Related Pages for VEDL
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VEDL

Vedanta Limited
294.65 +23.10 (8.51%)
L: 274.95 H: 296

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Historical option data for VEDL

04 May 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
VEDL 26-May-2026 (21d) 280 CE
Delta: 0.7
Vega: 0
Theta: -0.29
Gamma: 0.01007
Date Close Ltp Change IV Volume OI Chg OI
4 May 294.65 22.5 12.2 (118.45%) 47.75 12,862 -356 2,141
30 Apr 271.55 10.5 -484.3 (-97.88%) 44.8 7,840 2,484 2,484

For Vedanta Limited - strike price 280 expiring on 26MAY2026

Delta for 280 CE is 0.7

Historical price for 280 CE is as follows

On 4 May VEDL was trading at 294.65. The strike last trading price was 22.5, which was 12.2 higher than the previous day. The implied volatity was 47.75, the open interest changed by -356 which decreased total open position to 2141


On 30 Apr VEDL was trading at 271.55. The strike last trading price was 10.5, which was -484.3 lower than the previous day. The implied volatity was 44.8, the open interest changed by 2484 which increased total open position to 2484


VEDL 26-May-2026 (21d) 280 PE
Delta: -0.3
Vega: 0
Theta: -0.23
Gamma: 0.01037
Date Close Ltp Change IV Volume OI Chg OI
4 May 294.65 6.8 -9.8 (-59.04%) 46.09 10,527 1,213 2,692
30 Apr 271.55 15.25 15.2 (30400.00%) 40.87 5,148 1,479 1,479

For Vedanta Limited - strike price 280 expiring on 26MAY2026

Delta for 280 PE is -0.3

Historical price for 280 PE is as follows

On 4 May VEDL was trading at 294.65. The strike last trading price was 6.8, which was -9.8 lower than the previous day. The implied volatity was 46.09, the open interest changed by 1213 which increased total open position to 2692


On 30 Apr VEDL was trading at 271.55. The strike last trading price was 15.25, which was 15.2 higher than the previous day. The implied volatity was 40.87, the open interest changed by 1479 which increased total open position to 1479