VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.13
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 442.80 | 1.4 | -0.30 | 35.88 | 1,715 | -41.5 | 2,061.5 | |||
| 20 Nov | 443.55 | 1.7 | 0.00 | 34.30 | 1,587 | 127 | 2,099 | |||
| 19 Nov | 443.55 | 1.7 | -1.00 | 34.30 | 1,587 | 123 | 2,099 | |||
| 18 Nov | 447.50 | 2.7 | 1.15 | 33.10 | 4,468.5 | -324.5 | 1,971.5 | |||
| 14 Nov | 433.40 | 1.55 | -0.90 | 31.99 | 1,364 | -17 | 2,298 | |||
| 13 Nov | 434.75 | 2.45 | -1.20 | 34.75 | 2,329.5 | 28 | 2,319 | |||
| 12 Nov | 444.75 | 3.65 | -3.05 | 31.15 | 2,255 | 91 | 2,300.5 | |||
| 11 Nov | 456.20 | 6.7 | -1.45 | 29.16 | 2,728.5 | 67.5 | 2,209 | |||
| 8 Nov | 457.90 | 8.15 | -2.80 | 30.34 | 6,735 | 215 | 2,139.5 | |||
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| 7 Nov | 457.90 | 10.95 | -7.80 | 34.28 | 4,037 | 562.5 | 1,916.5 | |||
| 6 Nov | 474.00 | 18.75 | 2.10 | 33.14 | 3,863 | 109.5 | 1,357.5 | |||
| 5 Nov | 469.80 | 16.65 | 4.50 | 33.18 | 2,625 | 214 | 1,240.5 | |||
| 4 Nov | 458.80 | 12.15 | -5.50 | 34.07 | 1,624 | 100 | 1,025 | |||
| 1 Nov | 467.35 | 17.65 | 1.30 | 33.21 | 208.5 | -6.5 | 934.5 | |||
| 31 Oct | 464.05 | 16.35 | -2.80 | - | 1,638 | 299 | 938 | |||
| 30 Oct | 468.50 | 19.15 | -3.20 | - | 891 | 197 | 637 | |||
| 29 Oct | 472.30 | 22.35 | 2.65 | - | 757 | 131 | 438 | |||
| 28 Oct | 469.15 | 19.7 | 5.15 | - | 631 | 36 | 306 | |||
| 25 Oct | 455.40 | 14.55 | -7.70 | - | 377 | 52 | 270 | |||
| 24 Oct | 469.05 | 22.25 | 2.70 | - | 319 | 26 | 217 | |||
| 23 Oct | 463.00 | 19.55 | -0.05 | - | 399 | 101 | 191 | |||
| 22 Oct | 460.75 | 19.6 | -5.80 | - | 150 | 48 | 89 | |||
| 21 Oct | 475.00 | 25.4 | -3.10 | - | 17 | 1 | 40 | |||
| 18 Oct | 480.85 | 28.5 | 3.90 | - | 80 | 19 | 40 | |||
| 17 Oct | 472.15 | 24.6 | -10.50 | - | 23 | 15 | 20 | |||
| 16 Oct | 486.70 | 35.1 | -1.20 | - | 2 | 0 | 5 | |||
| 15 Oct | 489.85 | 36.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 499.15 | 36.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 497.50 | 36.3 | 0.00 | - | 0 | 4 | 0 | |||
| 10 Oct | 492.50 | 36.3 | -9.20 | - | 4 | 2 | 3 | |||
| 9 Oct | 496.25 | 45.5 | 0.00 | - | 0 | 1 | 0 | |||
| 8 Oct | 497.45 | 45.5 | -11.00 | - | 1 | 0 | 0 | |||
| 7 Oct | 500.30 | 56.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 508.70 | 56.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 511.75 | 56.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.15 | 56.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 512.65 | 56.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 513.00 | 56.5 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 470 expiring on 28NOV2024
Delta for 470 CE is 0.13
Historical price for 470 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 35.88, the open interest changed by -83 which decreased total open position to 4123
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 34.30, the open interest changed by 254 which increased total open position to 4198
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 1.7, which was -1.00 lower than the previous day. The implied volatity was 34.30, the open interest changed by 246 which increased total open position to 4198
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 2.7, which was 1.15 higher than the previous day. The implied volatity was 33.10, the open interest changed by -649 which decreased total open position to 3943
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 1.55, which was -0.90 lower than the previous day. The implied volatity was 31.99, the open interest changed by -34 which decreased total open position to 4596
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 2.45, which was -1.20 lower than the previous day. The implied volatity was 34.75, the open interest changed by 56 which increased total open position to 4638
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 3.65, which was -3.05 lower than the previous day. The implied volatity was 31.15, the open interest changed by 182 which increased total open position to 4601
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 6.7, which was -1.45 lower than the previous day. The implied volatity was 29.16, the open interest changed by 135 which increased total open position to 4418
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 8.15, which was -2.80 lower than the previous day. The implied volatity was 30.34, the open interest changed by 430 which increased total open position to 4279
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 10.95, which was -7.80 lower than the previous day. The implied volatity was 34.28, the open interest changed by 1125 which increased total open position to 3833
