[--[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 450 CE
Delta: 0.97
Vega: 0.09
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 68 4.75 32.36 4 -1 141
8 Dec 511.25 63.6 -15.25 - 17 2 142
5 Dec 524.50 78.85 -5.35 43.88 21 9 140
4 Dec 529.65 84.2 1.75 45.42 2 0 130
3 Dec 532.80 82.45 -7.6 - 16 0 130
2 Dec 538.40 90.05 5.3 - 6 3 128
1 Dec 533.30 84.75 3.65 - 21 16 125
28 Nov 526.00 81.75 6.25 28.01 38 11 109
27 Nov 519.10 75.5 10.55 38.39 17 9 95
26 Nov 516.30 64.95 7.95 - 6 0 86
25 Nov 504.65 57 6.5 - 11 1 85
24 Nov 495.15 50.5 -1.75 21.14 10 1 84
21 Nov 496.40 51.7 -15.55 25.60 50 36 83
20 Nov 509.75 67.25 1.45 - 0 3 0
19 Nov 511.80 67.25 1.45 23.12 5 2 46
18 Nov 510.70 65.8 -9.4 24.87 21 19 44
17 Nov 520.80 75.2 -6.05 - 22 14 25
14 Nov 525.35 81.25 -4.7 - 3 2 10
13 Nov 529.60 85.95 6.5 28.89 1 0 8
12 Nov 520.60 79.45 -0.55 33.48 4 3 8
11 Nov 523.85 80 16 - 0 0 0
10 Nov 519.60 80 16 36.70 1 0 5
7 Nov 515.05 64 6.15 - 3 0 2
6 Nov 504.95 57.85 10.6 - 0 0 0
4 Nov 508.15 57.85 10.6 - 0 0 0
3 Nov 513.00 57.85 10.6 - 0 2 0
31 Oct 493.55 57.85 10.6 - 2 0 0
30 Oct 506.95 47.25 0 - 0 0 0
29 Oct 516.20 47.25 0 - 0 0 0
28 Oct 502.45 0 0 - 0 0 0
27 Oct 505.25 0 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
16 Oct 479.10 0 0 - 0 0 0
14 Oct 480.05 0 0 - 0 0 0
13 Oct 479.30 0 0 - 0 0 0
8 Oct 472.70 0 0 - 0 0 0
7 Oct 471.85 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 450 expiring on 30DEC2025

Delta for 450 CE is 0.97

Historical price for 450 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 68, which was 4.75 higher than the previous day. The implied volatity was 32.36, the open interest changed by -1 which decreased total open position to 141


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 63.6, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 142


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 78.85, which was -5.35 lower than the previous day. The implied volatity was 43.88, the open interest changed by 9 which increased total open position to 140


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 84.2, which was 1.75 higher than the previous day. The implied volatity was 45.42, the open interest changed by 0 which decreased total open position to 130


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 82.45, which was -7.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 90.05, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 128


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 84.75, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 125


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 81.75, which was 6.25 higher than the previous day. The implied volatity was 28.01, the open interest changed by 11 which increased total open position to 109


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 75.5, which was 10.55 higher than the previous day. The implied volatity was 38.39, the open interest changed by 9 which increased total open position to 95


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 64.95, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 57, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 85


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 50.5, which was -1.75 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1 which increased total open position to 84


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 51.7, which was -15.55 lower than the previous day. The implied volatity was 25.60, the open interest changed by 36 which increased total open position to 83


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 67.25, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 67.25, which was 1.45 higher than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 46


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 65.8, which was -9.4 lower than the previous day. The implied volatity was 24.87, the open interest changed by 19 which increased total open position to 44


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 75.2, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 25


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 81.25, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 85.95, which was 6.5 higher than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 8


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 79.45, which was -0.55 lower than the previous day. The implied volatity was 33.48, the open interest changed by 3 which increased total open position to 8


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 80, which was 16 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 80, which was 16 higher than the previous day. The implied volatity was 36.70, the open interest changed by 0 which decreased total open position to 5


