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[--[65.84.65.76]--]
VEDL
Vedanta Limited

442 -4.50 (-1.01%)

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Historical option data for VEDL

24 Jan 2025 04:12 PM IST
VEDL 30JAN2025 450 CE
Delta: 0.36
Vega: 0.21
Theta: -0.56
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
24 Jan 442.00 3.9 -2.9 29.18 8,803 137 2,312
23 Jan 446.50 6.75 -4.30 32.99 7,114 163 2,179
22 Jan 451.50 11.05 -1.05 34.35 7,016 39 2,022
21 Jan 453.90 12.1 -5.35 33.19 5,287 -127 1,984
20 Jan 460.95 17.45 3.65 35.70 2,867 -312 2,114
17 Jan 454.05 13.8 0.95 32.50 6,884 -533 2,428
16 Jan 449.85 12.85 6.75 33.34 11,364 -331 2,986
15 Jan 435.25 6.1 0.00 31.95 6,192 341 3,326
14 Jan 430.60 6.1 3.40 34.41 5,760 82 2,991
13 Jan 413.70 2.7 -3.60 36.96 5,540 339 2,909
10 Jan 432.15 6.3 -2.40 30.49 5,622 368 2,574
9 Jan 438.90 8.7 -3.50 28.28 3,308 448 2,222
8 Jan 446.40 12.2 -2.40 29.41 3,654 233 1,775
7 Jan 448.25 14.6 2.70 31.00 3,904 -31 1,535
6 Jan 442.30 11.9 -7.85 31.16 3,375 532 1,569
3 Jan 458.25 19.75 4.15 28.07 4,479 -645 1,035
2 Jan 449.75 15.6 2.40 25.76 4,627 163 1,698
1 Jan 444.45 13.2 -1.00 27.85 2,928 178 1,533
31 Dec 444.45 14.2 1.10 29.58 3,609 136 1,345
30 Dec 439.65 13.1 -4.40 29.17 3,147 732 1,227
27 Dec 451.10 17.5 -5.60 26.95 897 211 494
26 Dec 460.45 23.1 -1.85 25.95 787 125 285
24 Dec 462.10 24.95 -3.25 26.32 311 82 160
23 Dec 473.20 28.2 -3.10 - 73 32 78
20 Dec 477.25 31.3 -12.20 - 39 21 46
19 Dec 492.30 43.5 -5.00 - 44 2 23
18 Dec 496.75 48.5 -5.50 - 11 4 21
17 Dec 503.20 54 -8.60 - 11 6 16
16 Dec 513.45 62.6 -8.75 - 18 -5 3
13 Dec 519.50 71.35 -5.50 - 6 4 7
12 Dec 522.00 76.85 -0.35 - 3 0 3
11 Dec 514.35 77.2 46.05 43.20 2 0 1
10 Dec 500.25 31.15 0.00 0.00 0 0 0
9 Dec 497.05 31.15 0.00 0.00 0 0 0
6 Dec 501.40 31.15 0.00 0.00 0 0 0
5 Dec 472.50 31.15 0.00 0.00 0 0 0
4 Dec 468.40 31.15 0.00 0.00 0 0 0
3 Dec 468.35 31.15 4.90 21.63 1 0 1
2 Dec 460.55 26.25 0.00 0.00 0 1 0
29 Nov 453.50 26.25 27.31 2 1 1


For Vedanta Limited - strike price 450 expiring on 30JAN2025

Delta for 450 CE is 0.36

Historical price for 450 CE is as follows

On 24 Jan VEDL was trading at 442.00. The strike last trading price was 3.9, which was -2.9 lower than the previous day. The implied volatity was 29.18, the open interest changed by 137 which increased total open position to 2312


On 23 Jan VEDL was trading at 446.50. The strike last trading price was 6.75, which was -4.30 lower than the previous day. The implied volatity was 32.99, the open interest changed by 163 which increased total open position to 2179


On 22 Jan VEDL was trading at 451.50. The strike last trading price was 11.05, which was -1.05 lower than the previous day. The implied volatity was 34.35, the open interest changed by 39 which increased total open position to 2022


