VEDL
Vedanta Limited
Historical option data for VEDL
12 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 475 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 543.60 | 56.3 | 5.5 | - | 0 | 0 | 19 | |||||||||
| 11 Dec | 529.05 | 56.3 | 5.5 | - | 0 | 0 | 19 | |||||||||
| 10 Dec | 524.20 | 56.3 | 5.5 | - | 0 | 0 | 19 | |||||||||
| 9 Dec | 516.15 | 56.3 | 5.5 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 511.25 | 56.3 | 5.5 | - | 0 | 0 | 19 | |||||||||
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| 5 Dec | 524.50 | 56.3 | 5.5 | 39.20 | 8 | 5 | 18 | |||||||||
| 4 Dec | 529.65 | 50.8 | 8.6 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 532.80 | 50.8 | 8.6 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 538.40 | 50.8 | 8.6 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 533.30 | 50.8 | 8.6 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 526.00 | 50.8 | 8.6 | - | 0 | 3 | 0 | |||||||||
| 27 Nov | 519.10 | 50.8 | 8.6 | 27.97 | 18 | 2 | 12 | |||||||||
| 26 Nov | 516.30 | 42.2 | 4.8 | - | 3 | 0 | 10 | |||||||||
| 25 Nov | 504.65 | 37.4 | 7.05 | 23.31 | 3 | 0 | 9 | |||||||||
| 24 Nov | 495.15 | 30.35 | -1.55 | 24.06 | 1 | 0 | 8 | |||||||||
| 21 Nov | 496.40 | 31.9 | -23.3 | 26.12 | 1 | 0 | 8 | |||||||||
| 20 Nov | 509.75 | 55.2 | -10.2 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 511.80 | 55.2 | -10.2 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 510.70 | 55.2 | -10.2 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 520.80 | 55.2 | -10.2 | 29.91 | 1 | 0 | 8 | |||||||||
| 14 Nov | 525.35 | 65.4 | 9.3 | - | 0 | 5 | 0 | |||||||||
| 13 Nov | 529.60 | 65.4 | 9.3 | 34.34 | 5 | 2 | 5 | |||||||||
| 12 Nov | 520.60 | 56.1 | 7.1 | - | 0 | 3 | 0 | |||||||||
| 11 Nov | 523.85 | 56.1 | 7.1 | 20.17 | 3 | 0 | 0 | |||||||||
| 10 Nov | 519.60 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 515.05 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 504.95 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 508.15 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 513.00 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 493.55 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 506.95 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 516.20 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 475 expiring on 30DEC2025
Delta for 475 CE is -
Historical price for 475 CE is as follows
On 12 Dec VEDL was trading at 543.60. The strike last trading price was 56.3, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 11 Dec VEDL was trading at 529.05. The strike last trading price was 56.3, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 10 Dec VEDL was trading at 524.20. The strike last trading price was 56.3, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 56.3, which was 5.5 higher 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 56.3, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 56.3, which was 5.5 higher than the previous day. The implied volatity was 39.20, the open interest changed by 5 which increased total open position to 18
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 50.8, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 50.8, which was 8.6 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 50.8, which was 8.6 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 50.8, which was 8.6 higher 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 50.8, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 50.8, which was 8.6 higher than the previous day. The implied volatity was 27.97, the open interest changed by 2 which increased total open position to 12
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 42.2, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 37.4, which was 7.05 higher than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 9
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 30.35, which was -1.55 lower than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 8
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 31.9, which was -23.3 lower than the previous day. The implied volatity was 26.12, the open interest changed by 0 which decreased total open position to 8
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 55.2, which was -10.2 lower than the previous day. The implied volatity was -, 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 55.2, which was -10.2 lower 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 55.2, which was -10.2 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 55.2, which was -10.2 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 8
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 65.4, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 65.4, which was 9.3 higher than the previous day. The implied volatity was 34.34, the open interest changed by 2 which increased total open position to 5
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 56.1, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Nov VEDL was trading at 523.85. The strike last trading price was 56.1, which was 7.1 higher than the previous day. The implied volatity was 20.17, 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 49, 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 49, 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 Nov VEDL was trading at 504.95. The strike last trading price was 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 475 PE | |||||||
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Delta: -0.04
Vega: 0.10
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 543.60 | 0.7 | -0.3 | 36.25 | 136 | -47 | 247 |
| 11 Dec | 529.05 | 1 | -0.35 | 32.34 | 55 | 6 | 294 |
| 10 Dec | 524.20 | 1.3 | -0.55 | 31.43 | 152 | 34 | 288 |
| 9 Dec | 516.15 | 1.9 | -0.65 | 29.62 | 33 | 2 | 254 |
| 8 Dec | 511.25 | 2.6 | 1.3 | 29.98 | 85 | -4 | 252 |
| 5 Dec | 524.50 | 1.4 | 0.25 | 28.83 | 142 | -12 | 256 |
| 4 Dec | 529.65 | 1.15 | -0.05 | 28.78 | 60 | -1 | 269 |
| 3 Dec | 532.80 | 1.1 | -0.15 | 29.73 | 54 | 3 | 270 |
| 2 Dec | 538.40 | 1.25 | -0.25 | 31.65 | 59 | -4 | 276 |
| 1 Dec | 533.30 | 1.55 | -0.3 | 30.82 | 100 | -12 | 280 |
| 28 Nov | 526.00 | 1.85 | -0.7 | 28.98 | 122 | 23 | 295 |
| 27 Nov | 519.10 | 2.55 | -0.15 | 28.06 | 129 | -6 | 272 |
| 26 Nov | 516.30 | 2.7 | -2 | 27.04 | 194 | 16 | 280 |
| 25 Nov | 504.65 | 4.9 | -2 | 27.85 | 304 | 35 | 264 |
| 24 Nov | 495.15 | 6.9 | -0.05 | 27.24 | 80 | 28 | 229 |
| 21 Nov | 496.40 | 7.25 | 2.95 | 26.88 | 198 | 8 | 203 |
| 20 Nov | 509.75 | 4.3 | 0.3 | 27.12 | 43 | 8 | 194 |
| 19 Nov | 511.80 | 4 | 0.25 | 26.80 | 145 | 17 | 193 |
