VEDL
Vedanta Limited
Historical option data for VEDL
09 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 420 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 | 96 | -17.85 | - | 2 | -1 | 155 | |||||||||
| 8 Dec | 511.25 | 113.85 | 0.65 | - | 0 | 0 | 156 | |||||||||
| 5 Dec | 524.50 | 113.85 | 0.65 | 80.55 | 6 | 0 | 156 | |||||||||
| 4 Dec | 529.65 | 113.2 | 17.55 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 532.80 | 113.2 | 17.55 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 538.40 | 113.2 | 17.55 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 533.30 | 113.2 | 17.55 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 526.00 | 113.2 | 17.55 | 49.62 | 2 | 0 | 156 | |||||||||
| 27 Nov | 519.10 | 95.65 | 7.7 | - | 0 | 9 | 0 | |||||||||
| 26 Nov | 516.30 | 95.65 | 7.7 | - | 10 | 9 | 156 | |||||||||
| 25 Nov | 504.65 | 88.65 | 10.45 | - | 31 | 24 | 147 | |||||||||
| 24 Nov | 495.15 | 79 | -6 | - | 83 | 51 | 122 | |||||||||
| 21 Nov | 496.40 | 85 | -10 | 50.48 | 26 | 16 | 69 | |||||||||
| 20 Nov | 509.75 | 95 | -1 | 31.24 | 10 | 8 | 51 | |||||||||
| 19 Nov | 511.80 | 96 | 1 | - | 34 | 30 | 41 | |||||||||
| 18 Nov | 510.70 | 95 | -9 | 31.77 | 7 | 6 | 10 | |||||||||
| 17 Nov | 520.80 | 104 | -4 | - | 3 | 0 | 1 | |||||||||
| 14 Nov | 525.35 | 108 | 42.05 | - | 1 | 0 | 0 | |||||||||
| 13 Nov | 529.60 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 520.60 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 523.85 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 519.60 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 515.05 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 508.15 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 513.00 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 493.55 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 506.95 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 516.20 | 65.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 495.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 483.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 473.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 474.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 420 expiring on 30DEC2025
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 96, which was -17.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 155
On 8 Dec VEDL was trading at 511.25. The strike last trading price was 113.85, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 113.85, which was 0.65 higher than the previous day. The implied volatity was 80.55, the open interest changed by 0 which decreased total open position to 156
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 113.2, which was 17.55 higher 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 113.2, which was 17.55 higher 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 113.2, which was 17.55 higher 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 113.2, which was 17.55 higher 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 113.2, which was 17.55 higher than the previous day. The implied volatity was 49.62, the open interest changed by 0 which decreased total open position to 156
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 95.65, which was 7.7 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 95.65, which was 7.7 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 156
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 88.65, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 147
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 79, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 122
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 85, which was -10 lower than the previous day. The implied volatity was 50.48, the open interest changed by 16 which increased total open position to 69
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 95, which was -1 lower than the previous day. The implied volatity was 31.24, the open interest changed by 8 which increased total open position to 51
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 96, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 41
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 95, which was -9 lower than the previous day. The implied volatity was 31.77, the open interest changed by 6 which increased total open position to 10
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 104, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 108, which was 42.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 65.95, 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 12 Nov VEDL was trading at 520.60. The strike last trading price was 65.95, 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 11 Nov VEDL was trading at 523.85. The strike last trading price was 65.95, 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 10 Nov VEDL was trading at 519.60. The strike last trading price was 65.95, 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 7 Nov VEDL was trading at 515.05. The strike last trading price was 65.95, 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 4 Nov VEDL was trading at 508.15. The strike last trading price was 65.95, 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 Nov VEDL was trading at 513.00. The strike last trading price was 65.95, 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 65.95, 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 65.95, 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 29 Oct VEDL was trading at 516.20. The strike last trading price was 65.95, 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 Oct VEDL was trading at 495.60. 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 23 Oct VEDL was trading at 483.25. 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 20 Oct VEDL was trading at 473.90. 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 17 Oct VEDL was trading at 474.05. 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 30DEC2025 420 PE | |||||||
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Delta: -0.02
Vega: 0.06
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 516.15 | 0.4 | -0.05 | 43.45 | 239 | -122 | 614 |
| 8 Dec | 511.25 | 0.4 | 0.1 | 41.25 | 82 | 21 | 737 |
| 5 Dec | 524.50 | 0.3 | 0 | 40.87 | 258 | 153 | 715 |
| 4 Dec | 529.65 | 0.3 | -0.05 | 41.55 | 70 | -9 | 562 |
