[--[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 480 CE
Delta: 0.91
Vega: 0.21
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 39 3.35 24.49 240 -12 371
8 Dec 511.25 35.75 -14.55 24.27 96 -32 382
5 Dec 524.50 50.3 -4.7 33.12 30 -1 413
4 Dec 529.65 55 -2.8 33.79 14 8 413
3 Dec 532.80 57.5 -3.9 20.44 40 -23 407
2 Dec 538.40 61.4 6.5 - 14 -6 430
1 Dec 533.30 54.9 3 - 9 1 435
28 Nov 526.00 52.25 3.95 20.53 48 6 435
27 Nov 519.10 48.3 6.45 32.59 21 -2 429
26 Nov 516.30 41.8 8.1 20.32 271 124 430
25 Nov 504.65 33.75 6.85 24.11 93 10 299
24 Nov 495.15 27 -1.7 24.46 63 19 289
21 Nov 496.40 28 -12.85 25.28 201 126 269
20 Nov 509.75 39.95 -0.55 25.80 139 109 141
19 Nov 511.80 40.5 -0.3 23.30 1 0 32
18 Nov 510.70 40.8 -8.2 26.95 37 -27 31
17 Nov 520.80 49 -1 24.70 53 -23 66
14 Nov 525.35 50 -13.15 - 25 19 89
13 Nov 529.60 63.15 13.15 37.84 66 51 70
12 Nov 520.60 50 -1.55 23.28 1 0 18
11 Nov 523.85 51.55 8.5 20.57 10 4 14
10 Nov 519.60 43.05 -3.85 - 0 0 0
7 Nov 515.05 43.05 -3.85 - 0 0 0
6 Nov 504.95 43.05 -3.85 - 0 3 0
4 Nov 508.15 43.05 -3.85 27.17 5 2 9
3 Nov 513.00 46.9 8.9 27.08 11 0 9
31 Oct 493.55 38 -3.15 - 2 0 8
30 Oct 506.95 41.15 -5.45 23.44 3 0 9
29 Oct 516.20 46.6 11.6 25.57 2 1 9
28 Oct 502.45 35 7.4 - 0 0 0
27 Oct 505.25 35 7.4 - 0 5 0
24 Oct 495.60 35 7.4 26.05 9 4 7
23 Oct 483.25 27.6 1.6 25.37 12 -11 4
20 Oct 473.90 26 0.3 28.71 1 0 14
17 Oct 474.05 25.75 -1.35 27.92 4 1 11
16 Oct 479.10 27.1 -0.9 26.17 9 7 8
14 Oct 480.05 28 -4.55 - 0 1 0
8 Oct 472.70 32.55 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 480 expiring on 30DEC2025

Delta for 480 CE is 0.91

Historical price for 480 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 39, which was 3.35 higher than the previous day. The implied volatity was 24.49, the open interest changed by -12 which decreased total open position to 371


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 35.75, which was -14.55 lower than the previous day. The implied volatity was 24.27, the open interest changed by -32 which decreased total open position to 382


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 50.3, which was -4.7 lower than the previous day. The implied volatity was 33.12, the open interest changed by -1 which decreased total open position to 413


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 55, which was -2.8 lower than the previous day. The implied volatity was 33.79, the open interest changed by 8 which increased total open position to 413


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 57.5, which was -3.9 lower than the previous day. The implied volatity was 20.44, the open interest changed by -23 which decreased total open position to 407


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 61.4, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 430


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 54.9, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 435


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 52.25, which was 3.95 higher than the previous day. The implied volatity was 20.53, the open interest changed by 6 which increased total open position to 435


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 48.3, which was 6.45 higher than the previous day. The implied volatity was 32.59, the open interest changed by -2 which decreased total open position to 429


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 41.8, which was 8.1 higher than the previous day. The implied volatity was 20.32, the open interest changed by 124 which increased total open position to 430


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 33.75, which was 6.85 higher than the previous day. The implied volatity was 24.11, the open interest changed by 10 which increased total open position to 299


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 27, which was -1.7 lower than the previous day. The implied volatity was 24.46, the open interest changed by 19 which increased total open position to 289


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 28, which was -12.85 lower than the previous day. The implied volatity was 25.28, the open interest changed by 126 which increased total open position to 269


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 39.95, which was -0.55 lower than the previous day. The implied volatity was 25.80, the open interest changed by 109 which increased total open position to 141


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 40.5, which was -0.3 lower than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 32


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 40.8, which was -8.2 lower than the previous day. The implied volatity was 26.95, the open interest changed by -27 which decreased total open position to 31


