`
[--[65.84.65.76]--]
VEDL
Vedanta Limited

439.5 -18.15 (-3.97%)

Option Chain for VEDL

03 Apr 2025 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1150

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 119.40 0.00 320 0.00 0.30 - 35 7 80 -
0.00 0 0 0 0.00 0.00 0.00 330 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 101.45 0.00 340 0.10 0.40 54.30 4 -1 16 -0.02
0.00 0 0 0 0.00 115.00 0.00 350 0.05 0.45 49.98 11 0 18 -0.02
0.00 0 0 0 0.00 84.60 0.00 360 0.10 0.55 46.35 7 0 8 -0.03
0.00 0 0 0 0.00 48.85 0.00 370 0.10 0.75 43.55 122 2 87 -0.04
0.00 0 0 0 0.00 69.20 0.00 380 0.20 1.05 40.92 235 62 174 -0.06
0.00 0 0 0 0.00 36.05 0.00 390 0.50 1.60 39.05 476 62 170 -0.08
0.93 215 23 163 29.65 43.15 -18.30 400 1.00 2.60 38.03 1,729 118 924 -0.13
0.86 142 42 104 30.07 34.45 -15.85 410 1.65 3.90 36.32 1,409 355 578 -0.18
0.77 346 61 270 31.05 26.80 -14.85 420 2.85 6.10 35.60 3,553 120 1,024 -0.26
0.66 168 91 486 31.48 20.10 -13.25 430 4.45 9.20 34.99 4,095 281 1,019 -0.35
0.54 936 733 4,454 31.47 14.40 -11.30 440 6.60 13.55 34.99 6,010 615 1,418 -0.46
0.42 1,942 1,299 7,392 31.50 9.90 -9.20 450 8.65 19.00 35.07 3,151 79 1,623 -0.56
0.32 2,459 885 7,256 31.73 6.60 -6.85 460 10.85 25.60 35.51 1,344 8 1,171 -0.66
0.23 2,881 550 5,118 32.46 4.40 -4.90 470 12.75 33.10 36.09 469 -3 1,370 -0.74
0.16 3,323 1,028 5,984 33.24 2.90 -3.35 480 13.90 41.15 36.21 103 37 778 -0.82
0.11 1,476 251 2,929 34.05 1.90 -2.00 490 12.45 50.25 38.40 40 0 357 -0.86
0.08 3,607 232 3,180 35.26 1.30 -1.35 500 16.45 60.20 43.44 107 5 1,371 -0.87
0.06 662 45 886 36.47 0.90 -0.85 510 16.95 69.00 42.19 15 6 155 -0.91
0.04 1,247 6 1,074 37.34 0.60 -0.55 520 14.35 76.00 - 14 -5 767 -
0.00 0 0 0 0.00 0.00 0.00 530 0.00 0.00 0.00 0 0 0 0.00
0.03 865 -32 252 41.41 0.40 -0.25 540 15.00 98.00 47.57 4 -2 27 -0.95
0.00 0 0 0 0.00 0.00 0.00 550 0.00 0.00 0.00 0 0 0 0.00
0.02 184 -20 58 44.48 0.25 -0.10 560 0.00 100.60 0.00 0 0 0 0.00
20,453 13,135
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.