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[--[65.84.65.76]--]
VEDL
Vedanta Limited

443.05 1.65 (0.37%)

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Historical option data for VEDL

01 Feb 2025 09:33 AM IST
VEDL 27FEB2025 520 CE
Delta: 0.07
Vega: 0.16
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
1 Feb 443.25 1.4 -0.3 37.93 203 55 891
31 Jan 441.40 1.6 0.25 39.63 1,712 516 853
30 Jan 432.45 1.3 -0.3 39.85 198 19 337
29 Jan 430.60 1.45 -0.1 41.08 140 39 317
28 Jan 425.35 1.4 0.05 42.53 125 60 279
27 Jan 423.90 1.35 -1.15 42.72 120 5 219
24 Jan 442.00 2.5 -0.5 38.06 38 16 214
23 Jan 446.50 3 -0.50 37.89 40 2 198
22 Jan 451.50 3.5 -0.70 36.16 82 10 197
21 Jan 453.90 4.2 -1.10 37.13 93 26 187
20 Jan 460.95 5.3 1.00 36.57 130 35 161
17 Jan 454.05 4.3 0.35 35.49 90 39 126
16 Jan 449.85 3.95 0.95 35.35 82 7 87
15 Jan 435.25 3 0.40 38.12 3 0 80
14 Jan 430.60 2.6 0.60 37.61 6 5 80
13 Jan 413.70 2 -0.55 41.75 14 2 74
10 Jan 432.15 2.55 -0.45 35.48 11 4 67
9 Jan 438.90 3 -0.50 33.66 3 1 63
8 Jan 446.40 3.5 -0.50 32.57 8 2 62
7 Jan 448.25 4 0.00 32.55 1 0 59
6 Jan 442.30 4 -0.65 34.58 14 -8 60
3 Jan 458.25 4.65 0.45 29.38 15 11 68
2 Jan 449.75 4.2 0.30 30.61 4 1 56
1 Jan 444.45 3.9 -0.50 31.65 18 1 55
31 Dec 444.45 4.4 0.80 32.70 21 14 53
30 Dec 439.65 3.6 -1.40 31.26 18 -5 40
27 Dec 451.10 5 -0.40 30.36 13 0 47
26 Dec 460.45 5.4 -0.30 27.43 8 1 46
24 Dec 462.10 5.7 -1.80 26.89 7 -1 46
23 Dec 473.20 7.5 -1.25 24.38 25 12 45
20 Dec 477.25 8.75 -4.15 25.29 17 7 33
19 Dec 492.30 12.9 -3.10 23.88 18 9 26
18 Dec 496.75 16 -2.75 24.89 3 0 15
17 Dec 503.20 18.75 -5.20 24.48 7 0 16
16 Dec 513.45 23.95 -1.05 24.11 3 0 16
13 Dec 519.50 25 -4.00 20.43 3 1 16
12 Dec 522.00 29 0.40 23.90 5 1 14
11 Dec 514.35 28.6 11.70 27.73 17 11 13
6 Dec 501.40 16.9 0.00 0.68 0 0 0
5 Dec 472.50 16.9 0.00 4.10 0 0 0
4 Dec 468.40 16.9 0.00 4.64 0 0 0
3 Dec 468.35 16.9 0.00 5.25 0 0 0
2 Dec 460.55 16.9 5.95 0 0 0


For Vedanta Limited - strike price 520 expiring on 27FEB2025

Delta for 520 CE is 0.07

Historical price for 520 CE is as follows

On 1 Feb VEDL was trading at 443.25. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 37.93, the open interest changed by 55 which increased total open position to 891


On 31 Jan VEDL was trading at 441.40. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 39.63, the open interest changed by 516 which increased total open position to 853


On 30 Jan VEDL was trading at 432.45. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 39.85, the open interest changed by 19 which increased total open position to 337


On 29 Jan VEDL was trading at 430.60. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 41.08, the open interest changed by 39 which increased total open position to 317


On 28 Jan VEDL was trading at 425.35. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 42.53, the open interest changed by 60 which increased total open position to 279


On 27 Jan VEDL was trading at 423.90. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 42.72, the open interest changed by 5 which increased total open position to 219


On 24 Jan VEDL was trading at 442.00. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 38.06, the open interest changed by 16 which increased total open position to 214