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 49, which was -1 lower than the previous day. The implied volatity was 24.70, the open interest changed by -23 which decreased total open position to 66


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 50, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 89


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 63.15, which was 13.15 higher than the previous day. The implied volatity was 37.84, the open interest changed by 51 which increased total open position to 70


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 50, which was -1.55 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 18


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 51.55, which was 8.5 higher than the previous day. The implied volatity was 20.57, the open interest changed by 4 which increased total open position to 14


On 10 Nov VEDL was trading at 519.60. The strike last trading price was 43.05, which was -3.85 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 43.05, which was -3.85 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 43.05, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Nov VEDL was trading at 508.15. The strike last trading price was 43.05, which was -3.85 lower than the previous day. The implied volatity was 27.17, the open interest changed by 2 which increased total open position to 9


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 46.9, which was 8.9 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 9


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 38, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 41.15, which was -5.45 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 9


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 46.6, which was 11.6 higher than the previous day. The implied volatity was 25.57, the open interest changed by 1 which increased total open position to 9


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 35, which was 7.4 higher 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 35, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 24 Oct VEDL was trading at 495.60. The strike last trading price was 35, which was 7.4 higher than the previous day. The implied volatity was 26.05, the open interest changed by 4 which increased total open position to 7


On 23 Oct VEDL was trading at 483.25. The strike last trading price was 27.6, which was 1.6 higher than the previous day. The implied volatity was 25.37, the open interest changed by -11 which decreased total open position to 4


On 20 Oct VEDL was trading at 473.90. The strike last trading price was 26, which was 0.3 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 14


On 17 Oct VEDL was trading at 474.05. The strike last trading price was 25.75, which was -1.35 lower than the previous day. The implied volatity was 27.92, the open interest changed by 1 which increased total open position to 11


On 16 Oct VEDL was trading at 479.10. The strike last trading price was 27.1, which was -0.9 lower than the previous day. The implied volatity was 26.17, the open interest changed by 7 which increased total open position to 8


On 14 Oct VEDL was trading at 480.05. The strike last trading price was 28, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Oct VEDL was trading at 472.70. The strike last trading price was 32.55, 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 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 480 PE
Delta: -0.14
Vega: 0.27
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 2.75 -0.6 30.29 1,374 34 1,192
8 Dec 511.25 3.3 1.6 29.56 559 48 1,153
5 Dec 524.50 1.8 0.35 28.43 824 52 1,106
4 Dec 529.65 1.5 0.05 28.47 224 -26 1,055
3 Dec 532.80 1.4 -0.1 29.33 310 -24 1,080
2 Dec 538.40 1.45 -0.4 30.70 226 -42 1,105
1 Dec 533.30 1.95 -0.35 30.52 696 190 1,144
28 Nov 526.00 2.25 -0.85 28.45 464 92 954
27 Nov 519.10 3.15 -0.2 27.70 560 3 864
26 Nov 516.30 3.3 -2.4 26.56 895 117 858
25 Nov 504.65 5.85 -2.5 27.36 682 21 743
24 Nov 495.15 8.35 0.3 27.10 337 70 721
21 Nov 496.40 8.5 3.3 26.35 372 76 650
20 Nov 509.75 5.2 0.4 26.84 232 57 574
19 Nov 511.80 4.85 0.25 26.52 425 183 517
18 Nov 510.70 4.6 1.05 24.94 285 83 332
17 Nov 520.80 3.55 -0.25 26.31 38 7 250
14 Nov 525.35 3.8 0.4 28.07 105 40 244
13 Nov 529.60 3.4 -1.8 27.80 144 4 206
12 Nov 520.60 5.1 0.25 28.79 83 0 201
11 Nov 523.85 4.75 -1.25 28.68 134 83 202
10 Nov 519.60 6 -0.8 29.76 89 22 119
7 Nov 515.05 6.8 -2.8 28.83 39 -6 97
6 Nov 504.95 9.6 0.2 29.36 18 10 102
4 Nov 508.15 9.4 0.8 29.84 37 23 86
3 Nov 513.00 8.6 -5.55 30.16 16 4 62
31 Oct 493.55 13.3 1.45 - 57 28 58
30 Oct 506.95 11.85 3.15 32.13 21 -3 30
29 Oct 516.20 9.7 -2.5 30.63 40 27 34
28 Oct 502.45 12.2 -1.8 - 0 0 0
27 Oct 505.25 12.2 -1.8 31.20 1 0 7
24 Oct 495.60 14 -5.9 28.86 8 4 6
23 Oct 483.25 19.9 -5.15 31.13 1 0 1
20 Oct 473.90 25.05 7.05 - 0 0 0
17 Oct 474.05 25.05 7.05 31.87 1 0 1
16 Oct 479.10 18 -21.5 - 0 0 0
14 Oct 480.05 18 -21.5 - 1 0 0
8 Oct 472.70 39.5 0 0.27 0 0 0
6 Oct 470.80 0 0 - 0 0 0
3 Oct 470.95 0 0 0.42 0 0 0


