Historical option data for VEDL
29 Jun 2026 10:50 AM IST
| VEDL 28-Jul-2026 (27d) 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0
Theta: -0.24
Gamma: 0.01213
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 275.35 | 11.55 | 0.4 (3.59%) | 41.96 | 1,722 | 326 | 2,623 | |||||||||
| 25 Jun | 273.45 | 11.2 | -3.95 (-26.07%) | 40.81 | 3,321 | 771 | 2,296 | |||||||||
| 24 Jun | 282.55 | 15.1 | -0.65 (-4.13%) | 37.99 | 1,669 | 169 | 1,530 | |||||||||
| 23 Jun | 281.70 | 16 | -16.55 (-50.84%) | 40.49 | 2,599 | 1,330 | 1,364 | |||||||||
| 22 Jun | 305.85 | 32.55 | 2.65 (8.86%) | 40.89 | 4 | -2 | 34 | |||||||||
| 19 Jun | 300.80 | 29.8 | -2.85 (-8.73%) | 43.09 | 3 | 2 | 35 | |||||||||
| 18 Jun | 306.00 | 32.6 | -4.15 (-11.29%) | 38.14 | 12 | 3 | 33 | |||||||||
| 17 Jun | 306.50 | 36.75 | 5.85 (18.93%) | 45.75 | 3 | 2 | 30 | |||||||||
| 16 Jun | 299.95 | 30.8 | -4.7 (-13.24%) | 45.37 | 14 | 10 | 28 | |||||||||
| 15 Jun | 302.50 | 35.5 | 1.9 (5.65%) | 43.77 | 5 | 3 | 18 | |||||||||
| 12 Jun | 309.65 | 33.6 | 0 (0.00%) | - | 13 | 0 | 15 | |||||||||
| 11 Jun | 304.90 | 33.6 | 0 (0.00%) | 45.11 | 13 | 0 | 15 | |||||||||
| 10 Jun | 299.30 | 33.6 | -2.85 (-7.82%) | 45.11 | 13 | 0 | 15 | |||||||||
| 9 Jun | 306.25 | 36.45 | 1.25 (3.55%) | 44.5 | 8 | -1 | 18 | |||||||||
| 8 Jun | 304.25 | 35 | -19.65 (-35.96%) | 47.84 | 6 | 5 | 18 | |||||||||
| 5 Jun | 315.60 | 54.65 | 0 (0.00%) | 44.53 | 4 | 0 | 13 | |||||||||
| 4 Jun | 327.50 | 54.65 | 0.3 (0.55%) | 44.53 | 4 | 0 | 12 | |||||||||
| 3 Jun | 328.20 | 54.35 | -1.8 (-3.21%) | 44.02 | 3 | 0 | 12 | |||||||||
| 2 Jun | 333.55 | 56.15 | -4.85 (-7.95%) | 39.2 | 3 | 0 | 12 | |||||||||
| 1 Jun | 337.15 | 61.35 | -17.35 (-22.05%) | 35.56 | 6 | 3 | 12 | |||||||||
| 29 May | 352.60 | 78.7 | -418.9 (-84.18%) | 47.72 | 9 | 5 | 5 | |||||||||
| 27 May | 354.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 344.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 332.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 329.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 298.40 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 280 expiring on 28JUL2026
Delta for 280 CE is 0.48
Historical price for 280 CE is as follows
On 29 Jun VEDL was trading at 275.35. The strike last trading price was 11.55, which was 0.4 higher than the previous day. The implied volatity was 41.96, the open interest changed by 326 which increased total open position to 2623
On 25 Jun VEDL was trading at 273.45. The strike last trading price was 11.2, which was -3.95 lower than the previous day. The implied volatity was 40.81, the open interest changed by 771 which increased total open position to 2296
On 24 Jun VEDL was trading at 282.55. The strike last trading price was 15.1, which was -0.65 lower than the previous day. The implied volatity was 37.99, the open interest changed by 169 which increased total open position to 1530
On 23 Jun VEDL was trading at 281.70. The strike last trading price was 16, which was -16.55 lower than the previous day. The implied volatity was 40.49, the open interest changed by 1330 which increased total open position to 1364
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 32.55, which was 2.65 higher than the previous day. The implied volatity was 40.89, the open interest changed by -2 which decreased total open position to 34
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 29.8, which was -2.85 lower than the previous day. The implied volatity was 43.09, the open interest changed by 2 which increased total open position to 35
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 32.6, which was -4.15 lower than the previous day. The implied volatity was 38.14, the open interest changed by 3 which increased total open position to 33
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 36.75, which was 5.85 higher than the previous day. The implied volatity was 45.75, the open interest changed by 2 which increased total open position to 30
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 30.8, which was -4.7 lower than the previous day. The implied volatity was 45.37, the open interest changed by 10 which increased total open position to 28
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 35.5, which was 1.9 higher than the previous day. The implied volatity was 43.77, the open interest changed by 3 which increased total open position to 18
