VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 504 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 455.60 | 0.3 | -0.1 | 30.10 | 93 | -2 | 575 | |||||||||
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| 14 Sept | 450.90 | 0.6 | 0.3 | 28.93 | 585 | -8 | 491 | |||||||||
For Vedanta Limited - strike price 504 expiring on 30SEP2025
Delta for 504 CE is 0.03
Historical price for 504 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 30.10, the open interest changed by -2 which decreased total open position to 575
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 28.93, the open interest changed by -8 which decreased total open position to 491
| VEDL 30SEP2025 504 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 455.60 | 45.7 | -2.9 | - | 7 | 3 | 75 |
| 14 Sept | 450.90 | 50.9 | -9.85 | - | 6 | 1 | 70 |
For Vedanta Limited - strike price 504 expiring on 30SEP2025
Delta for 504 PE is -
Historical price for 504 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 45.7, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 75
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 50.9, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 70
