VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
VEDL 24APR2025 500 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 376.10 | 0.45 | -0.15 | - | 588 | -11 | 3,999 | |||
7 Apr | 374.05 | 0.6 | 0.05 | - | 984 | -176 | 4,024 | |||
4 Apr | 401.45 | 0.55 | -0.75 | 47.54 | 4,859 | 762 | 4,367 | |||
3 Apr | 439.50 | 1.3 | -1.35 | 35.26 | 3,180 | 232 | 3,607 | |||
2 Apr | 457.65 | 2.45 | -0.45 | 31.21 | 1,459 | 46 | 3,374 | |||
1 Apr | 457.40 | 2.9 | -1.45 | 31.69 | 2,787 | 136 | 3,335 | |||
28 Mar | 463.40 | 4.4 | -2.05 | 30.37 | 3,500 | -145 | 3,199 | |||
27 Mar | 472.35 | 6.6 | 0.95 | 30.27 | 4,693 | 961 | 3,351 | |||
26 Mar | 464.15 | 5.75 | 0.25 | 31.66 | 2,547 | 473 | 2,395 | |||
25 Mar | 461.80 | 5.4 | -2.75 | 32.02 | 1,896 | 543 | 1,917 | |||
24 Mar | 472.25 | 8.3 | 1 | 31.49 | 2,075 | 246 | 1,374 | |||
21 Mar | 467.30 | 7.5 | -1.05 | 31.06 | 992 | 324 | 1,129 | |||
20 Mar | 470.75 | 8.55 | 2.75 | 30.37 | 1,632 | 160 | 806 | |||
19 Mar | 460.55 | 5.8 | 0 | 30.34 | 413 | 47 | 648 | |||
18 Mar | 460.00 | 5.7 | 1.35 | 29.70 | 535 | 241 | 605 | |||
17 Mar | 446.95 | 4.35 | 0.4 | 32.45 | 236 | 121 | 361 | |||
13 Mar | 442.95 | 3.95 | -0.35 | 31.83 | 85 | 16 | 241 | |||
12 Mar | 444.95 | 4.25 | 0.25 | 31.73 | 244 | 18 | 231 | |||
11 Mar | 441.55 | 3.7 | -0.25 | 30.19 | 32 | 0 | 213 | |||
10 Mar | 437.40 | 3.95 | -1.45 | 33.04 | 81 | 19 | 216 | |||
7 Mar | 445.45 | 5.25 | -0.2 | 31.25 | 94 | 40 | 197 | |||
6 Mar | 442.95 | 5.15 | 1.6 | 32.11 | 163 | 85 | 158 | |||
5 Mar | 428.95 | 3.6 | 1.1 | 33.64 | 81 | 62 | 69 | |||
4 Mar | 406.75 | 2.5 | 0.3 | 37.31 | 3 | 2 | 6 | |||
3 Mar | 409.15 | 2.2 | 1.15 | 35.21 | 2 | 1 | 3 | |||
20 Feb | 433.50 | 13.95 | 0 | 8.33 | 0 | 0 | 0 | |||
19 Feb | 423.50 | 13.95 | 0 | 9.65 | 0 | 0 | 0 | |||
18 Feb | 418.20 | 13.95 | 0 | 11.74 | 0 | 0 | 0 | |||
|
||||||||||
17 Feb | 415.15 | 13.95 | 0 | 11.65 | 0 | 0 | 0 | |||
14 Feb | 413.35 | 13.95 | 0 | 10.40 | 0 | 0 | 0 | |||
13 Feb | 424.55 | 13.95 | 0 | 9.19 | 0 | 0 | 0 | |||
12 Feb | 421.90 | 13.95 | 0 | 9.84 | 0 | 0 | 0 | |||
11 Feb | 421.45 | 13.95 | 0 | 9.49 | 0 | 0 | 0 | |||
10 Feb | 435.80 | 13.95 | 0 | 7.56 | 0 | 0 | 0 | |||
6 Feb | 443.75 | 13.95 | 0 | 5.89 | 0 | 0 | 0 | |||
5 Feb | 444.45 | 13.95 | 0 | 5.58 | 0 | 0 | 0 | |||
4 Feb | 437.70 | 13.95 | 0 | 6.45 | 0 | 0 | 0 | |||
3 Feb | 421.70 | 13.95 | 0 | 8.86 | 0 | 0 | 0 | |||
1 Feb | 439.90 | 13.95 | 0 | 6.16 | 0 | 0 | 0 |
For Vedanta Limited - strike price 500 expiring on 24APR2025
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 3999
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -176 which decreased total open position to 4024
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 47.54, the open interest changed by 762 which increased total open position to 4367
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 35.26, the open interest changed by 232 which increased total open position to 3607
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 31.21, the open interest changed by 46 which increased total open position to 3374
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 2.9, which was -1.45 lower than the previous day. The implied volatity was 31.69, the open interest changed by 136 which increased total open position to 3335
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 4.4, which was -2.05 lower than the previous day. The implied volatity was 30.37, the open interest changed by -145 which decreased total open position to 3199
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 6.6, which was 0.95 higher than the previous day. The implied volatity was 30.27, the open interest changed by 961 which increased total open position to 3351
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 5.75, which was 0.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by 473 which increased total open position to 2395
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 5.4, which was -2.75 lower than the previous day. The implied volatity was 32.02, the open interest changed by 543 which increased total open position to 1917
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 8.3, which was 1 higher than the previous day. The implied volatity was 31.49, the open interest changed by 246 which increased total open position to 1374
