VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.06
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 442.80 | 0.45 | -0.25 | 41.26 | 522.5 | -20 | 1,080.5 | |||
| 20 Nov | 443.55 | 0.7 | 0.00 | 40.31 | 700 | -8.5 | 1,089 | |||
| 19 Nov | 443.55 | 0.7 | -0.35 | 40.31 | 700 | -20 | 1,089 | |||
| 18 Nov | 447.50 | 1.05 | 0.35 | 38.03 | 1,497.5 | -51.5 | 1,109 | |||
| 14 Nov | 433.40 | 0.7 | -0.45 | 36.63 | 717.5 | 12.5 | 1,165 | |||
| 13 Nov | 434.75 | 1.15 | -0.45 | 38.74 | 885.5 | -79.5 | 1,152.5 | |||
| 12 Nov | 444.75 | 1.6 | -0.95 | 34.68 | 1,159.5 | -33.5 | 1,235.5 | |||
| 11 Nov | 456.20 | 2.55 | -1.10 | 31.16 | 1,417 | 135.5 | 1,270 | |||
| 8 Nov | 457.90 | 3.65 | -1.50 | 32.06 | 2,366.5 | -8 | 1,133 | |||
| 7 Nov | 457.90 | 5.15 | -4.65 | 34.52 | 1,538 | 143 | 1,143 | |||
| 6 Nov | 474.00 | 9.8 | 0.90 | 33.11 | 2,205 | 126 | 1,001 | |||
| 5 Nov | 469.80 | 8.9 | 2.70 | 33.95 | 1,014.5 | 18.5 | 883.5 | |||
| 4 Nov | 458.80 | 6.2 | -3.35 | 34.65 | 1,039 | -46 | 868 | |||
| 1 Nov | 467.35 | 9.55 | 0.55 | 33.16 | 174.5 | 57.5 | 915.5 | |||
| 31 Oct | 464.05 | 9 | -1.75 | - | 828 | 231 | 858 | |||
| 30 Oct | 468.50 | 10.75 | -2.30 | - | 374 | 71 | 626 | |||
| 29 Oct | 472.30 | 13.05 | 1.65 | - | 402 | 22 | 556 | |||
| 28 Oct | 469.15 | 11.4 | 2.75 | - | 322 | 38 | 534 | |||
| 25 Oct | 455.40 | 8.65 | -4.95 | - | 224 | 44 | 496 | |||
| 24 Oct | 469.05 | 13.6 | 1.30 | - | 193 | 39 | 453 | |||
| 23 Oct | 463.00 | 12.3 | 0.60 | - | 222 | 95 | 411 | |||
| 22 Oct | 460.75 | 11.7 | -4.80 | - | 130 | 8 | 319 | |||
| 21 Oct | 475.00 | 16.5 | -2.45 | - | 267 | 128 | 308 | |||
| 18 Oct | 480.85 | 18.95 | 2.60 | - | 58 | -6 | 180 | |||
| 17 Oct | 472.15 | 16.35 | -6.40 | - | 119 | 54 | 168 | |||
| 16 Oct | 486.70 | 22.75 | -1.40 | - | 52 | 27 | 113 | |||
| 15 Oct | 489.85 | 24.15 | -6.75 | - | 87 | 70 | 87 | |||
| 14 Oct | 499.15 | 30.9 | 0.00 | - | 0 | 1 | 0 | |||
| 11 Oct | 497.50 | 30.9 | 3.70 | - | 10 | 0 | 16 | |||
| 10 Oct | 492.50 | 27.2 | -15.35 | - | 20 | 13 | 15 | |||
| 9 Oct | 496.25 | 42.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 497.45 | 42.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 500.30 | 42.55 | 0.00 | - | 0 | 2 | 0 | |||
| 4 Oct | 508.70 | 42.55 | -2.30 | - | 2 | 1 | 1 | |||
| 3 Oct | 511.75 | 44.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.15 | 44.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 512.65 | 44.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 513.00 | 44.85 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 490 expiring on 28NOV2024
Delta for 490 CE is 0.04
Historical price for 490 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 41.26, the open interest changed by -40 which decreased total open position to 2161
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 40.31, the open interest changed by -17 which decreased total open position to 2178
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 40.31, the open interest changed by -40 which decreased total open position to 2178
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 38.03, the open interest changed by -103 which decreased total open position to 2218
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 36.63, the open interest changed by 25 which increased total open position to 2330
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 38.74, the open interest changed by -159 which decreased total open position to 2305
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 34.68, the open interest changed by -67 which decreased total open position to 2471
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 31.16, the open interest changed by 271 which increased total open position to 2540
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 3.65, which was -1.50 lower than the previous day. The implied volatity was 32.06, the open interest changed by -16 which decreased total open position to 2266
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 5.15, which was -4.65 lower than the previous day. The implied volatity was 34.52, the open interest changed by 286 which increased total open position to 2286
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 9.8, which was 0.90 higher than the previous day. The implied volatity was 33.11, the open interest changed by 252 which increased total open position to 2002
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 8.9, which was 2.70 higher than the previous day. The implied volatity was 33.95, the open interest changed by 37 which increased total open position to 1767
