VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 474 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.22
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 | 2 | -0.6 | 23.77 | 1,072 | 18 | 667 | |||||||||
| 14 Sept | 450.90 | 2.95 | 1.65 | 25.06 | 862 | 60 | 479 | |||||||||
For Vedanta Limited - strike price 474 expiring on 30SEP2025
Delta for 474 CE is 0.20
Historical price for 474 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 23.77, the open interest changed by 18 which increased total open position to 667
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 2.95, which was 1.65 higher than the previous day. The implied volatity was 25.06, the open interest changed by 60 which increased total open position to 479
| VEDL 30SEP2025 474 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.20
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 18.3 | -1.3 | 21.26 | 67 | 0 | 55 |
| 14 Sept | 450.90 | 23.05 | -16.7 | 21.15 | 56 | 1 | 39 |
For Vedanta Limited - strike price 474 expiring on 30SEP2025
Delta for 474 PE is -0.83
Historical price for 474 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 18.3, which was -1.3 lower than the previous day. The implied volatity was 21.26, the open interest changed by 0 which decreased total open position to 55
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 23.05, which was -16.7 lower than the previous day. The implied volatity was 21.15, the open interest changed by 1 which increased total open position to 39
