VEDL
Vedanta Limited
Historical option data for VEDL
03 Dec 2024 04:12 PM IST
| VEDL 26DEC2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.39
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 468.35 | 5.05 | 0.65 | 25.78 | 2,487 | 392 | 1,678 | |||
| 2 Dec | 460.55 | 4.4 | 1.10 | 28.04 | 2,518 | 123 | 1,286 | |||
| 29 Nov | 453.50 | 3.3 | -0.60 | 27.39 | 2,203 | 431 | 1,162 | |||
| 28 Nov | 451.85 | 3.9 | 1.05 | 29.31 | 2,309 | 168 | 735 | |||
| 27 Nov | 445.80 | 2.85 | -0.65 | 28.87 | 458 | 85 | 566 | |||
| 26 Nov | 448.40 | 3.5 | 0.25 | 29.42 | 691 | 248 | 475 | |||
| 25 Nov | 443.80 | 3.25 | -0.35 | 29.93 | 309 | 59 | 227 | |||
| 22 Nov | 445.35 | 3.6 | -0.10 | 28.98 | 156 | 18 | 186 | |||
| 21 Nov | 442.80 | 3.7 | -0.40 | 29.97 | 193 | 98 | 167 | |||
| 20 Nov | 443.55 | 4.1 | 0.00 | 30.61 | 47 | 7 | 69 | |||
| 19 Nov | 443.55 | 4.1 | -0.80 | 30.61 | 47 | 7 | 69 | |||
| 18 Nov | 447.50 | 4.9 | 0.80 | 29.64 | 91 | 23 | 61 | |||
| 14 Nov | 433.40 | 4.1 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 13 Nov | 434.75 | 4.1 | -0.90 | 31.26 | 44 | 16 | 38 | |||
| 12 Nov | 444.75 | 5 | -4.20 | 28.66 | 25 | 11 | 23 | |||
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| 11 Nov | 456.20 | 9.2 | -0.85 | 30.98 | 13 | 4 | 11 | |||
| 8 Nov | 457.90 | 10.05 | -2.45 | 30.97 | 8 | 6 | 7 | |||
| 7 Nov | 457.90 | 12.5 | -9.60 | 33.52 | 1 | 0 | 0 | |||
| 6 Nov | 474.00 | 22.1 | 0.00 | 1.68 | 0 | 0 | 0 | |||
| 5 Nov | 469.80 | 22.1 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 4 Nov | 458.80 | 22.1 | 4.16 | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.28
Historical price for 490 CE is as follows
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 5.05, which was 0.65 higher than the previous day. The implied volatity was 25.78, the open interest changed by 392 which increased total open position to 1678
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 4.4, which was 1.10 higher than the previous day. The implied volatity was 28.04, the open interest changed by 123 which increased total open position to 1286
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 3.3, which was -0.60 lower than the previous day. The implied volatity was 27.39, the open interest changed by 431 which increased total open position to 1162
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 3.9, which was 1.05 higher than the previous day. The implied volatity was 29.31, the open interest changed by 168 which increased total open position to 735
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 28.87, the open interest changed by 85 which increased total open position to 566
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 3.5, which was 0.25 higher than the previous day. The implied volatity was 29.42, the open interest changed by 248 which increased total open position to 475
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 29.93, the open interest changed by 59 which increased total open position to 227
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 3.6, which was -0.10 lower than the previous day. The implied volatity was 28.98, the open interest changed by 18 which increased total open position to 186
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 3.7, which was -0.40 lower than the previous day. The implied volatity was 29.97, the open interest changed by 98 which increased total open position to 167
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 7 which increased total open position to 69
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 4.1, which was -0.80 lower than the previous day. The implied volatity was 30.61, the open interest changed by 7 which increased total open position to 69
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 4.9, which was 0.80 higher than the previous day. The implied volatity was 29.64, the open interest changed by 23 which increased total open position to 61
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 31.26, the open interest changed by 16 which increased total open position to 38
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 5, which was -4.20 lower than the previous day. The implied volatity was 28.66, the open interest changed by 11 which increased total open position to 23
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 9.2, which was -0.85 lower than the previous day. The implied volatity was 30.98, the open interest changed by 4 which increased total open position to 11
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 10.05, which was -2.45 lower than the previous day. The implied volatity was 30.97, the open interest changed by 6 which increased total open position to 7
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 12.5, which was -9.60 lower than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 0
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 22.1, which was 0.00 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 22.1, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
| VEDL 26DEC2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.40
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 468.35 | 24.9 | -5.65 | 27.61 | 119 | -24 | 615 |
| 2 Dec | 460.55 | 30.55 | -5.85 | 28.89 | 193 | 4 | 639 |
| 29 Nov | 453.50 | 36.4 | -1.25 | 28.62 | 107 | 9 | 635 |
| 28 Nov | 451.85 | 37.65 | -5.25 | 29.01 | 422 | 184 | 626 |
| 27 Nov | 445.80 | 42.9 | 1.05 | 29.29 | 85 | 13 | 440 |
| 26 Nov | 448.40 | 41.85 | -3.85 | 30.48 | 432 | 339 | 427 |
| 25 Nov | 443.80 | 45.7 | -0.20 | 33.17 | 75 | 76 | 88 |
| 22 Nov | 445.35 | 45.9 | 2.90 | 34.86 | 24 | 22 | 34 |
| 21 Nov | 442.80 | 43 | 0.00 | 0.00 | 0 | 8 | 0 |
| 20 Nov | 443.55 | 43 | 0.00 | - | 8 | 8 | 11 |
| 19 Nov | 443.55 | 43 | 6.00 | - | 8 | 7 | 11 |
| 18 Nov | 447.50 | 37 | -5.60 | - | 4 | 0 | 0 |
| 14 Nov | 433.40 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 434.75 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 444.75 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 456.20 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 457.90 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 457.90 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 474.00 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 469.80 | 42.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 458.80 | 42.6 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.71
Historical price for 490 PE is as follows
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 24.9, which was -5.65 lower than the previous day. The implied volatity was 27.61, the open interest changed by -24 which decreased total open position to 615
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 30.55, which was -5.85 lower than the previous day. The implied volatity was 28.89, the open interest changed by 4 which increased total open position to 639
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 36.4, which was -1.25 lower than the previous day. The implied volatity was 28.62, the open interest changed by 9 which increased total open position to 635
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 37.65, which was -5.25 lower than the previous day. The implied volatity was 29.01, the open interest changed by 184 which increased total open position to 626
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 42.9, which was 1.05 higher than the previous day. The implied volatity was 29.29, the open interest changed by 13 which increased total open position to 440
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 41.85, which was -3.85 lower than the previous day. The implied volatity was 30.48, the open interest changed by 339 which increased total open position to 427
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 45.7, which was -0.20 lower than the previous day. The implied volatity was 33.17, the open interest changed by 76 which increased total open position to 88
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 45.9, which was 2.90 higher than the previous day. The implied volatity was 34.86, the open interest changed by 22 which increased total open position to 34
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 11
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 43, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 11
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 37, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 42.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