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 64, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 57.85, which was 10.6 higher 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 57.85, which was 10.6 higher 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 57.85, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 57.85, which was 10.6 higher 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 47.25, 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 47.25, 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 28 Oct VEDL was trading at 502.45. 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 27 Oct VEDL was trading at 505.25. 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 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 16 Oct VEDL was trading at 479.10. 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 13 Oct VEDL was trading at 479.30. 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 7 Oct VEDL was trading at 471.85. 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 450 PE
Delta: -0.04
Vega: 0.11
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 0.8 -0.1 35.13 257 36 907
8 Dec 511.25 0.9 0.3 33.73 307 78 868
5 Dec 524.50 0.65 0.1 34.05 198 16 788
4 Dec 529.65 0.55 0.05 34.06 173 -26 772
3 Dec 532.80 0.5 -0.05 34.46 228 -85 797
2 Dec 538.40 0.55 -0.05 35.71 278 -88 880
1 Dec 533.30 0.65 -0.25 34.54 540 82 970
28 Nov 526.00 0.8 -0.25 32.75 710 256 888
27 Nov 519.10 1.05 -0.1 31.47 125 47 630
26 Nov 516.30 1.1 -0.7 30.43 375 12 583
25 Nov 504.65 1.8 -0.8 29.84 342 147 569
24 Nov 495.15 2.6 0 29.04 221 62 422
21 Nov 496.40 2.7 1 28.24 180 28 354
20 Nov 509.75 1.7 0.05 29.38 91 11 325
19 Nov 511.80 1.65 0.3 29.38 274 50 315
18 Nov 510.70 1.35 0.2 27.16 61 9 264
17 Nov 520.80 1.15 -0.15 28.91 28 8 255
14 Nov 525.35 1.25 -0.1 30.04 32 2 247
13 Nov 529.60 1.35 -0.5 31.03 8 -2 245
12 Nov 520.60 1.85 -0.05 30.82 18 14 247
11 Nov 523.85 1.9 -0.1 31.44 10 0 232
10 Nov 519.60 2 -0.7 30.57 32 -1 235
7 Nov 515.05 2.65 -1.1 30.69 105 76 236
6 Nov 504.95 3.75 -0.1 30.53 1 0 159
4 Nov 508.15 3.75 0 31.07 118 92 145
3 Nov 513.00 3.65 -2.2 31.87 32 -6 50
31 Oct 493.55 5.7 0.95 - 15 11 54
30 Oct 506.95 4.75 0.65 31.93 20 13 42
29 Oct 516.20 4.7 -0.2 33.07 35 13 29
28 Oct 502.45 4.9 -0.15 30.28 3 1 15
27 Oct 505.25 5.05 -1.1 31.32 1 0 13
24 Oct 495.60 6.15 -3.35 29.71 3 2 12
23 Oct 483.25 9.5 -1.65 31.45 5 -2 7
20 Oct 473.90 11.15 -2.85 30.08 4 2 11
17 Oct 474.05 14 2.4 33.56 2 0 7
16 Oct 479.10 11.6 0.1 - 5 0 2
14 Oct 480.05 11.5 -2.35 - 0 1 0
13 Oct 479.30 11.5 -2.35 31.30 1 0 1
8 Oct 472.70 13.85 0.35 - 0 0 0
7 Oct 471.85 13.85 0.35 30.85 1 0 1
6 Oct 470.80 13.5 -11.15 - 1 1 0
3 Oct 470.95 13.5 -11.15 29.52 1 0 0


For Vedanta Limited - strike price 450 expiring on 30DEC2025

Delta for 450 PE is -0.04

Historical price for 450 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 35.13, the open interest changed by 36 which increased total open position to 907


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 0.9, which was 0.3 higher than the previous day. The implied volatity was 33.73, the open interest changed by 78 which increased total open position to 868


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 34.05, the open interest changed by 16 which increased total open position to 788


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 34.06, the open interest changed by -26 which decreased total open position to 772


