VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 530 CE | ||||||||||
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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 | 0.15 | -0.10 | - | 32 | -11.5 | 274.5 | |||
| 20 Nov | 443.55 | 0.25 | 0.00 | 53.81 | 32.5 | -0.5 | 286 | |||
| 19 Nov | 443.55 | 0.25 | -0.05 | 53.81 | 32.5 | -0.5 | 286 | |||
| 18 Nov | 447.50 | 0.3 | -0.05 | 49.47 | 64.5 | -19.5 | 286.5 | |||
| 14 Nov | 433.40 | 0.35 | 0.00 | 49.07 | 53 | -2 | 305.5 | |||
| 13 Nov | 434.75 | 0.35 | -0.10 | 46.86 | 305.5 | -139 | 307.5 | |||
| 12 Nov | 444.75 | 0.45 | -0.20 | 42.62 | 174.5 | -33.5 | 449.5 | |||
| 11 Nov | 456.20 | 0.65 | -0.25 | 38.74 | 205 | 1.5 | 484 | |||
| 8 Nov | 457.90 | 0.9 | -0.15 | 37.62 | 537 | -1 | 484.5 | |||
| 7 Nov | 457.90 | 1.05 | -1.25 | 36.95 | 490.5 | 32 | 486.5 | |||
| 6 Nov | 474.00 | 2.3 | -0.10 | 35.30 | 463 | 12.5 | 455.5 | |||
| 5 Nov | 469.80 | 2.4 | 0.85 | 37.16 | 240 | -17 | 444 | |||
| 4 Nov | 458.80 | 1.55 | -1.10 | 37.31 | 312.5 | 9 | 467 | |||
| 1 Nov | 467.35 | 2.65 | 0.05 | 35.60 | 65.5 | 8.5 | 453.5 | |||
| 31 Oct | 464.05 | 2.6 | -0.55 | - | 411 | 26 | 446 | |||
| 30 Oct | 468.50 | 3.15 | -0.90 | - | 188 | 39 | 419 | |||
| 29 Oct | 472.30 | 4.05 | 0.80 | - | 193 | 24 | 380 | |||
| 28 Oct | 469.15 | 3.25 | 0.45 | - | 126 | 19 | 356 | |||
| 25 Oct | 455.40 | 2.8 | -1.60 | - | 115 | 11 | 337 | |||
| 24 Oct | 469.05 | 4.4 | 0.15 | - | 170 | 0 | 327 | |||
| 23 Oct | 463.00 | 4.25 | 0.15 | - | 222 | 4 | 327 | |||
| 22 Oct | 460.75 | 4.1 | -1.90 | - | 160 | 22 | 323 | |||
| 21 Oct | 475.00 | 6 | -1.10 | - | 64 | -2 | 301 | |||
| 18 Oct | 480.85 | 7.1 | 0.35 | - | 43 | 6 | 303 | |||
| 17 Oct | 472.15 | 6.75 | -2.50 | - | 179 | 144 | 291 | |||
| 16 Oct | 486.70 | 9.25 | -0.95 | - | 10 | -2 | 147 | |||
| 15 Oct | 489.85 | 10.2 | -2.50 | - | 30 | 13 | 149 | |||
| 14 Oct | 499.15 | 12.7 | -1.30 | - | 19 | -1 | 135 | |||
| 11 Oct | 497.50 | 14 | 2.30 | - | 12 | 6 | 135 | |||
| 10 Oct | 492.50 | 11.7 | -1.45 | - | 31 | 2 | 129 | |||
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| 9 Oct | 496.25 | 13.15 | -0.50 | - | 48 | 38 | 127 | |||
| 8 Oct | 497.45 | 13.65 | 0.05 | - | 36 | 4 | 69 | |||
| 7 Oct | 500.30 | 13.6 | -3.90 | - | 58 | -5 | 64 | |||
| 4 Oct | 508.70 | 17.5 | -2.00 | - | 18 | 4 | 69 | |||
| 3 Oct | 511.75 | 19.5 | -2.00 | - | 30 | 0 | 66 | |||
| 1 Oct | 516.15 | 21.5 | -0.50 | - | 29 | 15 | 65 | |||
| 30 Sept | 512.65 | 22 | -4.80 | - | 55 | 10 | 10 | |||
| 27 Sept | 513.00 | 26.8 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 530 expiring on 28NOV2024
Delta for 530 CE is -
Historical price for 530 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 549
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 53.81, the open interest changed by -1 which decreased total open position to 572
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 53.81, the open interest changed by -1 which decreased total open position to 572
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 49.47, the open interest changed by -39 which decreased total open position to 573
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 49.07, the open interest changed by -4 which decreased total open position to 611
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 46.86, the open interest changed by -278 which decreased total open position to 615
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 42.62, the open interest changed by -67 which decreased total open position to 899
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 38.74, the open interest changed by 3 which increased total open position to 968
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 37.62, the open interest changed by -2 which decreased total open position to 969
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 1.05, which was -1.25 lower than the previous day. The implied volatity was 36.95, the open interest changed by 64 which increased total open position to 973
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 2.3, which was -0.10 lower than the previous day. The implied volatity was 35.30, the open interest changed by 25 which increased total open position to 911
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 2.4, which was 0.85 higher than the previous day. The implied volatity was 37.16, the open interest changed by -34 which decreased total open position to 888
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 1.55, which was -1.10 lower than the previous day. The implied volatity was 37.31, the open interest changed by 18 which increased total open position to 934
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 35.60, the open interest changed by 17 which increased total open position to 907
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 2.6, 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 30 Oct VEDL was trading at 468.50. The strike last trading price was 3.15, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 4.05, 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 28 Oct VEDL was trading at 469.15. The strike last trading price was 3.25, which was 0.45 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 2.8, which was -1.60 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 4.4, which was 0.15 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 4.25, which was 0.15 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 4.1, which was -1.90 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 6, which was -1.10 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 7.1, which was 0.35 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 6.75, which was -2.50 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 9.25, which was -0.95 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 10.2, which was -2.50 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 12.7, 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 11 Oct VEDL was trading at 497.50. The strike last trading price was 14, which was 2.30 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 11.7, 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 9 Oct VEDL was trading at 496.25. The strike last trading price was 13.15, 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 8 Oct VEDL was trading at 497.45. The strike last trading price was 13.65, which was 0.05 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 13.6, which was -3.90 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 17.5, which was -2.00 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 19.5, which was -2.00 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 21.5, 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 30 Sept VEDL was trading at 512.65. The strike last trading price was 22, which was -4.80 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 26.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 530 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 442.80 | 74.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 443.55 | 74.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 443.55 | 74.1 | 0.00 | 0.00 | 0 | -5 | 0 |
