VEDL
VEDANTA LIMITED
Historical option data for VEDL
02 Jul 2024 11:13 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 464.70 | 16.3 | -1.65 | - | 52,21,000 | 3,40,400 | 37,55,900 | |||
| 1 Jul | 465.00 | 17.95 | - | 1,00,09,600 | 4,87,600 | 34,15,500 | ||||
| 28 Jun | 454.00 | 12.85 | - | 92,52,900 | -1,35,700 | 29,27,900 | ||||
| 27 Jun | 443.30 | 10.25 | - | 38,87,000 | 7,63,600 | 30,63,600 | ||||
| 26 Jun | 442.10 | 11.35 | - | 41,26,200 | 9,93,600 | 22,95,400 | ||||
| 25 Jun | 454.05 | 17 | - | 17,02,000 | 3,56,500 | 13,01,800 | ||||
| 24 Jun | 463.35 | 22.5 | - | 13,91,500 | 3,17,400 | 9,43,000 | ||||
| 21 Jun | 470.25 | 25.85 | - | 10,64,900 | 1,74,800 | 6,21,000 | ||||
| 20 Jun | 469.95 | 28.00 | - | 14,09,900 | 3,42,700 | 4,43,900 | ||||
| 19 Jun | 448.45 | 15.25 | - | 62,100 | 18,400 | 1,01,200 | ||||
| 18 Jun | 452.30 | 18.35 | - | 71,300 | 41,400 | 80,500 | ||||
| 14 Jun | 447.60 | 15.50 | - | 46,000 | 9,200 | 39,100 | ||||
| 13 Jun | 439.80 | 13.55 | - | 18,400 | 13,800 | 29,900 | ||||
| 12 Jun | 444.25 | 18.80 | - | 16,100 | 4,600 | 16,100 | ||||
| 11 Jun | 443.75 | 20.80 | - | 9,200 | 2,300 | 6,900 | ||||
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| 10 Jun | 444.10 | 27.00 | - | 2,300 | 0 | 2,300 | ||||
| 7 Jun | 460.65 | 27.00 | - | 4,600 | 0 | 4,600 | ||||
| 6 Jun | 449.90 | 26.45 | - | 9,200 | 4,600 | 4,600 | ||||
| 5 Jun | 440.70 | 20.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 417.85 | 20.30 | - | 0 | 0 | 0 | ||||
| 3 Jun | 457.85 | 20.30 | - | 0 | 0 | 0 | ||||
| 31 May | 450.00 | 20.30 | - | 0 | 0 | 0 | ||||
| 23 May | 472.70 | 8.85 | - | 0 | 0 | 0 | ||||
| 22 May | 487.00 | 8.85 | - | 0 | 0 | 0 | ||||
| 21 May | 491.70 | 8.85 | - | 0 | 0 | 0 | ||||
For VEDANTA LIMITED - strike price 470 expiring on 25JUL2024
Delta for 470 CE is -
Historical price for 470 CE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 16.3, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 340400 which increased total open position to 3755900
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 487600 which increased total open position to 3415500
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -135700 which decreased total open position to 2927900
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 763600 which increased total open position to 3063600
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 993600 which increased total open position to 2295400
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 356500 which increased total open position to 1301800
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 317400 which increased total open position to 943000
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 25.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 174800 which increased total open position to 621000
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 342700 which increased total open position to 443900
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18400 which increased total open position to 101200
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 18.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 41400 which increased total open position to 80500
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 39100
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 29900
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 18.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 16100
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 6900
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2300
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4600
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 26.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 4600
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 20.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 20.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 20.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May VEDL was trading at 450.00. The strike last trading price was 20.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May VEDL was trading at 491.70. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 464.70 | 19.05 | 1.40 | - | 11,13,200 | 1,33,400 | 13,84,600 |
| 1 Jul | 465.00 | 17.65 | - | 11,47,700 | 2,46,100 | 12,51,200 | |
| 28 Jun | 454.00 | 25.4 | - | 7,36,000 | 20,700 | 10,05,100 | |
| 27 Jun | 443.30 | 34.4 | - | 8,71,700 | 2,82,900 | 9,84,400 | |
| 26 Jun | 442.10 | 35 | - | 5,49,700 | 1,15,000 | 7,03,800 | |
| 25 Jun | 454.05 | 32.5 | - | 5,68,100 | 1,95,500 | 5,88,800 | |
| 24 Jun | 463.35 | 23.55 | - | 4,09,400 | 1,19,600 | 3,93,300 | |
| 21 Jun | 470.25 | 22.70 | - | 3,19,700 | 78,200 | 2,71,400 | |
| 20 Jun | 469.95 | 22.30 | - | 5,17,500 | 1,90,900 | 1,90,900 | |
| 19 Jun | 448.45 | 36.50 | - | 0 | 0 | 0 | |
| 18 Jun | 452.30 | 36.50 | - | 0 | 0 | 0 | |
| 14 Jun | 447.60 | 36.50 | - | 0 | 0 | 0 | |
| 13 Jun | 439.80 | 36.50 | - | 0 | 11,500 | 0 | |
| 12 Jun | 444.25 | 36.50 | - | 11,500 | 6,900 | 6,900 | |
| 11 Jun | 443.75 | 44.25 | - | 0 | 0 | 0 | |
| 10 Jun | 444.10 | 44.25 | - | 0 | 0 | 0 | |
| 7 Jun | 460.65 | 44.25 | - | 0 | 0 | 0 | |
| 6 Jun | 449.90 | 44.25 | - | 0 | 0 | 0 | |
| 5 Jun | 440.70 | 44.25 | - | 0 | 0 | 0 | |
| 4 Jun | 417.85 | 44.25 | - | 0 | 0 | 0 | |
| 3 Jun | 457.85 | 44.25 | - | 0 | 0 | 0 | |
| 31 May | 450.00 | 44.25 | - | 0 | 0 | 0 | |
| 23 May | 472.70 | 89.30 | - | 0 | 0 | 0 | |
| 22 May | 487.00 | 89.30 | - | 0 | 0 | 0 | |
| 21 May | 491.70 | 0.00 | - | 0 | 0 | 0 | |
For VEDANTA LIMITED - strike price 470 expiring on 25JUL2024
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 19.05, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 133400 which increased total open position to 1384600
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 17.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 246100 which increased total open position to 1251200
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 25.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 1005100
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 34.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 282900 which increased total open position to 984400
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by 115000 which increased total open position to 703800
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 195500 which increased total open position to 588800
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 23.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 119600 which increased total open position to 393300
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 22.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 78200 which increased total open position to 271400
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 22.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 190900 which increased total open position to 190900
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 0
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 6900
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May VEDL was trading at 450.00. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 89.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 89.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May VEDL was trading at 491.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0