VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 374 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 | |||||||||
| 21 Sept | 455.60 | 67.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 450.90 | 67.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 374 expiring on 30SEP2025
Delta for 374 CE is 0.00
Historical price for 374 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 67.75, 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 67.75, 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 374 PE | |||||||
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Delta: -0.01
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.2 | -0.15 | 53.18 | 52 | 14 | 312 |
| 14 Sept | 450.90 | 0.35 | -0.2 | 43.39 | 405 | -87 | 303 |
For Vedanta Limited - strike price 374 expiring on 30SEP2025
Delta for 374 PE is -0.01
Historical price for 374 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 53.18, the open interest changed by 14 which increased total open position to 312
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 43.39, the open interest changed by -87 which decreased total open position to 303
