[--[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 500 CE
Delta: 0.73
Vega: 0.41
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 22.85 1.65 24.62 1,035 34 1,501
8 Dec 511.25 20.5 -11.35 24.73 473 108 1,466
5 Dec 524.50 31.65 -4.75 25.97 388 3 1,354
4 Dec 529.65 35.1 -3.9 23.82 645 -155 1,351
3 Dec 532.80 40.4 -2.85 26.28 212 -31 1,506
2 Dec 538.40 43.5 4.05 22.24 545 -238 1,538
1 Dec 533.30 39.25 3.85 23.68 670 -263 1,775
28 Nov 526.00 36.95 7.3 26.98 1,651 403 2,037
27 Nov 519.10 29.5 3.5 24.49 1,369 -348 1,634
26 Nov 516.30 26.1 6.15 21.63 2,115 -66 1,982
25 Nov 504.65 20.2 4.9 24.17 3,944 372 1,963
24 Nov 495.15 15.5 -1.2 24.78 1,601 504 1,588
21 Nov 496.40 16.25 -9.1 24.94 1,209 443 1,058
20 Nov 509.75 25.5 -1.05 25.11 209 101 615
19 Nov 511.80 26.6 1.25 24.60 380 248 513
18 Nov 510.70 25.25 -7.9 24.10 253 99 263
17 Nov 520.80 33.15 -1.95 24.24 73 24 164
14 Nov 525.35 37 -4.95 22.08 55 6 140
13 Nov 529.60 41.7 5.3 25.95 254 -184 133
12 Nov 520.60 36.4 -1.55 26.78 18 11 317
11 Nov 523.85 37.9 1.35 25.73 47 11 316
10 Nov 519.60 35.9 2.05 26.36 12 1 306
7 Nov 515.05 34 6.25 27.36 48 -10 296
6 Nov 504.95 28.25 -1.2 28.13 24 2 305
4 Nov 508.15 29.45 -3.55 26.52 122 102 304
3 Nov 513.00 33 9.95 26.81 58 16 203
31 Oct 493.55 22.95 -6.55 - 65 13 188
30 Oct 506.95 29.5 -3.75 25.77 134 67 157
29 Oct 516.20 33.35 7.95 26.22 129 10 60
28 Oct 502.45 25.4 -3.3 24.06 11 1 51
27 Oct 505.25 28.7 3.65 25.55 33 3 52
24 Oct 495.60 25.05 6.7 27.64 49 31 48
23 Oct 483.25 18.35 2.55 26.05 18 12 18
20 Oct 473.90 15.8 0.1 26.75 6 0 1
17 Oct 474.05 15.7 -9.15 25.98 1 0 0
16 Oct 479.10 24.85 0 - 0 0 0
14 Oct 480.05 24.85 0 1.34 0 0 0
8 Oct 472.70 24.85 0 - 0 0 0
6 Oct 470.80 24.85 0 - 0 0 0
3 Oct 470.95 24.85 0 2.36 0 0 0


For Vedanta Limited - strike price 500 expiring on 30DEC2025

Delta for 500 CE is 0.73

Historical price for 500 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 22.85, which was 1.65 higher than the previous day. The implied volatity was 24.62, the open interest changed by 34 which increased total open position to 1501


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 20.5, which was -11.35 lower than the previous day. The implied volatity was 24.73, the open interest changed by 108 which increased total open position to 1466


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 31.65, which was -4.75 lower than the previous day. The implied volatity was 25.97, the open interest changed by 3 which increased total open position to 1354


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 35.1, which was -3.9 lower than the previous day. The implied volatity was 23.82, the open interest changed by -155 which decreased total open position to 1351


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 40.4, which was -2.85 lower than the previous day. The implied volatity was 26.28, the open interest changed by -31 which decreased total open position to 1506


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 43.5, which was 4.05 higher than the previous day. The implied volatity was 22.24, the open interest changed by -238 which decreased total open position to 1538


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 39.25, which was 3.85 higher than the previous day. The implied volatity was 23.68, the open interest changed by -263 which decreased total open position to 1775


