Historical option data for VEDL
17 Jun 2026 10:52 AM IST
| VEDL 30-Jun-2026 (13d) 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0
Theta: -0.4
Gamma: 0.01504
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 303.70 | 8 | 1.15 (16.79%) | 44.73 | 5,245 | 69 | 4,727 | |||||||||
| 16 Jun | 299.95 | 6.85 | -1.3 (-15.95%) | 44.37 | 8,656 | 307 | 4,673 | |||||||||
| 15 Jun | 302.50 | 7.95 | -3.2 (-28.70%) | 44.91 | 11,700 | 1,693 | 4,343 | |||||||||
| 12 Jun | 309.65 | 11 | 1.85 (20.22%) | 39.24 | 10,447 | -159 | 2,652 | |||||||||
| 11 Jun | 304.90 | 9.35 | 1.75 (23.03%) | 38.36 | 12,820 | 435 | 2,858 | |||||||||
| 10 Jun | 299.30 | 7.55 | -3.45 (-31.36%) | 40.17 | 5,128 | 564 | 2,424 | |||||||||
| 9 Jun | 306.25 | 10.95 | -0.15 (-1.35%) | 41.07 | 5,335 | 155 | 1,872 | |||||||||
| 8 Jun | 304.25 | 11 | -5.9 (-34.91%) | 44.26 | 3,188 | 770 | 1,707 | |||||||||
| 5 Jun | 315.60 | 17.05 | -8.7 (-33.79%) | 38.04 | 1,969 | 654 | 936 | |||||||||
| 4 Jun | 327.50 | 26.05 | -0.8 (-2.98%) | 43.34 | 131 | 41 | 286 | |||||||||
| 3 Jun | 328.20 | 27 | -4.2 (-13.46%) | 44.27 | 194 | 87 | 244 | |||||||||
| 2 Jun | 333.55 | 31.4 | -1.1 (-3.38%) | 43.91 | 255 | 39 | 155 | |||||||||
| 1 Jun | 337.15 | 31.45 | -11.25 (-26.35%) | 34.98 | 130 | 13 | 117 | |||||||||
| 29 May | 352.60 | 43.35 | -0.05 (-0.12%) | 40.26 | 80 | -26 | 107 | |||||||||
| 27 May | 354.70 | 43.4 | 2.5 (6.11%) | 39.84 | 46 | 1 | 132 | |||||||||
| 26 May | 344.90 | 40.25 | 11.2 (38.55%) | 40.63 | 131 | -8 | 132 | |||||||||
| 25 May | 332.50 | 29 | 0.45 (1.58%) | 34.66 | 64 | 3 | 156 | |||||||||
| 22 May | 329.95 | 28.55 | 0.45 (1.60%) | 37.44 | 22 | 1 | 153 | |||||||||
| 21 May | 329.75 | 28.35 | -3.75 (-11.68%) | 33.61 | 4 | -1 | 153 | |||||||||
| 20 May | 333.75 | 32.1 | -1.7 (-5.03%) | 36.56 | 17 | 2 | 156 | |||||||||
| 19 May | 337.65 | 34.25 | 5.75 (20.18%) | 34.27 | 22 | -1 | 154 | |||||||||
| 18 May | 327.00 | 28.5 | -3 (-9.52%) | 39.82 | 21 | 6 | 154 | |||||||||
| 15 May | 331.05 | 30.75 | -7.15 (-18.87%) | 36.68 | 21 | 4 | 149 | |||||||||
| 14 May | 338.90 | 38.95 | 10.25 (35.71%) | 42.36 | 188 | -6 | 146 | |||||||||
| 13 May | 323.35 | 29 | 10.25 (54.67%) | 43.36 | 351 | -39 | 152 | |||||||||
| 12 May | 305.05 | 19.5 | 3.6 (22.64%) | 0 | 152 | 29 | 181 | |||||||||
| 11 May | 298.40 | 15.65 | -0.5 (-3.10%) | 0 | 37 | -3 | 153 | |||||||||
| 8 May | 296.45 | 16 | -4.6 (-22.33%) | 46.07 | 77 | -3 | 155 | |||||||||
| 7 May | 305.40 | 20.1 | -5.9 (-22.69%) | 45.22 | 125 | 73 | 155 | |||||||||
| 6 May | 316.40 | 26 | 6.7 (34.72%) | 42.44 | 105 | 19 | 84 | |||||||||
| 5 May | 303.90 | 20 | 4.2 (26.58%) | 44.28 | 80 | 17 | 64 | |||||||||
| 4 May | 294.65 | 15.95 | 6.95 (77.22%) | 44.42 | 118 | 29 | 48 | |||||||||
| 30 Apr | 271.55 | 9.15 | -457.5 (-98.04%) | 46.85 | 26 | 18 | 18 | |||||||||
For Vedanta Limited - strike price 310 expiring on 30JUN2026
Delta for 310 CE is 0.43
Historical price for 310 CE is as follows
On 17 Jun VEDL was trading at 303.70. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was 44.73, the open interest changed by 69 which increased total open position to 4727
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 6.85, which was -1.3 lower than the previous day. The implied volatity was 44.37, the open interest changed by 307 which increased total open position to 4673
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 7.95, which was -3.2 lower than the previous day. The implied volatity was 44.91, the open interest changed by 1693 which increased total open position to 4343
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 11, which was 1.85 higher than the previous day. The implied volatity was 39.24, the open interest changed by -159 which decreased total open position to 2652
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 9.35, which was 1.75 higher than the previous day. The implied volatity was 38.36, the open interest changed by 435 which increased total open position to 2858
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 7.55, which was -3.45 lower than the previous day. The implied volatity was 40.17, the open interest changed by 564 which increased total open position to 2424
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 10.95, which was -0.15 lower than the previous day. The implied volatity was 41.07, the open interest changed by 155 which increased total open position to 1872
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 11, which was -5.9 lower than the previous day. The implied volatity was 44.26, the open interest changed by 770 which increased total open position to 1707
