VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 490 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.11
Theta: -0.14
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 0.65 | -0.25 | 26.77 | 823 | -27 | 894 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 450.90 | 1.25 | 0.7 | 27.13 | 1,143 | 332 | 445 | |||||||||
| 17 Aug | 430.20 | 9.1 | 0 | 9.18 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 490 expiring on 30SEP2025
Delta for 490 CE is 0.07
Historical price for 490 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by -27 which decreased total open position to 894
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 1.25, which was 0.7 higher than the previous day. The implied volatity was 27.13, the open interest changed by 332 which increased total open position to 445
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 9.18, the open interest changed by 0 which decreased total open position to 0
| VEDL 30SEP2025 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 33.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 450.90 | 62.95 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 430.20 | 68.45 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 490 expiring on 30SEP2025
Delta for 490 PE is 0.00
Historical price for 490 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 33.7, 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
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 62.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 68.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
