VEDL
Vedanta Limited
Historical option data for VEDL
24 Jan 2025 04:12 PM IST
VEDL 30JAN2025 450 CE | ||||||||||
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Delta: 0.36
Vega: 0.21
Theta: -0.56
Gamma: 0.02
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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 | |||
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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 | |||||||
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Delta: -0.62
Vega: 0.22
Theta: -0.56
Gamma: 0.02
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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