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

376.1 2.05 (0.55%)

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Historical option data for VEDL

08 Apr 2025 05:52 PM IST
VEDL 24APR2025 460 CE
Delta: 0.06
Vega: 0.09
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 1.15 -0.2 58.17 1,154 174 3,760
7 Apr 374.05 1.4 -0.45 59.12 2,297 -181 3,589
4 Apr 401.45 1.95 -4.75 42.24 8,011 1,342 3,787
3 Apr 439.50 6.6 -6.85 31.73 7,256 885 2,459
2 Apr 457.65 12.85 -1.55 29.59 3,148 554 1,570
1 Apr 457.40 14.1 -4.45 30.65 2,108 230 1,013
28 Mar 463.40 18.7 -5.55 30.78 1,029 50 783
27 Mar 472.35 24.8 3.55 32.29 1,526 58 735
26 Mar 464.15 21.4 1.3 32.89 1,059 8 677
25 Mar 461.80 19.85 -6.6 32.74 923 179 670
24 Mar 472.25 26.65 3.25 32.59 275 15 491
21 Mar 467.30 24.25 -1.95 31.83 284 76 475
20 Mar 470.75 26.75 7.05 31.38 782 52 398
19 Mar 460.55 20.05 0.9 30.63 245 53 346
18 Mar 460.00 19.4 5.4 29.07 300 66 292
17 Mar 446.95 14 1 30.62 95 50 225
13 Mar 442.95 13.05 -1.25 30.79 136 52 176
12 Mar 444.95 14.2 0.7 31.54 27 -1 119
11 Mar 441.55 13.25 1.55 30.01 41 19 120
10 Mar 437.40 11.9 -4.3 31.38 56 25 105
7 Mar 445.45 16.2 -0.4 31.22 34 12 80
6 Mar 442.95 16.6 7 33.77 74 40 66
5 Mar 428.95 9.6 4.25 30.67 18 14 25
4 Mar 406.75 5.35 -1.5 32.17 10 1 2
3 Mar 409.15 6.85 -18.65 34.37 1 0 0
28 Feb 394.75 25.5 0 9.83 0 0 0
27 Feb 404.55 25.5 0 8.21 0 0 0
26 Feb 410.40 25.5 0 7.12 0 0 0
25 Feb 409.25 25.5 0 7.12 0 0 0
21 Feb 438.20 25.5 0 2.49 0 0 0
20 Feb 433.50 25.5 0 2.84 0 0 0
19 Feb 423.50 25.5 0 4.72 0 0 0
18 Feb 418.20 25.5 0 7.05 0 0 0
17 Feb 415.15 25.5 0 5.85 0 0 0
14 Feb 413.35 25.5 0 5.85 0 0 0
13 Feb 424.55 25.5 0 4.16 0 0 0
12 Feb 421.90 25.5 0 4.97 0 0 0
11 Feb 421.45 25.5 0 4.41 0 0 0
10 Feb 435.80 25.5 0 2.32 0 0 0
6 Feb 443.75 25.5 0 0.78 0 0 0
5 Feb 444.45 25.5 0 0.94 0 0 0
4 Feb 437.70 25.5 0 1.97 0 0 0
3 Feb 421.70 25.5 0 4.13 0 0 0
1 Feb 439.90 25.5 0 1.87 0 0 0


For Vedanta Limited - strike price 460 expiring on 24APR2025

Delta for 460 CE is 0.06

Historical price for 460 CE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 58.17, the open interest changed by 174 which increased total open position to 3760


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 59.12, the open interest changed by -181 which decreased total open position to 3589


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 1.95, which was -4.75 lower than the previous day. The implied volatity was 42.24, the open interest changed by 1342 which increased total open position to 3787


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 6.6, which was -6.85 lower than the previous day. The implied volatity was 31.73, the open interest changed by 885 which increased total open position to 2459


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 12.85, which was -1.55 lower than the previous day. The implied volatity was 29.59, the open interest changed by 554 which increased total open position to 1570


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 14.1, which was -4.45 lower than the previous day. The implied volatity was 30.65, the open interest changed by 230 which increased total open position to 1013


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 18.7, which was -5.55 lower than the previous day. The implied volatity was 30.78, the open interest changed by 50 which increased total open position to 783


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 24.8, which was 3.55 higher than the previous day. The implied volatity was 32.29, the open interest changed by 58 which increased total open position to 735


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 21.4, which was 1.3 higher than the previous day. The implied volatity was 32.89, the open interest changed by 8 which increased total open position to 677


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 19.85, which was -6.6 lower than the previous day. The implied volatity was 32.74, the open interest changed by 179 which increased total open position to 670


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 26.65, which was 3.25 higher than the previous day. The implied volatity was 32.59, the open interest changed by 15 which increased total open position to 491


