VEDL
Vedanta Limited
Historical option data for VEDL
05 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.53
Theta: -0.35
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 524.50 | 17.65 | -3.8 | 24.94 | 2,873 | 74 | 2,584 | |||||||||
| 4 Dec | 529.65 | 20.6 | -4 | 24.16 | 840 | -246 | 2,518 | |||||||||
| 3 Dec | 532.80 | 25.05 | -2.25 | 25.65 | 597 | -12 | 2,763 | |||||||||
| 2 Dec | 538.40 | 28.35 | 3.8 | 25.05 | 1,145 | -584 | 2,776 | |||||||||
| 1 Dec | 533.30 | 24.6 | 2.95 | 24.79 | 2,067 | -225 | 3,368 | |||||||||
| 28 Nov | 526.00 | 22.5 | 5.6 | 25.58 | 4,269 | -242 | 3,583 | |||||||||
| 27 Nov | 519.10 | 17.05 | 3.05 | 24.54 | 6,642 | 1,800 | 3,830 | |||||||||
| 26 Nov | 516.30 | 14 | 4 | 21.64 | 4,106 | 474 | 2,034 | |||||||||
| 25 Nov | 504.65 | 10.15 | 2.6 | 23.15 | 3,050 | 268 | 1,552 | |||||||||
| 24 Nov | 495.15 | 7.5 | -0.95 | 24.24 | 927 | 220 | 1,277 | |||||||||
| 21 Nov | 496.40 | 8.4 | -6.25 | 24.81 | 977 | 232 | 1,056 | |||||||||
| 20 Nov | 509.75 | 15 | -0.65 | 25.26 | 720 | 190 | 820 | |||||||||
| 19 Nov | 511.80 | 15.8 | 1.15 | 24.82 | 494 | 191 | 623 | |||||||||
| 18 Nov | 510.70 | 14.55 | -6.35 | 23.99 | 422 | 228 | 432 | |||||||||
| 17 Nov | 520.80 | 20.7 | -3.35 | 24.34 | 165 | 61 | 202 | |||||||||
| 14 Nov | 525.35 | 24.5 | -3.5 | 23.83 | 63 | 24 | 141 | |||||||||
| 13 Nov | 529.60 | 27.95 | 2.95 | 25.63 | 71 | -6 | 114 | |||||||||
| 12 Nov | 520.60 | 25 | -1.1 | 27.91 | 41 | 6 | 120 | |||||||||
| 11 Nov | 523.85 | 26 | 0.95 | 26.84 | 31 | 14 | 114 | |||||||||
| 10 Nov | 519.60 | 25.05 | 2.65 | 28.02 | 28 | 0 | 99 | |||||||||
| 7 Nov | 515.05 | 22.6 | 4.75 | 27.22 | 45 | 5 | 99 | |||||||||
| 6 Nov | 504.95 | 17.85 | -1.9 | 27.34 | 71 | -24 | 94 | |||||||||
| 4 Nov | 508.15 | 19.85 | -2.55 | 27.40 | 93 | 42 | 117 | |||||||||
| 3 Nov | 513.00 | 22.4 | 8.35 | 27.27 | 83 | 29 | 76 | |||||||||
|
|
||||||||||||||||
| 31 Oct | 493.55 | 14.05 | -6.2 | - | 29 | 5 | 45 | |||||||||
| 30 Oct | 506.95 | 20.25 | -5.75 | 26.95 | 77 | 1 | 40 | |||||||||
| 29 Oct | 516.20 | 21.3 | 3.05 | 24.88 | 140 | 10 | 39 | |||||||||
| 28 Oct | 502.45 | 18.25 | -0.05 | 26.93 | 2 | 0 | 29 | |||||||||
| 27 Oct | 505.25 | 18.3 | 2.1 | 25.02 | 6 | -1 | 27 | |||||||||
| 24 Oct | 495.60 | 16.2 | -2.5 | 27.05 | 31 | 27 | 27 | |||||||||
| 14 Oct | 480.05 | 18.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 472.70 | 18.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 470.80 | 18.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 470.95 | 18.7 | 0 | 4.24 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 520 expiring on 30DEC2025
Delta for 520 CE is 0.60
Historical price for 520 CE is as follows
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 17.65, which was -3.8 lower than the previous day. The implied volatity was 24.94, the open interest changed by 74 which increased total open position to 2584
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 20.6, which was -4 lower than the previous day. The implied volatity was 24.16, the open interest changed by -246 which decreased total open position to 2518
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 25.05, which was -2.25 lower than the previous day. The implied volatity was 25.65, the open interest changed by -12 which decreased total open position to 2763
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 28.35, which was 3.8 higher than the previous day. The implied volatity was 25.05, the open interest changed by -584 which decreased total open position to 2776
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 24.6, which was 2.95 higher than the previous day. The implied volatity was 24.79, the open interest changed by -225 which decreased total open position to 3368
