VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 394 CE | ||||||||||||||||
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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 | 62 | -1.5 | - | 1 | 0 | 41 | |||||||||
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| 14 Sept | 450.90 | 48.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 394 expiring on 30SEP2025
Delta for 394 CE is -
Historical price for 394 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 62, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 48.5, 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 394 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.5 | -0.05 | 47.59 | 100 | 40 | 663 |
| 14 Sept | 450.90 | 0.6 | -0.35 | 36.49 | 258 | 67 | 714 |
For Vedanta Limited - strike price 394 expiring on 30SEP2025
Delta for 394 PE is -0.03
Historical price for 394 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 47.59, the open interest changed by 40 which increased total open position to 663
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 36.49, the open interest changed by 67 which increased total open position to 714