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 17.05, which was -8.7 lower than the previous day. The implied volatity was 38.04, the open interest changed by 654 which increased total open position to 936
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 26.05, which was -0.8 lower than the previous day. The implied volatity was 43.34, the open interest changed by 41 which increased total open position to 286
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 27, which was -4.2 lower than the previous day. The implied volatity was 44.27, the open interest changed by 87 which increased total open position to 244
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 31.4, which was -1.1 lower than the previous day. The implied volatity was 43.91, the open interest changed by 39 which increased total open position to 155
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 31.45, which was -11.25 lower than the previous day. The implied volatity was 34.98, the open interest changed by 13 which increased total open position to 117
On 29 May VEDL was trading at 352.60. The strike last trading price was 43.35, which was -0.05 lower than the previous day. The implied volatity was 40.26, the open interest changed by -26 which decreased total open position to 107
On 27 May VEDL was trading at 354.70. The strike last trading price was 43.4, which was 2.5 higher than the previous day. The implied volatity was 39.84, the open interest changed by 1 which increased total open position to 132
On 26 May VEDL was trading at 344.90. The strike last trading price was 40.25, which was 11.2 higher than the previous day. The implied volatity was 40.63, the open interest changed by -8 which decreased total open position to 132
On 25 May VEDL was trading at 332.50. The strike last trading price was 29, which was 0.45 higher than the previous day. The implied volatity was 34.66, the open interest changed by 3 which increased total open position to 156
On 22 May VEDL was trading at 329.95. The strike last trading price was 28.55, which was 0.45 higher than the previous day. The implied volatity was 37.44, the open interest changed by 1 which increased total open position to 153
On 21 May VEDL was trading at 329.75. The strike last trading price was 28.35, which was -3.75 lower than the previous day. The implied volatity was 33.61, the open interest changed by -1 which decreased total open position to 153
On 20 May VEDL was trading at 333.75. The strike last trading price was 32.1, which was -1.7 lower than the previous day. The implied volatity was 36.56, the open interest changed by 2 which increased total open position to 156
On 19 May VEDL was trading at 337.65. The strike last trading price was 34.25, which was 5.75 higher than the previous day. The implied volatity was 34.27, the open interest changed by -1 which decreased total open position to 154
On 18 May VEDL was trading at 327.00. The strike last trading price was 28.5, which was -3 lower than the previous day. The implied volatity was 39.82, the open interest changed by 6 which increased total open position to 154
On 15 May VEDL was trading at 331.05. The strike last trading price was 30.75, which was -7.15 lower than the previous day. The implied volatity was 36.68, the open interest changed by 4 which increased total open position to 149
On 14 May VEDL was trading at 338.90. The strike last trading price was 38.95, which was 10.25 higher than the previous day. The implied volatity was 42.36, the open interest changed by -6 which decreased total open position to 146
On 13 May VEDL was trading at 323.35. The strike last trading price was 29, which was 10.25 higher than the previous day. The implied volatity was 43.36, the open interest changed by -39 which decreased total open position to 152
On 12 May VEDL was trading at 305.05. The strike last trading price was 19.5, which was 3.6 higher than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 181
On 11 May VEDL was trading at 298.40. The strike last trading price was 15.65, which was -0.5 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 153
On 8 May VEDL was trading at 296.45. The strike last trading price was 16, which was -4.6 lower than the previous day. The implied volatity was 46.07, the open interest changed by -3 which decreased total open position to 155
On 7 May VEDL was trading at 305.40. The strike last trading price was 20.1, which was -5.9 lower than the previous day. The implied volatity was 45.22, the open interest changed by 73 which increased total open position to 155
