VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 370 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 | 71.7 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 450.90 | 71.7 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.00
Historical price for 370 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 71.7, which was -0.1 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 71.7, which was -0.1 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 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.25 | 0 | - | 26 | 19 | 112 |
| 14 Sept | 450.90 | 0.3 | -0.15 | 44.39 | 160 | 0 | 107 |
For Vedanta Limited - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -
Historical price for 370 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 112
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 44.39, the open interest changed by 0 which decreased total open position to 107
