VEDL
Vedanta Limited
Historical option data for VEDL
05 May 2026 04:10 PM IST
| VEDL 26-May-2026 (20d) 290 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0
Theta: -0.29
Gamma: 0.01024
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 May | 303.90 | 22.55 | 5.449999999999999 (31.87%) | 45.65 | 6,374 | -999 | 1,825 | |||||||||
| 4 May | 294.65 | 16.55 | 9.25 (126.71%) | 47.4 | 23,756 | 1,520 | 2,834 | |||||||||
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| 30 Apr | 271.55 | 7.6 | -477.25 (-98.43%) | 47 | 5,046 | 1,312 | 1,312 | |||||||||
For Vedanta Limited - strike price 290 expiring on 26MAY2026
Delta for 290 CE is 0.71
Historical price for 290 CE is as follows
On 5 May VEDL was trading at 303.90. The strike last trading price was 22.55, which was 5.449999999999999 higher than the previous day. The implied volatity was 45.65, the open interest changed by -999 which decreased total open position to 1825
On 4 May VEDL was trading at 294.65. The strike last trading price was 16.55, which was 9.25 higher than the previous day. The implied volatity was 47.4, the open interest changed by 1520 which increased total open position to 2834
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 7.6, which was -477.25 lower than the previous day. The implied volatity was 47, the open interest changed by 1312 which increased total open position to 1312
| VEDL 26-May-2026 (20d) 290 PE | |||||||
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Delta: -0.29
Vega: 0
Theta: -0.24
Gamma: 0.01022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 May | 303.90 | 6.5 | -4.550000000000001 (-41.18%) | 45.48 | 8,151 | 403 | 2,097 |
| 4 May | 294.65 | 11 | -13 (-54.17%) | 47.13 | 8,762 | 1,519 | 1,694 |
| 30 Apr | 271.55 | 22.55 | 22.5 (45000.00%) | 43.65 | 479 | 177 | 177 |
For Vedanta Limited - strike price 290 expiring on 26MAY2026
Delta for 290 PE is -0.29
Historical price for 290 PE is as follows
On 5 May VEDL was trading at 303.90. The strike last trading price was 6.5, which was -4.550000000000001 lower than the previous day. The implied volatity was 45.48, the open interest changed by 403 which increased total open position to 2097
On 4 May VEDL was trading at 294.65. The strike last trading price was 11, which was -13 lower than the previous day. The implied volatity was 47.13, the open interest changed by 1519 which increased total open position to 1694
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 22.55, which was 22.5 higher than the previous day. The implied volatity was 43.65, the open interest changed by 177 which increased total open position to 177