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 22.5, which was 5.6 higher than the previous day. The implied volatity was 25.58, the open interest changed by -242 which decreased total open position to 3583
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 17.05, which was 3.05 higher than the previous day. The implied volatity was 24.54, the open interest changed by 1800 which increased total open position to 3830
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 14, which was 4 higher than the previous day. The implied volatity was 21.64, the open interest changed by 474 which increased total open position to 2034
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 10.15, which was 2.6 higher than the previous day. The implied volatity was 23.15, the open interest changed by 268 which increased total open position to 1552
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 7.5, which was -0.95 lower than the previous day. The implied volatity was 24.24, the open interest changed by 220 which increased total open position to 1277
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 8.4, which was -6.25 lower than the previous day. The implied volatity was 24.81, the open interest changed by 232 which increased total open position to 1056
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 15, which was -0.65 lower than the previous day. The implied volatity was 25.26, the open interest changed by 190 which increased total open position to 820
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 15.8, which was 1.15 higher than the previous day. The implied volatity was 24.82, the open interest changed by 191 which increased total open position to 623
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 14.55, which was -6.35 lower than the previous day. The implied volatity was 23.99, the open interest changed by 228 which increased total open position to 432
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 20.7, which was -3.35 lower than the previous day. The implied volatity was 24.34, the open interest changed by 61 which increased total open position to 202
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 24.5, which was -3.5 lower than the previous day. The implied volatity was 23.83, the open interest changed by 24 which increased total open position to 141
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 27.95, which was 2.95 higher than the previous day. The implied volatity was 25.63, the open interest changed by -6 which decreased total open position to 114
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 25, which was -1.1 lower than the previous day. The implied volatity was 27.91, the open interest changed by 6 which increased total open position to 120
On 11 Nov VEDL was trading at 523.85. The strike last trading price was 26, which was 0.95 higher than the previous day. The implied volatity was 26.84, the open interest changed by 14 which increased total open position to 114
On 10 Nov VEDL was trading at 519.60. The strike last trading price was 25.05, which was 2.65 higher than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 99
On 7 Nov VEDL was trading at 515.05. The strike last trading price was 22.6, which was 4.75 higher than the previous day. The implied volatity was 27.22, the open interest changed by 5 which increased total open position to 99
On 6 Nov VEDL was trading at 504.95. The strike last trading price was 17.85, which was -1.9 lower than the previous day. The implied volatity was 27.34, the open interest changed by -24 which decreased total open position to 94
