VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.23
Theta: -0.57
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 442.80 | 5.05 | -0.25 | 31.39 | 3,190 | 130 | 1,277 | |||
| 20 Nov | 443.55 | 5.3 | 0.00 | 29.73 | 2,945 | 99 | 1,147.5 | |||
| 19 Nov | 443.55 | 5.3 | -2.95 | 29.73 | 2,945 | 99.5 | 1,147.5 | |||
| 18 Nov | 447.50 | 8.25 | 4.25 | 30.63 | 6,064 | -105.5 | 1,051 | |||
| 14 Nov | 433.40 | 4 | -1.95 | 27.50 | 2,050.5 | 115.5 | 1,160 | |||
| 13 Nov | 434.75 | 5.95 | -3.25 | 31.74 | 2,874 | 354.5 | 1,046 | |||
| 12 Nov | 444.75 | 9.2 | -6.25 | 29.18 | 1,812 | 275 | 724.5 | |||
| 11 Nov | 456.20 | 15.45 | -1.45 | 29.01 | 853 | 29.5 | 448.5 | |||
| 8 Nov | 457.90 | 16.9 | -3.75 | 28.94 | 2,011 | 54.5 | 417.5 | |||
| 7 Nov | 457.90 | 20.65 | -11.20 | 34.16 | 1,421.5 | 40 | 359 | |||
| 6 Nov | 474.00 | 31.85 | 3.05 | 33.54 | 373 | 35.5 | 320 | |||
| 5 Nov | 469.80 | 28.8 | 6.25 | 33.44 | 277.5 | -36 | 285 | |||
| 4 Nov | 458.80 | 22.55 | -7.45 | 35.31 | 364 | 29 | 323 | |||
| 1 Nov | 467.35 | 30 | 2.10 | 34.58 | 55.5 | -24.5 | 293.5 | |||
| 31 Oct | 464.05 | 27.9 | -3.75 | - | 127 | 11 | 318 | |||
| 30 Oct | 468.50 | 31.65 | -2.75 | - | 112 | 4 | 297 | |||
| 29 Oct | 472.30 | 34.4 | 2.80 | - | 186 | 46 | 293 | |||
| 28 Oct | 469.15 | 31.6 | 7.40 | - | 196 | -33 | 247 | |||
| 25 Oct | 455.40 | 24.2 | -10.10 | - | 178 | 21 | 280 | |||
| 24 Oct | 469.05 | 34.3 | 4.20 | - | 359 | 228 | 244 | |||
| 23 Oct | 463.00 | 30.1 | 0.10 | - | 17 | 0 | 17 | |||
| 22 Oct | 460.75 | 30 | -8.00 | - | 23 | 11 | 16 | |||
| 21 Oct | 475.00 | 38 | -4.90 | - | 2 | 1 | 5 | |||
| 18 Oct | 480.85 | 42.9 | 2.90 | - | 3 | 1 | 3 | |||
| 17 Oct | 472.15 | 40 | -10.00 | - | 1 | 0 | 1 | |||
| 16 Oct | 486.70 | 50 | -19.95 | - | 1 | 0 | 0 | |||
| 15 Oct | 489.85 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 499.15 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 497.50 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.50 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 496.25 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 497.45 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 500.30 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 508.70 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 511.75 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.15 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 512.65 | 69.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 513.00 | 69.95 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.38
Historical price for 450 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 5.05, which was -0.25 lower than the previous day. The implied volatity was 31.39, the open interest changed by 260 which increased total open position to 2554
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 29.73, the open interest changed by 198 which increased total open position to 2295
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 5.3, which was -2.95 lower than the previous day. The implied volatity was 29.73, the open interest changed by 199 which increased total open position to 2295
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 8.25, which was 4.25 higher than the previous day. The implied volatity was 30.63, the open interest changed by -211 which decreased total open position to 2102
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 27.50, the open interest changed by 231 which increased total open position to 2320
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 5.95, which was -3.25 lower than the previous day. The implied volatity was 31.74, the open interest changed by 709 which increased total open position to 2092
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 9.2, which was -6.25 lower than the previous day. The implied volatity was 29.18, the open interest changed by 550 which increased total open position to 1449
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 15.45, which was -1.45 lower than the previous day. The implied volatity was 29.01, the open interest changed by 59 which increased total open position to 897
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 16.9, which was -3.75 lower than the previous day. The implied volatity was 28.94, the open interest changed by 109 which increased total open position to 835
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 20.65, which was -11.20 lower than the previous day. The implied volatity was 34.16, the open interest changed by 80 which increased total open position to 718
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 31.85, which was 3.05 higher than the previous day. The implied volatity was 33.54, the open interest changed by 71 which increased total open position to 640
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 28.8, which was 6.25 higher than the previous day. The implied volatity was 33.44, the open interest changed by -72 which decreased total open position to 570
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 22.55, which was -7.45 lower than the previous day. The implied volatity was 35.31, the open interest changed by 58 which increased total open position to 646
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 30, which was 2.10 higher than the previous day. The implied volatity was 34.58, the open interest changed by -49 which decreased total open position to 587
