Historical option data for VEDL
23 Jun 2026 01:25 PM IST
| VEDL 30-Jun-2026 (7d) 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0
Theta: -0.38
Gamma: 0.01375
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 281.10 | 2.05 | -8.9 (-81.28%) | 49.65 | 32,818 | 5,587 | 8,743 | |||||||||
| 22 Jun | 305.85 | 11 | 2.1 (23.60%) | 41.72 | 4,736 | -116 | 3,163 | |||||||||
| 19 Jun | 300.80 | 8.9 | -3.3 (-27.05%) | 39.26 | 5,191 | 562 | 3,272 | |||||||||
| 18 Jun | 306.00 | 12.1 | -1.75 (-12.64%) | 37.93 | 4,075 | 146 | 2,710 | |||||||||
| 17 Jun | 306.50 | 13.55 | 2.65 (24.31%) | 42.63 | 10,810 | -576 | 2,556 | |||||||||
| 16 Jun | 299.95 | 11.1 | -1.35 (-10.84%) | 44.82 | 7,501 | 915 | 3,155 | |||||||||
| 15 Jun | 302.50 | 12.1 | -4.65 (-27.76%) | 43.54 | 4,799 | 555 | 2,236 | |||||||||
| 12 Jun | 309.65 | 16.65 | 3 (21.98%) | 39.48 | 3,959 | 57 | 1,681 | |||||||||
| 11 Jun | 304.90 | 14.05 | 2.5 (21.65%) | 36.91 | 5,878 | -168 | 1,617 | |||||||||
| 10 Jun | 299.30 | 11.6 | -4.6 (-28.40%) | 39.49 | 4,179 | 796 | 1,786 | |||||||||
| 9 Jun | 306.25 | 16 | 0.15 (0.95%) | 40.87 | 1,688 | -6 | 991 | |||||||||
| 8 Jun | 304.25 | 15.9 | -7.15 (-31.02%) | 44.74 | 1,017 | 287 | 987 | |||||||||
| 5 Jun | 315.60 | 23.25 | -10.25 (-30.60%) | 37.32 | 753 | 78 | 700 | |||||||||
| 4 Jun | 327.50 | 33.2 | -1.35 (-3.91%) | 43.51 | 178 | 0 | 622 | |||||||||
| 3 Jun | 328.20 | 34.8 | -4 (-10.31%) | 46.05 | 156 | -13 | 621 | |||||||||
| 2 Jun | 333.55 | 39.3 | -0.7 (-1.75%) | 45.6 | 207 | 9 | 634 | |||||||||
| 1 Jun | 337.15 | 39.4 | -12.8 (-24.52%) | 36.46 | 218 | -25 | 625 | |||||||||
| 29 May | 352.60 | 52.35 | -2.35 (-4.30%) | 41.43 | 159 | -2 | 648 | |||||||||
| 27 May | 354.70 | 55 | 5.6 (11.34%) | 42.09 | 261 | 18 | 650 | |||||||||
| 26 May | 344.90 | 48.85 | 11.95 (32.38%) | 43.43 | 524 | -25 | 632 | |||||||||
| 25 May | 332.50 | 36.95 | 1.4 (3.94%) | 33.12 | 566 | 113 | 490 | |||||||||
| 22 May | 329.95 | 35.5 | 0.95 (2.75%) | 34.49 | 72 | 7 | 377 | |||||||||
| 21 May | 329.75 | 34.5 | -5.5 (-13.75%) | 33.16 | 39 | 4 | 372 | |||||||||
| 20 May | 333.75 | 40.2 | -1.2 (-2.90%) | 40.64 | 46 | 10 | 367 | |||||||||
| 19 May | 337.65 | 41.2 | 7.6 (22.62%) | 29.27 | 87 | -28 | 360 | |||||||||
| 18 May | 327.00 | 34 | -4.35 (-11.34%) | 34.08 | 39 | 14 | 389 | |||||||||
| 15 May | 331.05 | 38.5 | -7.05 (-15.48%) | 39.04 | 96 | 23 | 391 | |||||||||
| 14 May | 338.90 | 45.7 | 11.1 (32.08%) | 40.15 | 228 | 26 | 368 | |||||||||
| 13 May | 323.35 | 35.3 | 11.95 (51.18%) | 0 | 389 | 29 | 342 | |||||||||
| 12 May | 305.05 | 23.7 | 3.7 (18.50%) | 0 | 170 | 15 | 313 | |||||||||
| 11 May | 298.40 | 20 | 0 (0.00%) | 0 | 119 | 50 | 297 | |||||||||
| 8 May | 296.45 | 20.15 | -4.85 (-19.40%) | 45.51 | 177 | 72 | 246 | |||||||||
| 7 May | 305.40 | 25.25 | -6.5 (-20.47%) | 46.42 | 107 | 61 | 172 | |||||||||
| 6 May | 316.40 | 32 | 8.1 (33.89%) | 42.92 | 125 | -33 | 113 | |||||||||
| 5 May | 303.90 | 24.1 | 4.05 (20.20%) | 42.26 | 242 | 41 | 148 | |||||||||
| 4 May | 294.65 | 19.7 | 7.9 (66.95%) | 45.49 | 304 | 52 | 108 | |||||||||
| 30 Apr | 271.55 | 12.25 | -464.3 (-97.43%) | 47.95 | 121 | 56 | 56 | |||||||||
For Vedanta Limited - strike price 300 expiring on 30JUN2026
Delta for 300 CE is 0.19
Historical price for 300 CE is as follows
On 23 Jun VEDL was trading at 281.10. The strike last trading price was 2.05, which was -8.9 lower than the previous day. The implied volatity was 49.65, the open interest changed by 5587 which increased total open position to 8743
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 11, which was 2.1 higher than the previous day. The implied volatity was 41.72, the open interest changed by -116 which decreased total open position to 3163
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 8.9, which was -3.3 lower than the previous day. The implied volatity was 39.26, the open interest changed by 562 which increased total open position to 3272
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 12.1, which was -1.75 lower than the previous day. The implied volatity was 37.93, the open interest changed by 146 which increased total open position to 2710
