VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.29
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 455.60 | 11.85 | -0.45 | 24.87 | 2,290 | -63 | 1,590 | |||||||||
| 14 Sept | 450.90 | 11.15 | 5.8 | 24.46 | 19,997 | 88 | 1,978 | |||||||||
| 17 Aug | 430.20 | 8.9 | -3.25 | 23.91 | 126 | 24 | 138 | |||||||||
For Vedanta Limited - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.65
Historical price for 450 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 11.85, which was -0.45 lower than the previous day. The implied volatity was 24.87, the open interest changed by -63 which decreased total open position to 1590
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 11.15, which was 5.8 higher than the previous day. The implied volatity was 24.46, the open interest changed by 88 which increased total open position to 1978
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 8.9, which was -3.25 lower than the previous day. The implied volatity was 23.91, the open interest changed by 24 which increased total open position to 138
| VEDL 30SEP2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.29
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 4.3 | -1 | 23.34 | 3,258 | 329 | 1,968 |
| 14 Sept | 450.90 | 8.2 | -7.5 | 23.87 | 5,676 | 339 | 953 |
| 17 Aug | 430.20 | 25 | 5.9 | 27.07 | 22 | 14 | 37 |
For Vedanta Limited - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -0.34
Historical price for 450 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 4.3, which was -1 lower than the previous day. The implied volatity was 23.34, the open interest changed by 329 which increased total open position to 1968
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 8.2, which was -7.5 lower than the previous day. The implied volatity was 23.87, the open interest changed by 339 which increased total open position to 953
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 25, which was 5.9 higher than the previous day. The implied volatity was 27.07, the open interest changed by 14 which increased total open position to 37