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 27.9, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VEDL was trading at 468.50. The strike last trading price was 31.65, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VEDL was trading at 472.30. The strike last trading price was 34.4, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VEDL was trading at 469.15. The strike last trading price was 31.6, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VEDL was trading at 455.40. The strike last trading price was 24.2, which was -10.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VEDL was trading at 469.05. The strike last trading price was 34.3, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct VEDL was trading at 463.00. The strike last trading price was 30.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct VEDL was trading at 460.75. The strike last trading price was 30, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct VEDL was trading at 475.00. The strike last trading price was 38, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct VEDL was trading at 480.85. The strike last trading price was 42.9, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct VEDL was trading at 472.15. The strike last trading price was 40, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct VEDL was trading at 486.70. The strike last trading price was 50, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct VEDL was trading at 489.85. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct VEDL was trading at 499.15. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct VEDL was trading at 497.50. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct VEDL was trading at 492.50. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct VEDL was trading at 496.25. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct VEDL was trading at 497.45. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VEDL was trading at 500.30. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VEDL was trading at 508.70. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VEDL was trading at 511.75. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct VEDL was trading at 516.15. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept VEDL was trading at 512.65. The strike last trading price was 69.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept VEDL was trading at 513.00. The strike last trading price was 69.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.24
Theta: -0.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 442.80 | 12.2 | -0.95 | 35.68 | 831.5 | -38.5 | 935 |
| 20 Nov | 443.55 | 13.15 | 0.00 | 33.33 | 1,279.5 | -96.5 | 970.5 |
| 19 Nov | 443.55 | 13.15 | 3.05 | 33.33 | 1,279.5 | -99.5 | 970.5 |
| 18 Nov | 447.50 | 10.1 | -9.65 | 31.25 | 3,583.5 | 7 | 1,067 |
| 14 Nov | 433.40 | 19.75 | 0.70 | 32.48 | 1,190.5 | -223.5 | 1,059.5 |
| 13 Nov | 434.75 | 19.05 | 4.60 | 31.57 | 1,747 | -96.5 | 1,377 |
| 12 Nov | 444.75 | 14.45 | 6.25 | 33.82 | 2,171.5 | 156.5 | 1,677 |
| 11 Nov | 456.20 | 8.2 | -1.70 | 29.79 | 1,608 | -107 | 1,520.5 |
| 8 Nov | 457.90 | 9.9 | -2.40 | 32.52 | 3,811.5 | 432 | 1,638 |
| 7 Nov | 457.90 | 12.3 | 5.85 | 39.38 | 2,452.5 | 179 | 1,207 |
| 6 Nov | 474.00 | 6.45 | -1.35 | 36.33 | 1,404.5 | -71 | 1,031.5 |
| 5 Nov | 469.80 | 7.8 | -4.30 | 36.05 | 894.5 | -24 | 1,102.5 |
| 4 Nov | 458.80 | 12.1 | 2.35 | 36.99 | 1,312.5 | -57 | 1,129 |
| 1 Nov | 467.35 | 9.75 | -1.20 | 37.53 | 113 | 13.5 | 1,185.5 |
| 31 Oct | 464.05 | 10.95 | 0.50 | - | 1,250 | 287 | 1,173 |
| 30 Oct | 468.50 | 10.45 | 1.05 | - | 613 | 109 | 887 |
| 29 Oct | 472.30 | 9.4 | -0.60 | - | 2,000 | 256 | 778 |
| 28 Oct | 469.15 | 10 | -5.50 | - | 1,014 | 148 | 520 |
| 25 Oct | 455.40 | 15.5 | 4.90 | - | 849 | 70 | 372 |
| 24 Oct | 469.05 | 10.6 | -2.60 | - | 185 | 57 | 301 |
| 23 Oct | 463.00 | 13.2 | -1.75 | - | 337 | 145 | 244 |
| 22 Oct | 460.75 | 14.95 | 5.45 | - | 109 | 2 | 98 |
| 21 Oct | 475.00 | 9.5 | 2.35 | - | 49 | 9 | 96 |
| 18 Oct | 480.85 | 7.15 | -3.05 | - | 50 | 15 | 87 |
| 17 Oct | 472.15 | 10.2 | 4.45 | - | 89 | 53 | 74 |
| 16 Oct | 486.70 | 5.75 | -0.10 | - | 5 | 2 | 22 |
| 15 Oct | 489.85 | 5.85 | 0.50 | - | 19 | 11 | 19 |
| 14 Oct | 499.15 | 5.35 | -1.90 | - | 2 | 1 | 7 |
| 11 Oct | 497.50 | 7.25 | 0.00 | - | 0 | 6 | 0 |
| 10 Oct | 492.50 | 7.25 | -5.30 | - | 6 | 1 | 1 |
| 9 Oct | 496.25 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 497.45 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 500.30 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 508.70 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 511.75 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.15 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 512.65 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 513.00 | 12.55 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.60
Historical price for 450 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 12.2, which was -0.95 lower than the previous day. The implied volatity was 35.68, the open interest changed by -77 which decreased total open position to 1870
