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Related Pages for VEDL
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VEDL
Vedanta Limited
422.75 16.00 (3.93%)

Option Chain for VEDL

05 Mar 2025 11:53 AM 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 89.00 0.00 320 -0.20 0.45 - 120 -7 608 -
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 70.30 0.00 340 -0.60 0.70 51.00 286 9 650 -0.03
- 67 2 11 - 67.10 7.15 350 -0.90 1.05 49.21 520 44 507 -0.05
0.98 107 16 31 34.79 65.45 14.75 360 -1.30 1.50 47.03 1,024 -20 931 -0.07
- 112 8 33 - 53.35 11.00 370 -1.95 2.15 44.95 739 91 882 -0.09
0.95 303 -13 90 28.65 45.90 11.70 380 -2.90 3.00 42.59 2,014 198 1,129 -0.13
0.85 296 -10 124 35.18 38.20 11.50 390 -3.95 4.35 40.86 1,703 138 1,400 -0.18
0.78 1,226 -213 1,376 34.77 30.20 10.20 400 -5.35 6.20 39.06 2,926 46 2,570 -0.24
0.69 1,856 -262 3,496 34.19 23.00 8.50 410 -6.85 9.10 38.29 2,192 370 1,738 -0.33
0.58 2,410 101 6,255 33.82 16.85 6.75 420 -8.60 12.90 37.53 1,560 172 1,674 -0.43
0.47 2,193 3 3,314 33.18 11.75 4.90 430 -10.50 17.75 36.93 378 33 910 -0.53
0.36 2,932 -297 3,589 33.09 7.95 3.35 440 -12.05 23.85 36.95 146 2 893 -0.63
0.26 3,178 37 3,197 33.43 5.30 2.20 450 -13.10 31.10 37.66 89 -12 1,381 -0.71
0.19 1,214 94 1,690 33.83 3.45 1.40 460 -14.00 39.20 38.85 27 12 608 -0.78
0.13 657 154 950 34.48 2.25 0.90 470 -2.30 59.20 74.27 3 -1 190 -0.67
0.09 972 85 781 35.13 1.45 0.50 480 -5.95 64.50 67.90 5 2 399 -0.74
0.06 243 14 114 36.35 1.00 0.45 490 -0.15 79.05 0.00 0 0 0 0.00
0.05 2,711 -112 742 38.56 0.80 0.25 500 -12.65 79.40 62.57 7 -3 1,404 -0.83
0.03 173 -4 64 39.50 0.55 0.15 510 0.00 107.20 0.00 0 0 0 0.00
0.03 115 7 46 40.71 0.40 0.10 520 0.25 109.75 - 4 0 21 -
0.00 0 0 0 0.00 0.00 0.00 530 0.00 0.00 0.00 0 0 0 0.00
0.02 95 30 53 45.14 0.30 0.05 540 0.00 125.00 0.00 0 0 0 0.00
20,860 17,895
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.