On 21 Jan VEDL was trading at 453.90. The strike last trading price was 12.1, which was -5.35 lower than the previous day. The implied volatity was 33.19, the open interest changed by -127 which decreased total open position to 1984


On 20 Jan VEDL was trading at 460.95. The strike last trading price was 17.45, which was 3.65 higher than the previous day. The implied volatity was 35.70, the open interest changed by -312 which decreased total open position to 2114


On 17 Jan VEDL was trading at 454.05. The strike last trading price was 13.8, which was 0.95 higher than the previous day. The implied volatity was 32.50, the open interest changed by -533 which decreased total open position to 2428


On 16 Jan VEDL was trading at 449.85. The strike last trading price was 12.85, which was 6.75 higher than the previous day. The implied volatity was 33.34, the open interest changed by -331 which decreased total open position to 2986


On 15 Jan VEDL was trading at 435.25. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 31.95, the open interest changed by 341 which increased total open position to 3326


On 14 Jan VEDL was trading at 430.60. The strike last trading price was 6.1, which was 3.40 higher than the previous day. The implied volatity was 34.41, the open interest changed by 82 which increased total open position to 2991


On 13 Jan VEDL was trading at 413.70. The strike last trading price was 2.7, which was -3.60 lower than the previous day. The implied volatity was 36.96, the open interest changed by 339 which increased total open position to 2909


On 10 Jan VEDL was trading at 432.15. The strike last trading price was 6.3, which was -2.40 lower than the previous day. The implied volatity was 30.49, the open interest changed by 368 which increased total open position to 2574


On 9 Jan VEDL was trading at 438.90. The strike last trading price was 8.7, which was -3.50 lower than the previous day. The implied volatity was 28.28, the open interest changed by 448 which increased total open position to 2222


On 8 Jan VEDL was trading at 446.40. The strike last trading price was 12.2, which was -2.40 lower than the previous day. The implied volatity was 29.41, the open interest changed by 233 which increased total open position to 1775


On 7 Jan VEDL was trading at 448.25. The strike last trading price was 14.6, which was 2.70 higher than the previous day. The implied volatity was 31.00, the open interest changed by -31 which decreased total open position to 1535


On 6 Jan VEDL was trading at 442.30. The strike last trading price was 11.9, which was -7.85 lower than the previous day. The implied volatity was 31.16, the open interest changed by 532 which increased total open position to 1569


On 3 Jan VEDL was trading at 458.25. The strike last trading price was 19.75, which was 4.15 higher than the previous day. The implied volatity was 28.07, the open interest changed by -645 which decreased total open position to 1035


On 2 Jan VEDL was trading at 449.75. The strike last trading price was 15.6, which was 2.40 higher than the previous day. The implied volatity was 25.76, the open interest changed by 163 which increased total open position to 1698


On 1 Jan VEDL was trading at 444.45. The strike last trading price was 13.2, which was -1.00 lower than the previous day. The implied volatity was 27.85, the open interest changed by 178 which increased total open position to 1533


On 31 Dec VEDL was trading at 444.45. The strike last trading price was 14.2, which was 1.10 higher than the previous day. The implied volatity was 29.58, the open interest changed by 136 which increased total open position to 1345


On 30 Dec VEDL was trading at 439.65. The strike last trading price was 13.1, which was -4.40 lower than the previous day. The implied volatity was 29.17, the open interest changed by 732 which increased total open position to 1227


On 27 Dec VEDL was trading at 451.10. The strike last trading price was 17.5, which was -5.60 lower than the previous day. The implied volatity was 26.95, the open interest changed by 211 which increased total open position to 494


On 26 Dec VEDL was trading at 460.45. The strike last trading price was 23.1, which was -1.85 lower than the previous day. The implied volatity was 25.95, the open interest changed by 125 which increased total open position to 285


On 24 Dec VEDL was trading at 462.10. The strike last trading price was 24.95, which was -3.25 lower than the previous day. The implied volatity was 26.32, the open interest changed by 82 which increased total open position to 160


On 23 Dec VEDL was trading at 473.20. The strike last trading price was 28.2, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 78


