VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.03
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 442.80 | 0.25 | -0.15 | 49.31 | 205 | -6 | 503 | |||
| 20 Nov | 443.55 | 0.4 | 0.00 | 47.39 | 200 | -23 | 509.5 | |||
| 19 Nov | 443.55 | 0.4 | -0.10 | 47.39 | 200 | -22.5 | 509.5 | |||
| 18 Nov | 447.50 | 0.5 | 0.10 | 43.46 | 361.5 | -4 | 534 | |||
| 14 Nov | 433.40 | 0.4 | -0.10 | 41.82 | 207 | -56 | 538 | |||
| 13 Nov | 434.75 | 0.5 | -0.25 | 41.39 | 470 | -77 | 595 | |||
| 12 Nov | 444.75 | 0.75 | -0.35 | 38.12 | 536.5 | -106.5 | 691.5 | |||
| 11 Nov | 456.20 | 1.1 | -0.55 | 34.10 | 493.5 | 54.5 | 797 | |||
| 8 Nov | 457.90 | 1.65 | -0.55 | 34.23 | 1,451.5 | 72 | 744.5 | |||
| 7 Nov | 457.90 | 2.2 | -2.50 | 34.98 | 1,045 | 71.5 | 673 | |||
| 6 Nov | 474.00 | 4.7 | 0.15 | 33.69 | 962 | 50 | 602 | |||
| 5 Nov | 469.80 | 4.55 | 1.50 | 35.21 | 608.5 | 22.5 | 552.5 | |||
| 4 Nov | 458.80 | 3.05 | -1.90 | 35.73 | 917.5 | -123 | 532 | |||
| 1 Nov | 467.35 | 4.95 | 0.15 | 33.95 | 238 | 80.5 | 635.5 | |||
| 31 Oct | 464.05 | 4.8 | -1.00 | - | 714 | 180 | 555 | |||
| 30 Oct | 468.50 | 5.8 | -1.75 | - | 336 | 45 | 375 | |||
| 29 Oct | 472.30 | 7.55 | 1.40 | - | 236 | 40 | 329 | |||
| 28 Oct | 469.15 | 6.15 | 1.25 | - | 149 | 46 | 288 | |||
| 25 Oct | 455.40 | 4.9 | -2.95 | - | 98 | 7 | 242 | |||
| 24 Oct | 469.05 | 7.85 | 0.70 | - | 110 | 44 | 234 | |||
| 23 Oct | 463.00 | 7.15 | 0.20 | - | 129 | 14 | 191 | |||
| 22 Oct | 460.75 | 6.95 | -3.15 | - | 161 | 54 | 176 | |||
| 21 Oct | 475.00 | 10.1 | -1.45 | - | 67 | 9 | 126 | |||
| 18 Oct | 480.85 | 11.55 | 1.25 | - | 127 | 62 | 117 | |||
| 17 Oct | 472.15 | 10.3 | -5.20 | - | 37 | 8 | 54 | |||
| 16 Oct | 486.70 | 15.5 | 0.00 | - | 15 | -11 | 47 | |||
| 15 Oct | 489.85 | 15.5 | -5.00 | - | 31 | 14 | 57 | |||
| 14 Oct | 499.15 | 20.5 | -0.20 | - | 17 | 2 | 42 | |||
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| 11 Oct | 497.50 | 20.7 | 2.20 | - | 26 | 2 | 40 | |||
| 10 Oct | 492.50 | 18.5 | -1.05 | - | 13 | 5 | 38 | |||
| 9 Oct | 496.25 | 19.55 | 0.30 | - | 6 | 2 | 33 | |||
| 8 Oct | 497.45 | 19.25 | -1.30 | - | 15 | -1 | 31 | |||
| 7 Oct | 500.30 | 20.55 | -5.25 | - | 45 | 10 | 33 | |||
| 4 Oct | 508.70 | 25.8 | -3.40 | - | 16 | 8 | 21 | |||
| 3 Oct | 511.75 | 29.2 | -2.30 | - | 14 | 3 | 13 | |||
| 1 Oct | 516.15 | 31.5 | 1.20 | - | 12 | 2 | 10 | |||
| 30 Sept | 512.65 | 30.3 | 0.70 | - | 10 | 5 | 7 | |||
| 27 Sept | 513.00 | 29.6 | - | 4 | 3 | 3 | ||||
For Vedanta Limited - strike price 510 expiring on 28NOV2024
Delta for 510 CE is 0.02
Historical price for 510 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 49.31, the open interest changed by -12 which decreased total open position to 1006
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 47.39, the open interest changed by -46 which decreased total open position to 1019
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 47.39, the open interest changed by -45 which decreased total open position to 1019
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 43.46, the open interest changed by -8 which decreased total open position to 1068
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 41.82, the open interest changed by -112 which decreased total open position to 1076
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 41.39, the open interest changed by -154 which decreased total open position to 1190
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 38.12, the open interest changed by -213 which decreased total open position to 1383
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 34.10, the open interest changed by 109 which increased total open position to 1594
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 34.23, the open interest changed by 144 which increased total open position to 1489
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 2.2, which was -2.50 lower than the previous day. The implied volatity was 34.98, the open interest changed by 143 which increased total open position to 1346
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 4.7, which was 0.15 higher than the previous day. The implied volatity was 33.69, the open interest changed by 100 which increased total open position to 1204
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 4.55, which was 1.50 higher than the previous day. The implied volatity was 35.21, the open interest changed by 45 which increased total open position to 1105
