VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 484 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.14
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 1 | -0.25 | 25.76 | 214 | -5 | 1,156 | |||||||||
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| 14 Sept | 450.90 | 1.7 | 0.9 | 26.25 | 2,502 | -116 | 1,103 | |||||||||
For Vedanta Limited - strike price 484 expiring on 30SEP2025
Delta for 484 CE is 0.10
Historical price for 484 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 25.76, the open interest changed by -5 which decreased total open position to 1156
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 1.7, which was 0.9 higher than the previous day. The implied volatity was 26.25, the open interest changed by -116 which decreased total open position to 1103
| VEDL 30SEP2025 484 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.09
Theta: 0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 27.15 | -0.7 | 20.20 | 62 | -51 | 670 |
| 14 Sept | 450.90 | 32.7 | -12.35 | 25.69 | 143 | -73 | 799 |
For Vedanta Limited - strike price 484 expiring on 30SEP2025
Delta for 484 PE is -0.95
Historical price for 484 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 27.15, which was -0.7 lower than the previous day. The implied volatity was 20.20, the open interest changed by -51 which decreased total open position to 670
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 32.7, which was -12.35 lower than the previous day. The implied volatity was 25.69, the open interest changed by -73 which decreased total open position to 799
