Historical option data for VEDL
10 Jun 2026 10:19 AM IST
| VEDL 30-Jun-2026 (20d) 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0
Theta: -0.26
Gamma: 0.01102
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 299.00 | 4.95 | -2.5 (-33.56%) | 42.9 | 2,955 | 604 | 4,006 | |||||||||
| 9 Jun | 306.25 | 7.45 | -0.15 (-1.97%) | 42.28 | 4,290 | 374 | 3,408 | |||||||||
| 8 Jun | 304.25 | 7.55 | -4.65 (-38.11%) | 44.87 | 5,925 | 1,116 | 3,012 | |||||||||
| 5 Jun | 315.60 | 12.15 | -6.95 (-36.39%) | 38.92 | 5,768 | 925 | 1,896 | |||||||||
| 4 Jun | 327.50 | 19.2 | -1.2 (-5.88%) | 41.6 | 1,239 | 155 | 971 | |||||||||
| 3 Jun | 328.20 | 20.1 | -3.8 (-15.90%) | 41.74 | 912 | 115 | 815 | |||||||||
| 2 Jun | 333.55 | 23.85 | -1.1 (-4.41%) | 41.59 | 1,240 | 149 | 700 | |||||||||
| 1 Jun | 337.15 | 25.05 | -9.3 (-27.07%) | 35.61 | 384 | -10 | 551 | |||||||||
| 29 May | 352.60 | 34.9 | -2.9 (-7.67%) | 26.86 | 294 | -111 | 564 | |||||||||
| 27 May | 354.70 | 37.95 | 4.7 (14.14%) | 27.68 | 163 | -36 | 677 | |||||||||
| 26 May | 344.90 | 33.15 | 10.35 (45.39%) | 41.85 | 512 | -102 | 713 | |||||||||
| 25 May | 332.50 | 23.2 | 0.9 (4.04%) | 34.89 | 615 | 156 | 818 | |||||||||
| 22 May | 329.95 | 22.35 | 0.05 (0.22%) | 36.69 | 646 | -60 | 662 | |||||||||
| 21 May | 329.75 | 22.35 | -4.05 (-15.34%) | 36.94 | 162 | 28 | 716 | |||||||||
| 20 May | 333.75 | 26.95 | -0.95 (-3.41%) | 40.77 | 185 | 35 | 688 | |||||||||
| 19 May | 337.65 | 27.5 | 4.8 (21.15%) | 35.28 | 609 | 215 | 652 | |||||||||
| 18 May | 327.00 | 22.85 | -3.05 (-11.78%) | 40.03 | 283 | 72 | 432 | |||||||||
| 15 May | 331.05 | 26.05 | -5.55 (-17.56%) | 40.52 | 295 | 28 | 360 | |||||||||
| 14 May | 338.90 | 32 | 9.5 (42.22%) | 41.66 | 504 | -5 | 332 | |||||||||
| 13 May | 323.35 | 23.65 | 8.7 (58.19%) | 43.77 | 808 | -5 | 334 | |||||||||
| 12 May | 305.05 | 15.5 | 2.65 (20.62%) | 0 | 238 | 24 | 338 | |||||||||
| 11 May | 298.40 | 13 | 0.05 (0.39%) | 0 | 56 | 12 | 313 | |||||||||
| 8 May | 296.45 | 13.15 | -3.5 (-21.02%) | 47.51 | 168 | 68 | 299 | |||||||||
| 7 May | 305.40 | 16.7 | -4.45 (-21.04%) | 46.3 | 290 | 74 | 235 | |||||||||
| 6 May | 316.40 | 21.8 | 5.85 (36.68%) | 44.71 | 365 | 91 | 161 | |||||||||
| 5 May | 303.90 | 15.7 | 2.65 (20.31%) | 44.31 | 99 | 53 | 69 | |||||||||
| 4 May | 294.65 | 13.15 | -327.4 (-96.14%) | 47.1 | 23 | 15 | 15 | |||||||||
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 320 expiring on 30JUN2026
Delta for 320 CE is 0.28
Historical price for 320 CE is as follows
On 10 Jun VEDL was trading at 299.00. The strike last trading price was 4.95, which was -2.5 lower than the previous day. The implied volatity was 42.9, the open interest changed by 604 which increased total open position to 4006
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 7.45, which was -0.15 lower than the previous day. The implied volatity was 42.28, the open interest changed by 374 which increased total open position to 3408
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 7.55, which was -4.65 lower than the previous day. The implied volatity was 44.87, the open interest changed by 1116 which increased total open position to 3012
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 12.15, which was -6.95 lower than the previous day. The implied volatity was 38.92, the open interest changed by 925 which increased total open position to 1896
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 19.2, which was -1.2 lower than the previous day. The implied volatity was 41.6, the open interest changed by 155 which increased total open position to 971
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 20.1, which was -3.8 lower than the previous day. The implied volatity was 41.74, the open interest changed by 115 which increased total open position to 815
