Historical option data for VEDL
23 Jun 2026 04:10 PM IST
| VEDL 30-Jun-2026 (7d) 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0
Theta: -0.45
Gamma: 0.0214
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 281.70 | 3.85 | -14.65 (-79.19%) | 43.05 | 38,486 | 8,397 | 8,930 | |||||||||
| 22 Jun | 305.85 | 18.6 | 3.35 (21.97%) | 45.9 | 473 | 2 | 531 | |||||||||
| 19 Jun | 300.80 | 15.25 | -4.05 (-20.98%) | 41.02 | 502 | 22 | 532 | |||||||||
| 18 Jun | 306.00 | 19.3 | -1.5 (-7.21%) | 40.47 | 344 | -8 | 509 | |||||||||
| 17 Jun | 306.50 | 20.45 | 3.75 (22.46%) | 43.92 | 981 | -62 | 514 | |||||||||
| 16 Jun | 299.95 | 16.95 | -1.35 (-7.38%) | 45.99 | 1,124 | 239 | 576 | |||||||||
| 15 Jun | 302.50 | 18.2 | -5.65 (-23.69%) | 44.25 | 386 | -38 | 332 | |||||||||
| 12 Jun | 309.65 | 23.85 | 3.85 (19.25%) | 40.57 | 249 | -8 | 368 | |||||||||
| 11 Jun | 304.90 | 20.2 | 3.15 (18.48%) | 35.67 | 385 | -7 | 376 | |||||||||
| 10 Jun | 299.30 | 17.3 | -5.4 (-23.79%) | 39.98 | 419 | 135 | 383 | |||||||||
| 9 Jun | 306.25 | 22.6 | 0.8 (3.67%) | 43.43 | 255 | 57 | 248 | |||||||||
| 8 Jun | 304.25 | 22.15 | -8.25 (-27.14%) | 45.91 | 128 | 51 | 188 | |||||||||
| 5 Jun | 315.60 | 30.3 | -12 (-28.37%) | 38.83 | 4 | 0 | 137 | |||||||||
| 4 Jun | 327.50 | 42.3 | -0.35 (-0.82%) | 43.55 | 44 | -5 | 137 | |||||||||
| 3 Jun | 328.20 | 43.2 | -4.05 (-8.57%) | 48.67 | 7 | 4 | 142 | |||||||||
| 2 Jun | 333.55 | 47.25 | -1.45 (-2.98%) | 46.92 | 58 | 23 | 138 | |||||||||
| 1 Jun | 337.15 | 48.1 | -17.15 (-26.28%) | 34.75 | 6 | 2 | 112 | |||||||||
| 29 May | 352.60 | 65.25 | 0.6 (0.93%) | 43.45 | 7 | 0 | 109 | |||||||||
| 27 May | 354.70 | 64.55 | 3.95 (6.52%) | 43.16 | 24 | 15 | 108 | |||||||||
| 26 May | 344.90 | 60.6 | 15.15 (33.33%) | 45.91 | 46 | 32 | 93 | |||||||||
| 25 May | 332.50 | 46 | 4.05 (9.65%) | 30.98 | 10 | 4 | 59 | |||||||||
| 22 May | 329.95 | 41.95 | -5.75 (-12.05%) | 27.31 | 18 | 10 | 58 | |||||||||
| 21 May | 329.75 | 47.7 | 0 (0.00%) | 47.8 | 2 | 0 | 48 | |||||||||
| 20 May | 333.75 | 47.7 | 4.7 (10.93%) | 47.8 | 2 | 2 | 48 | |||||||||
| 19 May | 337.65 | 43 | 0 (0.00%) | - | 0 | 0 | 46 | |||||||||
| 18 May | 327.00 | 43 | 0 (0.00%) | - | 0 | 0 | 46 | |||||||||
| 15 May | 331.05 | 43 | -9.7 (-18.41%) | 36.11 | 1 | 0 | 47 | |||||||||
| 14 May | 338.90 | 52.8 | 8.9 (20.27%) | 40 | 29 | 12 | 47 | |||||||||
| 13 May | 323.35 | 43.9 | 15.3 (53.50%) | 0 | 26 | 13 | 33 | |||||||||
| 12 May | 305.05 | 28.6 | 3.8 (15.32%) | 0 | 4 | 0 | 20 | |||||||||
| 11 May | 298.40 | 24.6 | -1.05 (-4.09%) | 0 | 14 | 9 | 20 | |||||||||
| 8 May | 296.45 | 25.65 | -7.65 (-22.97%) | 45.89 | 1 | 0 | 10 | |||||||||
| 7 May | 305.40 | 33.3 | -3.7 (-10.00%) | 48.23 | 1 | 0 | 9 | |||||||||
| 6 May | 316.40 | 37 | 8 (27.59%) | 41.81 | 11 | -3 | 10 | |||||||||
| 5 May | 303.90 | 29 | 4.1 (16.47%) | 42.91 | 17 | 3 | 14 | |||||||||
| 4 May | 294.65 | 24.6 | 10.05 (69.07%) | 46.04 | 30 | 3 | 10 | |||||||||
| 30 Apr | 271.55 | 14.55 | -471.9 (-97.01%) | 45.78 | 10 | 7 | 7 | |||||||||
For Vedanta Limited - strike price 290 expiring on 30JUN2026
Delta for 290 CE is 0.35
Historical price for 290 CE is as follows
On 23 Jun VEDL was trading at 281.70. The strike last trading price was 3.85, which was -14.65 lower than the previous day. The implied volatity was 43.05, the open interest changed by 8397 which increased total open position to 8930
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 18.6, which was 3.35 higher than the previous day. The implied volatity was 45.9, the open interest changed by 2 which increased total open position to 531
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 15.25, which was -4.05 lower than the previous day. The implied volatity was 41.02, the open interest changed by 22 which increased total open position to 532
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 19.3, which was -1.5 lower than the previous day. The implied volatity was 40.47, the open interest changed by -8 which decreased total open position to 509