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 13.15, which was 0.00 lower than the previous day. The implied volatity was 33.33, the open interest changed by -193 which decreased total open position to 1941
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 13.15, which was 3.05 higher than the previous day. The implied volatity was 33.33, the open interest changed by -199 which decreased total open position to 1941
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 10.1, which was -9.65 lower than the previous day. The implied volatity was 31.25, the open interest changed by 14 which increased total open position to 2134
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 19.75, which was 0.70 higher than the previous day. The implied volatity was 32.48, the open interest changed by -447 which decreased total open position to 2119
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 19.05, which was 4.60 higher than the previous day. The implied volatity was 31.57, the open interest changed by -193 which decreased total open position to 2754
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 14.45, which was 6.25 higher than the previous day. The implied volatity was 33.82, the open interest changed by 313 which increased total open position to 3354
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 8.2, which was -1.70 lower than the previous day. The implied volatity was 29.79, the open interest changed by -214 which decreased total open position to 3041
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 9.9, which was -2.40 lower than the previous day. The implied volatity was 32.52, the open interest changed by 864 which increased total open position to 3276
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 12.3, which was 5.85 higher than the previous day. The implied volatity was 39.38, the open interest changed by 358 which increased total open position to 2414
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 6.45, which was -1.35 lower than the previous day. The implied volatity was 36.33, the open interest changed by -142 which decreased total open position to 2063
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 7.8, which was -4.30 lower than the previous day. The implied volatity was 36.05, the open interest changed by -48 which decreased total open position to 2205
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 12.1, which was 2.35 higher than the previous day. The implied volatity was 36.99, the open interest changed by -114 which decreased total open position to 2258
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 9.75, which was -1.20 lower than the previous day. The implied volatity was 37.53, the open interest changed by 27 which increased total open position to 2371
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 10.95, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VEDL was trading at 468.50. The strike last trading price was 10.45, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VEDL was trading at 472.30. The strike last trading price was 9.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VEDL was trading at 469.15. The strike last trading price was 10, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VEDL was trading at 455.40. The strike last trading price was 15.5, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VEDL was trading at 469.05. The strike last trading price was 10.6, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct VEDL was trading at 463.00. The strike last trading price was 13.2, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct VEDL was trading at 460.75. The strike last trading price was 14.95, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct VEDL was trading at 475.00. The strike last trading price was 9.5, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct VEDL was trading at 480.85. The strike last trading price was 7.15, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct VEDL was trading at 472.15. The strike last trading price was 10.2, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct VEDL was trading at 486.70. The strike last trading price was 5.75, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct VEDL was trading at 489.85. The strike last trading price was 5.85, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct VEDL was trading at 499.15. The strike last trading price was 5.35, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct VEDL was trading at 497.50. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct VEDL was trading at 492.50. The strike last trading price was 7.25, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct VEDL was trading at 496.25. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct VEDL was trading at 497.45. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VEDL was trading at 500.30. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VEDL was trading at 508.70. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VEDL was trading at 511.75. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct VEDL was trading at 516.15. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept VEDL was trading at 512.65. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept VEDL was trading at 513.00. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
