VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 464 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.30
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 455.60 | 4.6 | -0.55 | 23.70 | 2,781 | 98 | 1,353 | |||||||||
| 14 Sept | 450.90 | 5.25 | 2.95 | 24.41 | 3,695 | -397 | 1,371 | |||||||||
For Vedanta Limited - strike price 464 expiring on 30SEP2025
Delta for 464 CE is 0.37
Historical price for 464 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 23.70, the open interest changed by 98 which increased total open position to 1353
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 5.25, which was 2.95 higher than the previous day. The implied volatity was 24.41, the open interest changed by -397 which decreased total open position to 1371
| VEDL 30SEP2025 464 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.30
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 11.25 | -0.9 | 23.01 | 696 | 43 | 538 |
| 14 Sept | 450.90 | 16.25 | -10.4 | 23.81 | 194 | 3 | 328 |
For Vedanta Limited - strike price 464 expiring on 30SEP2025
Delta for 464 PE is -0.64
Historical price for 464 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 11.25, which was -0.9 lower than the previous day. The implied volatity was 23.01, the open interest changed by 43 which increased total open position to 538
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 16.25, which was -10.4 lower than the previous day. The implied volatity was 23.81, the open interest changed by 3 which increased total open position to 328