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 6.2, which was -3.35 lower than the previous day. The implied volatity was 34.65, the open interest changed by -92 which decreased total open position to 1736
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 33.16, the open interest changed by 115 which increased total open position to 1831
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 9, which was -1.75 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 10.75, which was -2.30 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 13.05, which was 1.65 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 11.4, which was 2.75 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 8.65, which was -4.95 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 13.6, which was 1.30 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 12.3, which was 0.60 higher 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 11.7, which was -4.80 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 16.5, which was -2.45 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 18.95, which was 2.60 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 16.35, which was -6.40 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 22.75, which was -1.40 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 24.15, 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 14 Oct VEDL was trading at 499.15. The strike last trading price was 30.9, 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 30.9, which was 3.70 higher 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 27.2, which was -15.35 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 42.55, 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 42.55, 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 7 Oct VEDL was trading at 500.30. The strike last trading price was 42.55, 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 42.55, which was -2.30 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 44.85, 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 1 Oct VEDL was trading at 516.15. The strike last trading price was 44.85, 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 30 Sept VEDL was trading at 512.65. The strike last trading price was 44.85, 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 44.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.12
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 442.80 | 48 | 5.10 | 57.79 | 3 | 0 | 379 |
| 20 Nov | 443.55 | 42.9 | 0.00 | - | 18 | -0.5 | 379 |
| 19 Nov | 443.55 | 42.9 | -0.05 | - | 18 | -0.5 | 379 |
| 18 Nov | 447.50 | 42.95 | -14.05 | 40.83 | 48 | 2.5 | 379.5 |
| 14 Nov | 433.40 | 57 | 3.00 | 51.95 | 15.5 | 0 | 376.5 |
| 13 Nov | 434.75 | 54 | 8.20 | 37.60 | 20 | 0 | 377 |
| 12 Nov | 444.75 | 45.8 | 10.80 | 39.17 | 19 | 1.5 | 378.5 |
| 11 Nov | 456.20 | 35 | -1.35 | 31.88 | 21 | 1 | 376.5 |
| 8 Nov | 457.90 | 36.35 | 0.95 | 36.48 | 41 | 2.5 | 376 |
| 7 Nov | 457.90 | 35.4 | 11.30 | 37.42 | 83 | 10.5 | 373.5 |
| 6 Nov | 474.00 | 24.1 | -4.05 | 35.24 | 223.5 | 9 | 362.5 |
| 5 Nov | 469.80 | 28.15 | -7.25 | 37.43 | 58.5 | -5 | 353.5 |
| 4 Nov | 458.80 | 35.4 | 5.90 | 36.36 | 39 | 10.5 | 357 |
| 1 Nov | 467.35 | 29.5 | -2.25 | 36.92 | 10 | 5 | 347 |
| 31 Oct | 464.05 | 31.75 | 2.25 | - | 451 | 163 | 341 |
| 30 Oct | 468.50 | 29.5 | 1.75 | - | 96 | 50 | 178 |
| 29 Oct | 472.30 | 27.75 | -0.45 | - | 63 | 3 | 127 |
| 28 Oct | 469.15 | 28.2 | -9.95 | - | 44 | 4 | 124 |
| 25 Oct | 455.40 | 38.15 | 8.10 | - | 23 | 8 | 120 |
| 24 Oct | 469.05 | 30.05 | -4.25 | - | 41 | 0 | 111 |
| 23 Oct | 463.00 | 34.3 | -2.50 | - | 72 | 12 | 111 |
| 22 Oct | 460.75 | 36.8 | 9.15 | - | 39 | -2 | 99 |
| 21 Oct | 475.00 | 27.65 | 3.85 | - | 44 | 23 | 96 |
| 18 Oct | 480.85 | 23.8 | -5.95 | - | 7 | 2 | 72 |
| 17 Oct | 472.15 | 29.75 | 8.75 | - | 40 | 11 | 58 |
| 16 Oct | 486.70 | 21 | 0.70 | - | 30 | 6 | 46 |
| 15 Oct | 489.85 | 20.3 | 1.65 | - | 49 | 30 | 39 |
| 14 Oct | 499.15 | 18.65 | -0.10 | - | 6 | 2 | 11 |
| 11 Oct | 497.50 | 18.75 | -1.75 | - | 2 | 0 | 8 |
| 10 Oct | 492.50 | 20.5 | 1.90 | - | 3 | 1 | 7 |
| 9 Oct | 496.25 | 18.6 | -1.15 | - | 4 | 1 | 4 |
| 8 Oct | 497.45 | 19.75 | 7.20 | - | 6 | 3 | 3 |
| 7 Oct | 500.30 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 508.70 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 511.75 | 12.55 | -14.40 | - | 2 | 1 | 1 |
| 1 Oct | 516.15 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 512.65 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 513.00 | 26.95 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 490 expiring on 28NOV2024