| 18 Nov | 510.70 | 3.8 | 0.85 | 25.32 | 248 | 74 | 175 |
| 17 Nov | 520.80 | 2.9 | -0.1 | 26.56 | 36 | 25 | 101 |
| 14 Nov | 525.35 | 2.9 | 0.15 | 27.59 | 38 | 1 | 67 |
| 13 Nov | 529.60 | 2.75 | -1.7 | 27.84 | 32 | 0 | 66 |
| 12 Nov | 520.60 | 4.45 | 0.45 | 29.36 | 41 | 34 | 65 |
| 11 Nov | 523.85 | 4 | -2.5 | 28.90 | 34 | 18 | 30 |
| 10 Nov | 519.60 | 6.5 | -1.75 | - | 0 | -1 | 0 |
| 7 Nov | 515.05 | 6.5 | -1.75 | 30.35 | 1 | 0 | 13 |
| 6 Nov | 504.95 | 8.25 | 0.25 | 29.45 | 3 | 2 | 14 |
| 4 Nov | 508.15 | 8 | -4 | 29.92 | 1 | 0 | 11 |
| 3 Nov | 513.00 | 12 | 1.75 | - | 0 | 6 | 0 |
| 31 Oct | 493.55 | 12 | 1.75 | - | 6 | 5 | 10 |
| 30 Oct | 506.95 | 10.25 | -6.3 | 31.96 | 5 | 4 | 4 |
| 29 Oct | 516.20 | 16.55 | 0 | 6.06 | 0 | 0 | 0 |
For Vedanta Limited - strike price 475 expiring on 30DEC2025
Delta for 475 PE is -0.04
Historical price for 475 PE is as follows
On 12 Dec VEDL was trading at 543.60. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 36.25, the open interest changed by -47 which decreased total open position to 247
On 11 Dec VEDL was trading at 529.05. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 32.34, the open interest changed by 6 which increased total open position to 294
On 10 Dec VEDL was trading at 524.20. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 31.43, the open interest changed by 34 which increased total open position to 288
On 9 Dec VEDL was trading at 516.15. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 29.62, the open interest changed by 2 which increased total open position to 254
On 8 Dec VEDL was trading at 511.25. The strike last trading price was 2.6, which was 1.3 higher than the previous day. The implied volatity was 29.98, the open interest changed by -4 which decreased total open position to 252
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 28.83, the open interest changed by -12 which decreased total open position to 256
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 28.78, the open interest changed by -1 which decreased total open position to 269
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 29.73, the open interest changed by 3 which increased total open position to 270
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 31.65, the open interest changed by -4 which decreased total open position to 276
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 30.82, the open interest changed by -12 which decreased total open position to 280
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 1.85, which was -0.7 lower than the previous day. The implied volatity was 28.98, the open interest changed by 23 which increased total open position to 295
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 28.06, the open interest changed by -6 which decreased total open position to 272
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 2.7, which was -2 lower than the previous day. The implied volatity was 27.04, the open interest changed by 16 which increased total open position to 280
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 4.9, which was -2 lower than the previous day. The implied volatity was 27.85, the open interest changed by 35 which increased total open position to 264
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 6.9, which was -0.05 lower than the previous day. The implied volatity was 27.24, the open interest changed by 28 which increased total open position to 229
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 7.25, which was 2.95 higher than the previous day. The implied volatity was 26.88, the open interest changed by 8 which increased total open position to 203
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 4.3, which was 0.3 higher than the previous day. The implied volatity was 27.12, the open interest changed by 8 which increased total open position to 194
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 26.80, the open interest changed by 17 which increased total open position to 193
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 3.8, which was 0.85 higher than the previous day. The implied volatity was 25.32, the open interest changed by 74 which increased total open position to 175
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 26.56, the open interest changed by 25 which increased total open position to 101
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 27.59, the open interest changed by 1 which increased total open position to 67
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 2.75, which was -1.7 lower than the previous day. The implied volatity was 27.84, the open interest changed by 0 which decreased total open position to 66
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 29.36, the open interest changed by 34 which increased total open position to 65
On 11 Nov VEDL was trading at 523.85. The strike last trading price was 4, which was -2.5 lower than the previous day. The implied volatity was 28.90, the open interest changed by 18 which increased total open position to 30
On 10 Nov VEDL was trading at 519.60. The strike last trading price was 6.5, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 7 Nov VEDL was trading at 515.05. The strike last trading price was 6.5, which was -1.75 lower than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 13
On 6 Nov VEDL was trading at 504.95. The strike last trading price was 8.25, which was 0.25 higher than the previous day. The implied volatity was 29.45, the open interest changed by 2 which increased total open position to 14
On 4 Nov VEDL was trading at 508.15. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 29.92, the open interest changed by 0 which decreased total open position to 11
On 3 Nov VEDL was trading at 513.00. The strike last trading price was 12, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 31 Oct VEDL was trading at 493.55. The strike last trading price was 12, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 10
On 30 Oct VEDL was trading at 506.95. The strike last trading price was 10.25, which was -6.3 lower than the previous day. The implied volatity was 31.96, the open interest changed by 4 which increased total open position to 4
On 29 Oct VEDL was trading at 516.20. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0































































































































































































































