VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
VEDL 28NOV2024 580 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 | 0.1 | -0.05 | - | 7.5 | -7 | 185.5 | |||
20 Nov | 443.55 | 0.15 | 0.00 | - | 12.5 | -9 | 192.5 | |||
19 Nov | 443.55 | 0.15 | 0.05 | - | 12.5 | -9 | 192.5 | |||
18 Nov | 447.50 | 0.1 | -0.15 | - | 19.5 | 12.5 | 201.5 | |||
14 Nov | 433.40 | 0.25 | 0.00 | - | 5.5 | -0.5 | 189 | |||
13 Nov | 434.75 | 0.25 | 0.05 | - | 26 | -5 | 186 | |||
12 Nov | 444.75 | 0.2 | -0.10 | - | 19.5 | 3 | 202.5 | |||
11 Nov | 456.20 | 0.3 | -0.10 | 50.72 | 45.5 | -6 | 195.5 | |||
8 Nov | 457.90 | 0.4 | 0.05 | 48.36 | 82 | 8 | 193.5 | |||
7 Nov | 457.90 | 0.35 | -0.15 | 45.50 | 46 | -4.5 | 185.5 | |||
6 Nov | 474.00 | 0.5 | -0.10 | 40.90 | 90 | -7 | 198 | |||
5 Nov | 469.80 | 0.6 | 0.20 | 42.87 | 75.5 | 29.5 | 204.5 | |||
4 Nov | 458.80 | 0.4 | -0.20 | 43.11 | 71.5 | -4 | 175 | |||
1 Nov | 467.35 | 0.6 | 0.10 | 39.87 | 21.5 | 16 | 179 | |||
31 Oct | 464.05 | 0.5 | -0.35 | - | 89 | 14 | 164 | |||
30 Oct | 468.50 | 0.85 | 0.10 | - | 40 | 1 | 150 | |||
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29 Oct | 472.30 | 0.75 | 0.00 | - | 53 | 9 | 150 | |||
28 Oct | 469.15 | 0.75 | -0.05 | - | 39 | -2 | 141 | |||
25 Oct | 455.40 | 0.8 | -0.40 | - | 33 | 3 | 143 | |||
24 Oct | 469.05 | 1.2 | 0.00 | - | 54 | 0 | 140 | |||
23 Oct | 463.00 | 1.2 | -0.10 | - | 30 | 2 | 139 | |||
22 Oct | 460.75 | 1.3 | -0.60 | - | 31 | -1 | 143 | |||
21 Oct | 475.00 | 1.9 | -0.30 | - | 34 | 3 | 143 | |||
18 Oct | 480.85 | 2.2 | 0.00 | - | 71 | 7 | 142 | |||
17 Oct | 472.15 | 2.2 | -0.65 | - | 37 | -5 | 135 | |||
16 Oct | 486.70 | 2.85 | -0.65 | - | 120 | 42 | 140 | |||
15 Oct | 489.85 | 3.5 | -0.95 | - | 186 | 51 | 98 | |||
14 Oct | 499.15 | 4.45 | -0.40 | - | 39 | 2 | 44 | |||
11 Oct | 497.50 | 4.85 | 0.65 | - | 17 | 5 | 42 | |||
10 Oct | 492.50 | 4.2 | -0.65 | - | 33 | 7 | 36 | |||
9 Oct | 496.25 | 4.85 | 0.35 | - | 20 | 3 | 29 | |||
8 Oct | 497.45 | 4.5 | 0.50 | - | 6 | 2 | 25 | |||
7 Oct | 500.30 | 4 | -1.30 | - | 7 | 3 | 23 | |||
4 Oct | 508.70 | 5.3 | -1.70 | - | 10 | 8 | 19 | |||
3 Oct | 511.75 | 7 | -0.95 | - | 10 | 8 | 12 | |||
1 Oct | 516.15 | 7.95 | - | 7 | 3 | 3 |
For Vedanta Limited - strike price 580 expiring on 28NOV2024
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 21 Nov VEDL was trading at 442.80. 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 -14 which decreased total open position to 371
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 -18 which decreased total open position to 385
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 385
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 403
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 -, the open interest changed by -1 which decreased total open position to 378
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 372
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 405
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 50.72, the open interest changed by -12 which decreased total open position to 391
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 48.36, the open interest changed by 16 which increased total open position to 387
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 45.50, the open interest changed by -9 which decreased total open position to 371
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 40.90, the open interest changed by -14 which decreased total open position to 396
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 42.87, the open interest changed by 59 which increased total open position to 409
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 43.11, the open interest changed by -8 which decreased total open position to 350
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 39.87, the open interest changed by 32 which increased total open position to 358
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 0.5, 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 0.85, 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 29 Oct VEDL was trading at 472.30. The strike last trading price was 0.75, 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 0.75, which was -0.05 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 0.8, 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 24 Oct VEDL was trading at 469.05. The strike last trading price was 1.2, 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 1.2, 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 22 Oct VEDL was trading at 460.75. The strike last trading price was 1.3, which was -0.60 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 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 18 Oct VEDL was trading at 480.85. The strike last trading price was 2.2, 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 2.2, 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 16 Oct VEDL was trading at 486.70. The strike last trading price was 2.85, 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 15 Oct VEDL was trading at 489.85. The strike last trading price