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

442.8 -0.75 (-0.17%)

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Historical option data for VEDL

21 Nov 2024 04:12 PM IST
VEDL 28NOV2024 520 CE
Delta: 0.02
Vega: 0.03
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 442.80 0.2 -0.05 53.23 167.5 -64 591.5
20 Nov 443.55 0.25 0.00 48.96 269 -171.5 656
19 Nov 443.55 0.25 -0.10 48.96 269 -171 656
18 Nov 447.50 0.35 0.00 45.84 264.5 17 829.5
14 Nov 433.40 0.35 -0.10 45.06 254.5 -82 813.5
13 Nov 434.75 0.45 -0.10 44.77 233 -47 908
12 Nov 444.75 0.55 -0.25 40.09 264 -31 962.5
11 Nov 456.20 0.8 -0.35 36.14 501 18 993
8 Nov 457.90 1.15 -0.35 35.55 1,026.5 -22.5 981
7 Nov 457.90 1.5 -1.70 35.87 1,270 60 1,005
6 Nov 474.00 3.2 -0.05 34.16 1,014 34.5 944.5
5 Nov 469.80 3.25 1.05 36.00 743.5 -48 911
4 Nov 458.80 2.2 -1.30 36.61 880 -50.5 962.5
1 Nov 467.35 3.5 -0.05 34.38 326 188.5 1,009.5
31 Oct 464.05 3.55 -0.65 - 825 131 821
30 Oct 468.50 4.2 -1.30 - 554 181 690
29 Oct 472.30 5.5 1.00 - 447 67 509
28 Oct 469.15 4.5 0.80 - 350 -16 442
25 Oct 455.40 3.7 -2.20 - 546 75 458
24 Oct 469.05 5.9 0.50 - 396 146 384
23 Oct 463.00 5.4 0.00 - 196 54 235
22 Oct 460.75 5.4 -2.30 - 117 -11 180
21 Oct 475.00 7.7 -1.55 - 74 15 190
18 Oct 480.85 9.25 1.35 - 77 -10 176
17 Oct 472.15 7.9 -3.60 - 126 27 185
16 Oct 486.70 11.5 -1.00 - 36 -3 155
15 Oct 489.85 12.5 -4.10 - 111 15 168
14 Oct 499.15 16.6 -0.80 - 46 15 153
11 Oct 497.50 17.4 2.10 - 13 3 138
10 Oct 492.50 15.3 -0.15 - 71 -7 135
9 Oct 496.25 15.45 -1.05 - 32 12 141
8 Oct 497.45 16.5 -0.20 - 48 17 129
7 Oct 500.30 16.7 -5.05 - 39 4 112
4 Oct 508.70 21.75 -2.75 - 56 -8 108
3 Oct 511.75 24.5 -1.70 - 101 12 117
1 Oct 516.15 26.2 0.90 - 94 27 104
30 Sept 512.65 25.3 -0.15 - 100 37 76
27 Sept 513.00 25.45 4.45 - 65 -5 39
26 Sept 501.75 21 3.10 - 64 44 44
25 Sept 479.85 17.9 0.00 - 0 0 0
24 Sept 470.20 17.9 0.00 - 0 0 0
19 Sept 449.75 17.9 0.00 - 0 0 0
18 Sept 448.30 17.9 0.00 - 0 0 0
17 Sept 449.80 17.9 0.00 - 0 0 0
16 Sept 446.30 17.9 17.90 - 0 0 0
10 Sept 440.00 0 - 0 0 0


For Vedanta Limited - strike price 520 expiring on 28NOV2024

Delta for 520 CE is 0.02

Historical price for 520 CE is as follows

On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 53.23, the open interest changed by -128 which decreased total open position to 1183


On 20 Nov VEDL was trading at 443.55. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 48.96, the open interest changed by -343 which decreased total open position to 1312


On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 48.96, the open interest changed by -342 which decreased total open position to 1312


On 18 Nov VEDL was trading at 447.50. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 45.84, the open interest changed by 34 which increased total open position to 1659


On 14 Nov VEDL was trading at 433.40. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 45.06, the open interest changed by -164 which decreased total open position to 1627


On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 44.77, the open interest changed by -94 which decreased total open position to 1816


On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 40.09, the open interest changed by -62 which decreased total open position to 1925


On 11 Nov VEDL was trading at 456.20. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 36.14, the open interest changed by 36 which increased total open position to 1986


On 8 Nov VEDL was trading at 457.90. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 35.55, the open interest changed by -45 which decreased total open position to 1962