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 24.25, which was -1.95 lower than the previous day. The implied volatity was 31.83, the open interest changed by 76 which increased total open position to 475


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 26.75, which was 7.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by 52 which increased total open position to 398


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 20.05, which was 0.9 higher than the previous day. The implied volatity was 30.63, the open interest changed by 53 which increased total open position to 346


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 19.4, which was 5.4 higher than the previous day. The implied volatity was 29.07, the open interest changed by 66 which increased total open position to 292


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 30.62, the open interest changed by 50 which increased total open position to 225


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 13.05, which was -1.25 lower than the previous day. The implied volatity was 30.79, the open interest changed by 52 which increased total open position to 176


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 14.2, which was 0.7 higher than the previous day. The implied volatity was 31.54, the open interest changed by -1 which decreased total open position to 119


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 13.25, which was 1.55 higher than the previous day. The implied volatity was 30.01, the open interest changed by 19 which increased total open position to 120


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 11.9, which was -4.3 lower than the previous day. The implied volatity was 31.38, the open interest changed by 25 which increased total open position to 105


On 7 Mar VEDL was trading at 445.45. The strike last trading price was 16.2, which was -0.4 lower than the previous day. The implied volatity was 31.22, the open interest changed by 12 which increased total open position to 80


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 16.6, which was 7 higher than the previous day. The implied volatity was 33.77, the open interest changed by 40 which increased total open position to 66


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 9.6, which was 4.25 higher than the previous day. The implied volatity was 30.67, the open interest changed by 14 which increased total open position to 25


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 5.35, which was -1.5 lower than the previous day. The implied volatity was 32.17, the open interest changed by 1 which increased total open position to 2


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 6.85, which was -18.65 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 0


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 0


On 27 Feb VEDL was trading at 404.55. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 8.21, the open interest changed by 0 which decreased total open position to 0


On 26 Feb VEDL was trading at 410.40. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0


On 25 Feb VEDL was trading at 409.25. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0


On 21 Feb VEDL was trading at 438.20. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0


On 19 Feb VEDL was trading at 423.50. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 18 Feb VEDL was trading at 418.20. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0


On 17 Feb VEDL was trading at 415.15. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0


On 14 Feb VEDL was trading at 413.35. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0


On 13 Feb VEDL was trading at 424.55. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0


On 12 Feb VEDL was trading at 421.90. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0


On 11 Feb VEDL was trading at 421.45. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0


On 10 Feb VEDL was trading at 435.80. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 6 Feb VEDL was trading at 443.75. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 5 Feb VEDL was trading at 444.45. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 4 Feb VEDL was trading at 437.70. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 3 Feb VEDL was trading at 421.70. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0


On 1 Feb VEDL was trading at 439.90. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


VEDL 24APR2025 460 PE
Delta: -0.90
Vega: 0.14
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 83.9 -2.05 68.97 10 -1 1,015
7 Apr 374.05 84.5 25.1 68.75 185 -62 1,017
4 Apr 401.45 58.2 32.65 48.76 321 -95 1,077
3 Apr 439.50 25.6 10.85 35.51 1,344 8 1,171
2 Apr 457.65 15.2 0.65 33.09 1,297 165 1,168
1 Apr 457.40 14.75 1.5 32.38 2,054 29 1,001
28 Mar 463.40 13.15 3.5 32.28 2,150 55 972
27 Mar 472.35 9.7 -3.15 31.07 2,006 119 916
26 Mar 464.15 13 -1.2 32.38 884 76 794
25 Mar 461.80 14.2 3.9 31.71 908 130 716
24 Mar 472.25 10.2 -2.35 31.48 398 94 586
21 Mar 467.30 11.65 0.7 30.94 282 102 492
20 Mar 470.75 11.05 -4.25 30.99 527 251 390
19 Mar 460.55 15.35 0.45 30.74 118 43 138
18 Mar 460.00 15 -7.05 29.75 149 54 96
17 Mar 446.95 22.05 -3.15 30.47 1 0 43
13 Mar 442.95 25.2 -3.8 30.04 6 1 43
12 Mar 444.95 29 -0.1 37.19 20 12 42
11 Mar 441.55 29.1 -0.9 36.41 13 7 26
10 Mar 437.40 30 4 31.70 18 13 20
7 Mar 445.45 26 -3.5 32.79 2 1 7
6 Mar 442.95 29.5 -13 35.15 7 -4 5
5 Mar 428.95 42.5 -15.5 42.48 4 -1 9
4 Mar 406.75 58 6.25 46.36 2 1 9
3 Mar 409.15 51.75 6.35 36.05 8 4 4
28 Feb 394.75 45.4 0 - 0 0 0
27 Feb 404.55 45.4 0 - 0 0 0
26 Feb 410.40 45.4 0 - 0 0 0
25 Feb 409.25 45.4 0 - 0 0 0
21 Feb 438.20 45.4 0 - 0 0 0
20 Feb 433.50 45.4 0 - 0 0 0
19 Feb 423.50 45.4 0 - 0 0 0
18 Feb 418.20 45.4 0 - 0 0 0
17 Feb 415.15 45.4 0 - 0 0 0
14 Feb 413.35 45.4 0 - 0 0 0
13 Feb 424.55 45.4 0 - 0 0 0
12 Feb 421.90 45.4 0 - 0 0 0
11 Feb 421.45 45.4 0 - 0 0 0
10 Feb 435.80 45.4 0 - 0 0 0
6 Feb 443.75 0 0 - 0 0 0
5 Feb 444.45 0 0 - 0 0 0
4 Feb 437.70 0 0 - 0 0 0
3 Feb 421.70 0 0 - 0 0 0
1 Feb 439.90 0 0 - 0 0 0


