Historical option data for VEDL
22 Jun 2026 02:24 PM IST
| VEDL 28-Jul-2026 (36d) 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0
Theta: -0.23
Gamma: 0.00978
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 303.80 | 18.65 | 1.15 (6.57%) | 41.65 | 375 | 77 | 935 | |||||||||
| 19 Jun | 300.80 | 17.5 | -2.5 (-12.50%) | 41.43 | 474 | 207 | 876 | |||||||||
| 18 Jun | 306.00 | 19.85 | -2.1 (-9.57%) | 39.35 | 263 | 74 | 670 | |||||||||
| 17 Jun | 306.50 | 21.5 | 2.55 (13.46%) | 42.51 | 407 | 61 | 597 | |||||||||
| 16 Jun | 299.95 | 19.15 | -1.35 (-6.59%) | 44.11 | 593 | 174 | 538 | |||||||||
| 15 Jun | 302.50 | 20.2 | -4.5 (-18.22%) | 44.07 | 465 | 135 | 363 | |||||||||
| 12 Jun | 309.65 | 24.5 | 3.05 (14.22%) | 42.1 | 207 | 29 | 231 | |||||||||
| 11 Jun | 304.90 | 21.65 | 2.2 (11.31%) | 40.79 | 379 | 60 | 201 | |||||||||
| 10 Jun | 299.30 | 19.55 | -4.2 (-17.68%) | 43.23 | 287 | 58 | 131 | |||||||||
| 9 Jun | 306.25 | 23.75 | 0.05 (0.21%) | 45.19 | 130 | -7 | 73 | |||||||||
| 8 Jun | 304.25 | 24.05 | -5.75 (-19.30%) | 47.96 | 38 | 25 | 79 | |||||||||
| 5 Jun | 315.60 | 29.8 | -8.95 (-23.10%) | 42.05 | 37 | 25 | 44 | |||||||||
| 4 Jun | 327.50 | 38.75 | -0.1 (-0.26%) | 42.28 | 1 | 0 | 18 | |||||||||
| 3 Jun | 328.20 | 38.85 | -7.15 (-15.54%) | 42.39 | 1 | 0 | 18 | |||||||||
| 2 Jun | 333.55 | 46 | -1 (-2.13%) | 36.27 | 9 | 9 | 18 | |||||||||
| 1 Jun | 337.15 | 47.4 | -12.05 (-20.27%) | 28.8 | 8 | 6 | 9 | |||||||||
| 29 May | 352.60 | 59.45 | -0.55 (-0.92%) | 35.57 | 1 | 0 | 2 | |||||||||
| 27 May | 354.70 | 60 | 8 (15.38%) | 34.68 | 5 | -2 | 2 | |||||||||
| 26 May | 344.90 | 52 | 3 (6.12%) | 35.71 | 1 | 0 | 4 | |||||||||
| 25 May | 332.50 | 49.05 | 0.05 (0.10%) | - | 0 | 0 | 4 | |||||||||
| 22 May | 329.95 | 49.05 | 0.05 (0.10%) | - | 0 | 0 | 4 | |||||||||
| 21 May | 329.75 | 49.05 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 May | 333.75 | 49.05 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 19 May | 337.65 | 49.05 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 18 May | 327.00 | 49.05 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 15 May | 331.05 | 49.05 | 0.05 (0.10%) | 35.7 | 0 | 0 | 4 | |||||||||
| 14 May | 338.90 | 49.05 | 21.05 (75.18%) | 35.7 | 1 | 1 | 4 | |||||||||
| 13 May | 323.35 | 28 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 305.05 | 28 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 298.40 | 28 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 8 May | 296.45 | 28 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 7 May | 305.40 | 28 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 6 May | 316.40 | 28 | 0 (0.00%) | 41.61 | 0 | 0 | 3 | |||||||||
| 5 May | 303.90 | 28 | 12.5 (80.65%) | 41.61 | 1 | 0 | 2 | |||||||||
| 4 May | 294.65 | 16 | 0.5 (3.23%) | - | 0 | 0 | 2 | |||||||||
| 30 Apr | 271.55 | 16 | -461.85 (-96.65%) | 46.81 | 8 | 1 | 1 | |||||||||
For Vedanta Limited - strike price 300 expiring on 28JUL2026
Delta for 300 CE is 0.58
Historical price for 300 CE is as follows
On 22 Jun VEDL was trading at 303.80. The strike last trading price was 18.65, which was 1.15 higher than the previous day. The implied volatity was 41.65, the open interest changed by 77 which increased total open position to 935
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 17.5, which was -2.5 lower than the previous day. The implied volatity was 41.43, the open interest changed by 207 which increased total open position to 876
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 19.85, which was -2.1 lower than the previous day. The implied volatity was 39.35, the open interest changed by 74 which increased total open position to 670
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 21.5, which was 2.55 higher than the previous day. The implied volatity was 42.51, the open interest changed by 61 which increased total open position to 597
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 19.15, which was -1.35 lower than the previous day. The implied volatity was 44.11, the open interest changed by 174 which increased total open position to 538
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 20.2, which was -4.5 lower than the previous day. The implied volatity was 44.07, the open interest changed by 135 which increased total open position to 363
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 24.5, which was 3.05 higher than the previous day. The implied volatity was 42.1, the open interest changed by 29 which increased total open position to 231
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 21.65, which was 2.2 higher than the previous day. The implied volatity was 40.79, the open interest changed by 60 which increased total open position to 201
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 19.55, which was -4.2 lower than the previous day. The implied volatity was 43.23, the open interest changed by 58 which increased total open position to 131
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 23.75, which was 0.05 higher than the previous day. The implied volatity was 45.19, the open interest changed by -7 which decreased total open position to 73
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 24.05, which was -5.75 lower than the previous day. The implied volatity was 47.96, the open interest changed by 25 which increased total open position to 79
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 29.8, which was -8.95 lower than the previous day. The implied volatity was 42.05, the open interest changed by 25 which increased total open position to 44
