VEDL
Vedanta Limited
Historical option data for VEDL
13 May 2026 04:10 PM IST
| VEDL 26-May-2026 (13d) 310 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0
Theta: -0.37
Gamma: 0.01204
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 13 May | 323.35 | 19.75 | 10.6 (115.85%) | 45.4 | 17,624 | -3,412 | 2,391 | |||||||||
| 12 May | 305.05 | 9.65 | 2.6500000000000004 (37.86%) | 0 | 24,250 | -109 | 5,795 | |||||||||
| 11 May | 298.40 | 6.85 | -0.6500000000000004 (-8.67%) | 0 | 6,441 | -68 | 5,918 | |||||||||
| 8 May | 296.45 | 7.4 | -3.799999999999999 (-33.93%) | 46.34 | 9,838 | 2,420 | 5,987 | |||||||||
| 7 May | 305.40 | 11 | -6.399999999999999 (-36.78%) | 44.93 | 9,953 | 1,737 | 3,571 | |||||||||
| 6 May | 316.40 | 17.5 | 6.25 (55.56%) | 43.54 | 17,322 | -857 | 1,841 | |||||||||
| 5 May | 303.90 | 11.65 | 2.8000000000000007 (31.64%) | 45.82 | 19,047 | 1,248 | 2,681 | |||||||||
| 4 May | 294.65 | 8.75 | 5 (133.33%) | 50 | 13,783 | 372 | 1,436 | |||||||||
| 30 Apr | 271.55 | 3.75 | -461.2 (-99.19%) | 49.8 | 3,368 | 1,064 | 1,064 | |||||||||
For Vedanta Limited - strike price 310 expiring on 26MAY2026
Delta for 310 CE is 0.72
Historical price for 310 CE is as follows
On 13 May VEDL was trading at 323.35. The strike last trading price was 19.75, which was 10.6 higher than the previous day. The implied volatity was 45.4, the open interest changed by -3412 which decreased total open position to 2391
On 12 May VEDL was trading at 305.05. The strike last trading price was 9.65, which was 2.6500000000000004 higher than the previous day. The implied volatity was 0, the open interest changed by -109 which decreased total open position to 5795
On 11 May VEDL was trading at 298.40. The strike last trading price was 6.85, which was -0.6500000000000004 lower than the previous day. The implied volatity was 0, the open interest changed by -68 which decreased total open position to 5918
On 8 May VEDL was trading at 296.45. The strike last trading price was 7.4, which was -3.799999999999999 lower than the previous day. The implied volatity was 46.34, the open interest changed by 2420 which increased total open position to 5987
On 7 May VEDL was trading at 305.40. The strike last trading price was 11, which was -6.399999999999999 lower than the previous day. The implied volatity was 44.93, the open interest changed by 1737 which increased total open position to 3571
On 6 May VEDL was trading at 316.40. The strike last trading price was 17.5, which was 6.25 higher than the previous day. The implied volatity was 43.54, the open interest changed by -857 which decreased total open position to 1841
On 5 May VEDL was trading at 303.90. The strike last trading price was 11.65, which was 2.8000000000000007 higher than the previous day. The implied volatity was 45.82, the open interest changed by 1248 which increased total open position to 2681
On 4 May VEDL was trading at 294.65. The strike last trading price was 8.75, which was 5 higher than the previous day. The implied volatity was 50, the open interest changed by 372 which increased total open position to 1436
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 (13d) 310 PE | |||||||
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Delta: -0.29
Vega: 0
Theta: -0.33
Gamma: 0.01193
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 323.35 | 5.3 | -8.600000000000001 (-61.87%) | 45.99 | 10,915 | 351 | 2,963 |
| 12 May | 305.05 | 13.4 | -4.700000000000001 (-25.97%) | 47.84 | 3,901 | 17 | 2,614 |
| 11 May | 298.40 | 18.2 | -1.4000000000000021 (-7.14%) | 0 | 506 | 25 | 2,599 |
| 8 May | 296.45 | 19.3 | 4.850000000000001 (33.56%) | 45.36 | 2,000 | 72 | 2,571 |
| 7 May | 305.40 | 14.65 | 5.6 (61.88%) | 45.47 | 9,287 | 268 | 2,499 |
| 6 May | 316.40 | 8.9 | -7.049999999999999 (-44.20%) | 43 | 13,703 | 1,376 | 2,214 |
| 5 May | 303.90 | 15.55 | -7.199999999999999 (-31.65%) | 45.99 | 2,005 | 782 | 839 |
| 4 May | 294.65 | 23 | -19.5 (-45.88%) | 48.66 | 135 | 52 | 60 |
| 30 Apr | 271.55 | 42.5 | 42.45 (84900.00%) | 63.19 | 8 | 6 | 6 |
For Vedanta Limited - strike price 310 expiring on 26MAY2026
Delta for 310 PE is -0.29
Historical price for 310 PE is as follows
On 13 May VEDL was trading at 323.35. The strike last trading price was 5.3, which was -8.600000000000001 lower than the previous day. The implied volatity was 45.99, the open interest changed by 351 which increased total open position to 2963
On 12 May VEDL was trading at 305.05. The strike last trading price was 13.4, which was -4.700000000000001 lower than the previous day. The implied volatity was 47.84, the open interest changed by 17 which increased total open position to 2614
On 11 May VEDL was trading at 298.40. The strike last trading price was 18.2, which was -1.4000000000000021 lower than the previous day. The implied volatity was 0, the open interest changed by 25 which increased total open position to 2599
On 8 May VEDL was trading at 296.45. The strike last trading price was 19.3, which was 4.850000000000001 higher than the previous day. The implied volatity was 45.36, the open interest changed by 72 which increased total open position to 2571
On 7 May VEDL was trading at 305.40. The strike last trading price was 14.65, which was 5.6 higher than the previous day. The implied volatity was 45.47, the open interest changed by 268 which increased total open position to 2499
On 6 May VEDL was trading at 316.40. The strike last trading price was 8.9, which was -7.049999999999999 lower than the previous day. The implied volatity was 43, the open interest changed by 1376 which increased total open position to 2214
On 5 May VEDL was trading at 303.90. The strike last trading price was 15.55, which was -7.199999999999999 lower than the previous day. The implied volatity was 45.99, the open interest changed by 782 which increased total open position to 839
On 4 May VEDL was trading at 294.65. The strike last trading price was 23, which was -19.5 lower than the previous day. The implied volatity was 48.66, the open interest changed by 52 which increased total open position to 60
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
