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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 540 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 442.80 0.05 -0.05 - 53 3.5 449.5
20 Nov 443.55 0.1 0.00 - 98.5 -15.5 446
19 Nov 443.55 0.1 -0.05 - 98.5 -15.5 446
18 Nov 447.50 0.15 -0.10 49.08 78 -1.5 461.5
14 Nov 433.40 0.25 0.00 50.50 27.5 -1.5 462.5
13 Nov 434.75 0.25 -0.10 48.18 100.5 -40.5 469
12 Nov 444.75 0.35 -0.15 44.60 60.5 -6.5 510
11 Nov 456.20 0.5 -0.10 40.77 90 -5.5 517
8 Nov 457.90 0.6 -0.15 38.36 345.5 -57.5 529.5
7 Nov 457.90 0.75 -0.90 38.10 345.5 7.5 586.5
6 Nov 474.00 1.65 0.00 36.36 196 20 579
5 Nov 469.80 1.65 0.50 37.59 187.5 6 559
4 Nov 458.80 1.15 -0.65 38.52 287.5 15.5 554.5
1 Nov 467.35 1.8 -0.20 35.74 35.5 -0.5 539.5
31 Oct 464.05 2 -0.35 - 260 -29 540
30 Oct 468.50 2.35 -0.65 - 163 11 569
29 Oct 472.30 3 0.95 - 282 26 559
28 Oct 469.15 2.05 -0.15 - 68 13 529
25 Oct 455.40 2.2 -1.05 - 90 -12 516
24 Oct 469.05 3.25 0.00 - 89 3 528
23 Oct 463.00 3.25 0.05 - 109 -1 525
22 Oct 460.75 3.2 -1.60 - 175 -5 526
21 Oct 475.00 4.8 -0.70 - 152 42 531
18 Oct 480.85 5.5 0.45 - 52 4 489
17 Oct 472.15 5.05 -1.90 - 157 -9 481
16 Oct 486.70 6.95 -0.85 - 55 35 491
15 Oct 489.85 7.8 -3.05 - 54 3 457
14 Oct 499.15 10.85 -0.20 - 150 128 454
11 Oct 497.50 11.05 1.85 - 9 1 326
10 Oct 492.50 9.2 -0.80 - 41 5 324
9 Oct 496.25 10 -0.70 - 56 -7 319
8 Oct 497.45 10.7 0.90 - 109 -31 326
7 Oct 500.30 9.8 -3.70 - 94 -10 357
4 Oct 508.70 13.5 -2.20 - 39 2 367
3 Oct 511.75 15.7 -1.60 - 99 -5 365
1 Oct 516.15 17.3 0.35 - 155 51 369
30 Sept 512.65 16.95 -0.20 - 353 220 310
27 Sept 513.00 17.15 1.45 - 91 23 90
26 Sept 501.75 15.7 4.80 - 137 16 66
25 Sept 479.85 10.9 2.90 - 20 13 51
24 Sept 470.20 8 4.00 - 11 2 37
19 Sept 449.75 4 -0.90 - 14 10 34
18 Sept 448.30 4.9 -0.10 - 1 0 23
17 Sept 449.80 5 0.20 - 15 5 13
16 Sept 446.30 4.8 -9.00 - 11 7 7
10 Sept 440.00 13.8 - 0 0 0


For Vedanta Limited - strike price 540 expiring on 28NOV2024

Delta for 540 CE is -

Historical price for 540 CE is as follows

On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 899


On 20 Nov VEDL was trading at 443.55. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 892


On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 892


On 18 Nov VEDL was trading at 447.50. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 49.08, the open interest changed by -3 which decreased total open position to 923


On 14 Nov VEDL was trading at 433.40. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 50.50, the open interest changed by -3 which decreased total open position to 925


On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 48.18, the open interest changed by -81 which decreased total open position to 938


On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 44.60, the open interest changed by -13 which decreased total open position to 1020


On 11 Nov VEDL was trading at 456.20. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 40.77, the open interest changed by -11 which decreased total open position to 1034


On 8 Nov VEDL was trading at 457.90. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 38.36, the open interest changed by -115 which decreased total open position to 1059


On 7 Nov VEDL was trading at 457.90. The strike last trading price was 0.75, which was -0.90 lower than the previous day. The implied volatity was 38.10, the open interest changed by 15 which increased total open position to 1173


On 6 Nov VEDL was trading at 474.00. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 36.36, the open interest changed by 40 which increased total open position to 1158


On 5 Nov VEDL was trading at 469.80. The strike last trading price was 1.65, which was 0.50 higher than the previous day. The implied volatity was 37.59, the open interest changed by 12 which increased total open position to 1118


On 4 Nov VEDL was trading at 458.80. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 38.52, the open interest changed by 31 which increased total open position to 1109


On 1 Nov VEDL was trading at 467.35. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 35.74, the open interest changed by -1 which decreased total open position to 1079