For Vedanta Limited - strike price 480 expiring on 30DEC2025

Delta for 480 PE is -0.14

Historical price for 480 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 2.75, which was -0.6 lower than the previous day. The implied volatity was 30.29, the open interest changed by 34 which increased total open position to 1192


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 3.3, which was 1.6 higher than the previous day. The implied volatity was 29.56, the open interest changed by 48 which increased total open position to 1153


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 28.43, the open interest changed by 52 which increased total open position to 1106


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 28.47, the open interest changed by -26 which decreased total open position to 1055


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 29.33, the open interest changed by -24 which decreased total open position to 1080


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 30.70, the open interest changed by -42 which decreased total open position to 1105


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 30.52, the open interest changed by 190 which increased total open position to 1144


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 28.45, the open interest changed by 92 which increased total open position to 954


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 27.70, the open interest changed by 3 which increased total open position to 864


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 3.3, which was -2.4 lower than the previous day. The implied volatity was 26.56, the open interest changed by 117 which increased total open position to 858


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 5.85, which was -2.5 lower than the previous day. The implied volatity was 27.36, the open interest changed by 21 which increased total open position to 743


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 8.35, which was 0.3 higher than the previous day. The implied volatity was 27.10, the open interest changed by 70 which increased total open position to 721


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 8.5, which was 3.3 higher than the previous day. The implied volatity was 26.35, the open interest changed by 76 which increased total open position to 650


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 5.2, which was 0.4 higher than the previous day. The implied volatity was 26.84, the open interest changed by 57 which increased total open position to 574


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 4.85, which was 0.25 higher than the previous day. The implied volatity was 26.52, the open interest changed by 183 which increased total open position to 517


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 4.6, which was 1.05 higher than the previous day. The implied volatity was 24.94, the open interest changed by 83 which increased total open position to 332


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by 7 which increased total open position to 250


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 3.8, which was 0.4 higher than the previous day. The implied volatity was 28.07, the open interest changed by 40 which increased total open position to 244


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 3.4, which was -1.8 lower than the previous day. The implied volatity was 27.80, the open interest changed by 4 which increased total open position to 206


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 201


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 28.68, the open interest changed by 83 which increased total open position to 202


On 10 Nov VEDL was trading at 519.60. The strike last trading price was 6, which was -0.8 lower than the previous day. The implied volatity was 29.76, the open interest changed by 22 which increased total open position to 119


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 6.8, which was -2.8 lower than the previous day. The implied volatity was 28.83, the open interest changed by -6 which decreased total open position to 97


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 9.6, which was 0.2 higher than the previous day. The implied volatity was 29.36, the open interest changed by 10 which increased total open position to 102


On 4 Nov VEDL was trading at 508.15. The strike last trading price was 9.4, which was 0.8 higher than the previous day. The implied volatity was 29.84, the open interest changed by 23 which increased total open position to 86


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 8.6, which was -5.55 lower than the previous day. The implied volatity was 30.16, the open interest changed by 4 which increased total open position to 62


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 13.3, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 58


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 11.85, which was 3.15 higher than the previous day. The implied volatity was 32.13, the open interest changed by -3 which decreased total open position to 30


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 9.7, which was -2.5 lower than the previous day. The implied volatity was 30.63, the open interest changed by 27 which increased total open position to 34


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 12.2, which was -1.8 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 12.2, which was -1.8 lower than the previous day. The implied volatity was 31.20, the open interest changed by 0 which decreased total open position to 7


On 24 Oct VEDL was trading at 495.60. The strike last trading price was 14, which was -5.9 lower than the previous day. The implied volatity was 28.86, the open interest changed by 4 which increased total open position to 6


On 23 Oct VEDL was trading at 483.25. The strike last trading price was 19.9, which was -5.15 lower than the previous day. The implied volatity was 31.13, 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 25.05, which was 7.05 higher 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 25.05, which was 7.05 higher than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 1


On 16 Oct VEDL was trading at 479.10. The strike last trading price was 18, which was -21.5 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 18, which was -21.5 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 39.5, which was 0 lower than the previous day. The implied volatity was 0.27, 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 0.42, the open interest changed by 0 which decreased total open position to 0