VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 434 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.18
Theta: -0.34
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 24.8 | -0.45 | 28.94 | 32 | -8 | 753 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 450.90 | 21.9 | 9.2 | 25.39 | 1,283 | -258 | 1,231 | |||||||||
For Vedanta Limited - strike price 434 expiring on 30SEP2025
Delta for 434 CE is 0.86
Historical price for 434 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 24.8, which was -0.45 lower than the previous day. The implied volatity was 28.94, the open interest changed by -8 which decreased total open position to 753
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 21.9, which was 9.2 higher than the previous day. The implied volatity was 25.39, the open interest changed by -258 which decreased total open position to 1231
| VEDL 30SEP2025 434 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.17
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 1.6 | -0.55 | 28.13 | 424 | -3 | 1,091 |
| 14 Sept | 450.90 | 3.25 | -3.85 | 25.34 | 2,478 | -70 | 940 |
For Vedanta Limited - strike price 434 expiring on 30SEP2025
Delta for 434 PE is -0.14
Historical price for 434 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 28.13, the open interest changed by -3 which decreased total open position to 1091
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 3.25, which was -3.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by -70 which decreased total open position to 940
