Historical option data for VEDL
22 May 2026 04:10 PM IST
| VEDL 26-May-2026 (3d) 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0
Theta: -0.27
Gamma: 0.02249
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 329.95 | 10.4 | -0.2 (-1.89%) | 30.35 | 1,352 | -112 | 2,268 | |||||||||
| 21 May | 329.75 | 10.95 | -4.35 (-28.43%) | 40.53 | 1,400 | -299 | 2,380 | |||||||||
| 20 May | 333.75 | 15.25 | -1.9 (-11.08%) | 30.77 | 1,069 | -161 | 2,681 | |||||||||
| 19 May | 337.65 | 17.15 | 5.8 (51.10%) | 49.47 | 3,834 | -183 | 2,841 | |||||||||
| 18 May | 327.00 | 11.4 | -3.6 (-24.00%) | 34.87 | 4,660 | 119 | 3,027 | |||||||||
| 15 May | 331.05 | 14.45 | -7.45 (-34.02%) | 31.58 | 5,914 | -33 | 2,911 | |||||||||
| 14 May | 338.90 | 22.1 | 8.8 (66.17%) | 38.42 | 8,932 | -1,330 | 2,947 | |||||||||
| 13 May | 323.35 | 13.6 | 7.55 (124.79%) | 0 | 38,661 | -2,354 | 4,284 | |||||||||
| 12 May | 305.05 | 6.4 | 1.75 (37.63%) | 48.2 | 14,169 | -890 | 6,684 | |||||||||
| 11 May | 298.40 | 4.7 | -0.4 (-7.84%) | 0 | 5,827 | 321 | 7,568 | |||||||||
| 8 May | 296.45 | 5.05 | -2.75 (-35.26%) | 48.26 | 8,597 | 692 | 7,245 | |||||||||
| 7 May | 305.40 | 7.75 | -4.65 (-37.50%) | 46.84 | 18,474 | 2,647 | 6,553 | |||||||||
| 6 May | 316.40 | 12.7 | 4.85 (61.78%) | 44.89 | 30,615 | 1,469 | 3,979 | |||||||||
| 5 May | 303.90 | 8.1 | 1.85 (29.60%) | 46.2 | 15,266 | 379 | 2,562 | |||||||||
| 4 May | 294.65 | 6.1 | 3.45 (130.19%) | 50.88 | 14,603 | 1,186 | 2,184 | |||||||||
| 30 Apr | 271.55 | 2.6 | -452.4 (-99.43%) | 50.97 | 3,462 | 991 | 991 | |||||||||
For Vedanta Limited - strike price 320 expiring on 26MAY2026
Delta for 320 CE is 0.84
Historical price for 320 CE is as follows
On 22 May VEDL was trading at 329.95. The strike last trading price was 10.4, which was -0.2 lower than the previous day. The implied volatity was 30.35, the open interest changed by -112 which decreased total open position to 2268
On 21 May VEDL was trading at 329.75. The strike last trading price was 10.95, which was -4.35 lower than the previous day. The implied volatity was 40.53, the open interest changed by -299 which decreased total open position to 2380
On 20 May VEDL was trading at 333.75. The strike last trading price was 15.25, which was -1.9 lower than the previous day. The implied volatity was 30.77, the open interest changed by -161 which decreased total open position to 2681
On 19 May VEDL was trading at 337.65. The strike last trading price was 17.15, which was 5.8 higher than the previous day. The implied volatity was 49.47, the open interest changed by -183 which decreased total open position to 2841
On 18 May VEDL was trading at 327.00. The strike last trading price was 11.4, which was -3.6 lower than the previous day. The implied volatity was 34.87, the open interest changed by 119 which increased total open position to 3027
On 15 May VEDL was trading at 331.05. The strike last trading price was 14.45, which was -7.45 lower than the previous day. The implied volatity was 31.58, the open interest changed by -33 which decreased total open position to 2911
On 14 May VEDL was trading at 338.90. The strike last trading price was 22.1, which was 8.8 higher than the previous day. The implied volatity was 38.42, the open interest changed by -1330 which decreased total open position to 2947
On 13 May VEDL was trading at 323.35. The strike last trading price was 13.6, which was 7.55 higher than the previous day. The implied volatity was 0, the open interest changed by -2354 which decreased total open position to 4284
On 12 May VEDL was trading at 305.05. The strike last trading price was 6.4, which was 1.75 higher than the previous day. The implied volatity was 48.2, the open interest changed by -890 which decreased total open position to 6684
On 11 May VEDL was trading at 298.40. The strike last trading price was 4.7, which was -0.4 lower than the previous day. The implied volatity was 0, the open interest changed by 321 which increased total open position to 7568
On 8 May VEDL was trading at 296.45. The strike last trading price was 5.05, which was -2.75 lower than the previous day. The implied volatity was 48.26, the open interest changed by 692 which increased total open position to 7245
On 7 May VEDL was trading at 305.40. The strike last trading price was 7.75, which was -4.65 lower than the previous day. The implied volatity was 46.84, the open interest changed by 2647 which increased total open position to 6553
On 6 May VEDL was trading at 316.40. The strike last trading price was 12.7, which was 4.85 higher than the previous day. The implied volatity was 44.89, the open interest changed by 1469 which increased total open position to 3979
On 5 May VEDL was trading at 303.90. The strike last trading price was 8.1, which was 1.85 higher than the previous day. The implied volatity was 46.2, the open interest changed by 379 which increased total open position to 2562
On 4 May VEDL was trading at 294.65. The strike last trading price was 6.1, which was 3.45 higher than the previous day. The implied volatity was 50.88, the open interest changed by 1186 which increased total open position to 2184