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 38.75, which was -0.1 lower than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 18
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 38.85, which was -7.15 lower than the previous day. The implied volatity was 42.39, the open interest changed by 0 which decreased total open position to 18
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 46, which was -1 lower than the previous day. The implied volatity was 36.27, the open interest changed by 9 which increased total open position to 18
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 47.4, which was -12.05 lower than the previous day. The implied volatity was 28.8, the open interest changed by 6 which increased total open position to 9
On 29 May VEDL was trading at 352.60. The strike last trading price was 59.45, which was -0.55 lower than the previous day. The implied volatity was 35.57, 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 60, which was 8 higher than the previous day. The implied volatity was 34.68, the open interest changed by -2 which decreased total open position to 2
On 26 May VEDL was trading at 344.90. The strike last trading price was 52, which was 3 higher than the previous day. The implied volatity was 35.71, the open interest changed by 0 which decreased total open position to 4
On 25 May VEDL was trading at 332.50. The strike last trading price was 49.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May VEDL was trading at 329.95. The strike last trading price was 49.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 May VEDL was trading at 329.75. The strike last trading price was 49.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May VEDL was trading at 333.75. The strike last trading price was 49.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 May VEDL was trading at 337.65. The strike last trading price was 49.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May VEDL was trading at 327.00. The strike last trading price was 49.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May VEDL was trading at 331.05. The strike last trading price was 49.05, which was 0.05 higher than the previous day. The implied volatity was 35.7, the open interest changed by 0 which decreased total open position to 4
On 14 May VEDL was trading at 338.90. The strike last trading price was 49.05, which was 21.05 higher than the previous day. The implied volatity was 35.7, the open interest changed by 1 which increased total open position to 4
On 13 May VEDL was trading at 323.35. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May VEDL was trading at 305.05. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May VEDL was trading at 298.40. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 8 May VEDL was trading at 296.45. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 May VEDL was trading at 305.40. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 May VEDL was trading at 316.40. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 41.61, the open interest changed by 0 which decreased total open position to 3
On 5 May VEDL was trading at 303.90. The strike last trading price was 28, which was 12.5 higher than the previous day. The implied volatity was 41.61, the open interest changed by 0 which decreased total open position to 2
On 4 May VEDL was trading at 294.65. The strike last trading price was 16, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 16, which was -461.85 lower than the previous day. The implied volatity was 46.81, the open interest changed by 1 which increased total open position to 1
| VEDL 28-Jul-2026 (36d) 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0
Theta: -0.17
Gamma: 0.01063
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 303.80 | 12 | -2 (-14.29%) | 38.28 | 128 | 55 | 484 |
| 19 Jun | 300.80 | 14 | 2 (16.67%) | 38.79 | 239 | 18 | 428 |
| 18 Jun | 306.00 | 12 | 0 (0.00%) | 37.77 | 138 | 29 | 410 |
| 17 Jun | 306.50 | 12 | -4 (-25.00%) | 39.9 | 174 | 76 | 382 |
| 16 Jun | 299.95 | 16 | 0 (0.00%) | 41.49 | 184 | 72 | 306 |
| 15 Jun | 302.50 | 16 | 3 (23.08%) | 44.07 | 107 | 15 | 234 |
| 12 Jun | 309.65 | 13 | -3 (-18.75%) | 41.29 | 40 | 6 | 219 |
| 11 Jun | 304.90 | 16 | -2 (-11.11%) | 44.85 | 97 | 35 | 213 |
| 10 Jun | 299.30 | 18 | 4 (28.57%) | 43.56 | 35 | 13 | 177 |
| 9 Jun | 306.25 | 14 | -3 (-17.65%) | 40.61 | 81 | 10 | 163 |
| 8 Jun | 304.25 | 17.2 | 5.15 (42.74%) | 44.37 | 80 | -21 | 152 |
| 5 Jun | 315.60 | 12 | 4 (50.00%) | 41.67 | 55 | 9 | 173 |
| 4 Jun | 327.50 | 8 | 0 (0.00%) | 39.85 | 16 | 0 | 164 |
| 3 Jun | 328.20 | 8 | 1 (14.29%) | 40.45 | 25 | 19 | 163 |
| 2 Jun | 333.55 | 7.2 | 0.9 (14.29%) | 41.45 | 83 | 15 | 144 |
| 1 Jun | 337.15 | 6.45 | 2 (44.94%) | 41.35 | 175 | 57 | 129 |
| 29 May | 352.60 | 4.3 | -0.05 (-1.15%) | 41.55 | 80 | 68 | 71 |
| 27 May | 354.70 | 4.35 | -1.15 (-20.91%) | 41.52 | 5 | -1 | 3 |
| 26 May | 344.90 | 5.5 | -3.5 (-38.89%) | 41.29 | 1 | 1 | 4 |
| 25 May | 332.50 | 9.5 | 9.5 (-5.26%) | 42.98 | 4 | 1 | 3 |
| 22 May | 329.95 | 9.5 | 9.45 (18900.00%) | 41.57 | 4 | 2 | 2 |
| 21 May | 329.75 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 333.75 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 337.65 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 327.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 331.05 | 0 | -0.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 338.90 | 0 | -0.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 323.35 | 0 | -0.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 305.05 | 0 | -0.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 298.40 | 0 | -0.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 296.45 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 305.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 316.40 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 303.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 294.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 300 expiring on 28JUL2026