On 7 Nov VEDL was trading at 457.90. The strike last trading price was 1.5, which was -1.70 lower than the previous day. The implied volatity was 35.87, the open interest changed by 120 which increased total open position to 2010


On 6 Nov VEDL was trading at 474.00. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 34.16, the open interest changed by 69 which increased total open position to 1889


On 5 Nov VEDL was trading at 469.80. The strike last trading price was 3.25, which was 1.05 higher than the previous day. The implied volatity was 36.00, the open interest changed by -96 which decreased total open position to 1822


On 4 Nov VEDL was trading at 458.80. The strike last trading price was 2.2, which was -1.30 lower than the previous day. The implied volatity was 36.61, the open interest changed by -101 which decreased total open position to 1925


On 1 Nov VEDL was trading at 467.35. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 34.38, the open interest changed by 377 which increased total open position to 2019


On 31 Oct VEDL was trading at 464.05. The strike last trading price was 3.55, which was -0.65 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 4.2, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 5.5, which was 1.00 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 4.5, which was 0.80 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 3.7, which was -2.20 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 5.9, which was 0.50 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 5.4, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 5.4, 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 21 Oct VEDL was trading at 475.00. The strike last trading price was 7.7, which was -1.55 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 9.25, which was 1.35 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 7.9, which was -3.60 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 11.5, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 12.5, which was -4.10 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 16.6, which was -0.80 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 17.4, which was 2.10 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 15.3, which was -0.15 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 15.45, 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 8 Oct VEDL was trading at 497.45. The strike last trading price was 16.5, 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 7 Oct VEDL was trading at 500.30. The strike last trading price was 16.7, which was -5.05 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 21.75, which was -2.75 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 24.5, which was -1.70 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 26.2, which was 0.90 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 25.3, which was -0.15 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 25.45, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept VEDL was trading at 501.75. The strike last trading price was 21, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept VEDL was trading at 479.85. The strike last trading price was 17.9, 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 24 Sept VEDL was trading at 470.20. The strike last trading price was 17.9, 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 19 Sept VEDL was trading at 449.75. The strike last trading price was 17.9, 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 18 Sept VEDL was trading at 448.30. The strike last trading price was 17.9, 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 17 Sept VEDL was trading at 449.80. The strike last trading price was 17.9, 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 Sept VEDL was trading at 446.30. The strike last trading price was 17.9, which was 17.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept VEDL was trading at 440.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


VEDL 28NOV2024 520 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 442.80 72.9 0.00 0.00 0 -3 0
20 Nov 443.55 72.9 0.00 - 4 -3 168.5
19 Nov 443.55 72.9 1.70 - 4 0 168.5
18 Nov 447.50 71.2 -14.45 - 6 -3 170
14 Nov 433.40 85.65 19.95 60.26 2 -0.5 173
13 Nov 434.75 65.7 0.00 0.00 0 -0.5 0
12 Nov 444.75 65.7 6.40 - 1 0 174
11 Nov 456.20 59.3 2.05 - 2.5 -1.5 174.5
8 Nov 457.90 57.25 -5.00 - 3.5 -1 176
7 Nov 457.90 62.25 14.95 43.97 2 1 177
6 Nov 474.00 47.3 -4.30 37.30 19 -4 176.5
5 Nov 469.80 51.6 -12.35 38.81 13 -4.5 181.5
4 Nov 458.80 63.95 9.15 49.18 7 -1 184
1 Nov 467.35 54.8 -1.50 44.06 1.5 0 185
31 Oct 464.05 56.3 4.00 - 75 59 185
30 Oct 468.50 52.3 2.60 - 78 19 125
29 Oct 472.30 49.7 -0.90 - 36 20 106
28 Oct 469.15 50.6 -15.15 - 16 6 86
25 Oct 455.40 65.75 12.00 - 9 7 80
24 Oct 469.05 53.75 -3.75 - 14 7 72
23 Oct 463.00 57.5 7.75 - 31 28 64
22 Oct 460.75 49.75 1.65 - 3 2 35
21 Oct 475.00 48.1 5.00 - 14 6 32
18 Oct 480.85 43.1 -6.25 - 17 -3 26
17 Oct 472.15 49.35 8.60 - 2 0 28
16 Oct 486.70 40.75 0.00 - 0 2 0
15 Oct 489.85 40.75 2.55 - 7 3 29
14 Oct 499.15 38.2 0.00 - 0 2 0
11 Oct 497.50 38.2 -0.50 - 2 0 24
10 Oct 492.50 38.7 0.00 - 0 0 0
9 Oct 496.25 38.7 0.00 - 0 1 0
8 Oct 497.45 38.7 4.70 - 2 1 24
7 Oct 500.30 34 4.80 - 2 0 21
4 Oct 508.70 29.2 1.20 - 14 3 22
3 Oct 511.75 28 2.50 - 14 9 18
1 Oct 516.15 25.5 -59.30 - 9 8 8
30 Sept 512.65 84.8 0.00 - 0 0 0
27 Sept 513.00 84.8 84.80 - 0 0 0
26 Sept 501.75 0 0.00 - 0 0 0
25 Sept 479.85 0 0.00 - 0 0 0
24 Sept 470.20 0 0.00 - 0 0 0
19 Sept 449.75 0 0.00 - 0 0 0
18 Sept 448.30 0 0.00 - 0 0 0
17 Sept 449.80 0 0.00 - 0 0 0
16 Sept 446.30 0 0.00 - 0 0 0
10 Sept 440.00 0 - 0 0 0


