VEDL
Vedanta Limited
Historical option data for VEDL
11 Apr 2025 04:12 PM IST
VEDL 24APR2025 520 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 380.15 | 0.25 | -0.1 | - | 121 | 8 | 973 | |||
9 Apr | 370.55 | 0.3 | 0 | - | 70 | 7 | 965 | |||
8 Apr | 376.10 | 0.3 | -0.15 | - | 121 | -29 | 959 | |||
7 Apr | 374.05 | 0.4 | 0.05 | - | 478 | -136 | 988 | |||
4 Apr | 401.45 | 0.3 | -0.3 | 49.85 | 798 | -114 | 1,124 | |||
3 Apr | 439.50 | 0.6 | -0.55 | 37.34 | 1,074 | 6 | 1,247 | |||
2 Apr | 457.65 | 1.15 | -0.15 | 33.57 | 429 | -47 | 1,253 | |||
1 Apr | 457.40 | 1.3 | -0.7 | 33.34 | 588 | -28 | 1,304 | |||
28 Mar | 463.40 | 2 | -1.15 | 31.40 | 1,230 | 39 | 1,332 | |||
27 Mar | 472.35 | 3.25 | 0.45 | 31.42 | 1,051 | 227 | 1,301 | |||
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26 Mar | 464.15 | 2.85 | 0 | 32.64 | 1,030 | 215 | 1,071 | |||
25 Mar | 461.80 | 2.85 | -1.4 | 33.51 | 1,126 | 286 | 855 | |||
24 Mar | 472.25 | 4.35 | 0.65 | 32.33 | 1,026 | 219 | 570 | |||
21 Mar | 467.30 | 3.7 | -0.65 | 31.16 | 313 | 22 | 339 | |||
20 Mar | 470.75 | 4.45 | 1.45 | 30.87 | 489 | 121 | 316 | |||
19 Mar | 460.55 | 3 | 0 | 31.23 | 89 | 36 | 187 | |||
18 Mar | 460.00 | 3.05 | 0.5 | 30.95 | 152 | 120 | 151 | |||
17 Mar | 446.95 | 2.55 | -0.4 | 34.23 | 24 | 9 | 20 | |||
13 Mar | 442.95 | 2.95 | 0.45 | 35.69 | 1 | 0 | 11 | |||
12 Mar | 444.95 | 2.35 | -0.35 | 32.74 | 7 | 2 | 9 | |||
11 Mar | 441.55 | 2.7 | -0.05 | 33.81 | 2 | 1 | 7 | |||
10 Mar | 437.40 | 2.75 | -0.25 | 35.75 | 2 | 1 | 5 | |||
7 Mar | 445.45 | 3 | -7.05 | 32.24 | 5 | 4 | 4 | |||
20 Feb | 433.50 | 10.05 | 0 | 11.56 | 0 | 0 | 0 | |||
19 Feb | 423.50 | 10.05 | 0 | 11.51 | 0 | 0 | 0 | |||
13 Feb | 424.55 | 10.05 | 0 | 10.47 | 0 | 0 | 0 | |||
12 Feb | 421.90 | 10.05 | 0 | 11.44 | 0 | 0 | 0 | |||
11 Feb | 421.45 | 10.05 | 0 | 10.54 | 0 | 0 | 0 | |||
10 Feb | 435.80 | 10.05 | 0 | 9.65 | 0 | 0 | 0 | |||
6 Feb | 443.75 | 10.05 | 0 | 8.25 | 0 | 0 | 0 | |||
5 Feb | 444.45 | 10.05 | 0 | 8.19 | 0 | 0 | 0 | |||
4 Feb | 437.70 | 10.05 | 0 | 9.16 | 0 | 0 | 0 | |||
3 Feb | 421.70 | 10.05 | 0 | 10.83 | 0 | 0 | 0 | |||
1 Feb | 439.90 | 10.05 | 0 | 8.32 | 0 | 0 | 0 |
For Vedanta Limited - strike price 520 expiring on 24APR2025
Delta for 520 CE is -
Historical price for 520 CE is as follows
On 11 Apr VEDL was trading at 380.15. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 973
On 9 Apr VEDL was trading at 370.55. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 965
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 959
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -136 which decreased total open position to 988
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 49.85, the open interest changed by -114 which decreased total open position to 1124
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 37.34, the open interest changed by 6 which increased total open position to 1247
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 33.57, the open interest changed by -47 which decreased total open position to 1253
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 33.34, the open interest changed by -28 which decreased total open position to 1304
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 31.40, the open interest changed by 39 which increased total open position to 1332
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 3.25, which was 0.45 higher than the previous day. The implied volatity was 31.42, the open interest changed by 227 which increased total open position to 1301
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 32.64, the open interest changed by 215 which increased total open position to 1071
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 2.85, which was -1.4 lower than the previous day. The implied volatity was 33.51, the open interest changed by 286 which increased total open position to 855
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 4.35, which was 0.65 higher than the previous day. The implied volatity was 32.33, the open interest changed by 219 which increased total open position to 570
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 3.7, which was -0.65 lower than the previous day. The implied volatity was 31.16, the open interest changed by 22 which increased total open position to 339
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 4.45, which was 1.45 higher than the previous day. The implied volatity was 30.87, the open interest changed by 121 which increased total open position to 316
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 31.23, the open interest changed by 36 which increased total open position to 187
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 3.05, which was 0.5 higher than the previous day. The implied volatity was 30.95, the open interest changed by 120 which increased total open position to 151
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 2.55, which was -0.4 lower than the previous day. The implied volatity was 34.23, the open interest changed by 9 which increased total open position to 20
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 11
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 9
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 33.81, the open interest changed by 1 which increased total open position to 7
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 35.75, the open interest changed by 1 which increased total open position to 5
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 3, which was -7.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by 4 which increased total open position to 4