On 23 Jan VEDL was trading at 446.50. The strike last trading price was 3, which was -0.50 lower than the previous day. The implied volatity was 37.89, the open interest changed by 2 which increased total open position to 198


On 22 Jan VEDL was trading at 451.50. The strike last trading price was 3.5, which was -0.70 lower than the previous day. The implied volatity was 36.16, the open interest changed by 10 which increased total open position to 197


On 21 Jan VEDL was trading at 453.90. The strike last trading price was 4.2, which was -1.10 lower than the previous day. The implied volatity was 37.13, the open interest changed by 26 which increased total open position to 187


On 20 Jan VEDL was trading at 460.95. The strike last trading price was 5.3, which was 1.00 higher than the previous day. The implied volatity was 36.57, the open interest changed by 35 which increased total open position to 161


On 17 Jan VEDL was trading at 454.05. The strike last trading price was 4.3, which was 0.35 higher than the previous day. The implied volatity was 35.49, the open interest changed by 39 which increased total open position to 126


On 16 Jan VEDL was trading at 449.85. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 35.35, the open interest changed by 7 which increased total open position to 87


On 15 Jan VEDL was trading at 435.25. The strike last trading price was 3, which was 0.40 higher than the previous day. The implied volatity was 38.12, the open interest changed by 0 which decreased total open position to 80


On 14 Jan VEDL was trading at 430.60. The strike last trading price was 2.6, which was 0.60 higher than the previous day. The implied volatity was 37.61, the open interest changed by 5 which increased total open position to 80


On 13 Jan VEDL was trading at 413.70. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 41.75, the open interest changed by 2 which increased total open position to 74


On 10 Jan VEDL was trading at 432.15. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 35.48, the open interest changed by 4 which increased total open position to 67


On 9 Jan VEDL was trading at 438.90. The strike last trading price was 3, which was -0.50 lower than the previous day. The implied volatity was 33.66, the open interest changed by 1 which increased total open position to 63


On 8 Jan VEDL was trading at 446.40. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 32.57, the open interest changed by 2 which increased total open position to 62


On 7 Jan VEDL was trading at 448.25. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 59


On 6 Jan VEDL was trading at 442.30. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 34.58, the open interest changed by -8 which decreased total open position to 60


On 3 Jan VEDL was trading at 458.25. The strike last trading price was 4.65, which was 0.45 higher than the previous day. The implied volatity was 29.38, the open interest changed by 11 which increased total open position to 68


On 2 Jan VEDL was trading at 449.75. The strike last trading price was 4.2, which was 0.30 higher than the previous day. The implied volatity was 30.61, the open interest changed by 1 which increased total open position to 56


On 1 Jan VEDL was trading at 444.45. The strike last trading price was 3.9, which was -0.50 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 55


On 31 Dec VEDL was trading at 444.45. The strike last trading price was 4.4, which was 0.80 higher than the previous day. The implied volatity was 32.70, the open interest changed by 14 which increased total open position to 53


On 30 Dec VEDL was trading at 439.65. The strike last trading price was 3.6, which was -1.40 lower than the previous day. The implied volatity was 31.26, the open interest changed by -5 which decreased total open position to 40


On 27 Dec VEDL was trading at 451.10. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 47


On 26 Dec VEDL was trading at 460.45. The strike last trading price was 5.4, which was -0.30 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 46


On 24 Dec VEDL was trading at 462.10. The strike last trading price was 5.7, which was -1.80 lower than the previous day. The implied volatity was 26.89, the open interest changed by -1 which decreased total open position to 46


On 23 Dec VEDL was trading at 473.20. The strike last trading price was 7.5, which was -1.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by 12 which increased total open position to 45


On 20 Dec VEDL was trading at 477.25. The strike last trading price was 8.75, which was -4.15 lower than the previous day. The implied volatity was 25.29, the open interest changed by 7 which increased total open position to 33


On 19 Dec VEDL was trading at 492.30. The strike last trading price was 12.9, which was -3.10 lower than the previous day. The implied volatity was 23.88, the open interest changed by 9 which increased total open position to 26


On 18 Dec VEDL was trading at 496.75. The strike last trading price was 16, which was -2.75 lower than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 15


On 17 Dec VEDL was trading at 503.20. The strike last trading price was 18.75, which was -5.20 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 16


On 16 Dec VEDL was trading at 513.45. The strike last trading price was 23.95, which was -1.05 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 16


