VEDL
Vedanta Limited
Historical option data for VEDL
09 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 440 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 | 76 | 3.3 | - | 10 | 4 | 61 | |||||||||
| 8 Dec | 511.25 | 72.35 | -14.65 | - | 12 | -2 | 58 | |||||||||
| 5 Dec | 524.50 | 87 | -8 | - | 2 | 0 | 60 | |||||||||
| 4 Dec | 529.65 | 95 | -1.65 | 54.43 | 4 | 1 | 60 | |||||||||
| 3 Dec | 532.80 | 97 | -3 | 23.76 | 16 | 3 | 58 | |||||||||
| 2 Dec | 538.40 | 100 | 2 | - | 11 | 4 | 54 | |||||||||
| 1 Dec | 533.30 | 98 | 5 | 46.23 | 3 | 0 | 49 | |||||||||
| 28 Nov | 526.00 | 93 | 11 | 42.67 | 6 | 5 | 48 | |||||||||
| 27 Nov | 519.10 | 82 | 4 | - | 15 | 5 | 44 | |||||||||
| 26 Nov | 516.30 | 78 | 11 | - | 15 | 7 | 38 | |||||||||
| 25 Nov | 504.65 | 67 | 6.35 | - | 5 | 4 | 31 | |||||||||
| 24 Nov | 495.15 | 60.25 | -1.5 | 23.60 | 6 | 3 | 28 | |||||||||
| 21 Nov | 496.40 | 61.3 | -16.7 | 28.35 | 24 | 8 | 24 | |||||||||
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| 20 Nov | 509.75 | 78 | -1 | 38.97 | 4 | 2 | 14 | |||||||||
| 19 Nov | 511.80 | 79 | 4.45 | 36.12 | 1 | 0 | 13 | |||||||||
| 18 Nov | 510.70 | 74.55 | -14.45 | - | 1 | 0 | 14 | |||||||||
| 17 Nov | 520.80 | 89 | -6 | - | 0 | 7 | 0 | |||||||||
| 14 Nov | 525.35 | 89 | -6 | - | 11 | 6 | 13 | |||||||||
| 13 Nov | 529.60 | 95 | 18.85 | - | 6 | 1 | 7 | |||||||||
| 12 Nov | 520.60 | 76.15 | 6.2 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 523.85 | 76.15 | 6.2 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 519.60 | 76.15 | 6.2 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 515.05 | 76.15 | 6.2 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 504.95 | 76.15 | 6.2 | - | 0 | 2 | 0 | |||||||||
| 4 Nov | 508.15 | 76.15 | 6.2 | 25.78 | 5 | 0 | 4 | |||||||||
| 3 Nov | 513.00 | 69.95 | 16.9 | - | 0 | 4 | 0 | |||||||||
| 31 Oct | 493.55 | 69.95 | 16.9 | - | 4 | 2 | 2 | |||||||||
| 30 Oct | 506.95 | 53.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 516.20 | 53.05 | 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 | |||||||||
| 14 Oct | 480.05 | 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 440 expiring on 30DEC2025
Delta for 440 CE is -
Historical price for 440 CE is as follows
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 76, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 61
On 8 Dec VEDL was trading at 511.25. The strike last trading price was 72.35, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 58
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 87, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 95, which was -1.65 lower than the previous day. The implied volatity was 54.43, the open interest changed by 1 which increased total open position to 60
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 97, which was -3 lower than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 58
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 100, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 54
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 98, which was 5 higher than the previous day. The implied volatity was 46.23, the open interest changed by 0 which decreased total open position to 49
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 93, which was 11 higher than the previous day. The implied volatity was 42.67, the open interest changed by 5 which increased total open position to 48
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 82, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 44
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 78, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 38
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 67, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 31
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 60.25, which was -1.5 lower than the previous day. The implied volatity was 23.60, the open interest changed by 3 which increased total open position to 28
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 61.3, which was -16.7 lower than the previous day. The implied volatity was 28.35, the open interest changed by 8 which increased total open position to 24
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 78, which was -1 lower than the previous day. The implied volatity was 38.97, the open interest changed by 2 which increased total open position to 14
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 79, which was 4.45 higher than the previous day. The implied volatity was 36.12, the open interest changed by 0 which decreased total open position to 13