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 13.55, which was 2.65 higher than the previous day. The implied volatity was 42.63, the open interest changed by -576 which decreased total open position to 2556
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 11.1, which was -1.35 lower than the previous day. The implied volatity was 44.82, the open interest changed by 915 which increased total open position to 3155
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 12.1, which was -4.65 lower than the previous day. The implied volatity was 43.54, the open interest changed by 555 which increased total open position to 2236
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 16.65, which was 3 higher than the previous day. The implied volatity was 39.48, the open interest changed by 57 which increased total open position to 1681
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 14.05, which was 2.5 higher than the previous day. The implied volatity was 36.91, the open interest changed by -168 which decreased total open position to 1617
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 11.6, which was -4.6 lower than the previous day. The implied volatity was 39.49, the open interest changed by 796 which increased total open position to 1786
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 16, which was 0.15 higher than the previous day. The implied volatity was 40.87, the open interest changed by -6 which decreased total open position to 991
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 15.9, which was -7.15 lower than the previous day. The implied volatity was 44.74, the open interest changed by 287 which increased total open position to 987
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 23.25, which was -10.25 lower than the previous day. The implied volatity was 37.32, the open interest changed by 78 which increased total open position to 700
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 33.2, which was -1.35 lower than the previous day. The implied volatity was 43.51, the open interest changed by 0 which decreased total open position to 622
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 34.8, which was -4 lower than the previous day. The implied volatity was 46.05, the open interest changed by -13 which decreased total open position to 621
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 39.3, which was -0.7 lower than the previous day. The implied volatity was 45.6, the open interest changed by 9 which increased total open position to 634
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 39.4, which was -12.8 lower than the previous day. The implied volatity was 36.46, the open interest changed by -25 which decreased total open position to 625
On 29 May VEDL was trading at 352.60. The strike last trading price was 52.35, which was -2.35 lower than the previous day. The implied volatity was 41.43, the open interest changed by -2 which decreased total open position to 648
On 27 May VEDL was trading at 354.70. The strike last trading price was 55, which was 5.6 higher than the previous day. The implied volatity was 42.09, the open interest changed by 18 which increased total open position to 650
On 26 May VEDL was trading at 344.90. The strike last trading price was 48.85, which was 11.95 higher than the previous day. The implied volatity was 43.43, the open interest changed by -25 which decreased total open position to 632
On 25 May VEDL was trading at 332.50. The strike last trading price was 36.95, which was 1.4 higher than the previous day. The implied volatity was 33.12, the open interest changed by 113 which increased total open position to 490
On 22 May VEDL was trading at 329.95. The strike last trading price was 35.5, which was 0.95 higher than the previous day. The implied volatity was 34.49, the open interest changed by 7 which increased total open position to 377
On 21 May VEDL was trading at 329.75. The strike last trading price was 34.5, which was -5.5 lower than the previous day. The implied volatity was 33.16, the open interest changed by 4 which increased total open position to 372