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 18.75, which was 2.10 higher than the previous day. The implied volatity was 33.14, the open interest changed by 219 which increased total open position to 2715
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 16.65, which was 4.50 higher than the previous day. The implied volatity was 33.18, the open interest changed by 428 which increased total open position to 2481
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 12.15, which was -5.50 lower than the previous day. The implied volatity was 34.07, the open interest changed by 200 which increased total open position to 2050
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 17.65, which was 1.30 higher than the previous day. The implied volatity was 33.21, the open interest changed by -13 which decreased total open position to 1869
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 16.35, which was -2.80 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 19.15, which was -3.20 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 22.35, which was 2.65 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 19.7, which was 5.15 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 14.55, which was -7.70 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 22.25, which was 2.70 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 19.55, which was -0.05 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 19.6, which was -5.80 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 25.4, which was -3.10 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 28.5, which was 3.90 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 24.6, which was -10.50 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 35.1, which was -1.20 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 36.3, 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 36.3, 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 36.3, 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 36.3, which was -9.20 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 45.5, 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 45.5, which was -11.00 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.16
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 442.80 | 28.8 | 0.65 | 44.66 | 58.5 | -21 | 749.5 |
| 20 Nov | 443.55 | 28.15 | 0.00 | 31.67 | 57 | -1.5 | 770.5 |
| 19 Nov | 443.55 | 28.15 | 3.80 | 31.67 | 57 | -1.5 | 770.5 |
| 18 Nov | 447.50 | 24.35 | -12.90 | 33.27 | 346 | -142.5 | 775 |
| 14 Nov | 433.40 | 37.25 | 2.25 | 39.67 | 115.5 | -44.5 | 918 |
| 13 Nov | 434.75 | 35 | 6.40 | 32.18 | 165 | -53 | 965.5 |
| 12 Nov | 444.75 | 28.6 | 9.25 | 36.31 | 142.5 | -14 | 1,018.5 |
| 11 Nov | 456.20 | 19.35 | -1.80 | 30.66 | 323.5 | -2 | 1,032 |
| 8 Nov | 457.90 | 21.15 | -1.15 | 34.18 | 1,057.5 | -17.5 | 1,033.5 |
| 7 Nov | 457.90 | 22.3 | 9.20 | 38.91 | 1,193.5 | 124 | 1,055 |
| 6 Nov | 474.00 | 13.1 | -2.55 | 35.07 | 1,476 | -0.5 | 932 |
| 5 Nov | 469.80 | 15.65 | -5.75 | 35.64 | 749.5 | 61.5 | 934 |
| 4 Nov | 458.80 | 21.4 | 4.10 | 35.32 | 357.5 | -22 | 872 |
| 1 Nov | 467.35 | 17.3 | -2.25 | 35.82 | 106 | 7.5 | 897.5 |
| 31 Oct | 464.05 | 19.55 | 1.50 | - | 1,001 | 335 | 890 |
| 30 Oct | 468.50 | 18.05 | 1.55 | - | 545 | 166 | 556 |
| 29 Oct | 472.30 | 16.5 | -1.60 | - | 822 | 87 | 389 |
| 28 Oct | 469.15 | 18.1 | -6.75 | - | 755 | 131 | 302 |
| 25 Oct | 455.40 | 24.85 | 6.45 | - | 130 | 23 | 171 |
| 24 Oct | 469.05 | 18.4 | -3.60 | - | 147 | 15 | 147 |
| 23 Oct | 463.00 | 22 | -1.90 | - | 206 | 57 | 133 |
| 22 Oct | 460.75 | 23.9 | 5.65 | - | 138 | 4 | 75 |
| 21 Oct | 475.00 | 18.25 | 4.50 | - | 99 | 9 | 72 |
| 18 Oct | 480.85 | 13.75 | -4.00 | - | 30 | 7 | 63 |
| 17 Oct | 472.15 | 17.75 | 5.35 | - | 37 | 16 | 56 |
| 16 Oct | 486.70 | 12.4 | -0.05 | - | 2 | -1 | 40 |
| 15 Oct | 489.85 | 12.45 | 1.80 | - | 6 | 5 | 41 |
| 14 Oct | 499.15 | 10.65 | 0.25 | - | 2 | 0 | 35 |
| 11 Oct | 497.50 | 10.4 | -2.20 | - | 4 | 0 | 36 |
| 10 Oct | 492.50 | 12.6 | -0.40 | - | 4 | 0 | 36 |
| 9 Oct | 496.25 | 13 | 1.25 | - | 4 | 3 | 35 |
| 8 Oct | 497.45 | 11.75 | 1.25 | - | 6 | 1 | 32 |
| 7 Oct | 500.30 | 10.5 | 1.50 | - | 3 | 0 | 30 |
| 4 Oct | 508.70 | 9 | -0.50 | - | 15 | 13 | 29 |
| 3 Oct | 511.75 | 9.5 | 1.50 | - | 6 | 4 | 15 |
| 1 Oct | 516.15 | 8 | -10.85 | - | 11 | 10 | 10 |
| 30 Sept | 512.65 | 18.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 513.00 | 18.85 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 470 expiring on 28NOV2024
Delta for 470 PE is -0.81
Historical price for 470 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 28.8, which was 0.65 higher than the previous day. The implied volatity was 44.66, the open interest changed by -42 which decreased total open position to 1499