Delta for 300 PE is -0.42
Historical price for 300 PE is as follows
On 22 Jun VEDL was trading at 303.80. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 38.28, the open interest changed by 55 which increased total open position to 484
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 38.79, the open interest changed by 18 which increased total open position to 428
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 37.77, the open interest changed by 29 which increased total open position to 410
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 39.9, the open interest changed by 76 which increased total open position to 382
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 41.49, the open interest changed by 72 which increased total open position to 306
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 16, which was 3 higher than the previous day. The implied volatity was 44.07, the open interest changed by 15 which increased total open position to 234
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 41.29, the open interest changed by 6 which increased total open position to 219
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 16, which was -2 lower than the previous day. The implied volatity was 44.85, the open interest changed by 35 which increased total open position to 213
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 18, which was 4 higher than the previous day. The implied volatity was 43.56, the open interest changed by 13 which increased total open position to 177
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 40.61, the open interest changed by 10 which increased total open position to 163
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 17.2, which was 5.15 higher than the previous day. The implied volatity was 44.37, the open interest changed by -21 which decreased total open position to 152
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 12, which was 4 higher than the previous day. The implied volatity was 41.67, the open interest changed by 9 which increased total open position to 173
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 164
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 40.45, the open interest changed by 19 which increased total open position to 163
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 7.2, which was 0.9 higher than the previous day. The implied volatity was 41.45, the open interest changed by 15 which increased total open position to 144
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 6.45, which was 2 higher than the previous day. The implied volatity was 41.35, the open interest changed by 57 which increased total open position to 129
On 29 May VEDL was trading at 352.60. The strike last trading price was 4.3, which was -0.05 lower than the previous day. The implied volatity was 41.55, the open interest changed by 68 which increased total open position to 71
On 27 May VEDL was trading at 354.70. The strike last trading price was 4.35, which was -1.15 lower than the previous day. The implied volatity was 41.52, the open interest changed by -1 which decreased total open position to 3
On 26 May VEDL was trading at 344.90. The strike last trading price was 5.5, which was -3.5 lower than the previous day. The implied volatity was 41.29, the open interest changed by 1 which increased total open position to 4
On 25 May VEDL was trading at 332.50. The strike last trading price was 9.5, which was 9.5 higher than the previous day. The implied volatity was 42.98, the open interest changed by 1 which increased total open position to 3
On 22 May VEDL was trading at 329.95. The strike last trading price was 9.5, which was 9.45 higher than the previous day. The implied volatity was 41.57, the open interest changed by 2 which increased total open position to 2
On 21 May VEDL was trading at 329.75. 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 20 May VEDL was trading at 333.75. 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 19 May VEDL was trading at 337.65. 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 18 May VEDL was trading at 327.00. 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 15 May VEDL was trading at 331.05. The strike last trading price was 0, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May VEDL was trading at 338.90. The strike last trading price was 0, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May VEDL was trading at 323.35. The strike last trading price was 0, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May VEDL was trading at 305.05. The strike last trading price was 0, which was -0.05 lower than the previous day. The implied volatity was 0, 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 -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May VEDL was trading at 296.45. 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 7 May VEDL was trading at 305.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May VEDL was trading at 316.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May VEDL was trading at 303.90. 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 4 May VEDL was trading at 294.65. 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 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
