 May VEDL was trading at 450.00. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 4600
On 23 May VEDL was trading at 472.70. The strike last trading price was 63.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 63.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4600
On 21 May VEDL was trading at 491.70. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4600
On 16 May VEDL was trading at 433.05. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2300
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 464.70 | 9.9 | 0.90 | - | 15,41,000 | 1,67,900 | 27,25,500 |
| 1 Jul | 465.00 | 9 | - | 35,65,000 | -1,63,300 | 25,57,600 | |
| 28 Jun | 454.00 | 14.4 | - | 53,06,100 | 2,46,100 | 27,20,900 | |
| 27 Jun | 443.30 | 21.65 | - | 18,95,200 | 1,84,000 | 24,74,800 | |
| 26 Jun | 442.10 | 21.95 | - | 37,42,100 | 12,78,800 | 22,90,800 | |
| 25 Jun | 454.05 | 21.6 | - | 11,17,800 | 1,49,500 | 10,12,000 | |
| 24 Jun | 463.35 | 13.8 | - | 6,21,000 | 1,74,800 | 8,62,500 | |
| 21 Jun | 470.25 | 13.50 | - | 4,99,100 | 59,800 | 6,92,300 | |
| 20 Jun | 469.95 | 13.55 | - | 9,59,100 | 2,46,100 | 6,32,500 | |
| 19 Jun | 448.45 | 21.30 | - | 1,49,500 | 32,200 | 3,86,400 | |
| 18 Jun | 452.30 | 18.75 | - | 1,84,000 | 55,200 | 3,56,500 | |
| 14 Jun | 447.60 | 20.60 | - | 87,400 | 13,800 | 3,01,300 | |
| 13 Jun | 439.80 | 26.90 | - | 73,600 | 16,100 | 2,89,800 | |
| 12 Jun | 444.25 | 25.30 | - | 1,26,500 | 57,500 | 2,71,400 | |
| 11 Jun | 443.75 | 28.60 | - | 1,15,000 | 39,100 | 2,11,600 | |
| 10 Jun | 444.10 | 29.75 | - | 1,72,500 | 1,05,800 | 1,67,900 | |
| 7 Jun | 460.65 | 24.50 | - | 55,200 | 29,900 | 59,800 | |
| 6 Jun | 449.90 | 28.00 | - | 23,000 | -2,300 | 29,900 | |
| 5 Jun | 440.70 | 50.00 | - | 0 | 6,900 | 32,200 | |
| 4 Jun | 417.85 | 50.00 | - | 20,700 | 13,800 | 25,300 | |
| 3 Jun | 457.85 | 22.75 | - | 16,100 | 11,500 | 11,500 | |
| 31 May | 450.00 | 32.30 | - | 0 | 0 | 0 | |
| 23 May | 472.70 | 73.25 | - | 0 | 0 | 0 | |
| 22 May | 487.00 | 73.25 | - | 0 | 0 | 0 | |
| 21 May | 491.70 | 73.25 | - | 0 | 0 | 0 | |
| 16 May | 433.05 | 0.00 | - | 0 | 0 | 0 | |
For VEDANTA LIMITED - strike price 450 expiring on 25JUL2024
Delta for 450 PE is -
Historical price for 450 PE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 9.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 167900 which increased total open position to 2725500
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by -163300 which decreased total open position to 2557600
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 246100 which increased total open position to 2720900
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 184000 which increased total open position to 2474800
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1278800 which increased total open position to 2290800
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 21.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 149500 which increased total open position to 1012000
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 174800 which increased total open position to 862500
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 59800 which increased total open position to 692300
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 246100 which increased total open position to 632500
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 21.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 386400
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 55200 which increased total open position to 356500
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 20.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 301300
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 26.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 289800
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 25.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 57500 which increased total open position to 271400
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 28.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 39100 which increased total open position to 211600
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 105800 which increased total open position to 167900
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 29900 which increased total open position to 59800
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 29900
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 32200
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 25300
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 22.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 11500
On 31 May VEDL was trading at 450.00. The strike last trading price was 32.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 73.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 73.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May VEDL was trading at 491.70. The strike last trading price was 73.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 May VEDL was trading at 433.05. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0