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 20.45, which was 3.75 higher than the previous day. The implied volatity was 43.92, the open interest changed by -62 which decreased total open position to 514
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 16.95, which was -1.35 lower than the previous day. The implied volatity was 45.99, the open interest changed by 239 which increased total open position to 576
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 18.2, which was -5.65 lower than the previous day. The implied volatity was 44.25, the open interest changed by -38 which decreased total open position to 332
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was 40.57, the open interest changed by -8 which decreased total open position to 368
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 20.2, which was 3.15 higher than the previous day. The implied volatity was 35.67, the open interest changed by -7 which decreased total open position to 376
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 17.3, which was -5.4 lower than the previous day. The implied volatity was 39.98, the open interest changed by 135 which increased total open position to 383
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 22.6, which was 0.8 higher than the previous day. The implied volatity was 43.43, the open interest changed by 57 which increased total open position to 248
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 22.15, which was -8.25 lower than the previous day. The implied volatity was 45.91, the open interest changed by 51 which increased total open position to 188
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 30.3, which was -12 lower than the previous day. The implied volatity was 38.83, the open interest changed by 0 which decreased total open position to 137
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 42.3, which was -0.35 lower than the previous day. The implied volatity was 43.55, the open interest changed by -5 which decreased total open position to 137
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 43.2, which was -4.05 lower than the previous day. The implied volatity was 48.67, the open interest changed by 4 which increased total open position to 142
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 47.25, which was -1.45 lower than the previous day. The implied volatity was 46.92, the open interest changed by 23 which increased total open position to 138
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 48.1, which was -17.15 lower than the previous day. The implied volatity was 34.75, the open interest changed by 2 which increased total open position to 112
On 29 May VEDL was trading at 352.60. The strike last trading price was 65.25, which was 0.6 higher than the previous day. The implied volatity was 43.45, the open interest changed by 0 which decreased total open position to 109
On 27 May VEDL was trading at 354.70. The strike last trading price was 64.55, which was 3.95 higher than the previous day. The implied volatity was 43.16, the open interest changed by 15 which increased total open position to 108
On 26 May VEDL was trading at 344.90. The strike last trading price was 60.6, which was 15.15 higher than the previous day. The implied volatity was 45.91, the open interest changed by 32 which increased total open position to 93
On 25 May VEDL was trading at 332.50. The strike last trading price was 46, which was 4.05 higher than the previous day. The implied volatity was 30.98, the open interest changed by 4 which increased total open position to 59
On 22 May VEDL was trading at 329.95. The strike last trading price was 41.95, which was -5.75 lower than the previous day. The implied volatity was 27.31, the open interest changed by 10 which increased total open position to 58
On 21 May VEDL was trading at 329.75. The strike last trading price was 47.7, which was 0 lower than the previous day. The implied volatity was 47.8, the open interest changed by 0 which decreased total open position to 48
