VEDL
Vedanta Limited
Historical option data for VEDL
09 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 430 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 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 511.25 | 78.5 | -7.5 | - | 0 | 0 | 2 | |||||||||
| 5 Dec | 524.50 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 529.65 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 532.80 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 538.40 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 533.30 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 526.00 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 519.10 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 516.30 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 504.65 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 495.15 | 78.5 | -7.5 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 496.40 | 78.5 | -7.5 | 54.41 | 1 | 0 | 2 | |||||||||
| 20 Nov | 509.75 | 86 | -9 | 34.78 | 1 | 0 | 1 | |||||||||
| 19 Nov | 511.80 | 95 | 35.75 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 510.70 | 95 | 35.75 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 520.80 | 95 | 35.75 | - | 1 | 0 | 0 | |||||||||
| 14 Nov | 525.35 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 529.60 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 520.60 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 523.85 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 519.60 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 515.05 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 508.15 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 513.00 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 493.55 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 506.95 | 59.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 516.20 | 59.25 | 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 | |||||||||
| 8 Oct | 472.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 470.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 470.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 430 expiring on 30DEC2025
Delta for 430 CE is -
Historical price for 430 CE is as follows
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 78.5, which was -7.5 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 78.5, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 78.5, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 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 78.5, which was -7.5 lower than the previous day. The implied volatity was 54.41, the open interest changed by 0 which decreased total open position to 2
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 86, which was -9 lower than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 1
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 95, which was 35.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 95, which was 35.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 95, which was 35.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 59.25, 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 13 Nov VEDL was trading at 529.60. The strike last trading price was 59.25, 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 59.25, 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 59.25, 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 59.25, 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 59.25, 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 59.25, 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 59.25, 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 59.25, 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 59.25, 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 59.25, 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
On 8 Oct VEDL was trading at 472.70. 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 6 Oct VEDL was trading at 470.80. 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 3 Oct VEDL was trading at 470.95. 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 430 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 | -0.1 | 39.23 | 49 | -2 | 235 |
| 8 Dec | 511.25 | 0.45 | 0.1 | 37.76 | 40 | 9 | 238 |
| 5 Dec | 524.50 | 0.35 | 0.05 | 38.14 | 28 | -1 | 229 |
| 4 Dec | 529.65 | 0.3 | 0 | 37.98 | 23 | -3 | 230 |
| 3 Dec | 532.80 | 0.3 | 0 | 38.68 | 18 | -13 | 233 |
| 2 Dec | 538.40 | 0.3 | 0 | 39.05 | 32 | -4 | 246 |
| 1 Dec | 533.30 | 0.3 | -0.15 | 37.10 | 45 | -8 | 250 |
| 28 Nov | 526.00 | 0.45 | -0.15 | 36.38 | 95 | -24 | 258 |
| 27 Nov | 519.10 | 0.6 | -0.05 | 35.15 | 127 | 1 | 267 |
| 26 Nov | 516.30 | 0.6 | -0.35 | 33.84 | 286 | 178 | 268 |
| 25 Nov | 504.65 | 0.9 | -0.35 | 32.68 | 55 | 21 | 90 |
| 24 Nov | 495.15 | 1.25 | -0.05 | 31.54 | 55 | 14 | 65 |
| 21 Nov | 496.40 | 1.3 | 0.25 | 30.59 | 67 | 50 | 51 |
| 20 Nov | 509.75 | 1.05 | -15.9 | 33.20 | 1 | 0 | 0 |
| 19 Nov | 511.80 | 16.95 | 0 | 14.89 | 0 | 0 | 0 |
| 18 Nov | 510.70 | 16.95 | 0 | 14.56 | 0 | 0 | 0 |
| 17 Nov | 520.80 | 16.95 | 0 | 15.59 | 0 | 0 | 0 |
| 14 Nov | 525.35 | 16.95 | 0 | 15.82 | 0 | 0 | 0 |
| 13 Nov | 529.60 | 16.95 | 0 | 16.05 | 0 | 0 | 0 |
| 12 Nov | 520.60 | 16.95 | 0 | 15.13 | 0 | 0 | 0 |
| 11 Nov | 523.85 | 16.95 | 0 | 15.31 | 0 | 0 | 0 |
| 10 Nov | 519.60 | 16.95 | 0 | 14.84 | 0 | 0 | 0 |
| 7 Nov | 515.05 | 16.95 | 0 | 14.10 | 0 | 0 | 0 |
| 4 Nov | 508.15 | 16.95 | 0 | 12.28 | 0 | 0 | 0 |
| 3 Nov | 513.00 | 16.95 | 0 | 12.66 | 0 | 0 | 0 |