On 31 Oct VEDL was trading at 464.05. The strike last trading price was 2, which was -0.35 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 2.35, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 3, which was 0.95 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 2.05, 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 25 Oct VEDL was trading at 455.40. The strike last trading price was 2.2, 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 24 Oct VEDL was trading at 469.05. The strike last trading price was 3.25, 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 3.25, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 3.2, 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 21 Oct VEDL was trading at 475.00. The strike last trading price was 4.8, which was -0.70 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 5.5, 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 17 Oct VEDL was trading at 472.15. The strike last trading price was 5.05, 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 6.95, which was -0.85 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 7.8, which was -3.05 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 10.85, 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 11 Oct VEDL was trading at 497.50. The strike last trading price was 11.05, which was 1.85 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 9.2, 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 9 Oct VEDL was trading at 496.25. The strike last trading price was 10, which was -0.70 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 10.7, 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 7 Oct VEDL was trading at 500.30. The strike last trading price was 9.8, which was -3.70 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 13.5, 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 3 Oct VEDL was trading at 511.75. The strike last trading price was 15.7, 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 1 Oct VEDL was trading at 516.15. The strike last trading price was 17.3, 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 30 Sept VEDL was trading at 512.65. The strike last trading price was 16.95, 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 27 Sept VEDL was trading at 513.00. The strike last trading price was 17.15, which was 1.45 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 15.7, 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 25 Sept VEDL was trading at 479.85. The strike last trading price was 10.9, which was 2.90 higher 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 8, 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 19 Sept VEDL was trading at 449.75. The strike last trading price was 4, 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 18 Sept VEDL was trading at 448.30. The strike last trading price was 4.9, which was -0.10 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 5, which was 0.20 higher 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 4.8, which was -9.00 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 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


VEDL 28NOV2024 540 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 442.80 100.3 0.00 - 0 0 0
20 Nov 443.55 100.3 0.00 - 0 0 0
19 Nov 443.55 100.3 0.00 - 0 0 0
18 Nov 447.50 100.3 0.00 - 0 0 0
14 Nov 433.40 100.3 0.00 - 0 0 0
13 Nov 434.75 100.3 0.00 - 0 0 0
12 Nov 444.75 100.3 0.00 - 0 0 0
11 Nov 456.20 100.3 0.00 - 0 0 0
8 Nov 457.90 100.3 0.00 - 0 0 0
7 Nov 457.90 100.3 0.00 - 0 0 0
6 Nov 474.00 100.3 0.00 0.00 0 0 0
5 Nov 469.80 100.3 0.00 - 0 0 0
4 Nov 458.80 100.3 0.00 - 0 0 0
1 Nov 467.35 100.3 0.00 - 0 0 0
31 Oct 464.05 100.3 0.00 - 0 0 0
30 Oct 468.50 100.3 0.00 - 0 0 0
29 Oct 472.30 100.3 0.00 - 0 0 0
28 Oct 469.15 100.3 0.00 - 0 0 0
25 Oct 455.40 100.3 0.00 - 0 0 0
24 Oct 469.05 100.3 0.00 - 0 0 0
23 Oct 463.00 100.3 0.00 - 0 0 0
22 Oct 460.75 100.3 0.00 - 0 0 0
21 Oct 475.00 100.3 0.00 - 0 0 0
18 Oct 480.85 100.3 0.00 - 0 0 0
17 Oct 472.15 100.3 0.00 - 0 0 0
16 Oct 486.70 100.3 0.00 - 0 0 0
15 Oct 489.85 100.3 0.00 - 0 0 0
14 Oct 499.15 100.3 0.00 - 0 0 0
11 Oct 497.50 100.3 0.00 - 0 0 0
10 Oct 492.50 100.3 0.00 - 0 0 0
9 Oct 496.25 100.3 0.00 - 0 0 0
8 Oct 497.45 100.3 0.00 - 0 0 0
7 Oct 500.30 100.3 0.00 - 0 0 0
4 Oct 508.70 100.3 0.00 - 0 0 0
3 Oct 511.75 100.3 0.00 - 0 0 0
1 Oct 516.15 100.3 0.00 - 0 0 0
30 Sept 512.65 100.3 0.00 - 0 0 0
27 Sept 513.00 100.3 100.30 - 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 540 expiring on 28NOV2024

Delta for 540 PE is -

Historical price for 540 PE is as follows

On 21 Nov VEDL was trading at 442.80. The strike last trading price was 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov VEDL was trading at 447.50. The strike last trading price was 100.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov VEDL was trading at 433.40. The strike last trading price was 100.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov VEDL was trading at 434.75. The strike last trading price was 100.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov VEDL was trading at 444.75. The strike last trading price was 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct VEDL was trading at 464.05. The strike last trading price was 100.3, 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 Oct VEDL was trading at 468.50. The strike last trading price was 100.3, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 100.3, 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 28 Oct VEDL was trading at 469.15. The strike last trading price was 100.3, 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 Oct VEDL was trading at 455.40. The strike last trading price was 100.3, 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 100.3, 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 100.3, 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 100.3, 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 21 Oct VEDL was trading at 475.00. The strike last trading price was 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, 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 100.3, which was 100.30 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