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 36.95, which was 7.3 higher than the previous day. The implied volatity was 26.98, the open interest changed by 403 which increased total open position to 2037


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 29.5, which was 3.5 higher than the previous day. The implied volatity was 24.49, the open interest changed by -348 which decreased total open position to 1634


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 26.1, which was 6.15 higher than the previous day. The implied volatity was 21.63, the open interest changed by -66 which decreased total open position to 1982


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 20.2, which was 4.9 higher than the previous day. The implied volatity was 24.17, the open interest changed by 372 which increased total open position to 1963


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 15.5, which was -1.2 lower than the previous day. The implied volatity was 24.78, the open interest changed by 504 which increased total open position to 1588


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 16.25, which was -9.1 lower than the previous day. The implied volatity was 24.94, the open interest changed by 443 which increased total open position to 1058


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 25.5, which was -1.05 lower than the previous day. The implied volatity was 25.11, the open interest changed by 101 which increased total open position to 615


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 26.6, which was 1.25 higher than the previous day. The implied volatity was 24.60, the open interest changed by 248 which increased total open position to 513


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 25.25, which was -7.9 lower than the previous day. The implied volatity was 24.10, the open interest changed by 99 which increased total open position to 263


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 33.15, which was -1.95 lower than the previous day. The implied volatity was 24.24, the open interest changed by 24 which increased total open position to 164


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 37, which was -4.95 lower than the previous day. The implied volatity was 22.08, the open interest changed by 6 which increased total open position to 140


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 41.7, which was 5.3 higher than the previous day. The implied volatity was 25.95, the open interest changed by -184 which decreased total open position to 133


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 36.4, which was -1.55 lower than the previous day. The implied volatity was 26.78, the open interest changed by 11 which increased total open position to 317


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 37.9, which was 1.35 higher than the previous day. The implied volatity was 25.73, the open interest changed by 11 which increased total open position to 316


On 10 Nov VEDL was trading at 519.60. The strike last trading price was 35.9, which was 2.05 higher than the previous day. The implied volatity was 26.36, the open interest changed by 1 which increased total open position to 306


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 34, which was 6.25 higher than the previous day. The implied volatity was 27.36, the open interest changed by -10 which decreased total open position to 296


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 28.25, which was -1.2 lower than the previous day. The implied volatity was 28.13, the open interest changed by 2 which increased total open position to 305


On 4 Nov VEDL was trading at 508.15. The strike last trading price was 29.45, which was -3.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by 102 which increased total open position to 304


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 33, which was 9.95 higher than the previous day. The implied volatity was 26.81, the open interest changed by 16 which increased total open position to 203


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 22.95, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 188


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 29.5, which was -3.75 lower than the previous day. The implied volatity was 25.77, the open interest changed by 67 which increased total open position to 157


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 33.35, which was 7.95 higher than the previous day. The implied volatity was 26.22, the open interest changed by 10 which increased total open position to 60


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 25.4, which was -3.3 lower than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 51


On 27 Oct VEDL was trading at 505.25. The strike last trading price was 28.7, which was 3.65 higher than the previous day. The implied volatity was 25.55, the open interest changed by 3 which increased total open position to 52


On 24 Oct VEDL was trading at 495.60. The strike last trading price was 25.05, which was 6.7 higher than the previous day. The implied volatity was 27.64, the open interest changed by 31 which increased total open position to 48


On 23 Oct VEDL was trading at 483.25. The strike last trading price was 18.35, which was 2.55 higher than the previous day. The implied volatity was 26.05, the open interest changed by 12 which increased total open position to 18


On 20 Oct VEDL was trading at 473.90. The strike last trading price was 15.8, which was 0.1 higher than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 1


On 17 Oct VEDL was trading at 474.05. The strike last trading price was 15.7, which was -9.15 lower than the previous day. The implied volatity was 25.98, 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 24.85, 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 24.85, which was 0 lower than the previous day. The implied volatity was 1.34, 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 24.85, 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 24.85, 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 24.85, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0


