VEDL
VEDANTA LIMITED
Historical option data for VEDL
02 Jul 2024 11:03 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 | 6.75 | -0.90 | - | 38,87,000 | 1,21,900 | 61,11,100 | |||
| 1 Jul | 465.00 | 7.65 | - | 84,52,500 | 1,70,200 | 59,89,200 | ||||
| 28 Jun | 454.00 | 5.6 | - | 1,12,70,000 | 2,30,000 | 58,19,000 | ||||
| 27 Jun | 443.30 | 5 | - | 49,28,900 | 6,80,800 | 55,89,000 | ||||
| 26 Jun | 442.10 | 5.5 | - | 81,16,700 | 19,18,200 | 49,08,200 | ||||
| 25 Jun | 454.05 | 8.55 | - | 23,94,300 | 4,48,500 | 29,90,000 | ||||
| 24 Jun | 463.35 | 12 | - | 22,63,200 | 4,39,300 | 25,46,100 | ||||
| 21 Jun | 470.25 | 13.40 | - | 27,89,900 | 3,38,100 | 20,99,900 | ||||
| 20 Jun | 469.95 | 15.85 | - | 50,69,200 | 8,21,100 | 17,75,600 | ||||
| 19 Jun | 448.45 | 8.45 | - | 5,79,600 | 2,53,000 | 9,54,500 | ||||
| 18 Jun | 452.30 | 9.00 | - | 3,63,400 | 1,05,800 | 6,96,900 | ||||
| 14 Jun | 447.60 | 7.70 | - | 3,47,300 | 82,800 | 5,91,100 | ||||
| 13 Jun | 439.80 | 7.45 | - | 2,41,500 | 13,800 | 5,03,700 | ||||
| 12 Jun | 444.25 | 9.70 | - | 3,68,000 | 2,36,900 | 4,78,400 | ||||
| 11 Jun | 443.75 | 11.45 | - | 2,43,800 | 1,08,100 | 2,39,200 | ||||
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| 10 Jun | 444.10 | 12.20 | - | 1,38,000 | -20,700 | 1,31,100 | ||||
| 7 Jun | 460.65 | 17.85 | - | 39,100 | 23,000 | 1,51,800 | ||||
| 6 Jun | 449.90 | 15.55 | - | 1,42,600 | 71,300 | 1,28,800 | ||||
| 5 Jun | 440.70 | 11.60 | - | 89,700 | 29,900 | 57,500 | ||||
| 4 Jun | 417.85 | 9.10 | - | 39,100 | 4,600 | 27,600 | ||||
| 3 Jun | 457.85 | 16.70 | - | 27,600 | 23,000 | 23,000 | ||||
| 31 May | 450.00 | 19.90 | - | 0 | 0 | 0 | ||||
| 30 May | 440.80 | 19.90 | - | 0 | 0 | 0 | ||||
| 29 May | 454.25 | 19.90 | - | 0 | 0 | 0 | ||||
| 27 May | 459.70 | 19.90 | - | 0 | 0 | 0 | ||||
| 23 May | 472.70 | 31.30 | - | 57,500 | 32,200 | 75,900 | ||||
| 22 May | 487.00 | 40.30 | - | 59,800 | 39,100 | 46,000 | ||||
| 21 May | 491.70 | 40.15 | - | 6,900 | 4,600 | 4,600 | ||||
For VEDANTA LIMITED - strike price 500 expiring on 25JUL2024
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 6.75, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 121900 which increased total open position to 6111100
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 170200 which increased total open position to 5989200
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 230000 which increased total open position to 5819000
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 680800 which increased total open position to 5589000
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1918200 which increased total open position to 4908200
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 448500 which increased total open position to 2990000
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 439300 which increased total open position to 2546100
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 338100 which increased total open position to 2099900
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 821100 which increased total open position to 1775600
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 253000 which increased total open position to 954500
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105800 which increased total open position to 696900
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 7.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 82800 which increased total open position to 591100
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 503700
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 236900 which increased total open position to 478400
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 108100 which increased total open position to 239200
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -20700 which decreased total open position to 131100
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 17.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 23000 which increased total open position to 151800
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 71300 which increased total open position to 128800
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 11.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 29900 which increased total open position to 57500
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 9.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 27600
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 16.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 23000 which increased total open position to 23000
On 31 May VEDL was trading at 450.00. The strike last trading price was 19.90, 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 30 May VEDL was trading at 440.80. The strike last trading price was 19.90, 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 29 May VEDL was trading at 454.25. The strike last trading price was 19.90, 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 27 May VEDL was trading at 459.70. The strike last trading price was 19.90, 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 31.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 75900