On 13 Dec VEDL was trading at 519.50. The strike last trading price was 25, which was -4.00 lower than the previous day. The implied volatity was 20.43, the open interest changed by 1 which increased total open position to 16


On 12 Dec VEDL was trading at 522.00. The strike last trading price was 29, which was 0.40 higher than the previous day. The implied volatity was 23.90, the open interest changed by 1 which increased total open position to 14


On 11 Dec VEDL was trading at 514.35. The strike last trading price was 28.6, which was 11.70 higher than the previous day. The implied volatity was 27.73, the open interest changed by 11 which increased total open position to 13


On 6 Dec VEDL was trading at 501.40. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 5 Dec VEDL was trading at 472.50. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0


On 4 Dec VEDL was trading at 468.40. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0


On 3 Dec VEDL was trading at 468.35. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0


On 2 Dec VEDL was trading at 460.55. The strike last trading price was 16.9, which was lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0


VEDL 27FEB2025 520 PE
Delta: -0.88
Vega: 0.23
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
1 Feb 443.25 76.3 -1.2 45.57 7 -2 183
31 Jan 441.40 77.85 -10.15 42.21 81 7 189
30 Jan 432.45 88 0.85 59.52 60 59 181
29 Jan 430.60 87.15 -7.2 47.94 75 65 120
28 Jan 425.35 93.3 -1.75 51.40 32 18 57
27 Jan 423.90 94.35 16.45 42.03 27 -8 39
24 Jan 442.00 77.9 0 0.00 0 0 0
23 Jan 446.50 77.9 0.00 0.00 0 12 0
22 Jan 451.50 77.9 15.40 64.73 12 10 45
21 Jan 453.90 62.5 -6.65 28.45 31 30 34
20 Jan 460.95 69.15 0.00 0.00 0 0 0
17 Jan 454.05 69.15 0.00 0.00 0 4 0
16 Jan 449.85 69.15 -6.55 39.70 4 2 2
15 Jan 435.25 75.7 0.00 - 0 0 0
14 Jan 430.60 75.7 0.00 - 0 0 0
13 Jan 413.70 75.7 0.00 - 0 0 0
10 Jan 432.15 75.7 0.00 - 0 0 0
9 Jan 438.90 75.7 0.00 - 0 0 0
8 Jan 446.40 75.7 0.00 - 0 0 0
7 Jan 448.25 75.7 0.00 - 0 0 0
6 Jan 442.30 75.7 0.00 - 0 0 0
3 Jan 458.25 75.7 0.00 - 0 0 0
2 Jan 449.75 75.7 0.00 - 0 0 0
1 Jan 444.45 75.7 0.00 - 0 0 0
31 Dec 444.45 75.7 0.00 - 0 0 0
30 Dec 439.65 75.7 0.00 - 0 0 0
27 Dec 451.10 75.7 0.00 - 0 0 0
26 Dec 460.45 75.7 0.00 - 0 0 0
24 Dec 462.10 75.7 0.00 - 0 0 0
23 Dec 473.20 75.7 0.00 - 0 0 0
20 Dec 477.25 75.7 0.00 - 0 0 0
19 Dec 492.30 75.7 0.00 - 0 0 0
18 Dec 496.75 75.7 0.00 - 0 0 0
17 Dec 503.20 75.7 0.00 - 0 0 0
16 Dec 513.45 75.7 0.00 0.53 0 0 0
13 Dec 519.50 75.7 0.00 1.27 0 0 0
12 Dec 522.00 75.7 0.00 1.67 0 0 0
11 Dec 514.35 75.7 75.70 0.68 0 0 0
6 Dec 501.40 0 0.00 - 0 0 0
5 Dec 472.50 0 0.00 - 0 0 0
4 Dec 468.40 0 0.00 - 0 0 0
3 Dec 468.35 0 0.00 - 0 0 0
2 Dec 460.55 0 - 0 0 0


For Vedanta Limited - strike price 520 expiring on 27FEB2025

Delta for 520 PE is -0.88

Historical price for 520 PE is as follows

On 1 Feb VEDL was trading at 443.25. The strike last trading price was 76.3, which was -1.2 lower than the previous day. The implied volatity was 45.57, the open interest changed by -2 which decreased total open position to 183


