VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.07
Theta: -0.14
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 0.8 | -0.2 | 58.78 | 985 | 24 | 3,753 | |||
| 7 Apr | 374.05 | 1.1 | -0.2 | 60.87 | 1,793 | 58 | 3,731 | |||
| 4 Apr | 401.45 | 1.4 | -3.05 | 43.59 | 4,827 | 786 | 3,669 | |||
| 3 Apr | 439.50 | 4.4 | -4.9 | 32.46 | 5,118 | 550 | 2,881 | |||
| 2 Apr | 457.65 | 8.7 | -1.35 | 29.60 | 2,488 | 108 | 2,323 | |||
| 1 Apr | 457.40 | 10 | -3.55 | 31.06 | 3,223 | 91 | 2,208 | |||
| 28 Mar | 463.40 | 13.8 | -4.7 | 30.85 | 3,538 | 347 | 2,117 | |||
| 27 Mar | 472.35 | 18.7 | 2.9 | 31.49 | 2,641 | 288 | 1,767 | |||
| 26 Mar | 464.15 | 15.95 | 1 | 32.16 | 2,810 | 244 | 1,477 | |||
| 25 Mar | 461.80 | 14.8 | -5.65 | 32.24 | 1,628 | 330 | 1,234 | |||
| 24 Mar | 472.25 | 20.55 | 2.25 | 31.92 | 1,570 | 234 | 893 | |||
| 21 Mar | 467.30 | 18.55 | -2.1 | 31.19 | 766 | 70 | 660 | |||
| 20 Mar | 470.75 | 20.65 | 5.7 | 30.64 | 1,212 | 413 | 589 | |||
| 19 Mar | 460.55 | 15.15 | 0.75 | 30.36 | 207 | 87 | 176 | |||
| 18 Mar | 460.00 | 14.5 | 4.5 | 28.94 | 157 | 17 | 89 | |||
| 17 Mar | 446.95 | 10 | 0.8 | 29.93 | 17 | 6 | 72 | |||
| 13 Mar | 442.95 | 9.2 | -0.9 | 29.81 | 15 | 9 | 66 | |||
| 12 Mar | 444.95 | 10.1 | 0.15 | 30.38 | 9 | 1 | 56 | |||
| 11 Mar | 441.55 | 9.7 | 0.95 | 29.68 | 17 | 9 | 53 | |||
| 10 Mar | 437.40 | 8.75 | -4.2 | 30.88 | 21 | 6 | 42 | |||
| 7 Mar | 445.45 | 12.95 | -0.55 | 31.92 | 20 | 10 | 36 | |||
| 6 Mar | 442.95 | 13.5 | 5.85 | 34.46 | 27 | 4 | 4 | |||
| 5 Mar | 428.95 | 7.65 | 0 | 6.35 | 0 | 0 | 0 | |||
| 4 Mar | 406.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 409.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 28 Feb | 394.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 470 expiring on 24APR2025
Delta for 470 CE is 0.04
Historical price for 470 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 58.78, the open interest changed by 24 which increased total open position to 3753
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 60.87, the open interest changed by 58 which increased total open position to 3731
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 1.4, which was -3.05 lower than the previous day. The implied volatity was 43.59, the open interest changed by 786 which increased total open position to 3669
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 4.4, which was -4.9 lower than the previous day. The implied volatity was 32.46, the open interest changed by 550 which increased total open position to 2881
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 8.7, which was -1.35 lower than the previous day. The implied volatity was 29.60, the open interest changed by 108 which increased total open position to 2323
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 10, which was -3.55 lower than the previous day. The implied volatity was 31.06, the open interest changed by 91 which increased total open position to 2208
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 13.8, which was -4.7 lower than the previous day. The implied volatity was 30.85, the open interest changed by 347 which increased total open position to 2117
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 18.7, which was 2.9 higher than the previous day. The implied volatity was 31.49, the open interest changed by 288 which increased total open position to 1767
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 15.95, which was 1 higher than the previous day. The implied volatity was 32.16, the open interest changed by 244 which increased total open position to 1477
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 14.8, which was -5.65 lower than the previous day. The implied volatity was 32.24, the open interest changed by 330 which increased total open position to 1234
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 20.55, which was 2.25 higher than the previous day. The implied volatity was 31.92, the open interest changed by 234 which increased total open position to 893
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 18.55, which was -2.1 lower than the previous day. The implied volatity was 31.19, the open interest changed by 70 which increased total open position to 660
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 20.65, which was 5.7 higher than the previous day. The implied volatity was 30.64, the open interest changed by 413 which increased total open position to 589
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 15.15, which was 0.75 higher than the previous day. The implied volatity was 30.36, the open interest changed by 87 which increased total open position to 176
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 14.5, which was 4.5 higher than the previous day. The implied volatity was 28.94, the open interest changed by 17 which increased total open position to 89
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 10, which was 0.8 higher than the previous day. The implied volatity was 29.93, the open interest changed by 6 which increased total open position to 72
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 9.2, which was -0.9 lower than the previous day. The implied volatity was 29.81, the open interest changed by 9 which increased total open position to 66
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 10.1, which was 0.15 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 56
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 9.7, which was 0.95 higher than the previous day. The implied volatity was 29.68, the open interest changed by 9 which increased total open position to 53
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 8.75, which was -4.2 lower than the previous day. The implied volatity was 30.88, the open interest changed by 6 which increased total open position to 42
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 12.95, which was -0.55 lower than the previous day. The implied volatity was 31.92, the open interest changed by 10 which increased total open position to 36
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 13.5, which was 5.85 higher than the previous day. The implied volatity was 34.46, the open interest changed by 4 which increased total open position to 4