was 3.5, 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 14 Oct VEDL was trading at 499.15. The strike last trading price was 4.45, 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 11 Oct VEDL was trading at 497.50. The strike last trading price was 4.85, 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 10 Oct VEDL was trading at 492.50. The strike last trading price was 4.2, 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 9 Oct VEDL was trading at 496.25. The strike last trading price was 4.85, 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 8 Oct VEDL was trading at 497.45. The strike last trading price was 4.5, which was 0.50 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 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 4 Oct VEDL was trading at 508.70. The strike last trading price was 5.3, which was -1.70 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 7, 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 1 Oct VEDL was trading at 516.15. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
VEDL 28NOV2024 580 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 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Nov | 443.55 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 443.55 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 447.50 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 433.40 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 434.75 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 444.75 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 456.20 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 457.90 | 110 | 0.00 | 0.00 | 0 | 0.5 | 0 |
7 Nov | 457.90 | 110 | -2.50 | - | 0.5 | 0 | 29 |
6 Nov | 474.00 | 112.5 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 469.80 | 112.5 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Nov | 458.80 | 112.5 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 467.35 | 112.5 | 0.00 | 0.00 | 0 | 22 | 0 |
31 Oct | 464.05 | 112.5 | -12.50 | - | 22 | 21 | 28 |
30 Oct | 468.50 | 125 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 472.30 | 125 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 469.15 | 125 | 0.00 | - | 0 | 6 | 0 |
25 Oct | 455.40 | 125 | 13.90 | - | 6 | 5 | 6 |
24 Oct | 469.05 | 111.1 | 0.00 | - | 0 | 1 | 0 |
23 Oct | 463.00 | 111.1 | -22.65 | - | 1 | 0 | 0 |
22 Oct | 460.75 | 133.75 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 475.00 | 133.75 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 480.85 | 133.75 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 472.15 | 133.75 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 486.70 | 133.75 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 489.85 | 133.75 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 499.15 | 133.75 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 497.50 | 133.75 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 492.50 | 133.75 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 496.25 | 133.75 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 497.45 | 133.75 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 500.30 | 133.75 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 508.70 | 133.75 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 511.75 | 133.75 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 516.15 | 133.75 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 580 expiring on 28NOV2024
Delta for 580 PE is 0.00
Historical price for 580 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 110, 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 110, 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 110, 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 110, 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 110, 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 110, 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 110, 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 110, 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 110, 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 110, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 112.5, 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 112.5, 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 112.5, 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 112.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 44 which increased total open position to 0
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 112.5, which was -12.50 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 125, 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 125, 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 125, 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 125, which was 13.90 higher 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 111.1, 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 111.1, which was -22.65 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, 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 133.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to