VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.15
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 28.4 | -0.6 | 29.97 | 45 | 4 | 732 | |||||||||
| 14 Sept | 450.90 | 25.5 | 10.25 | 27.14 | 2,973 | 746 | 1,607 | |||||||||
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| 17 Aug | 430.20 | 17.65 | -5.25 | 24.10 | 44 | 32 | 36 | |||||||||
For Vedanta Limited - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.89
Historical price for 430 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 28.4, which was -0.6 lower than the previous day. The implied volatity was 29.97, the open interest changed by 4 which increased total open position to 732
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 25.5, which was 10.25 higher than the previous day. The implied volatity was 27.14, the open interest changed by 746 which increased total open position to 1607
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 17.65, which was -5.25 lower than the previous day. The implied volatity was 24.10, the open interest changed by 32 which increased total open position to 36
| VEDL 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.15
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 1.25 | -0.5 | 29.27 | 935 | -68 | 1,214 |
| 14 Sept | 450.90 | 2.6 | -3.05 | 26.07 | 3,588 | -102 | 1,390 |
| 17 Aug | 430.20 | 14 | 4.4 | 27.16 | 76 | 30 | 78 |
For Vedanta Limited - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.11
Historical price for 430 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 29.27, the open interest changed by -68 which decreased total open position to 1214
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 2.6, which was -3.05 lower than the previous day. The implied volatity was 26.07, the open interest changed by -102 which decreased total open position to 1390
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 14, which was 4.4 higher than the previous day. The implied volatity was 27.16, the open interest changed by 30 which increased total open position to 78