On 20 May VEDL was trading at 333.75. The strike last trading price was 40.2, which was -1.2 lower than the previous day. The implied volatity was 40.64, the open interest changed by 10 which increased total open position to 367
On 19 May VEDL was trading at 337.65. The strike last trading price was 41.2, which was 7.6 higher than the previous day. The implied volatity was 29.27, the open interest changed by -28 which decreased total open position to 360
On 18 May VEDL was trading at 327.00. The strike last trading price was 34, which was -4.35 lower than the previous day. The implied volatity was 34.08, the open interest changed by 14 which increased total open position to 389
On 15 May VEDL was trading at 331.05. The strike last trading price was 38.5, which was -7.05 lower than the previous day. The implied volatity was 39.04, the open interest changed by 23 which increased total open position to 391
On 14 May VEDL was trading at 338.90. The strike last trading price was 45.7, which was 11.1 higher than the previous day. The implied volatity was 40.15, the open interest changed by 26 which increased total open position to 368
On 13 May VEDL was trading at 323.35. The strike last trading price was 35.3, which was 11.95 higher than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 342
On 12 May VEDL was trading at 305.05. The strike last trading price was 23.7, which was 3.7 higher than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 313
On 11 May VEDL was trading at 298.40. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 50 which increased total open position to 297
On 8 May VEDL was trading at 296.45. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was 45.51, the open interest changed by 72 which increased total open position to 246
On 7 May VEDL was trading at 305.40. The strike last trading price was 25.25, which was -6.5 lower than the previous day. The implied volatity was 46.42, the open interest changed by 61 which increased total open position to 172
On 6 May VEDL was trading at 316.40. The strike last trading price was 32, which was 8.1 higher than the previous day. The implied volatity was 42.92, the open interest changed by -33 which decreased total open position to 113
On 5 May VEDL was trading at 303.90. The strike last trading price was 24.1, which was 4.05 higher than the previous day. The implied volatity was 42.26, the open interest changed by 41 which increased total open position to 148
On 4 May VEDL was trading at 294.65. The strike last trading price was 19.7, which was 7.9 higher than the previous day. The implied volatity was 45.49, the open interest changed by 52 which increased total open position to 108
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 12.25, which was -464.3 lower than the previous day. The implied volatity was 47.95, the open interest changed by 56 which increased total open position to 56
| VEDL 30-Jun-2026 (7d) 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0
Theta: -0.47
Gamma: 0.01289
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 281.10 | 22 | 18 (450.00%) | 60.02 | 5,848 | -1,358 | 1,952 |
| 22 Jun | 305.85 | 4 | -3 (-42.86%) | 38.4 | 3,778 | 415 | 3,311 |
| 19 Jun | 300.80 | 7 | 1 (16.67%) | 36.94 | 4,191 | 98 | 2,902 |
| 18 Jun | 306.00 | 6 | 0 (0.00%) | 37.72 | 3,194 | -169 | 2,804 |
| 17 Jun | 306.50 | 6 | -4 (-40.00%) | 40.16 | 5,726 | -146 | 2,974 |
| 16 Jun | 299.95 | 10 | 0 (0.00%) | 42.87 | 6,757 | 556 | 3,114 |
| 15 Jun | 302.50 | 11 | 5 (83.33%) | 48.42 | 9,545 | 685 | 2,551 |
| 12 Jun | 309.65 | 6 | -4 (-40.00%) | 39.2 | 5,243 | 32 | 1,868 |
| 11 Jun | 304.90 | 9 | -3 (-25.00%) | 44.16 | 5,538 | 52 | 1,837 |
| 10 Jun | 299.30 | 12 | 4 (50.00%) | 43.46 | 5,594 | 321 | 1,785 |
| 9 Jun | 306.25 | 8 | -3 (-27.27%) | 38.79 | 3,483 | -6 | 1,466 |
| 8 Jun | 304.25 | 11 | 4 (57.14%) | 44.25 | 6,391 | -27 | 1,461 |
| 5 Jun | 315.60 | 6 | 2 (50.00%) | 42.25 | 5,077 | -167 | 1,487 |
| 4 Jun | 327.50 | 4 | 0 (0.00%) | 40.34 | 1,597 | -44 | 1,654 |
| 3 Jun | 328.20 | 4 | 0 (0.00%) | 40.53 | 2,688 | -82 | 1,700 |
