VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.31
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 6 | -0.8 | 23.20 | 8,072 | 150 | 3,232 | |||||||||
| 14 Sept | 450.90 | 6.5 | 3.6 | 24.09 | 11,330 | 527 | 1,977 | |||||||||
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| 17 Aug | 430.20 | 6.05 | -2.4 | 23.96 | 93 | 38 | 144 | |||||||||
For Vedanta Limited - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.45
Historical price for 460 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 6, which was -0.8 lower than the previous day. The implied volatity was 23.20, the open interest changed by 150 which increased total open position to 3232
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 6.5, which was 3.6 higher than the previous day. The implied volatity was 24.09, the open interest changed by 527 which increased total open position to 1977
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 6.05, which was -2.4 lower than the previous day. The implied volatity was 23.96, the open interest changed by 38 which increased total open position to 144
| VEDL 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.31
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 8.45 | -1.05 | 21.87 | 2,996 | 276 | 1,845 |
| 14 Sept | 450.90 | 13.75 | -13.3 | 24.13 | 1,130 | 295 | 372 |
| 17 Aug | 430.20 | 32 | 7.1 | 27.42 | 35 | 29 | 39 |
For Vedanta Limited - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.56
Historical price for 460 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 8.45, which was -1.05 lower than the previous day. The implied volatity was 21.87, the open interest changed by 276 which increased total open position to 1845
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 13.75, which was -13.3 lower than the previous day. The implied volatity was 24.13, the open interest changed by 295 which increased total open position to 372
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 32, which was 7.1 higher than the previous day. The implied volatity was 27.42, the open interest changed by 29 which increased total open position to 39