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 45.11, the open interest changed by 0 which decreased total open position to 15
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 33.6, which was -2.85 lower than the previous day. The implied volatity was 45.11, the open interest changed by 0 which decreased total open position to 15
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 36.45, which was 1.25 higher than the previous day. The implied volatity was 44.5, the open interest changed by -1 which decreased total open position to 18
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 35, which was -19.65 lower than the previous day. The implied volatity was 47.84, the open interest changed by 5 which increased total open position to 18
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 44.53, the open interest changed by 0 which decreased total open position to 13
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 54.65, which was 0.3 higher than the previous day. The implied volatity was 44.53, the open interest changed by 0 which decreased total open position to 12
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 54.35, which was -1.8 lower than the previous day. The implied volatity was 44.02, the open interest changed by 0 which decreased total open position to 12
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 56.15, which was -4.85 lower than the previous day. The implied volatity was 39.2, the open interest changed by 0 which decreased total open position to 12
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 61.35, which was -17.35 lower than the previous day. The implied volatity was 35.56, the open interest changed by 3 which increased total open position to 12
On 29 May VEDL was trading at 352.60. The strike last trading price was 78.7, which was -418.9 lower than the previous day. The implied volatity was 47.72, the open interest changed by 5 which increased total open position to 5
On 27 May VEDL was trading at 354.70. The strike last trading price was 0, 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 26 May VEDL was trading at 344.90. The strike last trading price was 0, 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 25 May VEDL was trading at 332.50. The strike last trading price was 0, 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 22 May VEDL was trading at 329.95. The strike last trading price was 0, 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 11 May VEDL was trading at 298.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 0, 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
| VEDL 28-Jul-2026 (27d) 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.2
Gamma: 0.01211
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 275.35 | 15 | -0.55 (-3.54%) | 42.02 | 358 | 58 | 2,012 |
| 25 Jun | 273.45 | 15.5 | 3.6 (30.25%) | 38.54 | 2,066 | 267 | 1,957 |
| 24 Jun | 282.55 | 11.95 | -0.95 (-7.36%) | 40.33 | 2,138 | 230 | 1,689 |
| 23 Jun | 281.70 | 13.1 | 8.3 (172.92%) | 42.77 | 3,684 | 1,205 | 1,457 |
| 22 Jun | 305.85 | 5 | -1 (-16.67%) | 39.62 | 245 | 51 | 252 |
| 19 Jun | 300.80 | 6 | 1 (20.00%) | 39.46 | 167 | 34 | 201 |
| 18 Jun | 306.00 | 5 | -1 (-16.67%) | 38.47 | 52 | -3 | 166 |
| 17 Jun | 306.50 | 6 | -2 (-25.00%) | 40.73 | 85 | 7 | 170 |
| 16 Jun | 299.95 | 8 | 0 (0.00%) | 41.18 | 72 | 17 | 161 |
| 15 Jun | 302.50 | 8 | 2 (33.33%) | 44.34 | 64 | 44 | 143 |
| 12 Jun | 309.65 | 6 | -2 (-25.00%) | 42.9 | 22 | 4 | 98 |
| 11 Jun | 304.90 | 8 | -2 (-20.00%) | 44.93 | 21 | -2 | 93 |
| 10 Jun | 299.30 | 10 | 2 (25.00%) | 44.18 | 43 | -12 | 93 |
| 9 Jun | 306.25 | 8 | 0 (0.00%) | 43.91 | 29 | 7 | 106 |
| 8 Jun | 304.25 | 9.45 | 3.3 (53.66%) | 45.08 | 72 | 12 | 99 |
| 5 Jun | 315.60 | 6 | 2 (50.00%) | 42.21 | 72 | 9 | 88 |
| 4 Jun | 327.50 | 4 | 4 (0.00%) | 41.84 | 25 | 0 | 79 |
| 3 Jun | 328.20 | 4 | 0 (0.00%) | 41.84 | 25 | 4 | 78 |
| 2 Jun | 333.55 | 3.7 | 0.65 (21.31%) | 43.48 | 83 | 35 | 74 |
| 1 Jun | 337.15 | 3.15 | -0.35 (-10.00%) | 42.76 | 43 | 36 | 38 |
| 29 May | 352.60 | 3.5 | 0 (0.00%) | - | 1 | 0 | 2 |
| 27 May | 354.70 | 3.5 | 0 (0.00%) | - | 1 | 0 | 2 |
| 26 May | 344.90 | 3.5 | 0 (0.00%) | - | 1 | 0 | 2 |
| 25 May | 332.50 | 3.2 | 0 (0.00%) | 39.68 | 1 | 1 | 2 |