On 22 May VEDL was trading at 487.00. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 39100 which increased total open position to 46000
On 21 May VEDL was trading at 491.70. The strike last trading price was 40.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 4600
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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 | 38.5 | 1.10 | - | 62,100 | 0 | 6,37,100 |
| 1 Jul | 465.00 | 37.4 | - | 98,900 | -16,100 | 6,37,100 | |
| 28 Jun | 454.00 | 47.95 | - | 1,38,000 | 62,100 | 6,53,200 | |
| 27 Jun | 443.30 | 57.95 | - | 1,51,800 | 57,500 | 5,91,100 | |
| 26 Jun | 442.10 | 59 | - | 1,95,500 | 64,400 | 5,33,600 | |
| 25 Jun | 454.05 | 55.25 | - | 1,58,700 | 39,100 | 4,69,200 | |
| 24 Jun | 463.35 | 42.4 | - | 1,54,100 | 11,500 | 4,34,700 | |
| 21 Jun | 470.25 | 41.00 | - | 64,400 | 27,600 | 4,23,200 | |
| 20 Jun | 469.95 | 40.00 | - | 4,07,100 | 3,26,600 | 3,93,300 | |
| 19 Jun | 448.45 | 53.00 | - | 16,100 | 9,200 | 66,700 | |
| 18 Jun | 452.30 | 48.45 | - | 6,900 | 9,200 | 55,200 | |
| 14 Jun | 447.60 | 54.00 | - | 18,400 | 13,800 | 46,000 | |
| 13 Jun | 439.80 | 60.00 | - | 0 | 18,400 | 0 | |
| 12 Jun | 444.25 | 60.00 | - | 18,400 | 16,100 | 29,900 | |
| 11 Jun | 443.75 | 65.50 | - | 0 | 4,600 | 0 | |
| 10 Jun | 444.10 | 65.50 | - | 4,600 | 2,300 | 11,500 | |
| 7 Jun | 460.65 | 59.00 | - | 0 | 6,900 | 0 | |
| 6 Jun | 449.90 | 59.00 | - | 6,900 | 6,900 | 6,900 | |
| 5 Jun | 440.70 | 74.50 | - | 2,300 | 0 | 0 | |
| 4 Jun | 417.85 | 53.10 | - | 0 | 0 | 0 | |
| 3 Jun | 457.85 | 53.10 | - | 0 | 0 | 0 | |
| 31 May | 450.00 | 53.10 | - | 0 | 0 | 0 | |
| 30 May | 440.80 | 53.10 | - | 0 | 0 | 0 | |
| 29 May | 454.25 | 53.10 | - | 0 | 0 | 0 | |
| 27 May | 459.70 | 0.00 | - | 0 | 0 | 0 | |
| 23 May | 472.70 | 115.10 | - | 0 | 0 | 0 | |
| 22 May | 487.00 | 115.10 | - | 0 | 0 | 0 | |
| 21 May | 491.70 | 115.10 | - | 0 | 0 | 0 | |
For VEDANTA LIMITED - strike price 500 expiring on 25JUL2024
Delta for 500 PE is -
Historical price for 500 PE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 38.5, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 637100
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 37.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -16100 which decreased total open position to 637100
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 47.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 62100 which increased total open position to 653200
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 57.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 57500 which increased total open position to 591100
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 59, which was lower than the previous day. The implied volatity was -, the open interest changed by 64400 which increased total open position to 533600
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 55.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 39100 which increased total open position to 469200
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 42.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 434700
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 41.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 423200
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 326600 which increased total open position to 393300
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 53.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 66700
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 48.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 55200
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 46000
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18400 which increased total open position to 0
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 29900
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 65.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 0
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 65.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 11500
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 0
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 59.00, 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 5 Jun VEDL was trading at 440.70. The strike last trading price was 74.50, 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 4 Jun VEDL was trading at 417.85. The strike last trading price was 53.10, 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 53.10, 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 53.10, 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 30 May VEDL was trading at 440.80. The strike last trading price was 53.10, 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 29 May VEDL was trading at 454.25. The strike last trading price was 53.10, 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 27 May VEDL was trading at 459.70. 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
On 23 May VEDL was trading at 472.70. The strike last trading price was 115.10, 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 115.10, 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 115.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0