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

442 -4.50 (-1.01%)

Option Chain for VEDL

24 Jan 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 0 0 - 114.50 0.00 360 -0.10 0.10 - 36 -12 429 -
0.00 0 0 0 0.00 64.85 0.00 370 -0.15 0.15 - 23 4 201 -
0.00 0 0 0 0.00 58.15 0.00 380 -0.15 0.10 52.34 475 -100 647 -0.01
0.00 0 0 0 0.00 62.90 0.10 390 -0.10 0.25 50.92 295 -66 219 -0.02
- 146 3 31 - 42.30 -10.70 400 0.00 0.60 49.79 1,587 -138 2,343 -0.05
- 169 -5 13 - 32.05 -6.00 410 0.15 0.90 44.03 1,350 23 1,042 -0.08
0.98 450 -1 74 19.68 23.50 -4.90 420 0.10 1.35 37.63 3,039 -86 1,504 -0.12
0.83 820 -17 985 25.32 14.75 -5.20 430 0.35 2.65 33.84 4,685 -267 1,653 -0.23
0.60 1,791 66 3,821 26.85 7.95 -4.60 440 1.05 5.70 32.39 6,049 -126 2,014 -0.42
0.36 2,312 137 8,803 29.18 3.90 -2.90 450 2.75 11.75 35.43 3,514 -192 2,469 -0.62
0.19 3,841 189 8,365 32.09 1.90 -1.65 460 3.95 19.55 39.02 1,459 -118 1,905 -0.76
0.11 2,927 -56 5,443 35.57 1.00 -0.80 470 4.85 28.90 46.82 217 -38 889 -0.83
0.06 2,806 27 3,243 38.89 0.55 -0.45 480 5.20 38.50 54.25 87 -14 678 -0.86
0.04 1,552 -147 1,582 43.89 0.40 -0.25 490 0.65 43.50 - 18 -9 610 -
0.03 5,066 -86 2,087 49.79 0.35 -0.15 500 4.20 57.00 54.41 145 -110 1,570 -0.95
0.02 1,886 154 739 53.52 0.25 -0.10 510 4.30 62.50 - 206 -171 289 -
0.01 2,395 -98 388 52.68 0.10 -0.05 520 1.00 72.00 - 18 -14 656 -
- 793 -78 171 - 0.10 -0.05 530 0.00 63.60 0.00 0 0 0 0.00
- 634 -10 48 - 0.15 -0.05 540 0.00 73.50 0.00 0 0 0 0.00
- 1,214 -27 79 - 0.15 0.00 550 -7.55 99.00 - 15 -8 153 -
- 385 -12 33 - 0.05 -0.05 560 0.00 99.35 0.00 0 0 0 0.00
- 138 0 1 - 0.10 -0.05 570 0.00 115.15 0.00 0 0 0 0.00
- 494 -9 29 - 0.10 -0.05 580 18.15 131.35 - 2 0 28 -
29,819 19,299
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.