[--[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 460 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 55.05 -26.45 - 0 -1 0
8 Dec 511.25 55.05 -26.45 32.44 1 0 49
5 Dec 524.50 81.5 3.5 - 0 0 0
4 Dec 529.65 81.5 3.5 64.97 1 0 49
3 Dec 532.80 78 28 - 0 0 0
2 Dec 538.40 78 28 - 0 0 0
1 Dec 533.30 78 28 37.01 1 0 49
28 Nov 526.00 50 7.8 - 0 0 0
27 Nov 519.10 50 7.8 - 0 0 0
26 Nov 516.30 50 7.8 - 0 7 0
25 Nov 504.65 50 7.8 21.26 19 7 49
24 Nov 495.15 42.2 -7.3 23.82 12 1 45
21 Nov 496.40 49.5 -6.7 39.72 4 3 43
20 Nov 509.75 56.2 -1.85 23.52 10 4 40
19 Nov 511.80 58.05 -10.05 23.90 13 8 36
18 Nov 510.70 68.1 -10.5 - 0 0 0
17 Nov 520.80 68.1 -10.5 - 0 6 0
14 Nov 525.35 68.1 -10.5 - 6 4 26
13 Nov 529.60 78.6 23.35 35.44 19 9 17
12 Nov 520.60 55.25 -3.3 - 0 0 0
11 Nov 523.85 55.25 -3.3 - 0 0 0
10 Nov 519.60 55.25 -3.3 - 0 3 0
7 Nov 515.05 55.25 -3.3 - 3 0 5
6 Nov 504.95 58.55 2.3 - 0 0 0
4 Nov 508.15 58.55 2.3 26.24 3 0 5
3 Nov 513.00 56.25 -2.8 - 3 0 2
31 Oct 493.55 59.05 17.15 - 0 0 0
30 Oct 506.95 59.05 17.15 - 0 2 0
29 Oct 516.20 59.05 17.15 - 4 2 2
28 Oct 502.45 41.9 0 - 0 0 0
27 Oct 505.25 41.9 0 - 0 0 0
24 Oct 495.60 41.9 0 - 0 0 0
23 Oct 483.25 41.9 0 - 0 0 0
20 Oct 473.90 41.9 0 - 0 0 0
17 Oct 474.05 41.9 0 - 0 0 0
16 Oct 479.10 41.9 0 - 0 0 0
15 Oct 483.05 41.9 0 - 0 0 0
14 Oct 480.05 41.9 0 - 0 0 0
9 Oct 484.20 41.9 0 - 0 0 0
8 Oct 472.70 41.9 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 460 expiring on 30DEC2025

Delta for 460 CE is -

Historical price for 460 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 55.05, which was -26.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 55.05, which was -26.45 lower than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 49


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 81.5, which was 3.5 higher 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 81.5, which was 3.5 higher than the previous day. The implied volatity was 64.97, the open interest changed by 0 which decreased total open position to 49


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 78, which was 28 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 78, which was 28 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 78, which was 28 higher than the previous day. The implied volatity was 37.01, 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 50, which was 7.8 higher 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 50, which was 7.8 higher 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 50, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 50, which was 7.8 higher than the previous day. The implied volatity was 21.26, the open interest changed by 7 which increased total open position to 49


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 42.2, which was -7.3 lower than the previous day. The implied volatity was 23.82, the open interest changed by 1 which increased total open position to 45


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 49.5, which was -6.7 lower than the previous day. The implied volatity was 39.72, the open interest changed by 3 which increased total open position to 43


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 56.2, which was -1.85 lower than the previous day. The implied volatity was 23.52, the open interest changed by 4 which increased total open position to 40


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 58.05, which was -10.05 lower than the previous day. The implied volatity was 23.90, the open interest changed by 8 which increased total open position to 36


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 68.1, which was -10.5 lower than the previous day. The implied volatity was -, 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 68.1, which was -10.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 68.1, which was -10.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 26