VEDL 30DEC2025 500 PE
Delta: -0.29
Vega: 0.43
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 516.15 6.85 -0.95 28.87 3,382 282 2,271
8 Dec 511.25 7.95 3.65 28.08 3,450 -341 2,047
5 Dec 524.50 4.6 1 26.90 3,011 -27 2,395
4 Dec 529.65 3.8 0.25 26.80 1,253 52 2,422
3 Dec 532.80 3.3 -0.15 27.27 827 -17 2,369
2 Dec 538.40 3.3 -0.9 28.82 1,236 -113 2,366
1 Dec 533.30 4.3 -0.85 28.70 1,050 88 2,481
28 Nov 526.00 4.95 -1.85 26.68 1,766 248 2,393
27 Nov 519.10 6.8 -0.7 26.07 1,745 192 2,140
26 Nov 516.30 7.3 -4.7 25.15 1,927 295 1,949
25 Nov 504.65 12.25 -4.35 27.08 1,874 183 1,584
24 Nov 495.15 16.7 0.5 27.13 1,463 453 1,391
21 Nov 496.40 16.8 5.95 26.28 1,103 314 922
20 Nov 509.75 10.85 0.7 26.39 210 71 607
19 Nov 511.80 10.35 0.25 26.27 259 64 536
18 Nov 510.70 10.25 2.6 24.84 373 62 467
17 Nov 520.80 7.6 0.05 25.55 123 35 405
14 Nov 525.35 7.2 0.5 26.56 71 17 368
13 Nov 529.60 6.7 -3.25 26.66 299 69 350
12 Nov 520.60 10 0.35 28.57 82 3 277
11 Nov 523.85 9.65 -1.55 28.90 236 119 274
10 Nov 519.60 11.2 -1.55 29.49 67 23 155
7 Nov 515.05 12.8 -4.15 29.01 59 13 132
6 Nov 504.95 17.2 1 29.86 37 21 119
4 Nov 508.15 16.4 1.95 29.93 49 16 99
3 Nov 513.00 14.5 -8.3 29.45 74 7 83
31 Oct 493.55 22.75 4.9 - 48 -3 76
30 Oct 506.95 17.75 2.4 30.28 106 -1 84
29 Oct 516.20 17.55 -1.75 32.17 132 41 84
28 Oct 502.45 19.3 -0.35 29.33 20 11 43
27 Oct 505.25 19.65 -2.25 31.10 24 17 32
24 Oct 495.60 21.9 -29.6 28.05 19 15 15
23 Oct 483.25 51.5 0 - 0 0 0
20 Oct 473.90 51.5 0 - 0 0 0
17 Oct 474.05 51.5 0 - 0 0 0
16 Oct 479.10 51.5 0 - 0 0 0
14 Oct 480.05 51.5 0 - 0 0 0
8 Oct 472.70 51.5 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 500 expiring on 30DEC2025

Delta for 500 PE is -0.29

Historical price for 500 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 6.85, which was -0.95 lower than the previous day. The implied volatity was 28.87, the open interest changed by 282 which increased total open position to 2271


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 7.95, which was 3.65 higher than the previous day. The implied volatity was 28.08, the open interest changed by -341 which decreased total open position to 2047


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 4.6, which was 1 higher than the previous day. The implied volatity was 26.90, the open interest changed by -27 which decreased total open position to 2395


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 3.8, which was 0.25 higher than the previous day. The implied volatity was 26.80, the open interest changed by 52 which increased total open position to 2422


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 27.27, the open interest changed by -17 which decreased total open position to 2369


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 3.3, which was -0.9 lower than the previous day. The implied volatity was 28.82, the open interest changed by -113 which decreased total open position to 2366


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 4.3, which was -0.85 lower than the previous day. The implied volatity was 28.70, the open interest changed by 88 which increased total open position to 2481


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 4.95, which was -1.85 lower than the previous day. The implied volatity was 26.68, the open interest changed by 248 which increased total open position to 2393