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 7.5, which was -1.05 lower than the previous day. The implied volatity was 31.06, the open interest changed by 324 which increased total open position to 1129
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 8.55, which was 2.75 higher than the previous day. The implied volatity was 30.37, the open interest changed by 160 which increased total open position to 806
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 30.34, the open interest changed by 47 which increased total open position to 648
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 5.7, which was 1.35 higher than the previous day. The implied volatity was 29.70, the open interest changed by 241 which increased total open position to 605
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 4.35, which was 0.4 higher than the previous day. The implied volatity was 32.45, the open interest changed by 121 which increased total open position to 361
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 31.83, the open interest changed by 16 which increased total open position to 241
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 31.73, the open interest changed by 18 which increased total open position to 231
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 213
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 3.95, which was -1.45 lower than the previous day. The implied volatity was 33.04, the open interest changed by 19 which increased total open position to 216
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 5.25, which was -0.2 lower than the previous day. The implied volatity was 31.25, the open interest changed by 40 which increased total open position to 197
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 5.15, which was 1.6 higher than the previous day. The implied volatity was 32.11, the open interest changed by 85 which increased total open position to 158
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 3.6, which was 1.1 higher than the previous day. The implied volatity was 33.64, the open interest changed by 62 which increased total open position to 69
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 2.5, which was 0.3 higher than the previous day. The implied volatity was 37.31, the open interest changed by 2 which increased total open position to 6
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 2.2, which was 1.15 higher than the previous day. The implied volatity was 35.21, the open interest changed by 1 which increased total open position to 3
On 20 Feb VEDL was trading at 433.50. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 8.33, the open interest changed by 0 which decreased total open position to 0
On 19 Feb VEDL was trading at 423.50. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 9.65, the open interest changed by 0 which decreased total open position to 0
On 18 Feb VEDL was trading at 418.20. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 11.74, the open interest changed by 0 which decreased total open position to 0
On 17 Feb VEDL was trading at 415.15. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0
On 14 Feb VEDL was trading at 413.35. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 10.40, the open interest changed by 0 which decreased total open position to 0
On 13 Feb VEDL was trading at 424.55. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
On 12 Feb VEDL was trading at 421.90. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 9.84, the open interest changed by 0 which decreased total open position to 0
On 11 Feb VEDL was trading at 421.45. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 9.49, the open interest changed by 0 which decreased total open position to 0
On 10 Feb VEDL was trading at 435.80. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
On 6 Feb VEDL was trading at 443.75. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 5 Feb VEDL was trading at 444.45. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 4 Feb VEDL was trading at 437.70. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 3 Feb VEDL was trading at 421.70. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 8.86, the open interest changed by 0 which decreased total open position to 0
On 1 Feb VEDL was trading at 439.90. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
VEDL 24APR2025 500 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 376.10 | 122.8 | -1.85 | - | 2 | -1 | 1,287 |
