VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 454 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.31
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 9.3 | -0.7 | 24.29 | 2,509 | 79 | 831 | |||||||||
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| 14 Sept | 450.90 | 9.15 | 4.95 | 24.45 | 6,176 | 65 | 838 | |||||||||
For Vedanta Limited - strike price 454 expiring on 30SEP2025
Delta for 454 CE is 0.57
Historical price for 454 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 9.3, which was -0.7 lower than the previous day. The implied volatity was 24.29, the open interest changed by 79 which increased total open position to 831
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 9.15, which was 4.95 higher than the previous day. The implied volatity was 24.45, the open interest changed by 65 which increased total open position to 838
| VEDL 30SEP2025 454 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.31
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 5.8 | -1.15 | 23.06 | 2,917 | 136 | 869 |
| 14 Sept | 450.90 | 10.3 | -8.4 | 24.16 | 978 | 96 | 205 |
For Vedanta Limited - strike price 454 expiring on 30SEP2025
Delta for 454 PE is -0.42
Historical price for 454 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 5.8, which was -1.15 lower than the previous day. The implied volatity was 23.06, the open interest changed by 136 which increased total open position to 869
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 10.3, which was -8.4 lower than the previous day. The implied volatity was 24.16, the open interest changed by 96 which increased total open position to 205
