VEDL
Vedanta Limited
Historical option data for VEDL
21 Sep 2025 04:12 PM IST
| VEDL 30SEP2025 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 455.60 | 0.2 | -0.05 | 35.56 | 108 | 0 | 326 | |||||||||
For Vedanta Limited - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.02
Historical price for 520 CE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 326
| VEDL 30SEP2025 520 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 | 64.05 | 0 | 0.00 | 0 | 0 | 0 |
For Vedanta Limited - strike price 520 expiring on 30SEP2025
Delta for 520 PE is 0.00
Historical price for 520 PE is as follows
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 64.05, 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