7 Apr | 374.05 | 124.65 | 24.1 | - | 213 | -66 | 1,288 |
4 Apr | 401.45 | 100.55 | 40.35 | - | 64 | -17 | 1,355 |
3 Apr | 439.50 | 60.2 | 16.45 | 43.44 | 107 | 5 | 1,371 |
2 Apr | 457.65 | 44.4 | 1.9 | 36.32 | 58 | 3 | 1,366 |
1 Apr | 457.40 | 42.5 | 3.7 | 31.66 | 114 | 22 | 1,362 |
28 Mar | 463.40 | 38.6 | 7.2 | 32.48 | 263 | -38 | 1,340 |
27 Mar | 472.35 | 31.3 | -5.8 | 29.17 | 423 | 243 | 1,381 |
26 Mar | 464.15 | 36.95 | -2.1 | 30.82 | 471 | 231 | 1,137 |
25 Mar | 461.80 | 39.35 | 7.55 | 30.49 | 518 | 367 | 906 |
24 Mar | 472.25 | 31.75 | -5.75 | 30.83 | 439 | 301 | 539 |
21 Mar | 467.30 | 37.5 | 4.65 | 36.96 | 126 | -11 | 236 |
20 Mar | 470.75 | 32.4 | -7.6 | 29.83 | 180 | 139 | 246 |
19 Mar | 460.55 | 40 | -1.85 | 28.88 | 5 | 1 | 104 |
18 Mar | 460.00 | 41.85 | -11.15 | 32.60 | 39 | 32 | 102 |
17 Mar | 446.95 | 53 | -3.5 | 34.83 | 11 | 9 | 68 |
13 Mar | 442.95 | 56.5 | 2.5 | 33.05 | 26 | 22 | 56 |
12 Mar | 444.95 | 54 | -5.4 | 28.48 | 9 | 6 | 33 |
11 Mar | 441.55 | 59.4 | -1.2 | 40.00 | 2 | 1 | 27 |
10 Mar | 437.40 | 60.6 | 4.6 | 30.85 | 15 | 14 | 24 |
7 Mar | 445.45 | 56 | -2 | 36.47 | 5 | 4 | 10 |
6 Mar | 442.95 | 58 | -12 | 35.11 | 3 | 2 | 5 |
5 Mar | 428.95 | 70 | -19.3 | 36.35 | 1 | 0 | 3 |
4 Mar | 406.75 | 89.3 | -11.2 | 42.79 | 1 | 0 | 2 |
3 Mar | 409.15 | 100.5 | 0 | 0.00 | 0 | 2 | 0 |
20 Feb | 433.50 | 0 | 0 | - | 0 | 0 | 0 |
19 Feb | 423.50 | 0 | 0 | - | 0 | 0 | 0 |
18 Feb | 418.20 | 0 | 0 | - | 0 | 0 | 0 |
17 Feb | 415.15 | 0 | 0 | - | 0 | 0 | 0 |
14 Feb | 413.35 | 0 | 0 | - | 0 | 0 | 0 |
13 Feb | 424.55 | 0 | 0 | - | 0 | 0 | 0 |
12 Feb | 421.90 | 0 | 0 | - | 0 | 0 | 0 |
11 Feb | 421.45 | 0 | 0 | - | 0 | 0 | 0 |
10 Feb | 435.80 | 0 | 0 | - | 0 | 0 | 0 |
6 Feb | 443.75 | 0 | 0 | - | 0 | 0 | 0 |
5 Feb | 444.45 | 0 | 0 | - | 0 | 0 | 0 |
4 Feb | 437.70 | 0 | 0 | - | 0 | 0 | 0 |
3 Feb | 421.70 | 0 | 0 | - | 0 | 0 | 0 |
1 Feb | 439.90 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 500 expiring on 24APR2025
Delta for 500 PE is -
Historical price for 500 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 122.8, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1287
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 124.65, which was 24.1 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 1288
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 100.55, which was 40.35 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 1355
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 60.2, which was 16.45 higher than the previous day. The implied volatity was 43.44, the open interest changed by 5 which increased total open position to 1371
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 44.4, which was 1.9 higher than the previous day. The implied volatity was 36.32, the open interest changed by 3 which increased total open position to 1366
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 42.5, which was 3.7 higher than the previous day. The implied volatity was 31.66, the open interest changed by 22 which increased total open position to 1362
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 38.6, which was 7.2 higher than the previous day. The implied volatity was 32.48, the open interest changed by -38 which decreased total open position to 1340
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 31.3, which was -5.8 lower than the previous day. The implied volatity was 29.17, the open interest changed by 243 which increased total open position to 1381
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 36.95, which was -2.1 lower than the previous day. The implied volatity was 30.82, the open interest changed by 231 which increased total open position to 1137
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 39.35, which was 7.55 higher than the previous day. The implied volatity was 30.49, the open interest changed by 367 which increased total open position to 906
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 31.75, which was -5.75 lower than the previous day. The implied volatity was 30.83, the open interest changed by 301 which increased total open position to 539
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 37.5, which was 4.65 higher than the previous day. The implied volatity was 36.96, the open interest changed by -11 which decreased total open position to 236
