VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 0.4 | -0.15 | 29.59 | 602 | 29 | 1,587 | |||||||||
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| 14 Sept | 450.90 | 0.75 | 0.3 | 28.51 | 1,746 | 378 | 591 | |||||||||
| 17 Aug | 430.20 | 1.4 | -0.65 | 26.35 | 89 | 16 | 168 | |||||||||
For Vedanta Limited - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.04
Historical price for 500 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 29.59, the open interest changed by 29 which increased total open position to 1587
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was 28.51, the open interest changed by 378 which increased total open position to 591
On 17 Aug VEDL was trading at 430.20. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 26.35, the open interest changed by 16 which increased total open position to 168
| VEDL 30SEP2025 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.03
Theta: 0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 42.85 | -1.1 | 23.80 | 15 | -1 | 71 |
| 14 Sept | 450.90 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 430.20 | 66.5 | 2.5 | 31.81 | 5 | 5 | 23 |
For Vedanta Limited - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.98
Historical price for 500 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 42.85, which was -1.1 lower than the previous day. The implied volatity was 23.80, the open interest changed by -1 which decreased total open position to 71
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 59, 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 17 Aug VEDL was trading at 430.20. The strike last trading price was 66.5, which was 2.5 higher than the previous day. The implied volatity was 31.81, the open interest changed by 5 which increased total open position to 23