| 18 Nov | 447.50 | 74.1 | -16.50 | - | 6 | 0 | 33 |
| 14 Nov | 433.40 | 90.6 | -4.40 | - | 1 | 0 | 33 |
| 13 Nov | 434.75 | 95 | 32.00 | 66.39 | 1 | 0 | 33 |
| 12 Nov | 444.75 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 456.20 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 457.90 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 457.90 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 474.00 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 469.80 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 458.80 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 467.35 | 63 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 464.05 | 63 | 3.45 | - | 1 | 0 | 32 |
| 30 Oct | 468.50 | 59.55 | 2.40 | - | 21 | 3 | 20 |
| 29 Oct | 472.30 | 57.15 | -2.05 | - | 13 | 12 | 17 |
| 28 Oct | 469.15 | 59.2 | -3.80 | - | 3 | 3 | 3 |
| 25 Oct | 455.40 | 63 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 469.05 | 63 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 463.00 | 63 | 0.00 | - | 0 | 3 | 0 |
| 22 Oct | 460.75 | 63 | 14.60 | - | 3 | 1 | 1 |
| 21 Oct | 475.00 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 480.85 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 472.15 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 486.70 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 489.85 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 499.15 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.50 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 496.25 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 497.45 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 500.30 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 508.70 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 511.75 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.15 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 512.65 | 48.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 513.00 | 48.4 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 530 expiring on 28NOV2024
Delta for 530 PE is 0.00
Historical price for 530 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 74.1, 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 20 Nov VEDL was trading at 443.55. The strike last trading price was 74.1, 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 19 Nov VEDL was trading at 443.55. The strike last trading price was 74.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 74.1, which was -16.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 90.6, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 95, which was 32.00 higher than the previous day. The implied volatity was 66.39, the open interest changed by 0 which decreased total open position to 66
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 63, 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 11 Nov VEDL was trading at 456.20. The strike last trading price was 63, 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 8 Nov VEDL was trading at 457.90. The strike last trading price was 63, 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 7 Nov VEDL was trading at 457.90. The strike last trading price was 63, 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 6 Nov VEDL was trading at 474.00. The strike last trading price was 63, 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 5 Nov VEDL was trading at 469.80. The strike last trading price was 63, 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 4 Nov VEDL was trading at 458.80. The strike last trading price was 63, 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 1 Nov VEDL was trading at 467.35. The strike last trading price was 63, which was 0.00 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 31 Oct VEDL was trading at 464.05. The strike last trading price was 63, which was 3.45 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 59.55, which was 2.40 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 57.15, which was -2.05 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 59.2, which was -3.80 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 63, 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 Oct VEDL was trading at 469.05. 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 which decreased total open position to
On 23 Oct VEDL was trading at 463.00. 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 which decreased total open position to
On 22 Oct VEDL was trading at 460.75. The strike last trading price was 63, which was 14.60 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 48.4, 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 18 Oct VEDL was trading at 480.85. The strike last trading price was 48.4, 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 17 Oct VEDL was trading at 472.15. The strike last trading price was 48.4, 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 48.4, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 48.4, 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 14 Oct VEDL was trading at 499.15. The strike last trading price was 48.4, 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 11 Oct VEDL was trading at 497.50. The strike last trading price was 48.4, 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 10 Oct VEDL was trading at 492.50. The strike last trading price was 48.4, 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 9 Oct VEDL was trading at 496.25. The strike last trading price was 48.4, 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 8 Oct VEDL was trading at 497.45. The strike last trading price was 48.4, 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 7 Oct VEDL was trading at 500.30. The strike last trading price was 48.4, 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 4 Oct VEDL was trading at 508.70. The strike last trading price was 48.4, 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 3 Oct VEDL was trading at 511.75. The strike last trading price was 48.4, 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 1 Oct VEDL was trading at 516.15. The strike last trading price was 48.4, 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 30 Sept VEDL was trading at 512.65. The strike last trading price was 48.4, 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 27 Sept VEDL was trading at 513.00. The strike last trading price was 48.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