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 74.55, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 89, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 89, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 95, which was 18.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 76.15, which was 6.2 higher 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 76.15, which was 6.2 higher 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 76.15, which was 6.2 higher 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 76.15, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov VEDL was trading at 504.95. The strike last trading price was 76.15, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Nov VEDL was trading at 508.15. The strike last trading price was 76.15, which was 6.2 higher than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 4
On 3 Nov VEDL was trading at 513.00. The strike last trading price was 69.95, which was 16.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 31 Oct VEDL was trading at 493.55. The strike last trading price was 69.95, which was 16.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 30 Oct VEDL was trading at 506.95. The strike last trading price was 53.05, 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 53.05, 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 14 Oct VEDL was trading at 480.05. 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 440 PE | |||||||
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Delta: -0.03
Vega: 0.09
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 516.15 | 0.6 | -0.1 | 37.58 | 72 | -15 | 250 |
| 8 Dec | 511.25 | 0.75 | 0.4 | 36.86 | 150 | 64 | 264 |
| 5 Dec | 524.50 | 0.35 | -0.05 | 34.31 | 70 | -5 | 204 |
| 4 Dec | 529.65 | 0.4 | 0 | 35.93 | 27 | -3 | 219 |
| 3 Dec | 532.80 | 0.4 | 0 | 36.77 | 24 | -11 | 223 |
| 2 Dec | 538.40 | 0.4 | -0.05 | 37.36 | 12 | -1 | 235 |
| 1 Dec | 533.30 | 0.45 | -0.25 | 35.92 | 35 | 7 | 237 |
| 28 Nov | 526.00 | 0.7 | -0.15 | 35.59 | 49 | -13 | 230 |
| 27 Nov | 519.10 | 0.85 | 0 | 33.77 | 105 | 49 | 243 |
| 26 Nov | 516.30 | 0.85 | -0.4 | 32.44 | 152 | -8 | 194 |
| 25 Nov | 504.65 | 1.05 | -0.75 | 29.97 | 135 | 32 | 190 |
| 24 Nov | 495.15 | 1.8 | -0.05 | 30.25 | 74 | 15 | 158 |
| 21 Nov | 496.40 | 1.8 | 0.55 | 29.09 | 69 | 21 | 143 |
| 20 Nov | 509.75 | 1.25 | 0 | 30.86 | 38 | 1 | 121 |
| 19 Nov | 511.80 | 1.2 | 0.15 | 30.75 | 123 | 29 | 120 |
| 18 Nov | 510.70 | 1.05 | 0 | 29.04 | 74 | 61 | 92 |
| 17 Nov | 520.80 | 1.05 | -0.05 | 31.62 | 9 | 4 | 29 |
| 14 Nov | 525.35 | 1.1 | -0.45 | 32.39 | 4 | 2 | 24 |
| 13 Nov | 529.60 | 1.55 | 0.05 | - | 0 | 4 | 0 |
| 12 Nov | 520.60 | 1.55 | 0.05 | 32.84 | 5 | 4 | 22 |
| 11 Nov | 523.85 | 1.5 | -0.75 | 32.96 | 12 | 5 | 14 |
| 10 Nov | 519.60 | 2.25 | -0.8 | - | 0 | 0 | 0 |
| 7 Nov | 515.05 | 2.25 | -0.8 | 32.73 | 2 | -1 | 8 |
| 6 Nov | 504.95 | 3.05 | -0.7 | 32.36 | 1 | 0 | 8 |
| 4 Nov | 508.15 | 3.75 | -0.9 | - | 0 | 0 | 0 |
| 3 Nov | 513.00 | 3.75 | -0.9 | 35.66 | 1 | 0 | 8 |
| 31 Oct | 493.55 | 4.65 | 1.4 | - | 8 | 5 | 7 |
| 30 Oct | 506.95 | 3.2 | -1.8 | - | 0 | 1 | 0 |
| 29 Oct | 516.20 | 3.2 | -1.8 | 32.70 | 2 | 1 | 2 |
| 24 Oct | 495.60 | 8 | -2 | - | 0 | -1 | 0 |
| 23 Oct | 483.25 | 8 | -2 | 33.12 | 1 | 0 | 1 |
| 20 Oct | 473.90 | 10 | -10.55 | - | 0 | 1 | 0 |
| 17 Oct | 474.05 | 10 | -10.55 | 32.17 | 1 | 0 | 0 |
| 14 Oct | 480.05 | 20.55 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 472.70 | 20.55 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 470.80 | 20.55 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 470.95 | 0 | 0 | 5.20 | 0 | 0 | 0 |
For Vedanta Limited - strike price 440 expiring on 30DEC2025
Delta for 440 PE is -0.03
Historical price for 440 PE is as follows
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 37.58, the open interest changed by -15 which decreased total open position to 250
On 8 Dec VEDL was trading at 511.25. The strike last trading price was 0.75, which was 0.4 higher than the previous day. The implied volatity was 36.86, the open interest changed by 64 which increased total open position to 264
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.31, the open interest changed by -5 which decreased total open position to 204
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 35.93, the open interest changed by -3 which decreased total open position to 219
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 36.77, the open interest changed by -11 which decreased total open position to 223