On 20 Dec VEDL was trading at 477.25. The strike last trading price was 31.3, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 46


On 19 Dec VEDL was trading at 492.30. The strike last trading price was 43.5, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 23


On 18 Dec VEDL was trading at 496.75. The strike last trading price was 48.5, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 21


On 17 Dec VEDL was trading at 503.20. The strike last trading price was 54, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 16


On 16 Dec VEDL was trading at 513.45. The strike last trading price was 62.6, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 3


On 13 Dec VEDL was trading at 519.50. The strike last trading price was 71.35, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7


On 12 Dec VEDL was trading at 522.00. The strike last trading price was 76.85, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Dec VEDL was trading at 514.35. The strike last trading price was 77.2, which was 46.05 higher than the previous day. The implied volatity was 43.20, the open interest changed by 0 which decreased total open position to 1


On 10 Dec VEDL was trading at 500.25. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec VEDL was trading at 497.05. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec VEDL was trading at 501.40. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec VEDL was trading at 472.50. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec VEDL was trading at 468.40. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec VEDL was trading at 468.35. The strike last trading price was 31.15, which was 4.90 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 1


On 2 Dec VEDL was trading at 460.55. The strike last trading price was 26.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 29 Nov VEDL was trading at 453.50. The strike last trading price was 26.25, which was lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 1


VEDL 30JAN2025 450 PE
Delta: -0.62
Vega: 0.22
Theta: -0.56
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
24 Jan 442.00 11.75 2.75 35.43 3,514 -192 2,469
23 Jan 446.50 9.25 1.95 30.99 3,962 -4 2,674
22 Jan 451.50 7.3 -1.20 33.73 5,641 198 2,697
21 Jan 453.90 8.5 2.10 38.27 9,276 196 2,494
20 Jan 460.95 6.4 -2.65 37.45 3,771 167 2,304
17 Jan 454.05 9.05 -1.65 33.70 5,024 169 2,138
16 Jan 449.85 10.7 -9.50 33.55 3,870 538 1,975
15 Jan 435.25 20.2 -1.40 35.62 872 65 1,528
14 Jan 430.60 21.6 -17.35 31.63 471 -88 1,465
13 Jan 413.70 38.95 16.45 41.06 756 -182 1,552
10 Jan 432.15 22.5 5.20 32.69 1,232 -230 1,735
9 Jan 438.90 17.3 3.60 31.38 1,335 -69 1,964
8 Jan 446.40 13.7 0.10 29.76 2,128 83 2,032
7 Jan 448.25 13.6 -4.40 31.84 2,461 129 1,952
6 Jan 442.30 18 8.25 34.05 3,830 96 1,823
3 Jan 458.25 9.75 -1.85 29.50 4,679 -33 1,729
2 Jan 449.75 11.6 -4.15 27.82 1,599 67 1,808
1 Jan 444.45 15.75 -0.55 29.88 882 58 1,748
31 Dec 444.45 16.3 -1.20 30.24 1,048 46 1,688
30 Dec 439.65 17.5 4.80 29.77 3,044 293 1,781
27 Dec 451.10 12.7 3.75 27.83 2,172 257 1,497
26 Dec 460.45 8.95 -1.20 27.20 2,790 304 1,168
24 Dec 462.10 10.15 0.65 29.89 1,492 25 864
23 Dec 473.20 9.5 0.00 36.04 778 113 836
20 Dec 477.25 9.5 3.55 35.52 335 -21 721
19 Dec 492.30 5.95 0.35 34.43 735 193 742
18 Dec 496.75 5.6 0.95 35.45 92 32 546
17 Dec 503.20 4.65 1.30 35.05 194 24 513
16 Dec 513.45 3.35 0.90 34.65 271 152 489
13 Dec 519.50 2.45 -0.50 33.06 53 21 338
12 Dec 522.00 2.95 -0.05 34.43 14 0 317
11 Dec 514.35 3 -1.55 32.16 87 -19 316
10 Dec 500.25 4.55 -0.85 31.61 340 244 335
9 Dec 497.05 5.4 0.60 32.00 73 22 91
6 Dec 501.40 4.8 -3.40 31.67 206 28 68
5 Dec 472.50 8.2 -1.60 27.34 35 21 39
4 Dec 468.40 9.8 -0.15 27.71 18 10 18
3 Dec 468.35 9.95 -3.10 27.61 6 2 7
2 Dec 460.55 13.05 -1.85 28.84 4 2 4
29 Nov 453.50 14.9 27.21 2 0 0


