Historical option data for VEDL
08 Jun 2026 11:40 AM IST
| VEDL 30-Jun-2026 (22d) 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0
Theta: -0.25
Gamma: 0.00864
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 309.45 | 4.35 | -1.75 (-28.69%) | 45.43 | 1,772 | 29 | 3,680 | |||||||||
| 5 Jun | 315.60 | 6.05 | -3.8 (-38.58%) | 41.69 | 5,978 | 704 | 3,651 | |||||||||
| 4 Jun | 327.50 | 9.75 | -0.95 (-8.88%) | 41.09 | 3,813 | 37 | 2,954 | |||||||||
| 3 Jun | 328.20 | 10.65 | -2.25 (-17.44%) | 41.8 | 4,454 | 355 | 2,916 | |||||||||
| 2 Jun | 333.55 | 12.9 | -1.15 (-8.19%) | 40.84 | 10,906 | 671 | 2,562 | |||||||||
| 1 Jun | 337.15 | 14 | -6.8 (-32.69%) | 37.26 | 4,131 | 734 | 1,889 | |||||||||
| 29 May | 352.60 | 21.15 | -2.25 (-9.62%) | 28.57 | 1,228 | 0 | 1,156 | |||||||||
| 27 May | 354.70 | 23.55 | 3 (14.60%) | 32.08 | 2,583 | -503 | 1,158 | |||||||||
| 26 May | 344.90 | 20.6 | 7.45 (56.65%) | 40.08 | 9,232 | 272 | 1,669 | |||||||||
| 25 May | 332.50 | 13.35 | 0.1 (0.75%) | 36.84 | 1,428 | 198 | 1,407 | |||||||||
| 22 May | 329.95 | 13.15 | -0.15 (-1.13%) | 38.33 | 972 | 231 | 1,204 | |||||||||
| 21 May | 329.75 | 13.5 | -3 (-18.18%) | 38.03 | 950 | 223 | 973 | |||||||||
| 20 May | 333.75 | 16.75 | -1.15 (-6.42%) | 41.34 | 960 | 231 | 749 | |||||||||
| 19 May | 337.65 | 17.95 | 3.9 (27.76%) | 39.29 | 727 | 14 | 517 | |||||||||
| 18 May | 327.00 | 14 | -2.95 (-17.40%) | 41.27 | 198 | -8 | 504 | |||||||||
| 15 May | 331.05 | 16.7 | -4.3 (-20.48%) | 41.74 | 423 | 150 | 511 | |||||||||
| 14 May | 338.90 | 21.05 | 6.55 (45.17%) | 41.99 | 781 | 179 | 365 | |||||||||
| 13 May | 323.35 | 15.25 | 6.45 (73.30%) | 0 | 236 | 18 | 182 | |||||||||
| 12 May | 305.05 | 9.1 | 1.4 (18.18%) | 0 | 62 | 15 | 165 | |||||||||
| 11 May | 298.40 | 7.65 | -0.25 (-3.16%) | 0 | 37 | -16 | 149 | |||||||||
| 8 May | 296.45 | 7.8 | -2.65 (-25.36%) | 47 | 73 | 13 | 164 | |||||||||
| 7 May | 305.40 | 10.75 | -3.15 (-22.66%) | 48.06 | 162 | 55 | 150 | |||||||||
| 6 May | 316.40 | 13.9 | 4.05 (41.12%) | 44.07 | 102 | 47 | 95 | |||||||||
| 5 May | 303.90 | 10.1 | -426.85 (-97.69%) | 44.88 | 76 | 48 | 48 | |||||||||
| 4 May | 294.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 340 expiring on 30JUN2026
Delta for 340 CE is 0.23
Historical price for 340 CE is as follows
On 8 Jun VEDL was trading at 309.45. The strike last trading price was 4.35, which was -1.75 lower than the previous day. The implied volatity was 45.43, the open interest changed by 29 which increased total open position to 3680
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 6.05, which was -3.8 lower than the previous day. The implied volatity was 41.69, the open interest changed by 704 which increased total open position to 3651
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 9.75, which was -0.95 lower than the previous day. The implied volatity was 41.09, the open interest changed by 37 which increased total open position to 2954
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 10.65, which was -2.25 lower than the previous day. The implied volatity was 41.8, the open interest changed by 355 which increased total open position to 2916
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 12.9, which was -1.15 lower than the previous day. The implied volatity was 40.84, the open interest changed by 671 which increased total open position to 2562
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 14, which was -6.8 lower than the previous day. The implied volatity was 37.26, the open interest changed by 734 which increased total open position to 1889
On 29 May VEDL was trading at 352.60. The strike last trading price was 21.15, which was -2.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 1156
On 27 May VEDL was trading at 354.70. The strike last trading price was 23.55, which was 3 higher than the previous day. The implied volatity was 32.08, the open interest changed by -503 which decreased total open position to 1158
On 26 May VEDL was trading at 344.90. The strike last trading price was 20.6, which was 7.45 higher than the previous day. The implied volatity was 40.08, the open interest changed by 272 which increased total open position to 1669
On 25 May VEDL was trading at 332.50. The strike last trading price was 13.35, which was 0.1 higher than the previous day. The implied volatity was 36.84, the open interest changed by 198 which increased total open position to 1407
On 22 May VEDL was trading at 329.95. The strike last trading price was 13.15, which was -0.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 231 which increased total open position to 1204
On 21 May VEDL was trading at 329.75. The strike last trading price was 13.5, which was -3 lower than the previous day. The implied volatity was 38.03, the open interest changed by 223 which increased total open position to 973
