[--[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 420 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.02
Vega: 0.06
Theta: -0.06
Gamma: 0.00
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