VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 61.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 450.90 | 61.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 430.20 | 90.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.00
Historical price for 380 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 61.9, 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 61.9, 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 17 Aug VEDL was trading at 430.20. The strike last trading price was 90.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VEDL 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.04
Theta: -0.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.3 | 0 | 52.54 | 63 | 42 | 316 |
| 14 Sept | 450.90 | 0.35 | -0.25 | 40.27 | 59 | -16 | 135 |
| 17 Aug | 430.20 | 2.2 | 0.8 | 30.37 | 33 | -3 | 70 |
For Vedanta Limited - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.02
Historical price for 380 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 52.54, the open interest changed by 42 which increased total open position to 316
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 40.27, the open interest changed by -16 which decreased total open position to 135
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 2.2, which was 0.8 higher than the previous day. The implied volatity was 30.37, the open interest changed by -3 which decreased total open position to 70
