VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.14
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 49.15 | 2.05 | 52.04 | 10 | 1 | 56 | |||||||||
| 14 Sept | 450.90 | 48.4 | 17.2 | 53.98 | 48 | 9 | 51 | |||||||||
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| 17 Aug | 430.20 | 38.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.89
Historical price for 410 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 49.15, which was 2.05 higher than the previous day. The implied volatity was 52.04, the open interest changed by 1 which increased total open position to 56
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 48.4, which was 17.2 higher than the previous day. The implied volatity was 53.98, the open interest changed by 9 which increased total open position to 51
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 38.3, 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 410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.65 | -0.2 | 38.78 | 165 | -28 | 418 |
| 14 Sept | 450.90 | 1 | -0.85 | 31.07 | 597 | -5 | 351 |
| 17 Aug | 430.20 | 6.35 | 1.85 | 26.60 | 63 | 11 | 197 |
For Vedanta Limited - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.05
Historical price for 410 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 38.78, the open interest changed by -28 which decreased total open position to 418
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 31.07, the open interest changed by -5 which decreased total open position to 351
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 6.35, which was 1.85 higher than the previous day. The implied volatity was 26.60, the open interest changed by 11 which increased total open position to 197
