VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 414 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.11
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 455.60 | 44.05 | 0.65 | 40.13 | 15 | -11 | 150 | |||||||||
| 14 Sept | 450.90 | 39.9 | 12.4 | 31.07 | 75 | 1 | 153 | |||||||||
For Vedanta Limited - strike price 414 expiring on 30SEP2025
Delta for 414 CE is 0.93
Historical price for 414 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 44.05, which was 0.65 higher than the previous day. The implied volatity was 40.13, the open interest changed by -11 which decreased total open position to 150
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 39.9, which was 12.4 higher than the previous day. The implied volatity was 31.07, the open interest changed by 1 which increased total open position to 153
| VEDL 30SEP2025 414 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.09
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.75 | -0.2 | 37.11 | 82 | -16 | 457 |
| 14 Sept | 450.90 | 1.2 | -1.1 | 30.04 | 395 | 23 | 456 |
For Vedanta Limited - strike price 414 expiring on 30SEP2025
Delta for 414 PE is -0.06
Historical price for 414 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 37.11, the open interest changed by -16 which decreased total open position to 457
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 1.2, which was -1.1 lower than the previous day. The implied volatity was 30.04, the open interest changed by 23 which increased total open position to 456