On 6 May VEDL was trading at 316.40. The strike last trading price was 26, which was 6.7 higher than the previous day. The implied volatity was 42.44, the open interest changed by 19 which increased total open position to 84
On 5 May VEDL was trading at 303.90. The strike last trading price was 20, which was 4.2 higher than the previous day. The implied volatity was 44.28, the open interest changed by 17 which increased total open position to 64
On 4 May VEDL was trading at 294.65. The strike last trading price was 15.95, which was 6.95 higher than the previous day. The implied volatity was 44.42, the open interest changed by 29 which increased total open position to 48
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 9.15, which was -457.5 lower than the previous day. The implied volatity was 46.85, the open interest changed by 18 which increased total open position to 18
| VEDL 30-Jun-2026 (13d) 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0
Theta: -0.32
Gamma: 0.01644
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 303.70 | 13 | -3 (-18.75%) | 40.74 | 829 | -105 | 1,417 |
| 16 Jun | 299.95 | 16 | 1 (6.67%) | 43.57 | 1,459 | -105 | 1,521 |
| 15 Jun | 302.50 | 16 | 5 (45.45%) | 49.51 | 7,085 | -178 | 1,630 |
| 12 Jun | 309.65 | 11 | -4 (-26.67%) | 39.43 | 3,217 | 108 | 1,809 |
| 11 Jun | 304.90 | 14 | -4 (-22.22%) | 45.67 | 2,455 | 24 | 1,702 |
| 10 Jun | 299.30 | 18 | 5 (38.46%) | 43.82 | 1,164 | -64 | 1,678 |
| 9 Jun | 306.25 | 13 | -2 (-13.33%) | 38.85 | 2,737 | 412 | 1,744 |
| 8 Jun | 304.25 | 16 | 5 (45.45%) | 43.9 | 3,933 | -38 | 1,332 |
| 5 Jun | 315.60 | 10 | 4 (66.67%) | 42.23 | 5,110 | 251 | 1,410 |
| 4 Jun | 327.50 | 6 | 0 (0.00%) | 38.94 | 1,243 | 23 | 1,159 |
| 3 Jun | 328.20 | 6 | 0 (0.00%) | 39.42 | 2,093 | 28 | 1,138 |
| 2 Jun | 333.55 | 5 | 1 (25.00%) | 40.94 | 5,535 | 99 | 1,113 |
| 1 Jun | 337.15 | 5 | 2 (66.67%) | 40.73 | 1,306 | 229 | 1,014 |
| 29 May | 352.60 | 2 | -1 (-33.33%) | 39.9 | 742 | -11 | 785 |
| 27 May | 354.70 | 3 | -1 (-25.00%) | 40.71 | 1,214 | 108 | 795 |
| 26 May | 344.90 | 4 | -3 (-42.86%) | 39.67 | 1,807 | 152 | 683 |
| 25 May | 332.50 | 6 | -2 (-25.00%) | 39.17 | 666 | -291 | 532 |
| 22 May | 329.95 | 8 | -2 (-20.00%) | 41.23 | 214 | 19 | 824 |
| 21 May | 329.75 | 10 | 1 (11.11%) | 44.31 | 83 | -6 | 805 |
| 20 May | 333.75 | 9 | 0 (0.00%) | 44.93 | 112 | 52 | 810 |
| 19 May | 337.65 | 9 | -3 (-25.00%) | 46.87 | 78 | -16 | 757 |
| 18 May | 327.00 | 12 | 0 (0.00%) | 45.73 | 122 | 26 | 774 |
| 15 May | 331.05 | 11.75 | 2.95 (33.52%) | 47.16 | 194 | 12 | 749 |
| 14 May | 338.90 | 8.8 | -3.2 (-26.67%) | 44.75 | 817 | 570 | 738 |
| 13 May | 323.35 | 12.3 | -9.95 (-44.72%) | 0 | 166 | 62 | 173 |
| 12 May | 305.05 | 22.25 | -2.45 (-9.92%) | 0 | 8 | 2 | 111 |
| 11 May | 298.40 | 24.7 | -1.15 (-4.45%) | 0 | 3 | 0 | 108 |
| 8 May | 296.45 | 26 | 4.8 (22.64%) | 43.44 | 36 | 9 | 108 |
| 7 May | 305.40 | 22 | 6.1 (38.36%) | 44.1 | 120 | 47 | 99 |
| 6 May | 316.40 | 16.05 | -9.45 (-37.06%) | 42.24 | 68 | 39 | 51 |
| 5 May | 303.90 | 25.5 | 25.45 (50900.00%) | 50.95 | 12 | 11 | 11 |
| 4 May | 294.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 310 expiring on 30JUN2026
Delta for 310 PE is -0.58
Historical price for 310 PE is as follows
On 17 Jun VEDL was trading at 303.70. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 40.74, the open interest changed by -105 which decreased total open position to 1417
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 43.57, the open interest changed by -105 which decreased total open position to 1521
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 16, which was 5 higher than the previous day. The implied volatity was 49.51, the open interest changed by -178 which decreased total open position to 1630
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was 39.43, the open interest changed by 108 which increased total open position to 1809
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 14, which was -4 lower than the previous day. The implied volatity was 45.67, the open interest changed by 24 which increased total open position to 1702
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 18, which was 5 higher than the previous day. The implied volatity was 43.82, the open interest changed by -64 which decreased total open position to 1678
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 38.85, the open interest changed by 412 which increased total open position to 1744
