VEDL
VEDANTA LIMITED
Historical option data for VEDL
02 Jul 2024 10:43 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 2 Jul | 464.90 | 3.65 | -0.60 | - | 10,39,600 | -64,400 | 18,21,600 | |||
| 1 Jul | 465.00 | 4.25 | - | 24,51,800 | -1,42,600 | 18,86,000 | ||||
| 28 Jun | 454.00 | 3.25 | - | 30,22,200 | 1,77,100 | 20,28,600 | ||||
| 27 Jun | 443.30 | 3.2 | - | 17,48,000 | 5,15,200 | 18,51,500 | ||||
| 26 Jun | 442.10 | 3.35 | - | 23,71,300 | 5,33,600 | 13,36,300 | ||||
| 25 Jun | 454.05 | 5.25 | - | 7,93,500 | 1,05,800 | 8,02,700 | ||||
| 24 Jun | 463.35 | 7.35 | - | 6,02,600 | 1,63,300 | 6,94,600 | ||||
| 21 Jun | 470.25 | 8.50 | - | 6,50,900 | 1,03,500 | 5,31,300 | ||||
| 20 Jun | 469.95 | 9.90 | - | 10,21,200 | 3,08,200 | 4,25,500 | ||||
| 19 Jun | 448.45 | 4.80 | - | 1,12,700 | 69,000 | 1,17,300 | ||||
| 18 Jun | 452.30 | 5.25 | - | 48,300 | 18,400 | 46,000 | ||||
| 14 Jun | 447.60 | 4.60 | - | 27,600 | 20,700 | 27,600 | ||||
| 13 Jun | 439.80 | 6.00 | - | 2,300 | 0 | 9,200 | ||||
| 12 Jun | 444.25 | 7.00 | - | 9,200 | 4,600 | 6,900 | ||||
| 11 Jun | 443.75 | 7.50 | - | 4,600 | 2,300 | 2,300 | ||||
| 10 Jun | 444.10 | 14.40 | - | 0 | 0 | 0 | ||||
| 7 Jun | 460.65 | 14.40 | - | 0 | 0 | 0 | ||||
| 3 Jun | 457.85 | 14.40 | - | 0 | 0 | 0 | ||||
| 30 May | 440.80 | 14.40 | - | 0 | 0 | 0 | ||||
| 29 May | 454.25 | 14.40 | - | 0 | 0 | 0 | ||||
| 27 May | 459.70 | 14.40 | - | 0 | 0 | 0 | ||||
| 23 May | 472.70 | 26.00 | - | 9,200 | 2,300 | 20,700 | ||||
| 22 May | 487.00 | 30.25 | - | 6,900 | 2,300 | 18,400 | ||||
| 21 May | 491.70 | 31.75 | - | 13,800 | 11,500 | 16,100 | ||||
| 18 May | 458.60 | 18.20 | - | 6,900 | 4,600 | 4,600 | ||||
For VEDANTA LIMITED - strike price 520 expiring on 25JUL2024
Delta for 520 CE is -
Historical price for 520 CE is as follows
On 2 Jul VEDL was trading at 464.90. The strike last trading price was 3.65, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -64400 which decreased total open position to 1821600
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -142600 which decreased total open position to 1886000
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 177100 which increased total open position to 2028600
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 515200 which increased total open position to 1851500
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 533600 which increased total open position to 1336300
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 105800 which increased total open position to 802700
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 163300 which increased total open position to 694600
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 531300
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 308200 which increased total open position to 425500
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 117300
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18400 which increased total open position to 46000
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 4.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 27600
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9200
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 6900
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 14.40, 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 7 Jun VEDL was trading at 460.65. The strike last trading price was 14.40, 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 14.40, 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 14.40, 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 14.40, 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 14.40, 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 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 20700
On 22 May VEDL was trading at 487.00. The strike last trading price was 30.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 18400
On 21 May VEDL was trading at 491.70. The strike last trading price was 31.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 16100
On 18 May VEDL was trading at 458.60. The strike last trading price was 18.20, 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 | 464.90 | 51.05 | -3.45 | - | 6,900 | -2,300 | 50,600 |
| 1 Jul | 465.00 | 54.5 | - | 29,900 | 0 | 52,900 | |
| 28 Jun | 454.00 | 65.8 | - | 6,900 | 4,600 | 52,900 | |
| 27 Jun | 443.30 | 77.75 | - | 6,900 | 0 | 48,300 | |
| 26 Jun | 442.10 | 84.45 | - | 6,900 | 48,300 | 48,300 | |
| 25 Jun | 454.05 | 57.6 | - | 0 | 4,600 | 0 | |
| 24 Jun | 463.35 | 57.6 | - | 23,000 | 4,600 | 43,700 | |
| 21 Jun | 470.25 | 55.75 | - | 23,000 | -2,300 | 36,800 | |
| 20 Jun | 469.95 | 52.20 | - | 27,600 | 11,500 | 36,800 | |
| 19 Jun | 448.45 | 71.00 | - | 6,900 | 4,600 | 25,300 | |
| 18 Jun | 452.30 | 68.25 | - | 11,500 | 4,600 | 11,500 | |
| 14 Jun | 447.60 | 71.00 | - | 6,900 | 4,600 | 6,900 | |
| 13 Jun | 439.80 | 79.00 | - | 0 | 0 | 0 | |
| 12 Jun | 444.25 | 79.00 | - | 0 | 2,300 | 0 | |
| 11 Jun | 443.75 | 79.00 | - | 2,300 | 0 | 0 | |
| 10 Jun | 444.10 | 67.40 | - | 0 | 0 | 0 | |
| 7 Jun | 460.65 | 67.40 | - | 0 | 0 | 0 | |
| 3 Jun | 457.85 | 67.40 | - | 0 | 0 | 0 | |
| 30 May | 440.80 | 0.00 | - | 0 | 0 | 0 | |
| 29 May | 454.25 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 459.70 | 0.00 | - | 0 | 0 | 0 | |
| 23 May | 472.70 | 0.00 | - | 0 | 0 | 0 | |
| 22 May | 487.00 | 0.00 | - | 0 | 0 | 0 | |
| 21 May | 491.70 | 0.00 | - | 0 | 0 | 0 | |
| 18 May | 458.60 | 0.00 | - | 0 | 0 | 0 | |
For VEDANTA LIMITED - strike price 520 expiring on 25JUL2024
Delta for 520 PE is -
Historical price for 520 PE is as follows
On 2 Jul VEDL was trading at 464.90. The strike last trading price was 51.05, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 50600
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 54.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52900
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 65.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 52900
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 77.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48300
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 84.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 48300
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 57.6, 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 24 Jun VEDL was trading at 463.35. The strike last trading price was 57.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 43700
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 55.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 36800
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 52.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 36800
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 25300
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 68.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 11500
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 6900
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 79.00, 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 12 Jun VEDL was trading at 444.25. The strike last trading price was 79.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 0
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 79.00, 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 10 Jun VEDL was trading at 444.10. The strike last trading price was 67.40, 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 7 Jun VEDL was trading at 460.65. The strike last trading price was 67.40, 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 67.40, 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 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 29 May VEDL was trading at 454.25. 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 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 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 22 May VEDL was trading at 487.00. 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 21 May VEDL was trading at 491.70. 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 18 May VEDL was trading at 458.60. 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