VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 28OCT2025 460 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.59
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 455.60 | 15.9 | -0.45 | 26.24 | 467 | 86 | 620 | |||||||||
| 14 Sept | 450.90 | 13.2 | 5.3 | 23.41 | 288 | 51 | 143 | |||||||||
For Vedanta Limited - strike price 460 expiring on 28OCT2025
Delta for 460 CE is 0.52
Historical price for 460 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 15.9, which was -0.45 lower than the previous day. The implied volatity was 26.24, the open interest changed by 86 which increased total open position to 620
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 13.2, which was 5.3 higher than the previous day. The implied volatity was 23.41, the open interest changed by 51 which increased total open position to 143
| VEDL 28OCT2025 460 PE | |||||||
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Delta: -0.48
Vega: 0.59
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 16.1 | -0.5 | 27.65 | 75 | 31 | 248 |
| 14 Sept | 450.90 | 17.25 | -9.5 | 23.90 | 29 | 17 | 42 |
For Vedanta Limited - strike price 460 expiring on 28OCT2025
Delta for 460 PE is -0.48
Historical price for 460 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 16.1, which was -0.5 lower than the previous day. The implied volatity was 27.65, the open interest changed by 31 which increased total open position to 248
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 17.25, which was -9.5 lower than the previous day. The implied volatity was 23.90, the open interest changed by 17 which increased total open position to 42