For Vedanta Limited - strike price 450 expiring on 30JAN2025

Delta for 450 PE is -0.62

Historical price for 450 PE is as follows

On 24 Jan VEDL was trading at 442.00. The strike last trading price was 11.75, which was 2.75 higher than the previous day. The implied volatity was 35.43, the open interest changed by -192 which decreased total open position to 2469


On 23 Jan VEDL was trading at 446.50. The strike last trading price was 9.25, which was 1.95 higher than the previous day. The implied volatity was 30.99, the open interest changed by -4 which decreased total open position to 2674


On 22 Jan VEDL was trading at 451.50. The strike last trading price was 7.3, which was -1.20 lower than the previous day. The implied volatity was 33.73, the open interest changed by 198 which increased total open position to 2697


On 21 Jan VEDL was trading at 453.90. The strike last trading price was 8.5, which was 2.10 higher than the previous day. The implied volatity was 38.27, the open interest changed by 196 which increased total open position to 2494


On 20 Jan VEDL was trading at 460.95. The strike last trading price was 6.4, which was -2.65 lower than the previous day. The implied volatity was 37.45, the open interest changed by 167 which increased total open position to 2304


On 17 Jan VEDL was trading at 454.05. The strike last trading price was 9.05, which was -1.65 lower than the previous day. The implied volatity was 33.70, the open interest changed by 169 which increased total open position to 2138


On 16 Jan VEDL was trading at 449.85. The strike last trading price was 10.7, which was -9.50 lower than the previous day. The implied volatity was 33.55, the open interest changed by 538 which increased total open position to 1975


On 15 Jan VEDL was trading at 435.25. The strike last trading price was 20.2, which was -1.40 lower than the previous day. The implied volatity was 35.62, the open interest changed by 65 which increased total open position to 1528


On 14 Jan VEDL was trading at 430.60. The strike last trading price was 21.6, which was -17.35 lower than the previous day. The implied volatity was 31.63, the open interest changed by -88 which decreased total open position to 1465


On 13 Jan VEDL was trading at 413.70. The strike last trading price was 38.95, which was 16.45 higher than the previous day. The implied volatity was 41.06, the open interest changed by -182 which decreased total open position to 1552


On 10 Jan VEDL was trading at 432.15. The strike last trading price was 22.5, which was 5.20 higher than the previous day. The implied volatity was 32.69, the open interest changed by -230 which decreased total open position to 1735


On 9 Jan VEDL was trading at 438.90. The strike last trading price was 17.3, which was 3.60 higher than the previous day. The implied volatity was 31.38, the open interest changed by -69 which decreased total open position to 1964


On 8 Jan VEDL was trading at 446.40. The strike last trading price was 13.7, which was 0.10 higher than the previous day. The implied volatity was 29.76, the open interest changed by 83 which increased total open position to 2032


On 7 Jan VEDL was trading at 448.25. The strike last trading price was 13.6, which was -4.40 lower than the previous day. The implied volatity was 31.84, the open interest changed by 129 which increased total open position to 1952


On 6 Jan VEDL was trading at 442.30. The strike last trading price was 18, which was 8.25 higher than the previous day. The implied volatity was 34.05, the open interest changed by 96 which increased total open position to 1823


On 3 Jan VEDL was trading at 458.25. The strike last trading price was 9.75, which was -1.85 lower than the previous day. The implied volatity was 29.50, the open interest changed by -33 which decreased total open position to 1729


On 2 Jan VEDL was trading at 449.75. The strike last trading price was 11.6, which was -4.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by 67 which increased total open position to 1808


On 1 Jan VEDL was trading at 444.45. The strike last trading price was 15.75, which was -0.55 lower than the previous day. The implied volatity was 29.88, the open interest changed by 58 which increased total open position to 1748