On 31 Jan VEDL was trading at 441.40. The strike last trading price was 77.85, which was -10.15 lower than the previous day. The implied volatity was 42.21, the open interest changed by 7 which increased total open position to 189


On 30 Jan VEDL was trading at 432.45. The strike last trading price was 88, which was 0.85 higher than the previous day. The implied volatity was 59.52, the open interest changed by 59 which increased total open position to 181


On 29 Jan VEDL was trading at 430.60. The strike last trading price was 87.15, which was -7.2 lower than the previous day. The implied volatity was 47.94, the open interest changed by 65 which increased total open position to 120


On 28 Jan VEDL was trading at 425.35. The strike last trading price was 93.3, which was -1.75 lower than the previous day. The implied volatity was 51.40, the open interest changed by 18 which increased total open position to 57


On 27 Jan VEDL was trading at 423.90. The strike last trading price was 94.35, which was 16.45 higher than the previous day. The implied volatity was 42.03, the open interest changed by -8 which decreased total open position to 39


On 24 Jan VEDL was trading at 442.00. The strike last trading price was 77.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan VEDL was trading at 446.50. The strike last trading price was 77.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 22 Jan VEDL was trading at 451.50. The strike last trading price was 77.9, which was 15.40 higher than the previous day. The implied volatity was 64.73, the open interest changed by 10 which increased total open position to 45


On 21 Jan VEDL was trading at 453.90. The strike last trading price was 62.5, which was -6.65 lower than the previous day. The implied volatity was 28.45, the open interest changed by 30 which increased total open position to 34


On 20 Jan VEDL was trading at 460.95. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Jan VEDL was trading at 454.05. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 16 Jan VEDL was trading at 449.85. The strike last trading price was 69.15, which was -6.55 lower than the previous day. The implied volatity was 39.70, the open interest changed by 2 which increased total open position to 2


On 15 Jan VEDL was trading at 435.25. The strike last trading price was 75.7, 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 14 Jan VEDL was trading at 430.60. The strike last trading price was 75.7, 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 Jan VEDL was trading at 413.70. The strike last trading price was 75.7, 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 10 Jan VEDL was trading at 432.15. The strike last trading price was 75.7, 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 9 Jan VEDL was trading at 438.90. The strike last trading price was 75.7, 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 Jan VEDL was trading at 446.40. The strike last trading price was 75.7, 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 Jan VEDL was trading at 448.25. The strike last trading price was 75.7, 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 Jan VEDL was trading at 442.30. The strike last trading price was 75.7, 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 3 Jan VEDL was trading at 458.25. The strike last trading price was 75.7, 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 2 Jan VEDL was trading at 449.75. The strike last trading price was 75.7, 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 1 Jan VEDL was trading at 444.45. The strike last trading price was 75.7, 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 31 Dec VEDL was trading at 444.45. The strike last trading price was 75.7, 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 30 Dec VEDL was trading at 439.65. The strike last trading price was 75.7, 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 27 Dec VEDL was trading at 451.10. The strike last trading price was 75.7, 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 26 Dec VEDL was trading at 460.45. The strike last trading price was 75.7, 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 24 Dec VEDL was trading at 462.10. The strike last trading price was 75.7, 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 23 Dec VEDL was trading at 473.20. The strike last trading price was 75.7, 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 20 Dec VEDL was trading at 477.25. The strike last trading price was 75.7, 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 19 Dec VEDL was trading at 492.30. The strike last trading price was 75.7, 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 18 Dec VEDL was trading at 496.75. The strike last trading price was 75.7, 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 17 Dec VEDL was trading at 503.20. The strike last trading price was 75.7, 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 16 Dec VEDL was trading at 513.45. The strike last trading price was 75.7, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 13 Dec VEDL was trading at 519.50. The strike last trading price was 75.7, which was 0.00 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 12 Dec VEDL was trading at 522.00. The strike last trading price was 75.7, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0


On 11 Dec VEDL was trading at 514.35. The strike last trading price was 75.7, which was 75.70 higher than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 6 Dec VEDL was trading at 501.40. The strike last trading price was 0, 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 Dec VEDL was trading at 472.50. The strike last trading price was 0, 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 Dec VEDL was trading at 468.40. The strike last trading price was 0, 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 3 Dec VEDL was trading at 468.35. The strike last trading price was 0, 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 2 Dec VEDL was trading at 460.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0