VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.23
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 19.65 | -0.5 | 27.54 | 137 | -13 | 1,181 | |||||||||
| 14 Sept | 450.90 | 17.5 | 8.05 | 25.18 | 10,039 | -636 | 1,929 | |||||||||
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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 0.79
Historical price for 440 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 19.65, which was -0.5 lower than the previous day. The implied volatity was 27.54, the open interest changed by -13 which decreased total open position to 1181
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 17.5, which was 8.05 higher than the previous day. The implied volatity was 25.18, the open interest changed by -636 which decreased total open position to 1929
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: -0.19
Vega: 0.22
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 2.2 | -0.8 | 25.84 | 1,754 | -52 | 1,362 |
| 14 Sept | 450.90 | 4.65 | -5.15 | 24.64 | 7,388 | 605 | 1,669 |
| 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 -0.19
Historical price for 440 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 25.84, the open interest changed by -52 which decreased total open position to 1362
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 4.65, which was -5.15 lower than the previous day. The implied volatity was 24.64, the open interest changed by 605 which increased total open position to 1669
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