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 3.05, which was -1.90 lower than the previous day. The implied volatity was 35.73, the open interest changed by -246 which decreased total open position to 1064
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 4.95, which was 0.15 higher than the previous day. The implied volatity was 33.95, the open interest changed by 161 which increased total open position to 1271
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 4.8, which was -1.00 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 5.8, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 7.55, which was 1.40 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 6.15, which was 1.25 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 4.9, which was -2.95 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 7.85, 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 23 Oct VEDL was trading at 463.00. The strike last trading price was 7.15, which was 0.20 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 6.95, which was -3.15 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 10.1, which was -1.45 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 11.55, which was 1.25 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 10.3, which was -5.20 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 15.5, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 15.5, which was -5.00 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 20.5, which was -0.20 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 20.7, which was 2.20 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 18.5, which was -1.05 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 19.55, which was 0.30 higher 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 19.25, which was -1.30 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 20.55, which was -5.25 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 25.8, which was -3.40 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 29.2, 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 1 Oct VEDL was trading at 516.15. The strike last trading price was 31.5, which was 1.20 higher 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 30.3, 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 27 Sept VEDL was trading at 513.00. The strike last trading price was 29.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 442.80 | 70 | 7.00 | - | 3 | 0 | 129 |
| 20 Nov | 443.55 | 63 | 0.00 | - | 10 | -8.5 | 129.5 |
| 19 Nov | 443.55 | 63 | 1.70 | - | 10 | -8 | 129.5 |
| 18 Nov | 447.50 | 61.3 | -14.60 | - | 25.5 | -18 | 139.5 |
| 14 Nov | 433.40 | 75.9 | 2.40 | 56.85 | 13 | -12 | 158.5 |
| 13 Nov | 434.75 | 73.5 | 7.50 | 42.65 | 13.5 | -8.5 | 173.5 |
| 12 Nov | 444.75 | 66 | 17.45 | 51.80 | 2.5 | 0 | 182 |
| 11 Nov | 456.20 | 48.55 | 0.00 | 0.00 | 0 | -3 | 0 |
| 8 Nov | 457.90 | 48.55 | -9.45 | - | 20 | -3 | 182 |
| 7 Nov | 457.90 | 58 | 19.35 | 57.50 | 16.5 | 6 | 184.5 |
| 6 Nov | 474.00 | 38.65 | -5.55 | 35.73 | 53 | -2 | 178.5 |
| 5 Nov | 469.80 | 44.2 | -10.25 | 41.04 | 16 | -4 | 180.5 |
| 4 Nov | 458.80 | 54.45 | 7.05 | 45.45 | 11.5 | 0.5 | 184.5 |
| 1 Nov | 467.35 | 47.4 | 0.00 | 0.00 | 0 | 38 | 0 |
| 31 Oct | 464.05 | 47.4 | 2.70 | - | 91 | 38 | 184 |
| 30 Oct | 468.50 | 44.7 | 3.25 | - | 67 | 54 | 146 |
| 29 Oct | 472.30 | 41.45 | -0.55 | - | 42 | 36 | 93 |
| 28 Oct | 469.15 | 42 | -14.45 | - | 35 | 30 | 56 |
| 25 Oct | 455.40 | 56.45 | 11.45 | - | 12 | 9 | 26 |
| 24 Oct | 469.05 | 45 | -0.50 | - | 2 | -1 | 16 |
| 23 Oct | 463.00 | 45.5 | -3.50 | - | 3 | 1 | 16 |
| 22 Oct | 460.75 | 49 | 9.00 | - | 2 | 1 | 14 |
| 21 Oct | 475.00 | 40 | 5.00 | - | 3 | 1 | 11 |
| 18 Oct | 480.85 | 35 | 6.00 | - | 3 | 0 | 9 |
| 17 Oct | 472.15 | 29 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 486.70 | 29 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 489.85 | 29 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 499.15 | 29 | 1.50 | - | 6 | 1 | 10 |
| 11 Oct | 497.50 | 27.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.50 | 27.5 | -0.55 | - | 1 | 0 | 9 |
| 9 Oct | 496.25 | 28.05 | 0.00 | - | 0 | -4 | 0 |
| 8 Oct | 497.45 | 28.05 | 3.75 | - | 8 | -4 | 9 |
| 7 Oct | 500.30 | 24.3 | 0.00 | - | 0 | 10 | 0 |
| 4 Oct | 508.70 | 24.3 | 2.60 | - | 27 | 11 | 14 |
| 3 Oct | 511.75 | 21.7 | -1.05 | - | 2 | -1 | 2 |