For Vedanta Limited - strike price 460 expiring on 24APR2025

Delta for 460 PE is -0.90

Historical price for 460 PE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 83.9, which was -2.05 lower than the previous day. The implied volatity was 68.97, the open interest changed by -1 which decreased total open position to 1015


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 84.5, which was 25.1 higher than the previous day. The implied volatity was 68.75, the open interest changed by -62 which decreased total open position to 1017


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 58.2, which was 32.65 higher than the previous day. The implied volatity was 48.76, the open interest changed by -95 which decreased total open position to 1077


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 25.6, which was 10.85 higher than the previous day. The implied volatity was 35.51, the open interest changed by 8 which increased total open position to 1171


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 15.2, which was 0.65 higher than the previous day. The implied volatity was 33.09, the open interest changed by 165 which increased total open position to 1168


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 14.75, which was 1.5 higher than the previous day. The implied volatity was 32.38, the open interest changed by 29 which increased total open position to 1001


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 13.15, which was 3.5 higher than the previous day. The implied volatity was 32.28, the open interest changed by 55 which increased total open position to 972


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 9.7, which was -3.15 lower than the previous day. The implied volatity was 31.07, the open interest changed by 119 which increased total open position to 916


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 13, which was -1.2 lower than the previous day. The implied volatity was 32.38, the open interest changed by 76 which increased total open position to 794


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 14.2, which was 3.9 higher than the previous day. The implied volatity was 31.71, the open interest changed by 130 which increased total open position to 716


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 10.2, which was -2.35 lower than the previous day. The implied volatity was 31.48, the open interest changed by 94 which increased total open position to 586


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 11.65, which was 0.7 higher than the previous day. The implied volatity was 30.94, the open interest changed by 102 which increased total open position to 492


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 11.05, which was -4.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 251 which increased total open position to 390


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 15.35, which was 0.45 higher than the previous day. The implied volatity was 30.74, the open interest changed by 43 which increased total open position to 138


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 15, which was -7.05 lower than the previous day. The implied volatity was 29.75, the open interest changed by 54 which increased total open position to 96


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 22.05, which was -3.15 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 43


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 25.2, which was -3.8 lower than the previous day. The implied volatity was 30.04, the open interest changed by 1 which increased total open position to 43


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 29, which was -0.1 lower than the previous day. The implied volatity was 37.19, the open interest changed by 12 which increased total open position to 42


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 29.1, which was -0.9 lower than the previous day. The implied volatity was 36.41, the open interest changed by 7 which increased total open position to 26


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was 31.70, the open interest changed by 13 which increased total open position to 20


On 7 Mar VEDL was trading at 445.45. The strike last trading price was 26, which was -3.5 lower than the previous day. The implied volatity was 32.79, the open interest changed by 1 which increased total open position to 7


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 29.5, which was -13 lower than the previous day. The implied volatity was 35.15, the open interest changed by -4 which decreased total open position to 5


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 42.5, which was -15.5 lower than the previous day. The implied volatity was 42.48, the open interest changed by -1 which decreased total open position to 9


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 58, which was 6.25 higher than the previous day. The implied volatity was 46.36, the open interest changed by 1 which increased total open position to 9


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 51.75, which was 6.35 higher than the previous day. The implied volatity was 36.05, the open interest changed by 4 which increased total open position to 4


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb VEDL was trading at 404.55. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb VEDL was trading at 410.40. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb VEDL was trading at 409.25. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb VEDL was trading at 438.20. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb VEDL was trading at 423.50. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb VEDL was trading at 418.20. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb VEDL was trading at 415.15. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb VEDL was trading at 413.35. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb VEDL was trading at 424.55. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb VEDL was trading at 421.90. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb VEDL was trading at 421.45. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb VEDL was trading at 435.80. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb VEDL was trading at 443.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb VEDL was trading at 444.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb VEDL was trading at 437.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb VEDL was trading at 421.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb VEDL was trading at 439.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0