VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 560 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 | 0.2 | 0.00 | - | 10 | 0 | 222.5 | |||
| 20 Nov | 443.55 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 443.55 | 0.2 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 18 Nov | 447.50 | 0.2 | 0.00 | - | 26 | 0 | 227.5 | |||
| 14 Nov | 433.40 | 0.2 | -0.05 | - | 19.5 | -1.5 | 228 | |||
| 13 Nov | 434.75 | 0.25 | 0.00 | - | 23.5 | -13.5 | 231 | |||
| 12 Nov | 444.75 | 0.25 | -0.05 | 49.19 | 22 | -0.5 | 244.5 | |||
| 11 Nov | 456.20 | 0.3 | -0.20 | 44.33 | 71 | 1 | 245 | |||
| 8 Nov | 457.90 | 0.5 | 0.00 | 43.81 | 166 | 17.5 | 244.5 | |||
| 7 Nov | 457.90 | 0.5 | -0.35 | 41.92 | 170 | 0 | 227 | |||
| 6 Nov | 474.00 | 0.85 | -0.15 | 38.31 | 175 | 68.5 | 227 | |||
| 5 Nov | 469.80 | 1 | 0.30 | 40.49 | 79.5 | 53.5 | 160.5 | |||
| 4 Nov | 458.80 | 0.7 | -0.30 | 41.20 | 56 | 9.5 | 106.5 | |||
| 1 Nov | 467.35 | 1 | 0.00 | 37.66 | 37 | 15 | 97 | |||
| 31 Oct | 464.05 | 1 | -0.35 | - | 71 | -23 | 82 | |||
| 30 Oct | 468.50 | 1.35 | -0.40 | - | 65 | 18 | 104 | |||
| 29 Oct | 472.30 | 1.75 | 0.45 | - | 73 | 9 | 85 | |||
| 28 Oct | 469.15 | 1.3 | -0.30 | - | 64 | 11 | 76 | |||
| 25 Oct | 455.40 | 1.6 | -0.30 | - | 30 | 15 | 65 | |||
| 24 Oct | 469.05 | 1.9 | -0.30 | - | 89 | -12 | 49 | |||
| 23 Oct | 463.00 | 2.2 | 0.10 | - | 71 | 25 | 60 | |||
| 22 Oct | 460.75 | 2.1 | -0.90 | - | 84 | 12 | 36 | |||
| 21 Oct | 475.00 | 3 | -0.55 | - | 18 | 3 | 24 | |||
| 18 Oct | 480.85 | 3.55 | 0.45 | - | 19 | 0 | 19 | |||
| 17 Oct | 472.15 | 3.1 | -1.30 | - | 28 | -2 | 18 | |||
| 16 Oct | 486.70 | 4.4 | -1.00 | - | 41 | 2 | 20 | |||
| 15 Oct | 489.85 | 5.4 | -1.30 | - | 2 | 0 | 17 | |||
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| 14 Oct | 499.15 | 6.7 | 1.15 | - | 7 | 3 | 17 | |||
| 11 Oct | 497.50 | 5.55 | 0.00 | - | 0 | 2 | 0 | |||
| 10 Oct | 492.50 | 5.55 | -1.25 | - | 2 | 1 | 13 | |||
| 9 Oct | 496.25 | 6.8 | 0.90 | - | 2 | 1 | 12 | |||
| 8 Oct | 497.45 | 5.9 | -0.15 | - | 6 | 0 | 11 | |||
| 7 Oct | 500.30 | 6.05 | -2.75 | - | 9 | 4 | 11 | |||
| 4 Oct | 508.70 | 8.8 | -1.80 | - | 17 | -1 | 5 | |||
| 3 Oct | 511.75 | 10.6 | -0.75 | - | 6 | 0 | 2 | |||
| 1 Oct | 516.15 | 11.35 | - | 1 | 0 | 1 | ||||
For Vedanta Limited - strike price 560 expiring on 28NOV2024
Delta for 560 CE is -
Historical price for 560 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 0.2, 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 445
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 0.2, 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 0.2, 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 0.2, 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 455
On 14 Nov VEDL was trading at 433.40. 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 -3 which decreased total open position to 456
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 462
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 49.19, the open interest changed by -1 which decreased total open position to 489
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 44.33, the open interest changed by 2 which increased total open position to 490
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 43.81, the open interest changed by 35 which increased total open position to 489
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 41.92, the open interest changed by 0 which decreased total open position to 454
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 38.31, the open interest changed by 137 which increased total open position to 454
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 40.49, the open interest changed by 107 which increased total open position to 321
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 41.20, the open interest changed by 19 which increased total open position to 213
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 37.66, the open interest changed by 30 which increased total open position to 194
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 1, 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 1.35, which was -0.40 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 1.75, 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 28 Oct VEDL was trading at 469.15. The strike last trading price was 1.3, which was -0.30 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 1.6, which was -0.30 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 1.9, which was -0.30 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 2.2, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 2.1, 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, 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 18 Oct VEDL was trading at 480.85. The strike last trading price was 3.55, 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 3.1, 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 4.4, 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 5.4, 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 14 Oct VEDL was trading at 499.15. The strike last trading price was 6.7, which was 1.15 higher 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 