VEDL
Vedanta Limited
Historical option data for VEDL
09 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 516.15 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.03
Gamma: 0.00
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| 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































































































































































































