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by -85 which decreased total open position to 797


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.71, the open interest changed by -88 which decreased total open position to 880


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 34.54, the open interest changed by 82 which increased total open position to 970


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 32.75, the open interest changed by 256 which increased total open position to 888


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 31.47, the open interest changed by 47 which increased total open position to 630


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 1.1, which was -0.7 lower than the previous day. The implied volatity was 30.43, the open interest changed by 12 which increased total open position to 583


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 1.8, which was -0.8 lower than the previous day. The implied volatity was 29.84, the open interest changed by 147 which increased total open position to 569


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 29.04, the open interest changed by 62 which increased total open position to 422


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 2.7, which was 1 higher than the previous day. The implied volatity was 28.24, the open interest changed by 28 which increased total open position to 354


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 29.38, the open interest changed by 11 which increased total open position to 325


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 1.65, which was 0.3 higher than the previous day. The implied volatity was 29.38, the open interest changed by 50 which increased total open position to 315


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 1.35, which was 0.2 higher than the previous day. The implied volatity was 27.16, the open interest changed by 9 which increased total open position to 264


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 28.91, the open interest changed by 8 which increased total open position to 255


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 30.04, the open interest changed by 2 which increased total open position to 247


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 1.35, which was -0.5 lower than the previous day. The implied volatity was 31.03, the open interest changed by -2 which decreased total open position to 245


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 30.82, the open interest changed by 14 which increased total open position to 247


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 232


On 10 Nov VEDL was trading at 519.60. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 235


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 2.65, which was -1.1 lower than the previous day. The implied volatity was 30.69, the open interest changed by 76 which increased total open position to 236


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 3.75, which was -0.1 lower than the previous day. The implied volatity was 30.53, the open interest changed by 0 which decreased total open position to 159


On 4 Nov VEDL was trading at 508.15. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 31.07, the open interest changed by 92 which increased total open position to 145


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 3.65, which was -2.2 lower than the previous day. The implied volatity was 31.87, the open interest changed by -6 which decreased total open position to 50


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 5.7, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 54


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 4.75, which was 0.65 higher than the previous day. The implied volatity was 31.93, the open interest changed by 13 which increased total open position to 42


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 4.7, which was -0.2 lower than the previous day. The implied volatity was 33.07, the open interest changed by 13 which increased total open position to 29


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 4.9, which was -0.15 lower than the previous day. The implied volatity was 30.28, the open interest changed by 1 which increased total open position to 15


On 27 Oct VEDL was trading at 505.25. The strike last trading price was 5.05, which was -1.1 lower than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 13


On 24 Oct VEDL was trading at 495.60. The strike last trading price was 6.15, which was -3.35 lower than the previous day. The implied volatity was 29.71, the open interest changed by 2 which increased total open position to 12


On 23 Oct VEDL was trading at 483.25. The strike last trading price was 9.5, which was -1.65 lower than the previous day. The implied volatity was 31.45, the open interest changed by -2 which decreased total open position to 7


On 20 Oct VEDL was trading at 473.90. The strike last trading price was 11.15, which was -2.85 lower than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 11


On 17 Oct VEDL was trading at 474.05. The strike last trading price was 14, which was 2.4 higher than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 7


On 16 Oct VEDL was trading at 479.10. The strike last trading price was 11.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 Oct VEDL was trading at 480.05. The strike last trading price was 11.5, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Oct VEDL was trading at 479.30. The strike last trading price was 11.5, which was -2.35 lower than the previous day. The implied volatity was 31.30, the open interest changed by 0 which decreased total open position to 1


On 8 Oct VEDL was trading at 472.70. The strike last trading price was 13.85, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Oct VEDL was trading at 471.85. The strike last trading price was 13.85, which was 0.35 higher than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 1


On 6 Oct VEDL was trading at 470.80. The strike last trading price was 13.5, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Oct VEDL was trading at 470.95. The strike last trading price was 13.5, which was -11.15 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 0