| 31 Oct | 493.55 | 16.95 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 506.95 | 16.95 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 516.20 | 16.95 | 0 | 12.25 | 0 | 0 | 0 |
| 24 Oct | 495.60 | 16.95 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 483.25 | 16.95 | 0 | 8.86 | 0 | 0 | 0 |
| 20 Oct | 473.90 | 16.95 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 474.05 | 16.95 | 0 | 7.61 | 0 | 0 | 0 |
| 8 Oct | 472.70 | 16.95 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 470.80 | 16.95 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 470.95 | 16.95 | 0 | 6.14 | 0 | 0 | 0 |
For Vedanta Limited - strike price 430 expiring on 30DEC2025
Delta for 430 PE is -0.02
Historical price for 430 PE is as follows
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 39.23, the open interest changed by -2 which decreased total open position to 235
On 8 Dec VEDL was trading at 511.25. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 37.76, the open interest changed by 9 which increased total open position to 238
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 38.14, the open interest changed by -1 which decreased total open position to 229
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 37.98, the open interest changed by -3 which decreased total open position to 230
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 38.68, the open interest changed by -13 which decreased total open position to 233
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 39.05, the open interest changed by -4 which decreased total open position to 246
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 37.10, the open interest changed by -8 which decreased total open position to 250
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.38, the open interest changed by -24 which decreased total open position to 258
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 35.15, the open interest changed by 1 which increased total open position to 267
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 33.84, the open interest changed by 178 which increased total open position to 268
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 32.68, the open interest changed by 21 which increased total open position to 90
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 31.54, the open interest changed by 14 which increased total open position to 65
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by 50 which increased total open position to 51
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 1.05, which was -15.9 lower than the previous day. The implied volatity was 33.20, the open interest changed by 0 which decreased total open position to 0
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 14.89, the open interest changed by 0 which decreased total open position to 0
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 14.56, the open interest changed by 0 which decreased total open position to 0
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 15.59, the open interest changed by 0 which decreased total open position to 0
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 15.82, 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 16.95, which was 0 lower than the previous day. The implied volatity was 16.05, 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 16.95, which was 0 lower than the previous day. The implied volatity was 15.13, 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 16.95, which was 0 lower than the previous day. The implied volatity was 15.31, 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 16.95, which was 0 lower than the previous day. The implied volatity was 14.84, 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 16.95, which was 0 lower than the previous day. The implied volatity was 14.10, 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 16.95, which was 0 lower than the previous day. The implied volatity was 12.28, 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 16.95, which was 0 lower than the previous day. The implied volatity was 12.66, 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 16.95, 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 16.95, 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 16.95, which was 0 lower than the previous day. The implied volatity was 12.25, 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 16.95, 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 23 Oct VEDL was trading at 483.25. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 8.86, 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 16.95, 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 17 Oct VEDL was trading at 474.05. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 7.61, the open interest changed by 0 which decreased total open position to 0
On 8 Oct VEDL was trading at 472.70. The strike last trading price was 16.95, 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 6 Oct VEDL was trading at 470.80. The strike last trading price was 16.95, 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 Oct VEDL was trading at 470.95. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0































































































































































































































