VEDL
Vedanta Limited
Historical option data for VEDL
07 May 2026 11:55 AM IST
| VEDL 26-May-2026 (19d) 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0
Theta: -0.3
Gamma: 0.0118
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 311.15 | 18.75 | -5 (-21.05%) | 42.78 | 2,009 | -48 | 3,914 | |||||||||
| 6 May | 316.40 | 23.75 | 8.15 (52.24%) | 42.85 | 7,542 | -825 | 3,989 | |||||||||
| 5 May | 303.90 | 16 | 3.5500000000000007 (28.51%) | 43.44 | 26,645 | -266 | 4,852 | |||||||||
| 4 May | 294.65 | 12 | 6.8 (130.77%) | 48.78 | 39,563 | 1,990 | 5,120 | |||||||||
|
|
||||||||||||||||
| 30 Apr | 271.55 | 5.3 | -469.59999999999997 (-98.88%) | 48.21 | 11,433 | 3,124 | 3,124 | |||||||||
For Vedanta Limited - strike price 300 expiring on 26MAY2026
Delta for 300 CE is 0.67
Historical price for 300 CE is as follows
On 7 May VEDL was trading at 311.15. The strike last trading price was 18.75, which was -5 lower than the previous day. The implied volatity was 42.78, the open interest changed by -48 which decreased total open position to 3914
On 6 May VEDL was trading at 316.40. The strike last trading price was 23.75, which was 8.15 higher than the previous day. The implied volatity was 42.85, the open interest changed by -825 which decreased total open position to 3989
On 5 May VEDL was trading at 303.90. The strike last trading price was 16, which was 3.5500000000000007 higher than the previous day. The implied volatity was 43.44, the open interest changed by -266 which decreased total open position to 4852
On 4 May VEDL was trading at 294.65. The strike last trading price was 12, which was 6.8 higher than the previous day. The implied volatity was 48.78, the open interest changed by 1990 which increased total open position to 5120
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 5.3, which was -469.59999999999997 lower than the previous day. The implied volatity was 48.21, the open interest changed by 3124 which increased total open position to 3124
| VEDL 26-May-2026 (19d) 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0
Theta: -0.27
Gamma: 0.01155
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 311.15 | 7.3 | 1.75 (31.53%) | 43.79 | 4,726 | 33 | 3,819 |
| 6 May | 316.40 | 5.45 | -5.1000000000000005 (-48.34%) | 43.34 | 12,566 | 1,181 | 3,781 |
| 5 May | 303.90 | 10.1 | -6.15 (-37.85%) | 44.61 | 10,142 | 2,150 | 2,598 |
| 4 May | 294.65 | 16.15 | -15.850000000000001 (-49.53%) | 47.11 | 2,116 | 329 | 448 |
| 30 Apr | 271.55 | 31.7 | 31.65 (63300.00%) | 50.64 | 195 | 120 | 120 |
For Vedanta Limited - strike price 300 expiring on 26MAY2026
Delta for 300 PE is -0.33
Historical price for 300 PE is as follows
On 7 May VEDL was trading at 311.15. The strike last trading price was 7.3, which was 1.75 higher than the previous day. The implied volatity was 43.79, the open interest changed by 33 which increased total open position to 3819
On 6 May VEDL was trading at 316.40. The strike last trading price was 5.45, which was -5.1000000000000005 lower than the previous day. The implied volatity was 43.34, the open interest changed by 1181 which increased total open position to 3781
On 5 May VEDL was trading at 303.90. The strike last trading price was 10.1, which was -6.15 lower than the previous day. The implied volatity was 44.61, the open interest changed by 2150 which increased total open position to 2598
On 4 May VEDL was trading at 294.65. The strike last trading price was 16.15, which was -15.850000000000001 lower than the previous day. The implied volatity was 47.11, the open interest changed by 329 which increased total open position to 448
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 31.7, which was 31.65 higher than the previous day. The implied volatity was 50.64, the open interest changed by 120 which increased total open position to 120