| 2 Jun | 333.55 | 4 | 1 (33.33%) | 42.81 | 7,806 | 546 | 1,779 |
| 1 Jun | 337.15 | 3 | 1 (50.00%) | 41.58 | 1,501 | 119 | 1,235 |
| 29 May | 352.60 | 2 | 0 (0.00%) | 41.75 | 683 | -34 | 1,116 |
| 27 May | 354.70 | 2 | -1 (-33.33%) | 42.09 | 935 | 110 | 1,150 |
| 26 May | 344.90 | 3 | -1 (-25.00%) | 40.87 | 2,228 | 139 | 1,035 |
| 25 May | 332.50 | 4 | -2 (-33.33%) | 39.34 | 535 | -46 | 896 |
| 22 May | 329.95 | 5 | -2 (-28.57%) | 40.81 | 360 | -48 | 942 |
| 21 May | 329.75 | 6 | 0 (0.00%) | 44.13 | 261 | 73 | 990 |
| 20 May | 333.75 | 6 | 0 (0.00%) | 44.82 | 663 | 181 | 915 |
| 19 May | 337.65 | 6 | -2 (-25.00%) | 46.67 | 168 | 25 | 734 |
| 18 May | 327.00 | 8 | 0 (0.00%) | 45.34 | 145 | 5 | 707 |
| 15 May | 331.05 | 8.4 | 2.15 (34.40%) | 46.92 | 705 | -25 | 698 |
| 14 May | 338.90 | 6.3 | -2.1 (-25.00%) | 45.25 | 1,537 | 316 | 725 |
| 13 May | 323.35 | 8.7 | -7 (-44.59%) | 42.1 | 1,076 | 98 | 410 |
| 12 May | 305.05 | 15.5 | -3.25 (-17.33%) | 0 | 117 | 42 | 313 |
| 11 May | 298.40 | 18.7 | -1.1 (-5.56%) | 0 | 56 | 16 | 270 |
| 8 May | 296.45 | 20 | 4.05 (25.39%) | 42.92 | 128 | 80 | 254 |
| 7 May | 305.40 | 16.5 | 5.2 (46.02%) | 43.19 | 145 | 63 | 173 |
| 6 May | 316.40 | 11.75 | -4.5 (-27.69%) | 42.04 | 173 | 41 | 104 |
| 5 May | 303.90 | 16 | -6 (-27.27%) | 41.34 | 86 | 58 | 62 |
| 4 May | 294.65 | 22 | 21.95 (43900.00%) | 43.72 | 4 | 3 | 3 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 300 expiring on 30JUN2026
Delta for 300 PE is -0.76
Historical price for 300 PE is as follows
On 23 Jun VEDL was trading at 281.10. The strike last trading price was 22, which was 18 higher than the previous day. The implied volatity was 60.02, the open interest changed by -1358 which decreased total open position to 1952
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 38.4, the open interest changed by 415 which increased total open position to 3311
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 36.94, the open interest changed by 98 which increased total open position to 2902
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 37.72, the open interest changed by -169 which decreased total open position to 2804
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 6, which was -4 lower than the previous day. The implied volatity was 40.16, the open interest changed by -146 which decreased total open position to 2974
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 42.87, the open interest changed by 556 which increased total open position to 3114
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 11, which was 5 higher than the previous day. The implied volatity was 48.42, the open interest changed by 685 which increased total open position to 2551
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 6, which was -4 lower than the previous day. The implied volatity was 39.2, the open interest changed by 32 which increased total open position to 1868
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 9, which was -3 lower than the previous day. The implied volatity was 44.16, the open interest changed by 52 which increased total open position to 1837
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 12, which was 4 higher than the previous day. The implied volatity was 43.46, the open interest changed by 321 which increased total open position to 1785
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 8, which was -3 lower than the previous day. The implied volatity was 38.79, the open interest changed by -6 which decreased total open position to 1466
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was 44.25, the open interest changed by -27 which decreased total open position to 1461
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 42.25, the open interest changed by -167 which decreased total open position to 1487
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 40.34, the open interest changed by -44 which decreased total open position to 1654
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 40.53, the open interest changed by -82 which decreased total open position to 1700