On 20 May VEDL was trading at 333.75. The strike last trading price was 47.7, which was 4.7 higher than the previous day. The implied volatity was 47.8, the open interest changed by 2 which increased total open position to 48
On 19 May VEDL was trading at 337.65. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 18 May VEDL was trading at 327.00. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 15 May VEDL was trading at 331.05. The strike last trading price was 43, which was -9.7 lower than the previous day. The implied volatity was 36.11, the open interest changed by 0 which decreased total open position to 47
On 14 May VEDL was trading at 338.90. The strike last trading price was 52.8, which was 8.9 higher than the previous day. The implied volatity was 40, the open interest changed by 12 which increased total open position to 47
On 13 May VEDL was trading at 323.35. The strike last trading price was 43.9, which was 15.3 higher than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 33
On 12 May VEDL was trading at 305.05. The strike last trading price was 28.6, which was 3.8 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 20
On 11 May VEDL was trading at 298.40. The strike last trading price was 24.6, which was -1.05 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 20
On 8 May VEDL was trading at 296.45. The strike last trading price was 25.65, which was -7.65 lower than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 10
On 7 May VEDL was trading at 305.40. The strike last trading price was 33.3, which was -3.7 lower than the previous day. The implied volatity was 48.23, the open interest changed by 0 which decreased total open position to 9
On 6 May VEDL was trading at 316.40. The strike last trading price was 37, which was 8 higher than the previous day. The implied volatity was 41.81, the open interest changed by -3 which decreased total open position to 10
On 5 May VEDL was trading at 303.90. The strike last trading price was 29, which was 4.1 higher than the previous day. The implied volatity was 42.91, the open interest changed by 3 which increased total open position to 14
On 4 May VEDL was trading at 294.65. The strike last trading price was 24.6, which was 10.05 higher than the previous day. The implied volatity was 46.04, the open interest changed by 3 which increased total open position to 10
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 14.55, which was -471.9 lower than the previous day. The implied volatity was 45.78, the open interest changed by 7 which increased total open position to 7
| VEDL 30-Jun-2026 (7d) 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0
Theta: -0.53
Gamma: 0.01764
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 281.70 | 13 | 11 (550.00%) | 53.97 | 15,281 | 521 | 2,950 |
| 22 Jun | 305.85 | 2 | -2 (-50.00%) | 42.13 | 3,669 | 474 | 2,428 |
| 19 Jun | 300.80 | 4 | 1 (33.33%) | 38.19 | 2,637 | -14 | 2,010 |
| 18 Jun | 306.00 | 3 | 0 (0.00%) | 38.51 | 1,969 | 137 | 2,092 |
| 17 Jun | 306.50 | 3 | -2 (-40.00%) | 41.02 | 4,423 | 311 | 2,018 |
| 16 Jun | 299.95 | 5 | -1 (-16.67%) | 42.87 | 6,110 | 201 | 1,704 |
| 15 Jun | 302.50 | 6 | 2 (50.00%) | 48.24 | 5,639 | -343 | 1,489 |
| 12 Jun | 309.65 | 4 | -2 (-33.33%) | 40.57 | 3,455 | 601 | 1,829 |
| 11 Jun | 304.90 | 5 | -3 (-37.50%) | 43.9 | 3,219 | -71 | 1,231 |
| 10 Jun | 299.30 | 8 | 3 (60.00%) | 43.8 | 4,120 | -76 | 1,293 |
| 9 Jun | 306.25 | 5 | -2 (-28.57%) | 39.49 | 3,077 | 238 | 1,367 |
| 8 Jun | 304.25 | 7 | 3 (75.00%) | 45.63 | 3,035 | 39 | 1,112 |
| 5 Jun | 315.60 | 4 | 2 (100.00%) | 43.14 | 3,112 | 146 | 1,077 |
| 4 Jun | 327.50 | 2 | 0 (0.00%) | 41.9 | 1,235 | 21 | 929 |
| 3 Jun | 328.20 | 2 | 0 (0.00%) | 41.77 | 1,194 | 29 | 908 |
| 2 Jun | 333.55 | 2 | 0 (0.00%) | 44.29 | 2,724 | 171 | 879 |
| 1 Jun | 337.15 | 2 | 1 (100.00%) | 41.94 | 618 | 134 | 702 |
| 29 May | 352.60 | 1 | 0 (0.00%) | 43.41 | 229 | 6 | 569 |