On 20 May VEDL was trading at 333.75. The strike last trading price was 16.75, which was -1.15 lower than the previous day. The implied volatity was 41.34, the open interest changed by 231 which increased total open position to 749
On 19 May VEDL was trading at 337.65. The strike last trading price was 17.95, which was 3.9 higher than the previous day. The implied volatity was 39.29, the open interest changed by 14 which increased total open position to 517
On 18 May VEDL was trading at 327.00. The strike last trading price was 14, which was -2.95 lower than the previous day. The implied volatity was 41.27, the open interest changed by -8 which decreased total open position to 504
On 15 May VEDL was trading at 331.05. The strike last trading price was 16.7, which was -4.3 lower than the previous day. The implied volatity was 41.74, the open interest changed by 150 which increased total open position to 511
On 14 May VEDL was trading at 338.90. The strike last trading price was 21.05, which was 6.55 higher than the previous day. The implied volatity was 41.99, the open interest changed by 179 which increased total open position to 365
On 13 May VEDL was trading at 323.35. The strike last trading price was 15.25, which was 6.45 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 182
On 12 May VEDL was trading at 305.05. The strike last trading price was 9.1, which was 1.4 higher than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 165
On 11 May VEDL was trading at 298.40. The strike last trading price was 7.65, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 149
On 8 May VEDL was trading at 296.45. The strike last trading price was 7.8, which was -2.65 lower than the previous day. The implied volatity was 47, the open interest changed by 13 which increased total open position to 164
On 7 May VEDL was trading at 305.40. The strike last trading price was 10.75, which was -3.15 lower than the previous day. The implied volatity was 48.06, the open interest changed by 55 which increased total open position to 150
On 6 May VEDL was trading at 316.40. The strike last trading price was 13.9, which was 4.05 higher than the previous day. The implied volatity was 44.07, the open interest changed by 47 which increased total open position to 95
On 5 May VEDL was trading at 303.90. The strike last trading price was 10.1, which was -426.85 lower than the previous day. The implied volatity was 44.88, the open interest changed by 48 which increased total open position to 48
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
| VEDL 30-Jun-2026 (22d) 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0
Theta: -0.17
Gamma: 0.00882
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 309.45 | 33 | 3 (10.00%) | 42.57 | 96 | -35 | 1,284 |
| 5 Jun | 315.60 | 29 | 9 (45.00%) | 46.12 | 766 | -26 | 1,319 |
| 4 Jun | 327.50 | 20 | 0 (0.00%) | 38.84 | 479 | 44 | 1,344 |
| 3 Jun | 328.20 | 19 | 2 (11.76%) | 37.79 | 1,402 | -117 | 1,300 |
| 2 Jun | 333.55 | 17 | 1 (6.25%) | 38.68 | 6,414 | 13 | 1,419 |
| 1 Jun | 337.15 | 16 | 5 (45.45%) | 41.4 | 5,475 | 257 | 1,405 |
| 29 May | 352.60 | 10 | 0 (0.00%) | 40.54 | 3,452 | -196 | 1,142 |
| 27 May | 354.70 | 10 | -3 (-23.08%) | 39.52 | 3,147 | 423 | 1,357 |
| 26 May | 344.90 | 13 | -7 (-35.00%) | 38.64 | 3,999 | 351 | 935 |
| 25 May | 332.50 | 19 | -4 (-17.39%) | 40.31 | 313 | -47 | 593 |
| 22 May | 329.95 | 23 | -1 (-4.17%) | 42.81 | 141 | 5 | 639 |
| 21 May | 329.75 | 25 | 2 (8.70%) | 45.7 | 235 | 10 | 635 |
| 20 May | 333.75 | 23 | 1 (4.55%) | 46.05 | 524 | 307 | 626 |
| 19 May | 337.65 | 22 | -5 (-18.52%) | 49.82 | 107 | 67 | 313 |
| 18 May | 327.00 | 27 | 0 (0.00%) | 47.4 | 78 | -4 | 246 |
| 15 May | 331.05 | 26.75 | 5.85 (27.99%) | 49.11 | 161 | 78 | 247 |
| 14 May | 338.90 | 21 | -8.5 (-28.81%) | 44.61 | 306 | 129 | 169 |
| 13 May | 323.35 | 29.5 | -18 (-37.89%) | 0 | 7 | 5 | 40 |
| 12 May | 305.05 | 47.5 | 0 (0.00%) | 0 | 0 | 0 | 35 |
| 11 May | 298.40 | 47.5 | 0 (0.00%) | 0 | 0 | 0 | 35 |
| 8 May | 296.45 | 47.5 | 8.15 (20.71%) | 43.33 | 12 | 1 | 34 |
| 7 May | 305.40 | 39.35 | 6.7 (20.52%) | 43 | 17 | 10 | 33 |
| 6 May | 316.40 | 32.65 | -13.35 (-29.02%) | 41.86 | 20 | 15 | 26 |
| 5 May | 303.90 | 46 | 45.95 (91900.00%) | 54.12 | 11 | 10 | 10 |
| 4 May | 294.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 340 expiring on 30JUN2026
Delta for 340 PE is -0.79
Historical price for 340 PE is as follows
On 8 Jun VEDL was trading at 309.45. The strike last trading price was 33, which was 3 higher than the previous day. The implied volatity was 42.57, the open interest changed by -35 which decreased total open position to 1284
