VEDL
Vedanta Limited
Historical option data for VEDL
30 Apr 2026 04:10 PM IST
| VEDL 26-May-2026 (25d) 310 CE | ||||||||||||||||
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Delta: 0.2
Vega: 0
Theta: -0.2
Gamma: 0.00759
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 30 Apr | 271.55 | 3.75 | -461.2 | 49.8 | 3,368 | 1,064 | 1,064 | |||||||||
For Vedanta Limited - strike price 310 expiring on 26MAY2026
Delta for 310 CE is 0.2
Historical price for 310 CE is as follows
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 3.75, which was -461.2 lower than the previous day. The implied volatity was 49.8, the open interest changed by 1064 which increased total open position to 1064
| VEDL 26-May-2026 (25d) 310 PE | |||||||
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Delta: -0.74
Vega: 0
Theta: -0.25
Gamma: 0.00701
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 271.55 | 42.5 | 42.45 | 63.19 | 8 | 6 | 6 |
For Vedanta Limited - strike price 310 expiring on 26MAY2026
Delta for 310 PE is -0.74
Historical price for 310 PE is as follows
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 42.5, which was 42.45 higher than the previous day. The implied volatity was 63.19, the open interest changed by 6 which increased total open position to 6
