VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 550 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 | 0.00 | - | 90 | -23 | 846 | |||
| 20 Nov | 443.55 | 0.15 | 0.00 | - | 123.5 | -37 | 869 | |||
| 19 Nov | 443.55 | 0.15 | -0.05 | - | 123.5 | -37 | 869 | |||
| 18 Nov | 447.50 | 0.2 | -0.05 | - | 137 | -1 | 905.5 | |||
| 14 Nov | 433.40 | 0.25 | -0.05 | - | 139.5 | 6.5 | 904.5 | |||
| 13 Nov | 434.75 | 0.3 | -0.05 | 53.03 | 83.5 | -37.5 | 899 | |||
| 12 Nov | 444.75 | 0.35 | -0.05 | 48.15 | 156 | -66.5 | 940 | |||
| 11 Nov | 456.20 | 0.4 | -0.15 | 42.81 | 184.5 | 16.5 | 1,005 | |||
| 8 Nov | 457.90 | 0.55 | -0.10 | 41.19 | 637 | 152.5 | 986.5 | |||
| 7 Nov | 457.90 | 0.65 | -0.60 | 40.52 | 475 | 123.5 | 830.5 | |||
| 6 Nov | 474.00 | 1.25 | -0.10 | 37.81 | 282 | 18.5 | 707 | |||
| 5 Nov | 469.80 | 1.35 | 0.40 | 39.60 | 269.5 | 86 | 690.5 | |||
| 4 Nov | 458.80 | 0.95 | -0.40 | 40.39 | 405.5 | 69.5 | 605.5 | |||
| 1 Nov | 467.35 | 1.35 | -0.20 | 36.78 | 35 | 13 | 539 | |||
| 31 Oct | 464.05 | 1.55 | -0.20 | - | 248 | 77 | 525 | |||
| 30 Oct | 468.50 | 1.75 | -0.65 | - | 338 | 112 | 448 | |||
| 29 Oct | 472.30 | 2.4 | 0.65 | - | 146 | 1 | 336 | |||
| 28 Oct | 469.15 | 1.75 | -0.15 | - | 199 | 21 | 333 | |||
| 25 Oct | 455.40 | 1.9 | -0.70 | - | 123 | 34 | 312 | |||
| 24 Oct | 469.05 | 2.6 | 0.10 | - | 218 | 51 | 283 | |||
| 23 Oct | 463.00 | 2.5 | -0.20 | - | 150 | 13 | 228 | |||
| 22 Oct | 460.75 | 2.7 | -0.90 | - | 158 | 24 | 212 | |||
| 21 Oct | 475.00 | 3.6 | -0.70 | - | 112 | 22 | 187 | |||
| 18 Oct | 480.85 | 4.3 | 0.35 | - | 95 | 11 | 164 | |||
| 17 Oct | 472.15 | 3.95 | -1.55 | - | 78 | 30 | 153 | |||
| 16 Oct | 486.70 | 5.5 | -0.70 | - | 36 | 12 | 124 | |||
| 15 Oct | 489.85 | 6.2 | -2.40 | - | 83 | 38 | 112 | |||
| 14 Oct | 499.15 | 8.6 | 0.00 | - | 48 | 22 | 75 | |||
| 11 Oct | 497.50 | 8.6 | 0.60 | - | 36 | -8 | 54 | |||
| 10 Oct | 492.50 | 8 | -0.50 | - | 32 | 18 | 60 | |||
| 9 Oct | 496.25 | 8.5 | -0.15 | - | 10 | 5 | 42 | |||
| 8 Oct | 497.45 | 8.65 | 0.65 | - | 26 | 5 | 37 | |||
| 7 Oct | 500.30 | 8 | -4.20 | - | 30 | 1 | 32 | |||
| 4 Oct | 508.70 | 12.2 | -1.40 | - | 16 | 3 | 30 | |||
| 3 Oct | 511.75 | 13.6 | -0.50 | - | 10 | 4 | 26 | |||
| 1 Oct | 516.15 | 14.1 | 0.10 | - | 16 | 8 | 22 | |||
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| 30 Sept | 512.65 | 14 | - | 17 | 13 | 14 | ||||
For Vedanta Limited - strike price 550 expiring on 28NOV2024
Delta for 550 CE is -
Historical price for 550 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 1692
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 1738
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 1738
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1811
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 1809
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 53.03, the open interest changed by -75 which decreased total open position to 1798
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 48.15, the open interest changed by -133 which decreased total open position to 1880
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 42.81, the open interest changed by 33 which increased total open position to 2010
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 41.19, the open interest changed by 305 which increased total open position to 1973
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 40.52, the open interest changed by 247 which increased total open position to 1661
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 37.81, the open interest changed by 37 which increased total open position to 1414
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 39.60, the open interest changed by 172 which increased total open position to 1381
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 40.39, the open interest changed by 139 which increased total open position to 1211
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 36.78, the open interest changed by 26 which increased total open position to 1078
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 1.55, 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 30 Oct VEDL was trading at 468.50. The strike last trading price was 1.75, 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 2.4, which was 0.65 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 1.75, 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 1.9, 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 24 Oct VEDL was trading at 469.05. The strike last trading price was 2.6, which was 0.10 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 2.5, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 2.7, 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 21 Oct VEDL was trading at 475.00. The strike last trading price was 3.6, 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 4.3, 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 17 Oct VEDL was trading at 472.15. The strike last trading price was 3.95, 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 5.5, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 6.2, which was -2.40 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 8.6, 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 8.6, which was 0.60 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 8, 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 9 Oct VEDL was trading at 496.25. The strike last trading price was 8.5, 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 8 Oct