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 42.81, the open interest changed by 546 which increased total open position to 1779
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 3, which was 1 higher than the previous day. The implied volatity was 41.58, the open interest changed by 119 which increased total open position to 1235
On 29 May VEDL was trading at 352.60. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 41.75, the open interest changed by -34 which decreased total open position to 1116
On 27 May VEDL was trading at 354.70. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 42.09, the open interest changed by 110 which increased total open position to 1150
On 26 May VEDL was trading at 344.90. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 40.87, the open interest changed by 139 which increased total open position to 1035
On 25 May VEDL was trading at 332.50. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 39.34, the open interest changed by -46 which decreased total open position to 896
On 22 May VEDL was trading at 329.95. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 40.81, the open interest changed by -48 which decreased total open position to 942
On 21 May VEDL was trading at 329.75. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 44.13, the open interest changed by 73 which increased total open position to 990
On 20 May VEDL was trading at 333.75. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 44.82, the open interest changed by 181 which increased total open position to 915
On 19 May VEDL was trading at 337.65. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 46.67, the open interest changed by 25 which increased total open position to 734
On 18 May VEDL was trading at 327.00. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 45.34, the open interest changed by 5 which increased total open position to 707
On 15 May VEDL was trading at 331.05. The strike last trading price was 8.4, which was 2.15 higher than the previous day. The implied volatity was 46.92, the open interest changed by -25 which decreased total open position to 698
On 14 May VEDL was trading at 338.90. The strike last trading price was 6.3, which was -2.1 lower than the previous day. The implied volatity was 45.25, the open interest changed by 316 which increased total open position to 725
On 13 May VEDL was trading at 323.35. The strike last trading price was 8.7, which was -7 lower than the previous day. The implied volatity was 42.1, the open interest changed by 98 which increased total open position to 410
On 12 May VEDL was trading at 305.05. The strike last trading price was 15.5, which was -3.25 lower than the previous day. The implied volatity was 0, the open interest changed by 42 which increased total open position to 313
On 11 May VEDL was trading at 298.40. The strike last trading price was 18.7, which was -1.1 lower than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 270
On 8 May VEDL was trading at 296.45. The strike last trading price was 20, which was 4.05 higher than the previous day. The implied volatity was 42.92, the open interest changed by 80 which increased total open position to 254
On 7 May VEDL was trading at 305.40. The strike last trading price was 16.5, which was 5.2 higher than the previous day. The implied volatity was 43.19, the open interest changed by 63 which increased total open position to 173
On 6 May VEDL was trading at 316.40. The strike last trading price was 11.75, which was -4.5 lower than the previous day. The implied volatity was 42.04, the open interest changed by 41 which increased total open position to 104
On 5 May VEDL was trading at 303.90. The strike last trading price was 16, which was -6 lower than the previous day. The implied volatity was 41.34, the open interest changed by 58 which increased total open position to 62
On 4 May VEDL was trading at 294.65. The strike last trading price was 22, which was 21.95 higher than the previous day. The implied volatity was 43.72, the open interest changed by 3 which increased total open position to 3
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