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 37.36, the open interest changed by -1 which decreased total open position to 235
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 35.92, the open interest changed by 7 which increased total open position to 237
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 35.59, the open interest changed by -13 which decreased total open position to 230
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 33.77, the open interest changed by 49 which increased total open position to 243
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 32.44, the open interest changed by -8 which decreased total open position to 194
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 29.97, the open interest changed by 32 which increased total open position to 190
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 30.25, the open interest changed by 15 which increased total open position to 158
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 29.09, the open interest changed by 21 which increased total open position to 143
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 30.86, the open interest changed by 1 which increased total open position to 121
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 30.75, the open interest changed by 29 which increased total open position to 120
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 29.04, the open interest changed by 61 which increased total open position to 92
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 31.62, the open interest changed by 4 which increased total open position to 29
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 32.39, the open interest changed by 2 which increased total open position to 24
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 32.84, the open interest changed by 4 which increased total open position to 22
On 11 Nov VEDL was trading at 523.85. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 32.96, the open interest changed by 5 which increased total open position to 14
On 10 Nov VEDL was trading at 519.60. The strike last trading price was 2.25, which was -0.8 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 2.25, which was -0.8 lower than the previous day. The implied volatity was 32.73, the open interest changed by -1 which decreased total open position to 8
On 6 Nov VEDL was trading at 504.95. The strike last trading price was 3.05, which was -0.7 lower than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 8
On 4 Nov VEDL was trading at 508.15. The strike last trading price was 3.75, which was -0.9 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 3.75, which was -0.9 lower than the previous day. The implied volatity was 35.66, the open interest changed by 0 which decreased total open position to 8
On 31 Oct VEDL was trading at 493.55. The strike last trading price was 4.65, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 30 Oct VEDL was trading at 506.95. The strike last trading price was 3.2, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct VEDL was trading at 516.20. The strike last trading price was 3.2, which was -1.8 lower than the previous day. The implied volatity was 32.70, the open interest changed by 1 which increased total open position to 2
On 24 Oct VEDL was trading at 495.60. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 23 Oct VEDL was trading at 483.25. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 1
On 20 Oct VEDL was trading at 473.90. The strike last trading price was 10, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Oct VEDL was trading at 474.05. The strike last trading price was 10, which was -10.55 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 0
On 14 Oct VEDL was trading at 480.05. The strike last trading price was 20.55, 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 Oct VEDL was trading at 472.70. The strike last trading price was 20.55, 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 6 Oct VEDL was trading at 470.80. The strike last trading price was 20.55, 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 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 5.20, the open interest changed by 0 which decreased total open position to 0































































































































































































