| 27 May | 354.70 | 1 | -1 (-50.00%) | 43.03 | 414 | -24 | 559 |
| 26 May | 344.90 | 2 | -1 (-33.33%) | 41.55 | 426 | 26 | 584 |
| 25 May | 332.50 | 2 | -2 (-50.00%) | 39.49 | 256 | 3 | 559 |
| 22 May | 329.95 | 4 | 0 (0.00%) | 41.5 | 174 | 13 | 556 |
| 21 May | 329.75 | 4 | 0 (0.00%) | 43.93 | 233 | 115 | 544 |
| 20 May | 333.75 | 4 | 0 (0.00%) | 45.17 | 170 | 3 | 428 |
| 19 May | 337.65 | 4 | -2 (-33.33%) | 47.88 | 183 | 28 | 425 |
| 18 May | 327.00 | 6 | 0 (0.00%) | 45.7 | 159 | 36 | 397 |
| 15 May | 331.05 | 5.55 | 1.25 (29.07%) | 46.35 | 229 | 32 | 361 |
| 14 May | 338.90 | 4.35 | -1.35 (-23.68%) | 45.68 | 443 | 149 | 329 |
| 13 May | 323.35 | 5.9 | -5.25 (-47.09%) | 0 | 919 | 74 | 182 |
| 12 May | 305.05 | 10.8 | -2.65 (-19.70%) | 0 | 110 | -9 | 108 |
| 11 May | 298.40 | 13.35 | -1 (-6.97%) | 0 | 74 | 10 | 116 |
| 8 May | 296.45 | 14.1 | 2.7 (23.68%) | 41.29 | 47 | 29 | 104 |
| 7 May | 305.40 | 12 | 3.75 (45.45%) | 42.23 | 71 | 25 | 73 |
| 6 May | 316.40 | 8.25 | -4.25 (-34.00%) | 41.81 | 83 | 1 | 47 |
| 5 May | 303.90 | 11.7 | -5.3 (-31.18%) | 41.28 | 64 | 32 | 50 |
| 4 May | 294.65 | 17.3 | 17.25 (34500.00%) | 44.85 | 19 | 15 | 15 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 290 expiring on 30JUN2026
Delta for 290 PE is -0.62
Historical price for 290 PE is as follows
On 23 Jun VEDL was trading at 281.70. The strike last trading price was 13, which was 11 higher than the previous day. The implied volatity was 53.97, the open interest changed by 521 which increased total open position to 2950
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 42.13, the open interest changed by 474 which increased total open position to 2428
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 38.19, the open interest changed by -14 which decreased total open position to 2010
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 38.51, the open interest changed by 137 which increased total open position to 2092
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 3, which was -2 lower than the previous day. The implied volatity was 41.02, the open interest changed by 311 which increased total open position to 2018
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 42.87, the open interest changed by 201 which increased total open position to 1704
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 6, which was 2 higher than the previous day. The implied volatity was 48.24, the open interest changed by -343 which decreased total open position to 1489
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 40.57, the open interest changed by 601 which increased total open position to 1829
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 5, which was -3 lower than the previous day. The implied volatity was 43.9, the open interest changed by -71 which decreased total open position to 1231
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 8, which was 3 higher than the previous day. The implied volatity was 43.8, the open interest changed by -76 which decreased total open position to 1293
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 39.49, the open interest changed by 238 which increased total open position to 1367
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 7, which was 3 higher than the previous day. The implied volatity was 45.63, the open interest changed by 39 which increased total open position to 1112
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 4, which was 2 higher than the previous day. The implied volatity was 43.14, the open interest changed by 146 which increased total open position to 1077
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 41.9, the open interest changed by 21 which increased total open position to 929
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 41.77, the open interest changed by 29 which increased total open position to 908
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 44.29, the open interest changed by 171 which increased total open position to 879
