VEDL
Vedanta Limited
Historical option data for VEDL
09 Apr 2025 04:12 PM IST
| VEDL 24APR2025 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 370.55 | 0.3 | -0.05 | - | 41 | 10 | 691 | |||
| 8 Apr | 376.10 | 0.35 | 0.05 | - | 118 | -57 | 681 | |||
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| 7 Apr | 374.05 | 0.35 | 0.1 | - | 435 | -81 | 743 | |||
| 4 Apr | 401.45 | 0.25 | -0.15 | - | 511 | -61 | 827 | |||
| 3 Apr | 439.50 | 0.4 | -0.25 | 41.41 | 252 | -32 | 865 | |||
| 2 Apr | 457.65 | 0.55 | -0.1 | 35.75 | 386 | 87 | 894 | |||
| 1 Apr | 457.40 | 0.6 | -0.35 | 35.13 | 308 | -14 | 810 | |||
| 28 Mar | 463.40 | 0.95 | -0.7 | 32.95 | 966 | 224 | 824 | |||
| 27 Mar | 472.35 | 1.7 | 0.2 | 33.07 | 380 | 66 | 602 | |||
| 26 Mar | 464.15 | 1.45 | -0.15 | 34.07 | 674 | 96 | 535 | |||
| 25 Mar | 461.80 | 1.6 | -0.6 | 35.50 | 432 | 63 | 441 | |||
| 24 Mar | 472.25 | 2.3 | 0.4 | 33.61 | 587 | 149 | 381 | |||
| 21 Mar | 467.30 | 1.9 | -0.55 | 31.63 | 168 | 62 | 235 | |||
| 20 Mar | 470.75 | 2.5 | 0.95 | 32.52 | 250 | 141 | 172 | |||
| 19 Mar | 460.55 | 1.25 | -5.9 | 30.79 | 45 | 31 | 31 | |||
| 6 Feb | 443.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 444.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 540 expiring on 24APR2025
Delta for 540 CE is -
Historical price for 540 CE is as follows
On 9 Apr VEDL was trading at 370.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 691
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 681
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -81 which decreased total open position to 743
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 827
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 41.41, the open interest changed by -32 which decreased total open position to 865
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 35.75, the open interest changed by 87 which increased total open position to 894
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 35.13, the open interest changed by -14 which decreased total open position to 810
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 0.95, which was -0.7 lower than the previous day. The implied volatity was 32.95, the open interest changed by 224 which increased total open position to 824
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 33.07, the open interest changed by 66 which increased total open position to 602
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 34.07, the open interest changed by 96 which increased total open position to 535
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 35.50, the open interest changed by 63 which increased total open position to 441
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 2.3, which was 0.4 higher than the previous day. The implied volatity was 33.61, the open interest changed by 149 which increased total open position to 381
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 31.63, the open interest changed by 62 which increased total open position to 235
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was 32.52, the open interest changed by 141 which increased total open position to 172
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 1.25, which was -5.9 lower than the previous day. The implied volatity was 30.79, the open interest changed by 31 which increased total open position to 31
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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 9 Apr | 370.55 | 169.5 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 376.10 | 169.5 | 0 | 0.00 | 0 | -9 | 0 |
| 7 Apr | 374.05 | 169.5 | 71.5 | - | 12 | -8 | 20 |
| 4 Apr | 401.45 | 98 | 0 | 0.00 | 0 | -1 | 0 |
| 3 Apr | 439.50 | 98 | 15 | 47.57 | 4 | -2 | 27 |
| 2 Apr | 457.65 | 83 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 457.40 | 83 | 9.25 | 52.89 | 4 | 2 | 30 |
| 28 Mar | 463.40 | 73.75 | 7.75 | 30.42 | 18 | 10 | 28 |
| 27 Mar | 472.35 | 66 | -4.75 | 30.27 | 3 | 1 | 18 |
| 26 Mar | 464.15 | 70.75 | -6 | - | 15 | 8 | 16 |
| 25 Mar | 461.80 | 76.75 | 4.45 | 39.73 | 5 | 4 | 7 |
| 24 Mar | 472.25 | 72.3 | 0 | 0.00 | 0 | 2 | 0 |
| 21 Mar | 467.30 | 72.3 | 6.3 | 44.88 | 2 | 1 | 2 |
| 20 Mar | 470.75 | 66 | -39.75 | 31.95 | 1 | 0 | 0 |
| 19 Mar | 460.55 | 105.75 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 443.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 444.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Vedanta Limited - strike price 540 expiring on 24APR2025
Delta for 540 PE is 0.00
Historical price for 540 PE is as follows
On 9 Apr VEDL was trading at 370.55. The strike last trading price was 169.5, 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 8 Apr VEDL was trading at 376.10. The strike last trading price was 169.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 169.5, which was 71.5 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 20
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 98, which was 0 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 3 Apr VEDL was trading at 439.50. The strike last trading price was 98, which was 15 higher than the previous day. The implied volatity was 47.57, the open interest changed by -2 which decreased total open position to 27
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 83, 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 1 Apr VEDL was trading at 457.40. The strike last trading price was 83, which was 9.25 higher than the previous day. The implied volatity was 52.89, the open interest changed by 2 which increased total open position to 30
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 73.75, which was 7.75 higher than the previous day. The implied volatity was 30.42, the open interest changed by 10 which increased total open position to 28
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 66, which was -4.75 lower than the previous day. The implied volatity was 30.27, the open interest changed by 1 which increased total open position to 18
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 70.75, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 16
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 76.75, which was 4.45 higher than the previous day. The implied volatity was 39.73, the open interest changed by 4 which increased total open position to 7
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 72.3, 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 21 Mar VEDL was trading at 467.30. The strike last trading price was 72.3, which was 6.3 higher than the previous day. The implied volatity was 44.88, the open interest changed by 1 which increased total open position to 2
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 66, which was -39.75 lower than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 0
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 105.75, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