| 1 Oct | 516.15 | 22.75 | 0.00 | - | 0 | 2 | 0 |
| 30 Sept | 512.65 | 22.75 | -3.05 | - | 3 | 1 | 2 |
| 27 Sept | 513.00 | 25.8 | - | 1 | 0 | 0 | |
For Vedanta Limited - strike price 510 expiring on 28NOV2024
Delta for 510 PE is -
Historical price for 510 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 70, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 258
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 259
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 63, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 259
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 61.3, which was -14.60 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 279
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 75.9, which was 2.40 higher than the previous day. The implied volatity was 56.85, the open interest changed by -24 which decreased total open position to 317
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 73.5, which was 7.50 higher than the previous day. The implied volatity was 42.65, the open interest changed by -17 which decreased total open position to 347
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 66, which was 17.45 higher than the previous day. The implied volatity was 51.80, the open interest changed by 0 which decreased total open position to 364
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 48.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 48.55, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 364
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 58, which was 19.35 higher than the previous day. The implied volatity was 57.50, the open interest changed by 12 which increased total open position to 369
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 38.65, which was -5.55 lower than the previous day. The implied volatity was 35.73, the open interest changed by -4 which decreased total open position to 357
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 44.2, which was -10.25 lower than the previous day. The implied volatity was 41.04, the open interest changed by -8 which decreased total open position to 361
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 54.45, which was 7.05 higher than the previous day. The implied volatity was 45.45, the open interest changed by 1 which increased total open position to 369
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 47.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 76 which increased total open position to 0
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 47.4, which was 2.70 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 44.7, which was 3.25 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 41.45, which was -0.55 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 42, which was -14.45 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 56.45, which was 11.45 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 45, which was -0.50 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 45.5, which was -3.50 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 49, which was 9.00 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 40, which was 5.00 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 35, which was 6.00 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 29, 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 29, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 29, 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 14 Oct VEDL was trading at 499.15. The strike last trading price was 29, which was 1.50 higher 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 27.5, 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 10 Oct VEDL was trading at 492.50. The strike last trading price was 27.5, which was -0.55 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 28.05, 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 28.05, which was 3.75 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 24.3, 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 24.3, 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 3 Oct VEDL was trading at 511.75. The strike last trading price was 21.7, which was -1.05 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 22.75, 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 22.75, which was -3.05 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 25.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
