VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 424 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 33.25 | -1.2 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 450.90 | 30.85 | 11.3 | 29.02 | 276 | -47 | 464 | |||||||||
For Vedanta Limited - strike price 424 expiring on 30SEP2025
Delta for 424 CE is 0.00
Historical price for 424 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 33.25, which was -1.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 30.85, which was 11.3 higher than the previous day. The implied volatity was 29.02, the open interest changed by -47 which decreased total open position to 464
| VEDL 30SEP2025 424 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.12
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 1 | -0.3 | 32.10 | 162 | -12 | 753 |
| 14 Sept | 450.90 | 1.9 | -2.1 | 27.39 | 1,371 | -73 | 874 |
For Vedanta Limited - strike price 424 expiring on 30SEP2025
Delta for 424 PE is -0.08
Historical price for 424 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 32.10, the open interest changed by -12 which decreased total open position to 753
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 1.9, which was -2.1 lower than the previous day. The implied volatity was 27.39, the open interest changed by -73 which decreased total open position to 874
