VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.05
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 57.35 | -0.1 | 41.75 | 3 | -2 | 315 | |||||||||
| 14 Sept | 450.90 | 54.1 | 13.4 | 41.60 | 162 | 74 | 356 | |||||||||
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| 17 Aug | 430.20 | 40 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.97
Historical price for 400 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 57.35, which was -0.1 lower than the previous day. The implied volatity was 41.75, the open interest changed by -2 which decreased total open position to 315
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 54.1, which was 13.4 higher than the previous day. The implied volatity was 41.60, the open interest changed by 74 which increased total open position to 356
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 40, 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 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
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 | -0.15 | 43.53 | 149 | -26 | 1,331 |
| 14 Sept | 450.90 | 0.7 | -0.5 | 34.25 | 674 | 9 | 1,002 |
| 17 Aug | 430.20 | 4.5 | 1.45 | 27.84 | 117 | 43 | 156 |
For Vedanta Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.04
Historical price for 400 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 43.53, the open interest changed by -26 which decreased total open position to 1331
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 34.25, the open interest changed by 9 which increased total open position to 1002
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 4.5, which was 1.45 higher than the previous day. The implied volatity was 27.84, the open interest changed by 43 which increased total open position to 156
