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Historical option data for VEDL

24 Jun 2026 04:10 PM IST
VEDL 30-Jun-2026 (6d) 340 CE
Delta: 0.02
Vega: 0
Theta: -0.08
Gamma: 0.00179
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 282.55 0.15 -0.2 (-57.14%) 65.12 2,390 -416 3,575
23 Jun 281.70 0.35 -0.6 (-63.16%) 69.35 3,781 -415 3,988
22 Jun 305.85 0.95 -0.2 (-17.39%) 50.6 3,352 -292 4,499
19 Jun 300.80 1.05 -0.55 (-34.38%) 49.54 3,010 23 4,797
18 Jun 306.00 1.6 -0.45 (-21.95%) 47.28 1,933 -18 4,773
17 Jun 306.50 1.9 0.15 (8.57%) 47.72 4,718 75 4,801
16 Jun 299.95 1.8 -0.5 (-21.74%) 50.95 4,108 52 4,740
15 Jun 302.50 2.25 -0.85 (-27.42%) 51.06 6,140 549 4,680
12 Jun 309.65 3.15 0.5 (18.87%) 44.52 4,216 16 4,131
11 Jun 304.90 2.8 0.7 (33.33%) 44.81 4,289 -45 4,124
10 Jun 299.30 2.15 -1.2 (-35.82%) 45.39 4,234 136 4,166
9 Jun 306.25 3.3 -0.35 (-9.59%) 44.72 2,505 170 4,031
8 Jun 304.25 3.55 -2.55 (-41.80%) 47.25 4,306 207 3,858
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 0.02

Historical price for 340 CE is as follows

On 24 Jun VEDL was trading at 282.55. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 65.12, the open interest changed by -416 which decreased total open position to 3575


On 23 Jun VEDL was trading at 281.70. The strike last trading price was 0.35, which was -0.6 lower than the previous day. The implied volatity was 69.35, the open interest changed by -415 which decreased total open position to 3988


On 22 Jun VEDL was trading at 305.85. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 50.6, the open interest changed by -292 which decreased total open position to 4499


On 19 Jun VEDL was trading at 300.80. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 49.54, the open interest changed by 23 which increased total open position to 4797


On 18 Jun VEDL was trading at 306.00. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 47.28, the open interest changed by -18 which decreased total open position to 4773


On 17 Jun VEDL was trading at 306.50. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 47.72, the open interest changed by 75 which increased total open position to 4801


On 16 Jun VEDL was trading at 299.95. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 50.95, the open interest changed by 52 which increased total open position to 4740


On 15 Jun VEDL was trading at 302.50. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 51.06, the open interest changed by 549 which increased total open position to 4680


On 12 Jun VEDL was trading at 309.65. The strike last trading price was 3.15, which was 0.5 higher than the previous day. The implied volatity was 44.52, the open interest changed by 16 which increased total open position to 4131


On 11 Jun VEDL was trading at 304.90. The strike last trading price was 2.8, which was 0.7 higher than the previous day. The implied volatity was 44.81, the open interest changed by -45 which decreased total open position to 4124


On 10 Jun VEDL was trading at 299.30. The strike last trading price was 2.15, which was -1.2 lower than the previous day. The implied volatity was 45.39, the open interest changed by 136 which increased total open position to 4166


On 9 Jun VEDL was trading at 306.25. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 44.72, the open interest changed by 170 which increased total open position to 4031


On 8 Jun VEDL was trading at 304.25. The strike last trading price was 3.55, which was -2.55 lower than the previous day. The implied volatity was 47.25, the open interest changed by 207 which increased total open position to 3858


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 (6d) 340 PE
Delta: -0.9
Vega: 0
Theta: -0.49
Gamma: 0.00453
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 282.55 59 -1 (-1.67%) 103.9 74 -59 820
23 Jun 281.70 59 25 (73.53%) 98.37 69 -30 879
22 Jun 305.85 35 -4 (-10.26%) 43.66 38 -16 913
19 Jun 300.80 39 4 (11.43%) 41.72 18 -2 930
18 Jun 306.00 35 1 (2.94%) 44.46 51 4 929
17 Jun 306.50 34 -6 (-15.00%) 41.65 55 -30 926
16 Jun 299.95 40 0 (0.00%) 41.45 92 -35 956
15 Jun 302.50 41 9 (28.13%) 60.31 176 -17 991
12 Jun 309.65 32 -6 (-15.79%) 42.45 94 -16 1,009
11 Jun 304.90 38 -5 (-11.63%) 51.74 94 -12 1,028
10 Jun 299.30 42 7 (20.00%) 51.14 32 0 1,040
9 Jun 306.25 34 -4 (-10.53%) 37.95 158 -110 1,041
8 Jun 304.25 38 8 (26.67%) 45.22 349 -167 1,152
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 -0.9

Historical price for 340 PE is as follows

On 24 Jun VEDL was trading at 282.55. The strike last trading price was 59, which was -1 lower than the previous day. The implied volatity was 103.9, the open interest changed by -59 which decreased total open position to 820


On 23 Jun VEDL was trading at 281.70. The strike last trading price was 59, which was 25 higher than the previous day. The implied volatity was 98.37, the open interest changed by -30 which decreased total open position to 879


On 22 Jun VEDL was trading at 305.85. The strike last trading price was 35, which was -4 lower than the previous day. The implied volatity was 43.66, the open interest changed by -16 which decreased total open position to 913


On 19 Jun VEDL was trading at 300.80. The strike last trading price was 39, which was 4 higher than the previous day. The implied volatity was 41.72, the open interest changed by -2 which decreased total open position to 930


On 18 Jun VEDL was trading at 306.00. The strike last trading price was 35, which was 1 higher than the previous day. The implied volatity was 44.46, the open interest changed by 4 which increased total open position to 929


On 17 Jun VEDL was trading at 306.50. The strike last trading price was 34, which was -6 lower than the previous day. The implied volatity was 41.65, the open interest changed by -30 which decreased total open position to 926


On 16 Jun VEDL was trading at 299.95. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 41.45, the open interest changed by -35 which decreased total open position to 956


On 15 Jun VEDL was trading at 302.50. The strike last trading price was 41, which was 9 higher than the previous day. The implied volatity was 60.31, the open interest changed by -17 which decreased total open position to 991


On 12 Jun VEDL was trading at 309.65. The strike last trading price was 32, which was -6 lower than the previous day. The implied volatity was 42.45, the open interest changed by -16 which decreased total open position to 1009


On 11 Jun VEDL was trading at 304.90. The strike last trading price was 38, which was -5 lower than the previous day. The implied volatity was 51.74, the open interest changed by -12 which decreased total open position to 1028


On 10 Jun VEDL was trading at 299.30. The strike last trading price was 42, which was 7 higher than the previous day. The implied volatity was 51.14, the open interest changed by 0 which decreased total open position to 1040


On 9 Jun VEDL was trading at 306.25. The strike last trading price was 34, which was -4 lower than the previous day. The implied volatity was 37.95, the open interest changed by -110 which decreased total open position to 1041


On 8 Jun VEDL was trading at 304.25. The strike last trading price was 38, which was 8 higher than the previous day. The implied volatity was 45.22, the open interest changed by -167 which decreased total open position to 1152


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