On 31 Dec VEDL was trading at 444.45. The strike last trading price was 16.3, which was -1.20 lower than the previous day. The implied volatity was 30.24, the open interest changed by 46 which increased total open position to 1688


On 30 Dec VEDL was trading at 439.65. The strike last trading price was 17.5, which was 4.80 higher than the previous day. The implied volatity was 29.77, the open interest changed by 293 which increased total open position to 1781


On 27 Dec VEDL was trading at 451.10. The strike last trading price was 12.7, which was 3.75 higher than the previous day. The implied volatity was 27.83, the open interest changed by 257 which increased total open position to 1497


On 26 Dec VEDL was trading at 460.45. The strike last trading price was 8.95, which was -1.20 lower than the previous day. The implied volatity was 27.20, the open interest changed by 304 which increased total open position to 1168


On 24 Dec VEDL was trading at 462.10. The strike last trading price was 10.15, which was 0.65 higher than the previous day. The implied volatity was 29.89, the open interest changed by 25 which increased total open position to 864


On 23 Dec VEDL was trading at 473.20. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 36.04, the open interest changed by 113 which increased total open position to 836


On 20 Dec VEDL was trading at 477.25. The strike last trading price was 9.5, which was 3.55 higher than the previous day. The implied volatity was 35.52, the open interest changed by -21 which decreased total open position to 721


On 19 Dec VEDL was trading at 492.30. The strike last trading price was 5.95, which was 0.35 higher than the previous day. The implied volatity was 34.43, the open interest changed by 193 which increased total open position to 742


On 18 Dec VEDL was trading at 496.75. The strike last trading price was 5.6, which was 0.95 higher than the previous day. The implied volatity was 35.45, the open interest changed by 32 which increased total open position to 546


On 17 Dec VEDL was trading at 503.20. The strike last trading price was 4.65, which was 1.30 higher than the previous day. The implied volatity was 35.05, the open interest changed by 24 which increased total open position to 513


On 16 Dec VEDL was trading at 513.45. The strike last trading price was 3.35, which was 0.90 higher than the previous day. The implied volatity was 34.65, the open interest changed by 152 which increased total open position to 489


On 13 Dec VEDL was trading at 519.50. The strike last trading price was 2.45, which was -0.50 lower than the previous day. The implied volatity was 33.06, the open interest changed by 21 which increased total open position to 338


On 12 Dec VEDL was trading at 522.00. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 317


On 11 Dec VEDL was trading at 514.35. The strike last trading price was 3, which was -1.55 lower than the previous day. The implied volatity was 32.16, the open interest changed by -19 which decreased total open position to 316


On 10 Dec VEDL was trading at 500.25. The strike last trading price was 4.55, which was -0.85 lower than the previous day. The implied volatity was 31.61, the open interest changed by 244 which increased total open position to 335


On 9 Dec VEDL was trading at 497.05. The strike last trading price was 5.4, which was 0.60 higher than the previous day. The implied volatity was 32.00, the open interest changed by 22 which increased total open position to 91


On 6 Dec VEDL was trading at 501.40. The strike last trading price was 4.8, which was -3.40 lower than the previous day. The implied volatity was 31.67, the open interest changed by 28 which increased total open position to 68


On 5 Dec VEDL was trading at 472.50. The strike last trading price was 8.2, which was -1.60 lower than the previous day. The implied volatity was 27.34, the open interest changed by 21 which increased total open position to 39


On 4 Dec VEDL was trading at 468.40. The strike last trading price was 9.8, which was -0.15 lower than the previous day. The implied volatity was 27.71, the open interest changed by 10 which increased total open position to 18


On 3 Dec VEDL was trading at 468.35. The strike last trading price was 9.95, which was -3.10 lower than the previous day. The implied volatity was 27.61, the open interest changed by 2 which increased total open position to 7


On 2 Dec VEDL was trading at 460.55. The strike last trading price was 13.05, which was -1.85 lower than the previous day. The implied volatity was 28.84, the open interest changed by 2 which increased total open position to 4


On 29 Nov VEDL was trading at 453.50. The strike last trading price was 14.9, which was lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 0