VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 354 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
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| 21 Sept | 455.60 | 104 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 450.90 | 79 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 354 expiring on 30SEP2025
Delta for 354 CE is 0.00
Historical price for 354 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 104, which was 0 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 Sept VEDL was trading at 450.90. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VEDL 30SEP2025 354 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.2 | -0.05 | - | 5 | 0 | 88 |
| 14 Sept | 450.90 | 0.2 | -0.1 | 49.78 | 47 | -16 | 63 |
For Vedanta Limited - strike price 354 expiring on 30SEP2025
Delta for 354 PE is -
Historical price for 354 PE is as follows
On 21 Sept VEDL was trading at 455.60. 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 0 which decreased total open position to 88
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 49.78, the open interest changed by -16 which decreased total open position to 63
