VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.26
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 2.85 | -0.55 | 23.77 | 6,932 | -193 | 2,890 | |||||||||
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| 14 Sept | 450.90 | 3.75 | 2.1 | 24.84 | 5,455 | 278 | 1,517 | |||||||||
| 17 Aug | 430.20 | 4 | -2.05 | 24.05 | 47 | 30 | 100 | |||||||||
For Vedanta Limited - strike price 470 expiring on 30SEP2025
Delta for 470 CE is 0.26
Historical price for 470 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by -193 which decreased total open position to 2890
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 3.75, which was 2.1 higher than the previous day. The implied volatity was 24.84, the open interest changed by 278 which increased total open position to 1517
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 4, which was -2.05 lower than the previous day. The implied volatity was 24.05, the open interest changed by 30 which increased total open position to 100
| VEDL 30SEP2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.26
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 15.8 | -0.6 | 24.21 | 369 | -62 | 556 |
| 14 Sept | 450.90 | 21 | -14.95 | 25.04 | 137 | 31 | 64 |
| 17 Aug | 430.20 | 41 | 8.2 | 30.45 | 1 | 1 | 14 |
For Vedanta Limited - strike price 470 expiring on 30SEP2025
Delta for 470 PE is -0.74
Historical price for 470 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 15.8, which was -0.6 lower than the previous day. The implied volatity was 24.21, the open interest changed by -62 which decreased total open position to 556
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 21, which was -14.95 lower than the previous day. The implied volatity was 25.04, the open interest changed by 31 which increased total open position to 64
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 41, which was 8.2 higher than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 14