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 23.85, which was -1.1 lower than the previous day. The implied volatity was 41.59, the open interest changed by 149 which increased total open position to 700
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 25.05, which was -9.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by -10 which decreased total open position to 551
On 29 May VEDL was trading at 352.60. The strike last trading price was 34.9, which was -2.9 lower than the previous day. The implied volatity was 26.86, the open interest changed by -111 which decreased total open position to 564
On 27 May VEDL was trading at 354.70. The strike last trading price was 37.95, which was 4.7 higher than the previous day. The implied volatity was 27.68, the open interest changed by -36 which decreased total open position to 677
On 26 May VEDL was trading at 344.90. The strike last trading price was 33.15, which was 10.35 higher than the previous day. The implied volatity was 41.85, the open interest changed by -102 which decreased total open position to 713
On 25 May VEDL was trading at 332.50. The strike last trading price was 23.2, which was 0.9 higher than the previous day. The implied volatity was 34.89, the open interest changed by 156 which increased total open position to 818
On 22 May VEDL was trading at 329.95. The strike last trading price was 22.35, which was 0.05 higher than the previous day. The implied volatity was 36.69, the open interest changed by -60 which decreased total open position to 662
On 21 May VEDL was trading at 329.75. The strike last trading price was 22.35, which was -4.05 lower than the previous day. The implied volatity was 36.94, the open interest changed by 28 which increased total open position to 716
On 20 May VEDL was trading at 333.75. The strike last trading price was 26.95, which was -0.95 lower than the previous day. The implied volatity was 40.77, the open interest changed by 35 which increased total open position to 688
On 19 May VEDL was trading at 337.65. The strike last trading price was 27.5, which was 4.8 higher than the previous day. The implied volatity was 35.28, the open interest changed by 215 which increased total open position to 652
On 18 May VEDL was trading at 327.00. The strike last trading price was 22.85, which was -3.05 lower than the previous day. The implied volatity was 40.03, the open interest changed by 72 which increased total open position to 432
On 15 May VEDL was trading at 331.05. The strike last trading price was 26.05, which was -5.55 lower than the previous day. The implied volatity was 40.52, the open interest changed by 28 which increased total open position to 360
On 14 May VEDL was trading at 338.90. The strike last trading price was 32, which was 9.5 higher than the previous day. The implied volatity was 41.66, the open interest changed by -5 which decreased total open position to 332
On 13 May VEDL was trading at 323.35. The strike last trading price was 23.65, which was 8.7 higher than the previous day. The implied volatity was 43.77, the open interest changed by -5 which decreased total open position to 334
On 12 May VEDL was trading at 305.05. The strike last trading price was 15.5, which was 2.65 higher than the previous day. The implied volatity was 0, the open interest changed by 24 which increased total open position to 338
On 11 May VEDL was trading at 298.40. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 313
On 8 May VEDL was trading at 296.45. The strike last trading price was 13.15, which was -3.5 lower than the previous day. The implied volatity was 47.51, the open interest changed by 68 which increased total open position to 299
On 7 May VEDL was trading at 305.40. The strike last trading price was 16.7, which was -4.45 lower than the previous day. The implied volatity was 46.3, the open interest changed by 74 which increased total open position to 235
