VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 444 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.25
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 455.60 | 16.1 | -0.9 | 25.37 | 265 | -25 | 951 | |||||||||
| 14 Sept | 450.90 | 14.65 | 7.05 | 24.53 | 6,252 | -225 | 1,314 | |||||||||
For Vedanta Limited - strike price 444 expiring on 30SEP2025
Delta for 444 CE is 0.75
Historical price for 444 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 16.1, which was -0.9 lower than the previous day. The implied volatity was 25.37, the open interest changed by -25 which decreased total open position to 951
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 14.65, which was 7.05 higher than the previous day. The implied volatity was 24.53, the open interest changed by -225 which decreased total open position to 1314
| VEDL 30SEP2025 444 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.25
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 2.9 | -0.8 | 24.91 | 2,248 | 23 | 660 |
| 14 Sept | 450.90 | 5.8 | -6.1 | 24.08 | 3,332 | 72 | 864 |
For Vedanta Limited - strike price 444 expiring on 30SEP2025
Delta for 444 PE is -0.24
Historical price for 444 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 2.9, which was -0.8 lower than the previous day. The implied volatity was 24.91, the open interest changed by 23 which increased total open position to 660
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 5.8, which was -6.1 lower than the previous day. The implied volatity was 24.08, the open interest changed by 72 which increased total open position to 864
