VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.17
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 1.35 | -0.3 | 25.16 | 2,143 | 32 | 2,510 | |||||||||
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| 14 Sept | 450.90 | 2.1 | 1.15 | 25.69 | 3,146 | 314 | 829 | |||||||||
| 17 Aug | 430.20 | 2.85 | -1.3 | 24.93 | 50 | 39 | 120 | |||||||||
For Vedanta Limited - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.14
Historical price for 480 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 25.16, the open interest changed by 32 which increased total open position to 2510
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 2.1, which was 1.15 higher than the previous day. The implied volatity was 25.69, the open interest changed by 314 which increased total open position to 829
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 2.85, which was -1.3 lower than the previous day. The implied volatity was 24.93, the open interest changed by 39 which increased total open position to 120
| VEDL 30SEP2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.16
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 23.85 | -0.6 | 23.30 | 24 | -4 | 817 |
| 14 Sept | 450.90 | 29.1 | -13.8 | 25.12 | 70 | -3 | 646 |
| 17 Aug | 430.20 | 41 | 0 | 0.00 | 0 | 0 | 0 |
For Vedanta Limited - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.88
Historical price for 480 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 23.85, which was -0.6 lower than the previous day. The implied volatity was 23.30, the open interest changed by -4 which decreased total open position to 817
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 29.1, which was -13.8 lower than the previous day. The implied volatity was 25.12, the open interest changed by -3 which decreased total open position to 646
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