On 6 May VEDL was trading at 316.40. The strike last trading price was 21.8, which was 5.85 higher than the previous day. The implied volatity was 44.71, the open interest changed by 91 which increased total open position to 161
On 5 May VEDL was trading at 303.90. The strike last trading price was 15.7, which was 2.65 higher than the previous day. The implied volatity was 44.31, the open interest changed by 53 which increased total open position to 69
On 4 May VEDL was trading at 294.65. The strike last trading price was 13.15, which was -327.4 lower than the previous day. The implied volatity was 47.1, the open interest changed by 15 which increased total open position to 15
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
| VEDL 30-Jun-2026 (20d) 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0
Theta: -0.22
Gamma: 0.01073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 299.00 | 26 | 7 (36.84%) | 43.93 | 467 | -221 | 1,824 |
| 9 Jun | 306.25 | 19 | -3 (-13.64%) | 39.38 | 1,073 | -385 | 2,048 |
| 8 Jun | 304.25 | 22 | 6 (37.50%) | 41.34 | 1,598 | -13 | 2,432 |
| 5 Jun | 315.60 | 15 | 6 (66.67%) | 43.32 | 7,202 | 199 | 2,445 |
| 4 Jun | 327.50 | 9 | 0 (0.00%) | 38.36 | 2,669 | 33 | 2,246 |
| 3 Jun | 328.20 | 9 | 1 (12.50%) | 38.11 | 3,824 | 68 | 2,215 |
| 2 Jun | 333.55 | 8 | 1 (14.29%) | 39.94 | 10,447 | 138 | 2,150 |
| 1 Jun | 337.15 | 7 | 3 (75.00%) | 40.59 | 2,798 | 191 | 2,005 |
| 29 May | 352.60 | 4 | 0 (0.00%) | 38.93 | 1,500 | -90 | 1,815 |
| 27 May | 354.70 | 4 | -2 (-33.33%) | 39.63 | 1,570 | 182 | 1,904 |
| 26 May | 344.90 | 6 | -4 (-40.00%) | 39.31 | 3,914 | 896 | 1,720 |
| 25 May | 332.50 | 10 | -2 (-16.67%) | 39.25 | 912 | 298 | 823 |
| 22 May | 329.95 | 12 | -2 (-14.29%) | 41.47 | 244 | 45 | 527 |
| 21 May | 329.75 | 14 | 1 (7.69%) | 44.92 | 192 | 16 | 481 |
| 20 May | 333.75 | 13 | 0 (0.00%) | 44.77 | 184 | 2 | 465 |
| 19 May | 337.65 | 13 | -3 (-18.75%) | 47.84 | 145 | 31 | 460 |
| 18 May | 327.00 | 16 | 0 (0.00%) | 45.84 | 219 | 46 | 429 |
| 15 May | 331.05 | 15.9 | 3.85 (31.95%) | 47.56 | 293 | 49 | 382 |
| 14 May | 338.90 | 12.1 | -4.5 (-27.11%) | 44.61 | 424 | 22 | 332 |
| 13 May | 323.35 | 16.65 | -9.65 (-36.69%) | 0 | 327 | 161 | 308 |
| 12 May | 305.05 | 26.3 | -4.9 (-15.71%) | 0 | 6 | 3 | 147 |
| 11 May | 298.40 | 31.2 | -1.25 (-3.85%) | 0 | 4 | 0 | 143 |
| 8 May | 296.45 | 32.55 | 6.55 (25.19%) | 43.48 | 27 | 22 | 143 |
| 7 May | 305.40 | 26 | 5.8 (28.71%) | 42.81 | 43 | 21 | 121 |
| 6 May | 316.40 | 20.5 | -11.5 (-35.94%) | 41.07 | 123 | 86 | 99 |
| 5 May | 303.90 | 32 | 31.95 (63900.00%) | 52.26 | 13 | 12 | 12 |
| 4 May | 294.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 320 expiring on 30JUN2026
Delta for 320 PE is -0.73
Historical price for 320 PE is as follows
On 10 Jun VEDL was trading at 299.00. The strike last trading price was 26, which was 7 higher than the previous day. The implied volatity was 43.93, the open interest changed by -221 which decreased total open position to 1824
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 19, which was -3 lower than the previous day. The implied volatity was 39.38, the open interest changed by -385 which decreased total open position to 2048
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 22, which was 6 higher than the previous day. The implied volatity was 41.34, the open interest changed by -13 which decreased total open position to 2432
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 15, which was 6 higher than the previous day. The implied volatity was 43.32, the open interest changed by 199 which increased total open position to 2445
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 38.36, the open interest changed by 33 which increased total open position to 2246
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 38.11, the open interest changed by 68 which increased total open position to 2215
