VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 404 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.09
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 53.9 | 0.85 | 46.39 | 2 | 1 | 102 | |||||||||
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| 14 Sept | 450.90 | 54.2 | 20.9 | 58.21 | 38 | 4 | 106 | |||||||||
For Vedanta Limited - strike price 404 expiring on 30SEP2025
Delta for 404 CE is 0.94
Historical price for 404 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 53.9, which was 0.85 higher than the previous day. The implied volatity was 46.39, the open interest changed by 1 which increased total open position to 102
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 54.2, which was 20.9 higher than the previous day. The implied volatity was 58.21, the open interest changed by 4 which increased total open position to 106
| VEDL 30SEP2025 404 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 | 40.84 | 25 | 1 | 841 |
| 14 Sept | 450.90 | 0.8 | -0.6 | 32.94 | 588 | -60 | 894 |
For Vedanta Limited - strike price 404 expiring on 30SEP2025
Delta for 404 PE is -0.04
Historical price for 404 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 40.84, the open interest changed by 1 which increased total open position to 841
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 32.94, the open interest changed by -60 which decreased total open position to 894
