VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 390 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 | 52.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 450.90 | 52.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 430.20 | 51 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.00
Historical price for 390 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 52.25, 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 52.25, 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 51, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.06
Theta: -0.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.5 | 0 | 50.30 | 34 | 15 | 252 |
| 14 Sept | 450.90 | 0.5 | -0.35 | 37.39 | 121 | 1 | 244 |
| 17 Aug | 430.20 | 3 | 0.8 | 28.61 | 1 | 1 | 16 |
For Vedanta Limited - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.03
Historical price for 390 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 50.30, the open interest changed by 15 which increased total open position to 252
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 37.39, the open interest changed by 1 which increased total open position to 244
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 3, which was 0.8 higher than the previous day. The implied volatity was 28.61, the open interest changed by 1 which increased total open position to 16
