VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 384 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.09
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 455.60 | 74.3 | 0.8 | 66.66 | 8 | -7 | 128 | |||||||||
| 14 Sept | 450.90 | 61.25 | 9.35 | - | 5 | -1 | 144 | |||||||||
For Vedanta Limited - strike price 384 expiring on 30SEP2025
Delta for 384 CE is 0.94
Historical price for 384 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 74.3, which was 0.8 higher than the previous day. The implied volatity was 66.66, the open interest changed by -7 which decreased total open position to 128
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 61.25, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 144
| VEDL 30SEP2025 384 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.05
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.4 | 0 | 52.35 | 11 | -5 | 707 |
| 14 Sept | 450.90 | 0.55 | -0.15 | 41.32 | 82 | -3 | 752 |
For Vedanta Limited - strike price 384 expiring on 30SEP2025
Delta for 384 PE is -0.02
Historical price for 384 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 52.35, the open interest changed by -5 which decreased total open position to 707
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 41.32, the open interest changed by -3 which decreased total open position to 752