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 29, which was 9 higher than the previous day. The implied volatity was 46.12, the open interest changed by -26 which decreased total open position to 1319
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 38.84, the open interest changed by 44 which increased total open position to 1344
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 19, which was 2 higher than the previous day. The implied volatity was 37.79, the open interest changed by -117 which decreased total open position to 1300
On 2 Jun VEDL was trading at 333.55. The strike last trading price was 17, which was 1 higher than the previous day. The implied volatity was 38.68, the open interest changed by 13 which increased total open position to 1419
On 1 Jun VEDL was trading at 337.15. The strike last trading price was 16, which was 5 higher than the previous day. The implied volatity was 41.4, the open interest changed by 257 which increased total open position to 1405
On 29 May VEDL was trading at 352.60. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 40.54, the open interest changed by -196 which decreased total open position to 1142
On 27 May VEDL was trading at 354.70. The strike last trading price was 10, which was -3 lower than the previous day. The implied volatity was 39.52, the open interest changed by 423 which increased total open position to 1357
On 26 May VEDL was trading at 344.90. The strike last trading price was 13, which was -7 lower than the previous day. The implied volatity was 38.64, the open interest changed by 351 which increased total open position to 935
On 25 May VEDL was trading at 332.50. The strike last trading price was 19, which was -4 lower than the previous day. The implied volatity was 40.31, the open interest changed by -47 which decreased total open position to 593
On 22 May VEDL was trading at 329.95. The strike last trading price was 23, which was -1 lower than the previous day. The implied volatity was 42.81, the open interest changed by 5 which increased total open position to 639
On 21 May VEDL was trading at 329.75. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 45.7, the open interest changed by 10 which increased total open position to 635
On 20 May VEDL was trading at 333.75. The strike last trading price was 23, which was 1 higher than the previous day. The implied volatity was 46.05, the open interest changed by 307 which increased total open position to 626
On 19 May VEDL was trading at 337.65. The strike last trading price was 22, which was -5 lower than the previous day. The implied volatity was 49.82, the open interest changed by 67 which increased total open position to 313
On 18 May VEDL was trading at 327.00. The strike last trading price was 27, which was 0 lower than the previous day. The implied volatity was 47.4, the open interest changed by -4 which decreased total open position to 246
On 15 May VEDL was trading at 331.05. The strike last trading price was 26.75, which was 5.85 higher than the previous day. The implied volatity was 49.11, the open interest changed by 78 which increased total open position to 247
On 14 May VEDL was trading at 338.90. The strike last trading price was 21, which was -8.5 lower than the previous day. The implied volatity was 44.61, the open interest changed by 129 which increased total open position to 169
On 13 May VEDL was trading at 323.35. The strike last trading price was 29.5, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 40
On 12 May VEDL was trading at 305.05. The strike last trading price was 47.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 35
On 11 May VEDL was trading at 298.40. The strike last trading price was 47.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 35
On 8 May VEDL was trading at 296.45. The strike last trading price was 47.5, which was 8.15 higher than the previous day. The implied volatity was 43.33, the open interest changed by 1 which increased total open position to 34
On 7 May VEDL was trading at 305.40. The strike last trading price was 39.35, which was 6.7 higher than the previous day. The implied volatity was 43, the open interest changed by 10 which increased total open position to 33
On 6 May VEDL was trading at 316.40. The strike last trading price was 32.65, which was -13.35 lower than the previous day. The implied volatity was 41.86, the open interest changed by 15 which increased total open position to 26
On 5 May VEDL was trading at 303.90. The strike last trading price was 46, which was 45.95 higher than the previous day. The implied volatity was 54.12, the open interest changed by 10 which increased total open position to 10
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
