VEDL
Vedanta Limited
Historical option data for VEDL
17 Aug 2025 12:57 AM IST
| VEDL 30SEP2025 440 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.61
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 430.20 | 12.95 | -4.25 | 24.31 | 175 | 102 | 187 | |||||||||
For Vedanta Limited - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.47
Historical price for 440 CE is as follows
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 12.95, which was -4.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by 102 which increased total open position to 187
| VEDL 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.61
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 430.20 | 18.8 | 5.2 | 26.72 | 58 | 6 | 149 |
For Vedanta Limited - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.52
Historical price for 440 PE is as follows
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 18.8, which was 5.2 higher than the previous day. The implied volatity was 26.72, the open interest changed by 6 which increased total open position to 149