For Vedanta Limited - strike price 520 expiring on 28NOV2024

Delta for 520 PE is 0.00

Historical price for 520 PE is as follows

On 21 Nov VEDL was trading at 442.80. The strike last trading price was 72.9, 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 20 Nov VEDL was trading at 443.55. The strike last trading price was 72.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 337


On 19 Nov VEDL was trading at 443.55. The strike last trading price was 72.9, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 337


On 18 Nov VEDL was trading at 447.50. The strike last trading price was 71.2, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 340


On 14 Nov VEDL was trading at 433.40. The strike last trading price was 85.65, which was 19.95 higher than the previous day. The implied volatity was 60.26, the open interest changed by -1 which decreased total open position to 346


On 13 Nov VEDL was trading at 434.75. The strike last trading price was 65.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 12 Nov VEDL was trading at 444.75. The strike last trading price was 65.7, which was 6.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 348


On 11 Nov VEDL was trading at 456.20. The strike last trading price was 59.3, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 349


On 8 Nov VEDL was trading at 457.90. The strike last trading price was 57.25, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 352


On 7 Nov VEDL was trading at 457.90. The strike last trading price was 62.25, which was 14.95 higher than the previous day. The implied volatity was 43.97, the open interest changed by 2 which increased total open position to 354


On 6 Nov VEDL was trading at 474.00. The strike last trading price was 47.3, which was -4.30 lower than the previous day. The implied volatity was 37.30, the open interest changed by -8 which decreased total open position to 353


On 5 Nov VEDL was trading at 469.80. The strike last trading price was 51.6, which was -12.35 lower than the previous day. The implied volatity was 38.81, the open interest changed by -9 which decreased total open position to 363


On 4 Nov VEDL was trading at 458.80. The strike last trading price was 63.95, which was 9.15 higher than the previous day. The implied volatity was 49.18, the open interest changed by -2 which decreased total open position to 368


On 1 Nov VEDL was trading at 467.35. The strike last trading price was 54.8, which was -1.50 lower than the previous day. The implied volatity was 44.06, the open interest changed by 0 which decreased total open position to 370


On 31 Oct VEDL was trading at 464.05. The strike last trading price was 56.3, which was 4.00 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 52.3, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 49.7, which was -0.90 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 50.6, which was -15.15 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 65.75, which was 12.00 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 53.75, which was -3.75 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 57.5, which was 7.75 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 49.75, which was 1.65 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 48.1, 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 43.1, which was -6.25 lower 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 49.35, which was 8.60 higher 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 40.75, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 40.75, which was 2.55 higher 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 38.2, 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 11 Oct VEDL was trading at 497.50. The strike last trading price was 38.2, 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 10 Oct VEDL was trading at 492.50. The strike last trading price was 38.7, 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 9 Oct VEDL was trading at 496.25. The strike last trading price was 38.7, 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 38.7, which was 4.70 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 34, which was 4.80 higher 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 29.2, 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 3 Oct VEDL was trading at 511.75. The strike last trading price was 28, which was 2.50 higher 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 25.5, which was -59.30 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 84.8, 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 27 Sept VEDL was trading at 513.00. The strike last trading price was 84.8, which was 84.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept VEDL was trading at 501.75. 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 which decreased total open position to


On 25 Sept VEDL was trading at 479.85. 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 which decreased total open position to


On 24 Sept VEDL was trading at 470.20. 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 which decreased total open position to


On 19 Sept VEDL was trading at 449.75. 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 which decreased total open position to


On 18 Sept VEDL was trading at 448.30. 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 which decreased total open position to


On 17 Sept VEDL was trading at 449.80. 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 which decreased total open position to


On 16 Sept VEDL was trading at 446.30. 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 which decreased total open position to


On 10 Sept VEDL was trading at 440.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to