[--[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 440 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 0.09
Theta: -0.07
Gamma: 0.00
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