On 20 Feb VEDL was trading at 433.50. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 11.56, 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 10.05, which was 0 lower than the previous day. The implied volatity was 11.51, 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 10.05, which was 0 lower than the previous day. The implied volatity was 10.47, 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 10.05, which was 0 lower than the previous day. The implied volatity was 11.44, 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 10.05, which was 0 lower than the previous day. The implied volatity was 10.54, 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 10.05, 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 6 Feb VEDL was trading at 443.75. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 8.25, 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 10.05, which was 0 lower than the previous day. The implied volatity was 8.19, 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 10.05, which was 0 lower than the previous day. The implied volatity was 9.16, 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 10.05, which was 0 lower than the previous day. The implied volatity was 10.83, 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 10.05, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
VEDL 24APR2025 520 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 380.15 | 131.7 | -17.8 | - | 1 | 0 | 145 |
9 Apr | 370.55 | 149.5 | 3.65 | - | 7 | -5 | 147 |
8 Apr | 376.10 | 145.85 | 0.35 | - | 2 | 0 | 152 |
7 Apr | 374.05 | 143.25 | 26.2 | - | 699 | -620 | 153 |
4 Apr | 401.45 | 117.05 | 41.05 | - | 5 | 1 | 772 |
3 Apr | 439.50 | 76 | 14.35 | - | 14 | -5 | 767 |
2 Apr | 457.65 | 61.65 | 0.4 | 34.05 | 13 | 5 | 773 |
1 Apr | 457.40 | 61.35 | 6.6 | 36.43 | 48 | -9 | 768 |
28 Mar | 463.40 | 54.75 | 6.4 | 29.04 | 88 | 0 | 777 |
27 Mar | 472.35 | 47.45 | -6.45 | 28.64 | 74 | 14 | 779 |
26 Mar | 464.15 | 53.55 | -2.75 | 30.12 | 851 | 657 | 766 |
25 Mar | 461.80 | 56.5 | 8.85 | 30.74 | 32 | 2 | 107 |
24 Mar | 472.25 | 47.55 | -8.45 | 31.22 | 42 | 23 | 106 |
21 Mar | 467.30 | 56 | 7.7 | 44.52 | 7 | 6 | 82 |
20 Mar | 470.75 | 48.3 | -8.7 | 30.65 | 28 | 24 | 75 |
19 Mar | 460.55 | 57 | -14.2 | 29.09 | 31 | 26 | 46 |
18 Mar | 460.00 | 71.2 | 0 | 0.00 | 0 | 18 | 0 |
17 Mar | 446.95 | 71.2 | -3.8 | 38.05 | 18 | 10 | 12 |
13 Mar | 442.95 | 75 | 0 | 0.00 | 0 | 0 | 0 |
12 Mar | 444.95 | 75 | 0 | 0.00 | 0 | 0 | 0 |
11 Mar | 441.55 | 75 | 0 | 0.00 | 0 | 2 | 0 |
10 Mar | 437.40 | 75 | -13.95 | - | 2 | 1 | 1 |
7 Mar | 445.45 | 88.95 | 0 | - | 0 | 0 | 0 |
20 Feb | 433.50 | 0 | 0 | - | 0 | 0 | 0 |
19 Feb | 423.50 | 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 520 expiring on 24APR2025
Delta for 520 PE is -
Historical price for 520 PE is as follows
On 11 Apr VEDL was trading at 380.15. The strike last trading price was 131.7, which was -17.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145
On 9 Apr VEDL was trading at 370.55. The strike last trading price was 149.5, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 147
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 145.85, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 152
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 143.25, which was 26.2 higher than the previous day. The implied volatity was -, the open interest changed by -620 which decreased total open position to 153
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 117.05, which was 41.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 772
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 76, which was 14.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 767
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 61.65, which was 0.4 higher than the previous day. The implied volatity was 34.05, the open interest changed by 5 which increased total open position to 773
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 61.35, which was 6.6 higher than the previous day. The implied volatity was 36.43, the open interest changed by -9 which decreased total open position to 768
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 54.75, which was 6.4 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 777
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 47.45, which was -6.45 lower than the previous day. The implied volatity was 28.64, the open interest changed by 14 which increased total open position to 779
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 53.55, which was -2.75 lower than the previous day. The implied volatity was 30.12, the open interest changed by 657 which increased total open position to 766
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 56.5, which was 8.85 higher than the previous day. The implied volatity was 30.74, the open interest changed by 2 which increased total open position to 107
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 47.55, which was -8.45 lower than the previous day. The implied volatity was 31.22, the open interest changed by 23 which increased total open position to 106
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 56, which was 7.7 higher than the previous day. The implied volatity was 44.52, the open interest changed by 6 which increased total open position to 82
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 48.3, which was -8.7 lower than the previous day. The implied volatity was 30.65, the open interest changed by 24 which increased total open position to 75
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 57, which was -14.2 lower than the previous day. The implied volatity was 29.09, the open interest changed by 26 which increased total open position to 46
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 71.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 71.2, which was -3.8 lower than the previous day. The implied volatity was 38.05, the open interest changed by 10 which increased total open position to 12
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 75, 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 12 Mar VEDL was trading at 444.95. The strike last trading price was 75, 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 11 Mar VEDL was trading at 441.55. The strike last trading price was 75, 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 10 Mar VEDL was trading at 437.40. The strike last trading price was 75, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 88.95, 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 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 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