VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.12
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 38.15 | -0.1 | 36.27 | 28 | 6 | 259 | |||||||||
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| 14 Sept | 450.90 | 34.3 | 11.55 | 29.26 | 185 | -12 | 286 | |||||||||
| 17 Aug | 430.20 | 23.65 | -6.85 | 24.33 | 20 | 6 | 121 | |||||||||
For Vedanta Limited - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.92
Historical price for 420 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 38.15, which was -0.1 lower than the previous day. The implied volatity was 36.27, the open interest changed by 6 which increased total open position to 259
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 34.3, which was 11.55 higher than the previous day. The implied volatity was 29.26, the open interest changed by -12 which decreased total open position to 286
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 23.65, which was -6.85 lower than the previous day. The implied volatity was 24.33, the open interest changed by 6 which increased total open position to 121
| VEDL 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.11
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 0.85 | -0.3 | 33.77 | 347 | 72 | 1,205 |
| 14 Sept | 450.90 | 1.6 | -1.55 | 28.57 | 1,561 | -50 | 857 |
| 17 Aug | 430.20 | 9.4 | 2.9 | 26.35 | 56 | 18 | 101 |
For Vedanta Limited - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.07
Historical price for 420 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 33.77, the open interest changed by 72 which increased total open position to 1205
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 1.6, which was -1.55 lower than the previous day. The implied volatity was 28.57, the open interest changed by -50 which decreased total open position to 857
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 9.4, which was 2.9 higher than the previous day. The implied volatity was 26.35, the open interest changed by 18 which increased total open position to 101