| 22 May | 329.95 | 3.2 | 3.15 (6300.00%) | 36.71 | 1 | 1 | 1 |
| 11 May | 298.40 | 0 | 0 | - | 0 | 10 | 10 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 280 expiring on 28JUL2026
Delta for 280 PE is -0.52
Historical price for 280 PE is as follows
On 29 Jun VEDL was trading at 275.35. The strike last trading price was 15, which was -0.55 lower than the previous day. The implied volatity was 42.02, the open interest changed by 58 which increased total open position to 2012
On 25 Jun VEDL was trading at 273.45. The strike last trading price was 15.5, which was 3.6 higher than the previous day. The implied volatity was 38.54, the open interest changed by 267 which increased total open position to 1957
On 24 Jun VEDL was trading at 282.55. The strike last trading price was 11.95, which was -0.95 lower than the previous day. The implied volatity was 40.33, the open interest changed by 230 which increased total open position to 1689
On 23 Jun VEDL was trading at 281.70. The strike last trading price was 13.1, which was 8.3 higher than the previous day. The implied volatity was 42.77, the open interest changed by 1205 which increased total open position to 1457
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 39.62, the open interest changed by 51 which increased total open position to 252
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 39.46, the open interest changed by 34 which increased total open position to 201
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 38.47, the open interest changed by -3 which decreased total open position to 166
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 40.73, the open interest changed by 7 which increased total open position to 170
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 41.18, the open interest changed by 17 which increased total open position to 161
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 44.34, the open interest changed by 44 which increased total open position to 143
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 42.9, the open interest changed by 4 which increased total open position to 98
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 44.93, the open interest changed by -2 which decreased total open position to 93
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 44.18, the open interest changed by -12 which decreased total open position to 93
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 43.91, the open interest changed by 7 which increased total open position to 106
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 9.45, which was 3.3 higher than the previous day. The implied volatity was 45.08, the open interest changed by 12 which increased total open position to 99
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 6, which was 2 higher than the previous day. The implied volatity was 42.21, the open interest changed by 9 which increased total open position to 88
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 79
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 41.84, the open interest changed by 4 which increased total open position to 78
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 3.7, which was 0.65 higher than the previous day. The implied volatity was 43.48, the open interest changed by 35 which increased total open position to 74
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 42.76, the open interest changed by 36 which increased total open position to 38
On 29 May VEDL was trading at 352.60. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May VEDL was trading at 354.70. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May VEDL was trading at 344.90. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May VEDL was trading at 332.50. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 39.68, the open interest changed by 1 which increased total open position to 2
On 22 May VEDL was trading at 329.95. The strike last trading price was 3.2, which was 3.15 higher than the previous day. The implied volatity was 36.71, the open interest changed by 1 which increased total open position to 1
On 11 May VEDL was trading at 298.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 0, 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