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 2.6, which was -452.4 lower than the previous day. The implied volatity was 50.97, the open interest changed by 991 which increased total open position to 991
| VEDL 26-May-2026 (3d) 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0
Theta: -0.27
Gamma: 0.02249
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 329.95 | 0.95 | -1.05 (-52.50%) | 30.35 | 5,454 | 71 | 2,948 |
| 21 May | 329.75 | 2.3 | 0.3 (15.00%) | 40.44 | 4,230 | -103 | 2,861 |
| 20 May | 333.75 | 2.3 | -0.7 (-23.33%) | 42.74 | 6,378 | 181 | 2,969 |
| 19 May | 337.65 | 2.9 | -3.1 (-51.67%) | 49.84 | 7,446 | 267 | 2,826 |
| 18 May | 327.00 | 6.05 | -0.4 (-6.20%) | 48.44 | 8,520 | 290 | 2,561 |
| 15 May | 331.05 | 6.45 | 2.2 (51.76%) | 49.51 | 12,786 | -759 | 2,284 |
| 14 May | 338.90 | 4.3 | -5.05 (-54.01%) | 47.74 | 9,657 | 524 | 3,043 |
| 13 May | 323.35 | 9 | -11.8 (-56.73%) | 45.46 | 9,476 | 1,032 | 2,518 |
| 12 May | 305.05 | 20.1 | -5.6 (-21.79%) | 49.72 | 853 | -91 | 1,487 |
| 11 May | 298.40 | 25.75 | -1.5 (-5.50%) | 0 | 391 | -111 | 1,578 |
| 8 May | 296.45 | 27.05 | 5.9 (27.90%) | 47.73 | 555 | -69 | 1,695 |
| 7 May | 305.40 | 21.3 | 7.2 (51.06%) | 45.8 | 5,964 | 839 | 1,763 |
| 6 May | 316.40 | 13.9 | -8.8 (-38.77%) | 43.82 | 4,197 | 823 | 922 |
| 5 May | 303.90 | 22.05 | -8.55 (-27.94%) | 46.67 | 213 | 50 | 100 |
| 4 May | 294.65 | 30.7 | -18.3 (-37.35%) | 49.29 | 62 | 26 | 49 |
| 30 Apr | 271.55 | 49 | 48.95 (97900.00%) | 54.81 | 27 | 22 | 22 |
For Vedanta Limited - strike price 320 expiring on 26MAY2026
Delta for 320 PE is -0.16
Historical price for 320 PE is as follows
On 22 May VEDL was trading at 329.95. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 30.35, the open interest changed by 71 which increased total open position to 2948
On 21 May VEDL was trading at 329.75. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 40.44, the open interest changed by -103 which decreased total open position to 2861
On 20 May VEDL was trading at 333.75. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 42.74, the open interest changed by 181 which increased total open position to 2969
On 19 May VEDL was trading at 337.65. The strike last trading price was 2.9, which was -3.1 lower than the previous day. The implied volatity was 49.84, the open interest changed by 267 which increased total open position to 2826
On 18 May VEDL was trading at 327.00. The strike last trading price was 6.05, which was -0.4 lower than the previous day. The implied volatity was 48.44, the open interest changed by 290 which increased total open position to 2561
On 15 May VEDL was trading at 331.05. The strike last trading price was 6.45, which was 2.2 higher than the previous day. The implied volatity was 49.51, the open interest changed by -759 which decreased total open position to 2284
On 14 May VEDL was trading at 338.90. The strike last trading price was 4.3, which was -5.05 lower than the previous day. The implied volatity was 47.74, the open interest changed by 524 which increased total open position to 3043
On 13 May VEDL was trading at 323.35. The strike last trading price was 9, which was -11.8 lower than the previous day. The implied volatity was 45.46, the open interest changed by 1032 which increased total open position to 2518
On 12 May VEDL was trading at 305.05. The strike last trading price was 20.1, which was -5.6 lower than the previous day. The implied volatity was 49.72, the open interest changed by -91 which decreased total open position to 1487
On 11 May VEDL was trading at 298.40. The strike last trading price was 25.75, which was -1.5 lower than the previous day. The implied volatity was 0, the open interest changed by -111 which decreased total open position to 1578
On 8 May VEDL was trading at 296.45. The strike last trading price was 27.05, which was 5.9 higher than the previous day. The implied volatity was 47.73, the open interest changed by -69 which decreased total open position to 1695
On 7 May VEDL was trading at 305.40. The strike last trading price was 21.3, which was 7.2 higher than the previous day. The implied volatity was 45.8, the open interest changed by 839 which increased total open position to 1763
On 6 May VEDL was trading at 316.40. The strike last trading price was 13.9, which was -8.8 lower than the previous day. The implied volatity was 43.82, the open interest changed by 823 which increased total open position to 922
On 5 May VEDL was trading at 303.90. The strike last trading price was 22.05, which was -8.55 lower than the previous day. The implied volatity was 46.67, the open interest changed by 50 which increased total open position to 100
On 4 May VEDL was trading at 294.65. The strike last trading price was 30.7, which was -18.3 lower than the previous day. The implied volatity was 49.29, the open interest changed by 26 which increased total open position to 49
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 49, which was 48.95 higher than the previous day. The implied volatity was 54.81, the open interest changed by 22 which increased total open position to 22