Delta for 490 PE is -0.88
Historical price for 490 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 48, which was 5.10 higher than the previous day. The implied volatity was 57.79, the open interest changed by 0 which decreased total open position to 758
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 758
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 42.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 758
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 42.95, which was -14.05 lower than the previous day. The implied volatity was 40.83, the open interest changed by 5 which increased total open position to 759
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 57, which was 3.00 higher than the previous day. The implied volatity was 51.95, the open interest changed by 0 which decreased total open position to 753
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 54, which was 8.20 higher than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 754
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 45.8, which was 10.80 higher than the previous day. The implied volatity was 39.17, the open interest changed by 3 which increased total open position to 757
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 35, which was -1.35 lower than the previous day. The implied volatity was 31.88, the open interest changed by 2 which increased total open position to 753
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 36.35, which was 0.95 higher than the previous day. The implied volatity was 36.48, the open interest changed by 5 which increased total open position to 752
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 35.4, which was 11.30 higher than the previous day. The implied volatity was 37.42, the open interest changed by 21 which increased total open position to 747
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 24.1, which was -4.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by 18 which increased total open position to 725
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 28.15, which was -7.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by -10 which decreased total open position to 707
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 35.4, which was 5.90 higher than the previous day. The implied volatity was 36.36, the open interest changed by 21 which increased total open position to 714
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 29.5, which was -2.25 lower than the previous day. The implied volatity was 36.92, the open interest changed by 10 which increased total open position to 694
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 31.75, which was 2.25 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 29.5, which was 1.75 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 27.75, which was -0.45 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 28.2, which was -9.95 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 38.15, which was 8.10 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 30.05, which was -4.25 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 34.3, which was -2.50 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 36.8, which was 9.15 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 27.65, which was 3.85 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 23.8, which was -5.95 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 29.75, which was 8.75 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 21, which was 0.70 higher 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 20.3, which was 1.65 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 18.65, which was -0.10 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 18.75, which was -1.75 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 20.5, which was 1.90 higher 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 18.6, which was -1.15 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 19.75, which was 7.20 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 12.55, 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 12.55, 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 12.55, which was -14.40 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 26.95, 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 26.95, 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 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