| 3 Dec | 532.80 | 0.35 | 0 | 43.16 | 60 | -13 | 569 |
| 2 Dec | 538.40 | 0.35 | 0 | 43.58 | 33 | 10 | 583 |
| 1 Dec | 533.30 | 0.35 | -0.1 | 41.43 | 72 | -2 | 573 |
| 28 Nov | 526.00 | 0.45 | -0.05 | 39.80 | 237 | 18 | 575 |
| 27 Nov | 519.10 | 0.5 | 0 | 37.52 | 286 | 118 | 556 |
| 26 Nov | 516.30 | 0.5 | -0.3 | 36.21 | 367 | 216 | 438 |
| 25 Nov | 504.65 | 0.8 | -0.2 | 35.56 | 152 | 48 | 158 |
| 24 Nov | 495.15 | 1 | -0.05 | 33.80 | 12 | 3 | 109 |
| 21 Nov | 496.40 | 0.95 | 0.25 | 32.17 | 71 | 44 | 103 |
| 20 Nov | 509.75 | 0.7 | -0.05 | 34.02 | 9 | 3 | 58 |
| 19 Nov | 511.80 | 0.75 | 0.1 | 34.50 | 19 | -1 | 60 |
| 18 Nov | 510.70 | 0.65 | -0.05 | - | 0 | -4 | 0 |
| 17 Nov | 520.80 | 0.65 | -0.05 | 35.06 | 10 | -3 | 62 |
| 14 Nov | 525.35 | 0.75 | -0.05 | 36.16 | 18 | 7 | 66 |
| 13 Nov | 529.60 | 0.8 | -0.25 | 36.91 | 11 | 0 | 60 |
| 12 Nov | 520.60 | 1.05 | 0 | 36.50 | 2 | 0 | 60 |
| 11 Nov | 523.85 | 1.05 | -0.2 | 36.77 | 14 | -7 | 62 |
| 10 Nov | 519.60 | 1.25 | -0.4 | 36.82 | 6 | 0 | 67 |
| 7 Nov | 515.05 | 1.65 | -0.3 | 36.80 | 10 | -3 | 62 |
| 4 Nov | 508.15 | 1.95 | -0.15 | 35.54 | 2 | 1 | 64 |
| 3 Nov | 513.00 | 2.1 | -0.65 | 36.98 | 2 | 0 | 65 |
| 31 Oct | 493.55 | 2.9 | 0.65 | - | 46 | 26 | 69 |
| 30 Oct | 506.95 | 2.2 | 0.15 | 34.89 | 31 | -5 | 41 |
| 29 Oct | 516.20 | 2.1 | -0.75 | 35.47 | 36 | -10 | 43 |
| 24 Oct | 495.60 | 2.85 | -1.05 | 32.64 | 20 | 17 | 50 |
| 23 Oct | 483.25 | 3.9 | -1.7 | 32.25 | 36 | 28 | 32 |
| 20 Oct | 473.90 | 5.6 | 0.1 | 32.91 | 1 | 0 | 3 |
| 17 Oct | 474.05 | 5.5 | -8.3 | 32.23 | 3 | 2 | 2 |
For Vedanta Limited - strike price 420 expiring on 30DEC2025
Delta for 420 PE is -0.02
Historical price for 420 PE is as follows
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 43.45, the open interest changed by -122 which decreased total open position to 614
On 8 Dec VEDL was trading at 511.25. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 41.25, the open interest changed by 21 which increased total open position to 737
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.87, the open interest changed by 153 which increased total open position to 715
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.55, the open interest changed by -9 which decreased total open position to 562
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 43.16, the open interest changed by -13 which decreased total open position to 569
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 43.58, the open interest changed by 10 which increased total open position to 583
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 41.43, the open interest changed by -2 which decreased total open position to 573
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 39.80, the open interest changed by 18 which increased total open position to 575
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 37.52, the open interest changed by 118 which increased total open position to 556
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 36.21, the open interest changed by 216 which increased total open position to 438
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 35.56, the open interest changed by 48 which increased total open position to 158
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 33.80, the open interest changed by 3 which increased total open position to 109
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 32.17, the open interest changed by 44 which increased total open position to 103
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 34.02, the open interest changed by 3 which increased total open position to 58
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 34.50, the open interest changed by -1 which decreased total open position to 60
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 35.06, the open interest changed by -3 which decreased total open position to 62
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 36.16, the open interest changed by 7 which increased total open position to 66
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 60
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 60
On 11 Nov VEDL was trading at 523.85. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 36.77, the open interest changed by -7 which decreased total open position to 62
On 10 Nov VEDL was trading at 519.60. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 36.82, the open interest changed by 0 which decreased total open position to 67
On 7 Nov VEDL was trading at 515.05. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 36.80, the open interest changed by -3 which decreased total open position to 62
On 4 Nov VEDL was trading at 508.15. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 35.54, the open interest changed by 1 which increased total open position to 64
On 3 Nov VEDL was trading at 513.00. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 65
On 31 Oct VEDL was trading at 493.55. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 69
On 30 Oct VEDL was trading at 506.95. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 34.89, the open interest changed by -5 which decreased total open position to 41
On 29 Oct VEDL was trading at 516.20. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 35.47, the open interest changed by -10 which decreased total open position to 43
On 24 Oct VEDL was trading at 495.60. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 32.64, the open interest changed by 17 which increased total open position to 50
On 23 Oct VEDL was trading at 483.25. The strike last trading price was 3.9, which was -1.7 lower than the previous day. The implied volatity was 32.25, the open interest changed by 28 which increased total open position to 32
On 20 Oct VEDL was trading at 473.90. The strike last trading price was 5.6, which was 0.1 higher than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 3
On 17 Oct VEDL was trading at 474.05. The strike last trading price was 5.5, which was -8.3 lower than the previous day. The implied volatity was 32.23, the open interest changed by 2 which increased total open position to 2































































































































































































