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 16, which was 5 higher than the previous day. The implied volatity was 43.9, the open interest changed by -38 which decreased total open position to 1332
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 10, which was 4 higher than the previous day. The implied volatity was 42.23, the open interest changed by 251 which increased total open position to 1410
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 38.94, the open interest changed by 23 which increased total open position to 1159
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 39.42, the open interest changed by 28 which increased total open position to 1138
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 40.94, the open interest changed by 99 which increased total open position to 1113
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 40.73, the open interest changed by 229 which increased total open position to 1014
On 29 May VEDL was trading at 352.60. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 39.9, the open interest changed by -11 which decreased total open position to 785
On 27 May VEDL was trading at 354.70. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 40.71, the open interest changed by 108 which increased total open position to 795
On 26 May VEDL was trading at 344.90. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 39.67, the open interest changed by 152 which increased total open position to 683
On 25 May VEDL was trading at 332.50. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 39.17, the open interest changed by -291 which decreased total open position to 532
On 22 May VEDL was trading at 329.95. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 41.23, the open interest changed by 19 which increased total open position to 824
On 21 May VEDL was trading at 329.75. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 44.31, the open interest changed by -6 which decreased total open position to 805
On 20 May VEDL was trading at 333.75. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 44.93, the open interest changed by 52 which increased total open position to 810
On 19 May VEDL was trading at 337.65. The strike last trading price was 9, which was -3 lower than the previous day. The implied volatity was 46.87, the open interest changed by -16 which decreased total open position to 757
On 18 May VEDL was trading at 327.00. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 45.73, the open interest changed by 26 which increased total open position to 774
On 15 May VEDL was trading at 331.05. The strike last trading price was 11.75, which was 2.95 higher than the previous day. The implied volatity was 47.16, the open interest changed by 12 which increased total open position to 749
On 14 May VEDL was trading at 338.90. The strike last trading price was 8.8, which was -3.2 lower than the previous day. The implied volatity was 44.75, the open interest changed by 570 which increased total open position to 738
On 13 May VEDL was trading at 323.35. The strike last trading price was 12.3, which was -9.95 lower than the previous day. The implied volatity was 0, the open interest changed by 62 which increased total open position to 173
On 12 May VEDL was trading at 305.05. The strike last trading price was 22.25, which was -2.45 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 111
On 11 May VEDL was trading at 298.40. The strike last trading price was 24.7, which was -1.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 108
On 8 May VEDL was trading at 296.45. The strike last trading price was 26, which was 4.8 higher than the previous day. The implied volatity was 43.44, the open interest changed by 9 which increased total open position to 108
On 7 May VEDL was trading at 305.40. The strike last trading price was 22, which was 6.1 higher than the previous day. The implied volatity was 44.1, the open interest changed by 47 which increased total open position to 99
On 6 May VEDL was trading at 316.40. The strike last trading price was 16.05, which was -9.45 lower than the previous day. The implied volatity was 42.24, the open interest changed by 39 which increased total open position to 51
On 5 May VEDL was trading at 303.90. The strike last trading price was 25.5, which was 25.45 higher than the previous day. The implied volatity was 50.95, the open interest changed by 11 which increased total open position to 11
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