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 78.6, which was 23.35 higher than the previous day. The implied volatity was 35.44, the open interest changed by 9 which increased total open position to 17


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 55.25, which was -3.3 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 55.25, which was -3.3 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 55.25, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 55.25, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 58.55, which was 2.3 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 58.55, which was 2.3 higher than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 5


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 56.25, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 59.05, which was 17.15 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 59.05, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 59.05, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 15 Oct VEDL was trading at 483.05. The strike last trading price was 41.9, 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 41.9, 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 9 Oct VEDL was trading at 484.20. The strike last trading price was 41.9, 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 41.9, 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 460 PE
Delta: -0.06
Vega: 0.15
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 1.15 -0.15 33.12 444 51 876
8 Dec 511.25 1.35 0.6 32.04 311 82 824
5 Dec 524.50 0.8 0.1 31.33 173 24 742
4 Dec 529.65 0.7 0 31.71 103 -22 720
3 Dec 532.80 0.7 -0.05 32.76 101 -13 743
2 Dec 538.40 0.65 -0.25 33.09 106 -6 754
1 Dec 533.30 0.9 -0.2 32.91 166 -19 761
28 Nov 526.00 1.1 -0.4 31.14 170 -14 780
27 Nov 519.10 1.5 -0.05 30.11 230 -25 794
26 Nov 516.30 1.55 -1.05 28.95 460 87 820
25 Nov 504.65 2.55 -1.3 28.45 368 75 733
24 Nov 495.15 3.85 0.2 28.15 242 41 657
21 Nov 496.40 3.95 1.55 27.33 320 208 615
20 Nov 509.75 2.4 0.15 28.18 73 14 407
19 Nov 511.80 2.2 0.2 27.77 170 6 393
18 Nov 510.70 2 0.4 26.17 97 22 387
17 Nov 520.80 1.6 -0.1 27.65 30 8 365
14 Nov 525.35 1.7 0.05 28.82 25 0 357
13 Nov 529.60 1.65 -0.8 29.17 148 -20 358
12 Nov 520.60 2.45 0.05 29.56 79 48 379
11 Nov 523.85 2.35 -0.65 29.71 134 102 331
10 Nov 519.60 3 -0.65 30.41 105 82 228
7 Nov 515.05 3.65 -1.55 29.98 127 99 146
6 Nov 504.95 5.15 -0.15 29.95 19 11 45
4 Nov 508.15 5.25 0.45 30.71 19 -4 36
3 Nov 513.00 4.8 -3.45 31.02 13 1 39
31 Oct 493.55 8.15 1.6 - 18 2 37
30 Oct 506.95 6.55 0.4 31.87 11 7 35
29 Oct 516.20 6.1 -0.5 32.39 38 3 27
28 Oct 502.45 6.9 -0.75 30.39 5 4 24
27 Oct 505.25 7.65 -6.85 - 0 9 0
24 Oct 495.60 7.65 -6.85 28.59 12 8 19
23 Oct 483.25 14.5 1.3 - 0 0 0
20 Oct 473.90 14.5 1.3 - 0 1 0
17 Oct 474.05 14.5 1.3 29.54 1 0 10
16 Oct 479.10 13.2 0.1 29.59 6 5 9
15 Oct 483.05 13.1 0 - 1 0 3
14 Oct 480.05 13.1 -2.6 - 0 0 0
9 Oct 484.20 13.1 -2.6 30.62 2 1 2
8 Oct 472.70 15.7 -13.45 28.87 1 0 0
6 Oct 470.80 29.15 0 - 0 0 0
3 Oct 470.95 29.15 0 3.01 0 0 0


For Vedanta Limited - strike price 460 expiring on 30DEC2025

Delta for 460 PE is -0.06

Historical price for 460 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 33.12, the open interest changed by 51 which increased total open position to 876