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 39.94, the open interest changed by 138 which increased total open position to 2150
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 7, which was 3 higher than the previous day. The implied volatity was 40.59, the open interest changed by 191 which increased total open position to 2005
On 29 May VEDL was trading at 352.60. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 38.93, the open interest changed by -90 which decreased total open position to 1815
On 27 May VEDL was trading at 354.70. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 39.63, the open interest changed by 182 which increased total open position to 1904
On 26 May VEDL was trading at 344.90. The strike last trading price was 6, which was -4 lower than the previous day. The implied volatity was 39.31, the open interest changed by 896 which increased total open position to 1720
On 25 May VEDL was trading at 332.50. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 39.25, the open interest changed by 298 which increased total open position to 823
On 22 May VEDL was trading at 329.95. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 41.47, the open interest changed by 45 which increased total open position to 527
On 21 May VEDL was trading at 329.75. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 44.92, the open interest changed by 16 which increased total open position to 481
On 20 May VEDL was trading at 333.75. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 44.77, the open interest changed by 2 which increased total open position to 465
On 19 May VEDL was trading at 337.65. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 47.84, the open interest changed by 31 which increased total open position to 460
On 18 May VEDL was trading at 327.00. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 45.84, the open interest changed by 46 which increased total open position to 429
On 15 May VEDL was trading at 331.05. The strike last trading price was 15.9, which was 3.85 higher than the previous day. The implied volatity was 47.56, the open interest changed by 49 which increased total open position to 382
On 14 May VEDL was trading at 338.90. The strike last trading price was 12.1, which was -4.5 lower than the previous day. The implied volatity was 44.61, the open interest changed by 22 which increased total open position to 332
On 13 May VEDL was trading at 323.35. The strike last trading price was 16.65, which was -9.65 lower than the previous day. The implied volatity was 0, the open interest changed by 161 which increased total open position to 308
On 12 May VEDL was trading at 305.05. The strike last trading price was 26.3, which was -4.9 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 147
On 11 May VEDL was trading at 298.40. The strike last trading price was 31.2, which was -1.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 143
On 8 May VEDL was trading at 296.45. The strike last trading price was 32.55, which was 6.55 higher than the previous day. The implied volatity was 43.48, the open interest changed by 22 which increased total open position to 143
On 7 May VEDL was trading at 305.40. The strike last trading price was 26, which was 5.8 higher than the previous day. The implied volatity was 42.81, the open interest changed by 21 which increased total open position to 121
On 6 May VEDL was trading at 316.40. The strike last trading price was 20.5, which was -11.5 lower than the previous day. The implied volatity was 41.07, the open interest changed by 86 which increased total open position to 99
On 5 May VEDL was trading at 303.90. The strike last trading price was 32, which was 31.95 higher than the previous day. The implied volatity was 52.26, the open interest changed by 12 which increased total open position to 12
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