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 6.8, which was -0.7 lower than the previous day. The implied volatity was 26.07, the open interest changed by 192 which increased total open position to 2140


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 7.3, which was -4.7 lower than the previous day. The implied volatity was 25.15, the open interest changed by 295 which increased total open position to 1949


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 12.25, which was -4.35 lower than the previous day. The implied volatity was 27.08, the open interest changed by 183 which increased total open position to 1584


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 16.7, which was 0.5 higher than the previous day. The implied volatity was 27.13, the open interest changed by 453 which increased total open position to 1391


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 16.8, which was 5.95 higher than the previous day. The implied volatity was 26.28, the open interest changed by 314 which increased total open position to 922


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 10.85, which was 0.7 higher than the previous day. The implied volatity was 26.39, the open interest changed by 71 which increased total open position to 607


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 10.35, which was 0.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by 64 which increased total open position to 536


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 10.25, which was 2.6 higher than the previous day. The implied volatity was 24.84, the open interest changed by 62 which increased total open position to 467


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 7.6, which was 0.05 higher than the previous day. The implied volatity was 25.55, the open interest changed by 35 which increased total open position to 405


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 7.2, which was 0.5 higher than the previous day. The implied volatity was 26.56, the open interest changed by 17 which increased total open position to 368


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 6.7, which was -3.25 lower than the previous day. The implied volatity was 26.66, the open interest changed by 69 which increased total open position to 350


On 12 Nov VEDL was trading at 520.60. The strike last trading price was 10, which was 0.35 higher than the previous day. The implied volatity was 28.57, the open interest changed by 3 which increased total open position to 277


On 11 Nov VEDL was trading at 523.85. The strike last trading price was 9.65, which was -1.55 lower than the previous day. The implied volatity was 28.90, the open interest changed by 119 which increased total open position to 274


On 10 Nov VEDL was trading at 519.60. The strike last trading price was 11.2, which was -1.55 lower than the previous day. The implied volatity was 29.49, the open interest changed by 23 which increased total open position to 155


On 7 Nov VEDL was trading at 515.05. The strike last trading price was 12.8, which was -4.15 lower than the previous day. The implied volatity was 29.01, the open interest changed by 13 which increased total open position to 132


On 6 Nov VEDL was trading at 504.95. The strike last trading price was 17.2, which was 1 higher than the previous day. The implied volatity was 29.86, the open interest changed by 21 which increased total open position to 119


On 4 Nov VEDL was trading at 508.15. The strike last trading price was 16.4, which was 1.95 higher than the previous day. The implied volatity was 29.93, the open interest changed by 16 which increased total open position to 99


On 3 Nov VEDL was trading at 513.00. The strike last trading price was 14.5, which was -8.3 lower than the previous day. The implied volatity was 29.45, the open interest changed by 7 which increased total open position to 83


On 31 Oct VEDL was trading at 493.55. The strike last trading price was 22.75, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 76


On 30 Oct VEDL was trading at 506.95. The strike last trading price was 17.75, which was 2.4 higher than the previous day. The implied volatity was 30.28, the open interest changed by -1 which decreased total open position to 84


On 29 Oct VEDL was trading at 516.20. The strike last trading price was 17.55, which was -1.75 lower than the previous day. The implied volatity was 32.17, the open interest changed by 41 which increased total open position to 84


On 28 Oct VEDL was trading at 502.45. The strike last trading price was 19.3, which was -0.35 lower than the previous day. The implied volatity was 29.33, the open interest changed by 11 which increased total open position to 43


On 27 Oct VEDL was trading at 505.25. The strike last trading price was 19.65, which was -2.25 lower than the previous day. The implied volatity was 31.10, the open interest changed by 17 which increased total open position to 32


On 24 Oct VEDL was trading at 495.60. The strike last trading price was 21.9, which was -29.6 lower than the previous day. The implied volatity was 28.05, the open interest changed by 15 which increased total open position to 15


On 23 Oct VEDL was trading at 483.25. The strike last trading price was 51.5, 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 51.5, 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 51.5, 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 51.5, 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 51.5, 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 51.5, 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