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 2, which was 1 higher than the previous day. The implied volatity was 41.94, the open interest changed by 134 which increased total open position to 702
On 29 May VEDL was trading at 352.60. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 43.41, the open interest changed by 6 which increased total open position to 569
On 27 May VEDL was trading at 354.70. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 43.03, the open interest changed by -24 which decreased total open position to 559
On 26 May VEDL was trading at 344.90. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 41.55, the open interest changed by 26 which increased total open position to 584
On 25 May VEDL was trading at 332.50. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 39.49, the open interest changed by 3 which increased total open position to 559
On 22 May VEDL was trading at 329.95. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 41.5, the open interest changed by 13 which increased total open position to 556
On 21 May VEDL was trading at 329.75. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 43.93, the open interest changed by 115 which increased total open position to 544
On 20 May VEDL was trading at 333.75. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 45.17, the open interest changed by 3 which increased total open position to 428
On 19 May VEDL was trading at 337.65. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 47.88, the open interest changed by 28 which increased total open position to 425
On 18 May VEDL was trading at 327.00. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 45.7, the open interest changed by 36 which increased total open position to 397
On 15 May VEDL was trading at 331.05. The strike last trading price was 5.55, which was 1.25 higher than the previous day. The implied volatity was 46.35, the open interest changed by 32 which increased total open position to 361
On 14 May VEDL was trading at 338.90. The strike last trading price was 4.35, which was -1.35 lower than the previous day. The implied volatity was 45.68, the open interest changed by 149 which increased total open position to 329
On 13 May VEDL was trading at 323.35. The strike last trading price was 5.9, which was -5.25 lower than the previous day. The implied volatity was 0, the open interest changed by 74 which increased total open position to 182
On 12 May VEDL was trading at 305.05. The strike last trading price was 10.8, which was -2.65 lower than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 108
On 11 May VEDL was trading at 298.40. The strike last trading price was 13.35, which was -1 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 116
On 8 May VEDL was trading at 296.45. The strike last trading price was 14.1, which was 2.7 higher than the previous day. The implied volatity was 41.29, the open interest changed by 29 which increased total open position to 104
On 7 May VEDL was trading at 305.40. The strike last trading price was 12, which was 3.75 higher than the previous day. The implied volatity was 42.23, the open interest changed by 25 which increased total open position to 73
On 6 May VEDL was trading at 316.40. The strike last trading price was 8.25, which was -4.25 lower than the previous day. The implied volatity was 41.81, the open interest changed by 1 which increased total open position to 47
On 5 May VEDL was trading at 303.90. The strike last trading price was 11.7, which was -5.3 lower than the previous day. The implied volatity was 41.28, the open interest changed by 32 which increased total open position to 50
On 4 May VEDL was trading at 294.65. The strike last trading price was 17.3, which was 17.25 higher than the previous day. The implied volatity was 44.85, the open interest changed by 15 which increased total open position to 15
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