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 28.15, which was 0.00 lower than the previous day. The implied volatity was 31.67, the open interest changed by -3 which decreased total open position to 1541
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 28.15, which was 3.80 higher than the previous day. The implied volatity was 31.67, the open interest changed by -3 which decreased total open position to 1541
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 24.35, which was -12.90 lower than the previous day. The implied volatity was 33.27, the open interest changed by -285 which decreased total open position to 1550
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 37.25, which was 2.25 higher than the previous day. The implied volatity was 39.67, the open interest changed by -89 which decreased total open position to 1836
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 35, which was 6.40 higher than the previous day. The implied volatity was 32.18, the open interest changed by -106 which decreased total open position to 1931
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 28.6, which was 9.25 higher than the previous day. The implied volatity was 36.31, the open interest changed by -28 which decreased total open position to 2037
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 19.35, which was -1.80 lower than the previous day. The implied volatity was 30.66, the open interest changed by -4 which decreased total open position to 2064
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 21.15, which was -1.15 lower than the previous day. The implied volatity was 34.18, the open interest changed by -35 which decreased total open position to 2067
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 22.3, which was 9.20 higher than the previous day. The implied volatity was 38.91, the open interest changed by 248 which increased total open position to 2110
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 13.1, which was -2.55 lower than the previous day. The implied volatity was 35.07, the open interest changed by -1 which decreased total open position to 1864
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 15.65, which was -5.75 lower than the previous day. The implied volatity was 35.64, the open interest changed by 123 which increased total open position to 1868
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 21.4, which was 4.10 higher than the previous day. The implied volatity was 35.32, the open interest changed by -44 which decreased total open position to 1744
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 17.3, which was -2.25 lower than the previous day. The implied volatity was 35.82, the open interest changed by 15 which increased total open position to 1795
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 19.55, which was 1.50 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 18.05, which was 1.55 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 16.5, which was -1.60 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 18.1, which was -6.75 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 24.85, which was 6.45 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 18.4, which was -3.60 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 22, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 23.9, which was 5.65 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 18.25, which was 4.50 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 13.75, which was -4.00 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 17.75, which was 5.35 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 12.4, which was -0.05 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 12.45, which was 1.80 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 10.65, which was 0.25 higher 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 10.4, which was -2.20 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 12.6, which was -0.40 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 13, which was 1.25 higher 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 11.75, which was 1.25 higher 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 10.5, which was 1.50 higher 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 9, which was -0.50 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 9.5, which was 1.50 higher 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 8, which was -10.85 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 18.85, 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 18.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