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 1.35, which was 0.6 higher than the previous day. The implied volatity was 32.04, the open interest changed by 82 which increased total open position to 824


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 31.33, the open interest changed by 24 which increased total open position to 742


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 31.71, the open interest changed by -22 which decreased total open position to 720


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 32.76, the open interest changed by -13 which decreased total open position to 743


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 33.09, the open interest changed by -6 which decreased total open position to 754


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 32.91, the open interest changed by -19 which decreased total open position to 761


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 31.14, the open interest changed by -14 which decreased total open position to 780


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 30.11, the open interest changed by -25 which decreased total open position to 794


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 1.55, which was -1.05 lower than the previous day. The implied volatity was 28.95, the open interest changed by 87 which increased total open position to 820


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 2.55, which was -1.3 lower than the previous day. The implied volatity was 28.45, the open interest changed by 75 which increased total open position to 733


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 3.85, which was 0.2 higher than the previous day. The implied volatity was 28.15, the open interest changed by 41 which increased total open position to 657


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 3.95, which was 1.55 higher than the previous day. The implied volatity was 27.33, the open interest changed by 208 which increased total open position to 615


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 28.18, the open interest changed by 14 which increased total open position to 407


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 27.77, the open interest changed by 6 which increased total open position to 393


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 26.17, the open interest changed by 22 which increased total open position to 387


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 27.65, the open interest changed by 8 which increased total open position to 365


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 357


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 1.65, which was -0.8 lower than the previous day. The implied volatity was 29.17, the open interest changed by -20 which decreased total open position to 358


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 29.56, the open interest changed by 48 which increased total open position to 379


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 29.71, the open interest changed by 102 which increased total open position to 331


On 10 Nov VEDL was trading at 519.60. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 30.41, the open interest changed by 82 which increased total open position to 228


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 3.65, which was -1.55 lower than the previous day. The implied volatity was 29.98, the open interest changed by 99 which increased total open position to 146


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 5.15, which was -0.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 11 which increased total open position to 45


On 4 Nov VEDL was trading at 508.15. The strike last trading price was 5.25, which was 0.45 higher than the previous day. The implied volatity was 30.71, the open interest changed by -4 which decreased total open position to 36


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 4.8, which was -3.45 lower than the previous day. The implied volatity was 31.02, the open interest changed by 1 which increased total open position to 39


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 8.15, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 37


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 6.55, which was 0.4 higher than the previous day. The implied volatity was 31.87, the open interest changed by 7 which increased total open position to 35


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 6.1, which was -0.5 lower than the previous day. The implied volatity was 32.39, the open interest changed by 3 which increased total open position to 27


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 6.9, which was -0.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by 4 which increased total open position to 24


On 27 Oct VEDL was trading at 505.25. The strike last trading price was 7.65, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 24 Oct VEDL was trading at 495.60. The strike last trading price was 7.65, which was -6.85 lower than the previous day. The implied volatity was 28.59, the open interest changed by 8 which increased total open position to 19


On 23 Oct VEDL was trading at 483.25. The strike last trading price was 14.5, which was 1.3 higher 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 14.5, which was 1.3 higher 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 14.5, which was 1.3 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 10


On 16 Oct VEDL was trading at 479.10. The strike last trading price was 13.2, which was 0.1 higher than the previous day. The implied volatity was 29.59, the open interest changed by 5 which increased total open position to 9


On 15 Oct VEDL was trading at 483.05. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 14 Oct VEDL was trading at 480.05. The strike last trading price was 13.1, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct VEDL was trading at 484.20. The strike last trading price was 13.1, which was -2.6 lower than the previous day. The implied volatity was 30.62, the open interest changed by 1 which increased total open position to 2


On 8 Oct VEDL was trading at 472.70. The strike last trading price was 15.7, which was -13.45 lower than the previous day. The implied volatity was 28.87, 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 29.15, 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 29.15, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0