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 32.4, which was -7.6 lower than the previous day. The implied volatity was 29.83, the open interest changed by 139 which increased total open position to 246
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 40, which was -1.85 lower than the previous day. The implied volatity was 28.88, the open interest changed by 1 which increased total open position to 104
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 41.85, which was -11.15 lower than the previous day. The implied volatity was 32.60, the open interest changed by 32 which increased total open position to 102
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 53, which was -3.5 lower than the previous day. The implied volatity was 34.83, the open interest changed by 9 which increased total open position to 68
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 56.5, which was 2.5 higher than the previous day. The implied volatity was 33.05, the open interest changed by 22 which increased total open position to 56
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 54, which was -5.4 lower than the previous day. The implied volatity was 28.48, the open interest changed by 6 which increased total open position to 33
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 59.4, which was -1.2 lower than the previous day. The implied volatity was 40.00, the open interest changed by 1 which increased total open position to 27
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 60.6, which was 4.6 higher than the previous day. The implied volatity was 30.85, the open interest changed by 14 which increased total open position to 24
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 56, which was -2 lower than the previous day. The implied volatity was 36.47, the open interest changed by 4 which increased total open position to 10
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 58, which was -12 lower than the previous day. The implied volatity was 35.11, the open interest changed by 2 which increased total open position to 5
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 70, which was -19.3 lower than the previous day. The implied volatity was 36.35, the open interest changed by 0 which decreased total open position to 3
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 89.3, which was -11.2 lower than the previous day. The implied volatity was 42.79, the open interest changed by 0 which decreased total open position to 2
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 100.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Feb VEDL was trading at 433.50. The strike last trading price was 0, 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 19 Feb VEDL was trading at 423.50. The strike last trading price was 0, 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 18 Feb VEDL was trading at 418.20. The strike last trading price was 0, 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 17 Feb VEDL was trading at 415.15. The strike last trading price was 0, 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 14 Feb VEDL was trading at 413.35. The strike last trading price was 0, 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 Feb VEDL was trading at 424.55. The strike last trading price was 0, 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 Feb VEDL was trading at 421.90. The strike last trading price was 0, 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 Feb VEDL was trading at 421.45. The strike last trading price was 0, 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 Feb VEDL was trading at 435.80. The strike last trading price was 0, 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 Feb VEDL was trading at 443.75. The strike last trading price was 0, 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 Feb VEDL was trading at 444.45. The strike last trading price was 0, 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 Feb VEDL was trading at 437.70. The strike last trading price was 0, 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 3 Feb VEDL was trading at 421.70. The strike last trading price was 0, 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 1 Feb VEDL was trading at 439.90. The strike last trading price was 0, 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