[--[65.84.65.76]--]

VEDL

Vedanta Limited
516.15 +4.90 (0.96%)
L: 502.35 H: 517.6

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Historical option data for VEDL

09 Dec 2025 04:12 PM IST
VEDL 30-DEC-2025 400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 80.55 0 - 0 0 0
8 Dec 511.25 80.55 0 - 0 0 0
5 Dec 524.50 80.55 0 - 0 0 0
3 Dec 532.80 80.55 0 - 0 0 0
2 Dec 538.40 80.55 0 - 0 0 0
1 Dec 533.30 80.55 0 - 0 0 0
28 Nov 526.00 80.55 0 - 0 0 0
27 Nov 519.10 80.55 0 - 0 0 0
26 Nov 516.30 80.55 0 - 0 0 0
25 Nov 504.65 80.55 0 - 0 0 0
24 Nov 495.15 80.55 0 - 0 0 0
21 Nov 496.40 80.55 0 - 0 0 0
20 Nov 509.75 80.55 0 - 0 0 0
31 Oct 493.55 80.55 0 - 0 0 0
30 Oct 506.95 80.55 0 - 0 0 0


For Vedanta Limited - strike price 400 expiring on 30DEC2025

Delta for 400 CE is -

Historical price for 400 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 80.55, 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 8 Dec VEDL was trading at 511.25. The strike last trading price was 80.55, 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 5 Dec VEDL was trading at 524.50. The strike last trading price was 80.55, 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 3 Dec VEDL was trading at 532.80. The strike last trading price was 80.55, 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 2 Dec VEDL was trading at 538.40. The strike last trading price was 80.55, 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 1 Dec VEDL was trading at 533.30. The strike last trading price was 80.55, 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 28 Nov VEDL was trading at 526.00. The strike last trading price was 80.55, 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 27 Nov VEDL was trading at 519.10. The strike last trading price was 80.55, 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 26 Nov VEDL was trading at 516.30. The strike last trading price was 80.55, 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 25 Nov VEDL was trading at 504.65. The strike last trading price was 80.55, 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 24 Nov VEDL was trading at 495.15. The strike last trading price was 80.55, 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 21 Nov VEDL was trading at 496.40. The strike last trading price was 80.55, 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 20 Nov VEDL was trading at 509.75. The strike last trading price was 80.55, 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 31 Oct VEDL was trading at 493.55. The strike last trading price was 80.55, 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 Oct VEDL was trading at 506.95. The strike last trading price was 80.55, 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 30DEC2025 400 PE
Delta: -0.01
Vega: 0.03
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 0.15 -0.05 45.71 7 0 46
8 Dec 511.25 0.2 0 44.85 6 1 44
5 Dec 524.50 0.2 0.05 45.96 19 6 34
3 Dec 532.80 0.15 -0.05 45.05 19 -4 32
2 Dec 538.40 0.2 0 47.04 4 0 32
1 Dec 533.30 0.2 -0.05 45.02 6 -3 33
28 Nov 526.00 0.25 -0.05 43.09 8 -1 36
27 Nov 519.10 0.3 -0.05 41.24 17 -1 38
26 Nov 516.30 0.35 -0.15 41.09 22 12 39
25 Nov 504.65 0.5 -0.1 39.64 20 1 11
24 Nov 495.15 0.65 0.05 38.23 6 1 12
21 Nov 496.40 0.6 0.1 36.55 4 1 8
20 Nov 509.75 0.5 -1.1 38.66 1 0 6
31 Oct 493.55 1.6 -0.3 - 2 1 5
30 Oct 506.95 1.9 0 39.99 3 0 1


For Vedanta Limited - strike price 400 expiring on 30DEC2025

Delta for 400 PE is -0.01

Historical price for 400 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.71, the open interest changed by 0 which decreased total open position to 46


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 44.85, the open interest changed by 1 which increased total open position to 44


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 45.96, the open interest changed by 6 which increased total open position to 34


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.05, the open interest changed by -4 which decreased total open position to 32


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 47.04, the open interest changed by 0 which decreased total open position to 32


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.02, the open interest changed by -3 which decreased total open position to 33


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 43.09, the open interest changed by -1 which decreased total open position to 36


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.24, the open interest changed by -1 which decreased total open position to 38


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 41.09, the open interest changed by 12 which increased total open position to 39


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 39.64, the open interest changed by 1 which increased total open position to 11


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 38.23, the open interest changed by 1 which increased total open position to 12


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 36.55, the open interest changed by 1 which increased total open position to 8


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 0.5, which was -1.1 lower than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 6


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 39.99, the open interest changed by 0 which decreased total open position to 1