5.55, 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 5.55, which was -1.25 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 6.8, 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 8 Oct VEDL was trading at 497.45. The strike last trading price was 5.9, 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 7 Oct VEDL was trading at 500.30. The strike last trading price was 6.05, 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 4 Oct VEDL was trading at 508.70. The strike last trading price was 8.8, which was -1.80 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 10.6, which was -0.75 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 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 560 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 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 443.55 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 443.55 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 447.50 | 125.1 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 14 Nov | 433.40 | 125.1 | 27.65 | - | 0.5 | 0 | 3 |
| 13 Nov | 434.75 | 97.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 444.75 | 97.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 456.20 | 97.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 457.90 | 97.45 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 457.90 | 97.45 | 12.95 | - | 0.5 | 0 | 2.5 |
| 6 Nov | 474.00 | 84.5 | -0.50 | 43.49 | 3 | 0 | 2 |
| 5 Nov | 469.80 | 85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 458.80 | 85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 467.35 | 85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 464.05 | 85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 468.50 | 85 | -2.00 | - | 1 | 0 | 2 |
| 29 Oct | 472.30 | 87 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 469.15 | 87 | 5.00 | - | 1 | 1 | 1 |
| 25 Oct | 455.40 | 82 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 469.05 | 82 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 463.00 | 82 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 460.75 | 82 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 475.00 | 82 | 31.35 | - | 1 | 0 | 1 |
| 18 Oct | 480.85 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 472.15 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 486.70 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 489.85 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 499.15 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.50 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 496.25 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 497.45 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 500.30 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 508.70 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 511.75 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.15 | 50.65 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 560 expiring on 28NOV2024
Delta for 560 PE is 0.00
Historical price for 560 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 125.1, 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 125.1, 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 125.1, 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 18 Nov VEDL was trading at 447.50. The strike last trading price was 125.1, 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 14 Nov VEDL was trading at 433.40. The strike last trading price was 125.1, which was 27.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 97.45, 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 97.45, 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 97.45, 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 97.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 97.45, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 84.5, which was -0.50 lower than the previous day. The implied volatity was 43.49, the open interest changed by 0 which decreased total open position to 4
On 5 Nov VEDL was trading at 469.80. 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 0 which decreased total open position to 0
On 4 Nov VEDL was trading at 458.80. 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 0 which decreased total open position to 0
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 0 which decreased total open position to 0
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 85, 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 85, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 87, 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 87, 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 25 Oct VEDL was trading at 455.40. The strike last trading price was 82, 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 82, 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 82, 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 82, 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 82, which was 31.35 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, 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 50.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