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 0, which was 0 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 Mar VEDL was trading at 409.15. The strike last trading price was 0, which was 0 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 28 Feb VEDL was trading at 394.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 94.8 | 0.25 | - | 9 | -5 | 1,307 |
| 7 Apr | 374.05 | 94 | 24 | - | 76 | -39 | 1,313 |
| 4 Apr | 401.45 | 70 | 36.85 | 62.54 | 186 | -17 | 1,352 |
| 3 Apr | 439.50 | 33.1 | 12.75 | 36.09 | 469 | -3 | 1,370 |
| 2 Apr | 457.65 | 20.9 | 0.8 | 33.01 | 364 | -73 | 1,374 |
| 1 Apr | 457.40 | 20.2 | 2.2 | 31.96 | 766 | -63 | 1,448 |
| 28 Mar | 463.40 | 18.15 | 4.7 | 32.27 | 2,188 | 120 | 1,511 |
| 27 Mar | 472.35 | 13.4 | -4 | 30.11 | 1,550 | 301 | 1,392 |
| 26 Mar | 464.15 | 17.45 | -1.75 | 31.62 | 1,778 | 332 | 1,090 |
| 25 Mar | 461.80 | 19.05 | 4.9 | 31.19 | 718 | 141 | 757 |
| 24 Mar | 472.25 | 14 | -2.4 | 30.85 | 503 | 176 | 620 |
| 21 Mar | 467.30 | 16.15 | 1.1 | 31.10 | 520 | 166 | 445 |
| 20 Mar | 470.75 | 15.15 | -5.25 | 30.79 | 371 | 227 | 279 |
| 19 Mar | 460.55 | 20.4 | -0.6 | 30.56 | 62 | 43 | 50 |
| 18 Mar | 460.00 | 21 | -46.95 | 31.07 | 7 | 6 | 6 |
| 17 Mar | 446.95 | 67.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 442.95 | 67.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 444.95 | 67.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 441.55 | 67.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 437.40 | 67.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 445.45 | 67.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 442.95 | 67.95 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 428.95 | 67.95 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 406.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 409.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 394.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Vedanta Limited - strike price 470 expiring on 24APR2025
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 94.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 1307
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 94, which was 24 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 1313
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 70, which was 36.85 higher than the previous day. The implied volatity was 62.54, the open interest changed by -17 which decreased total open position to 1352
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 33.1, which was 12.75 higher than the previous day. The implied volatity was 36.09, the open interest changed by -3 which decreased total open position to 1370
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 20.9, which was 0.8 higher than the previous day. The implied volatity was 33.01, the open interest changed by -73 which decreased total open position to 1374
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 20.2, which was 2.2 higher than the previous day. The implied volatity was 31.96, the open interest changed by -63 which decreased total open position to 1448
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 18.15, which was 4.7 higher than the previous day. The implied volatity was 32.27, the open interest changed by 120 which increased total open position to 1511
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 13.4, which was -4 lower than the previous day. The implied volatity was 30.11, the open interest changed by 301 which increased total open position to 1392
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 17.45, which was -1.75 lower than the previous day. The implied volatity was 31.62, the open interest changed by 332 which increased total open position to 1090
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 19.05, which was 4.9 higher than the previous day. The implied volatity was 31.19, the open interest changed by 141 which increased total open position to 757
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 14, which was -2.4 lower than the previous day. The implied volatity was 30.85, the open interest changed by 176 which increased total open position to 620
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 16.15, which was 1.1 higher than the previous day. The implied volatity was 31.10, the open interest changed by 166 which increased total open position to 445
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 15.15, which was -5.25 lower than the previous day. The implied volatity was 30.79, the open interest changed by 227 which increased total open position to 279
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 20.4, which was -0.6 lower than the previous day. The implied volatity was 30.56, the open interest changed by 43 which increased total open position to 50
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 21, which was -46.95 lower than the previous day. The implied volatity was 31.07, the open interest changed by 6 which increased total open position to 6
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 67.95, 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 Mar VEDL was trading at 442.95. The strike last trading price was 67.95, 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 Mar VEDL was trading at 444.95. The strike last trading price was 67.95, 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 Mar VEDL was trading at 441.55. The strike last trading price was 67.95, 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 Mar VEDL was trading at 437.40. The strike last trading price was 67.95, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 67.95, 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 Mar VEDL was trading at 442.95. The strike last trading price was 67.95, 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 Mar VEDL was trading at 428.95. The strike last trading price was 67.95, 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 Mar VEDL was trading at 406.75. The strike last trading price was 0, which was 0 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 Mar VEDL was trading at 409.15. The strike last trading price was 0, which was 0 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 28 Feb VEDL was trading at 394.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