VEDL was trading at 497.45. The strike last trading price was 8.65, which was 0.65 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 8, which was -4.20 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 12.2, which was -1.40 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 13.6, 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 1 Oct VEDL was trading at 516.15. The strike last trading price was 14.1, which was 0.10 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 14, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 550 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 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 443.55 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 443.55 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 447.50 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 433.40 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 434.75 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 444.75 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 456.20 | 86 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 8 Nov | 457.90 | 86 | 11.00 | - | 1 | 0 | 11 |
| 7 Nov | 457.90 | 75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 474.00 | 75 | -5.10 | 42.21 | 3.5 | 0.5 | 10.5 |
| 5 Nov | 469.80 | 80.1 | -4.30 | 47.00 | 2 | 0 | 10 |
| 4 Nov | 458.80 | 84.4 | -0.60 | - | 0.5 | 0 | 10 |
| 1 Nov | 467.35 | 85 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 464.05 | 85 | 6.00 | - | 3 | 2 | 9 |
| 30 Oct | 468.50 | 79 | -1.00 | - | 2 | 1 | 6 |
| 29 Oct | 472.30 | 80 | 0.30 | - | 2 | 1 | 4 |
| 28 Oct | 469.15 | 79.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 455.40 | 79.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 469.05 | 79.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 463.00 | 79.7 | 0.00 | - | 0 | 2 | 0 |
| 22 Oct | 460.75 | 79.7 | 16.70 | - | 2 | 1 | 2 |
| 21 Oct | 475.00 | 63 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 480.85 | 63 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 472.15 | 63 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 486.70 | 63 | 1.45 | - | 1 | 0 | 0 |
| 15 Oct | 489.85 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 499.15 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.50 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 496.25 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 497.45 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 500.30 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 508.70 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 511.75 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.15 | 61.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 512.65 | 61.55 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 550 expiring on 28NOV2024
Delta for 550 PE is 0.00
Historical price for 550 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 86, 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 86, 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 86, 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 18 Nov VEDL was trading at 447.50. The strike last trading price was 86, 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 14 Nov VEDL was trading at 433.40. The strike last trading price was 86, 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 13 Nov VEDL was trading at 434.75. The strike last trading price was 86, 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 12 Nov VEDL was trading at 444.75. The strike last trading price was 86, 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 86, 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 8 Nov VEDL was trading at 457.90. The strike last trading price was 86, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 75, 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 6 Nov VEDL was trading at 474.00. The strike last trading price was 75, which was -5.10 lower than the previous day. The implied volatity was 42.21, the open interest changed by 1 which increased total open position to 21
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 80.1, which was -4.30 lower than the previous day. The implied volatity was 47.00, the open interest changed by 0 which decreased total open position to 20
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 84.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 85, which was 6.00 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 79, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 80, which was 0.30 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 79.7, 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 25 Oct VEDL was trading at 455.40. The strike last trading price was 79.7, 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 24 Oct VEDL was trading at 469.05. The strike last trading price was 79.7, 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 23 Oct VEDL was trading at 463.00. The strike last trading price was 79.7, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 79.7, which was 16.70 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 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 18 Oct VEDL was trading at 480.85. 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 17 Oct VEDL was trading at 472.15. 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 63, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, 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 61.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