On 4 Nov VEDL was trading at 508.15. The strike last trading price was 19.85, which was -2.55 lower than the previous day. The implied volatity was 27.40, the open interest changed by 42 which increased total open position to 117
On 3 Nov VEDL was trading at 513.00. The strike last trading price was 22.4, which was 8.35 higher than the previous day. The implied volatity was 27.27, the open interest changed by 29 which increased total open position to 76
On 31 Oct VEDL was trading at 493.55. The strike last trading price was 14.05, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 45
On 30 Oct VEDL was trading at 506.95. The strike last trading price was 20.25, which was -5.75 lower than the previous day. The implied volatity was 26.95, the open interest changed by 1 which increased total open position to 40
On 29 Oct VEDL was trading at 516.20. The strike last trading price was 21.3, which was 3.05 higher than the previous day. The implied volatity was 24.88, the open interest changed by 10 which increased total open position to 39
On 28 Oct VEDL was trading at 502.45. The strike last trading price was 18.25, which was -0.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 29
On 27 Oct VEDL was trading at 505.25. The strike last trading price was 18.3, which was 2.1 higher than the previous day. The implied volatity was 25.02, the open interest changed by -1 which decreased total open position to 27
On 24 Oct VEDL was trading at 495.60. The strike last trading price was 16.2, which was -2.5 lower than the previous day. The implied volatity was 27.05, the open interest changed by 27 which increased total open position to 27
On 14 Oct VEDL was trading at 480.05. The strike last trading price was 18.7, 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 18.7, 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 18.7, 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 18.7, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
| VEDL 30DEC2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.53
Theta: -0.22
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 524.50 | 10.7 | 2.05 | 26.07 | 5,566 | 62 | 2,342 |
| 4 Dec | 529.65 | 9.1 | 0.9 | 26.06 | 2,387 | -48 | 2,302 |
| 3 Dec | 532.80 | 7.85 | 0 | 26.40 | 1,930 | -164 | 2,345 |
| 2 Dec | 538.40 | 7.55 | -1.45 | 28.04 | 3,493 | 1,087 | 2,491 |
| 1 Dec | 533.30 | 9.2 | -1.7 | 27.62 | 2,701 | 97 | 1,405 |
| 28 Nov | 526.00 | 10.55 | -3.3 | 25.73 | 2,474 | 388 | 1,309 |
| 27 Nov | 519.10 | 13.8 | -1.5 | 25.00 | 1,957 | 198 | 921 |
| 26 Nov | 516.30 | 15.1 | -7.05 | 24.71 | 681 | 115 | 721 |
| 25 Nov | 504.65 | 22.25 | -6.4 | 26.41 | 214 | 67 | 613 |
| 24 Nov | 495.15 | 28.55 | 1.15 | 26.91 | 145 | 63 | 549 |
| 21 Nov | 496.40 | 28.55 | 8.5 | 25.95 | 158 | 76 | 487 |
| 20 Nov | 509.75 | 19.95 | 0.8 | 26.18 | 199 | 58 | 411 |
| 19 Nov | 511.80 | 19.3 | -0.4 | 26.29 | 125 | 25 | 354 |
| 18 Nov | 510.70 | 19.65 | 4.3 | 25.15 | 217 | 85 | 328 |
| 17 Nov | 520.80 | 15.3 | 0.9 | 25.97 | 175 | 82 | 239 |
| 14 Nov | 525.35 | 14.15 | 1.1 | 26.88 | 76 | 21 | 156 |
| 13 Nov | 529.60 | 13 | -4.95 | 26.62 | 159 | 69 | 134 |
| 12 Nov | 520.60 | 17.95 | 0.75 | 28.92 | 48 | 15 | 65 |
| 11 Nov | 523.85 | 17.3 | -1.8 | 29.25 | 22 | 9 | 49 |
| 10 Nov | 519.60 | 19.1 | -2.4 | 29.44 | 30 | 12 | 40 |
| 7 Nov | 515.05 | 21.5 | -6.15 | 29.20 | 12 | 1 | 28 |
| 6 Nov | 504.95 | 27.65 | 1.4 | 30.49 | 3 | 0 | 27 |
| 4 Nov | 508.15 | 26.25 | 2.45 | 30.32 | 20 | 5 | 25 |
| 3 Nov | 513.00 | 23.8 | -10.6 | 29.95 | 5 | 3 | 20 |
| 31 Oct | 493.55 | 34.15 | 5.15 | - | 11 | 5 | 16 |
| 30 Oct | 506.95 | 29 | 6.15 | 32.24 | 27 | 9 | 11 |
| 29 Oct | 516.20 | 26.5 | -38.55 | 31.97 | 3 | 2 | 2 |
| 28 Oct | 502.45 | 65.05 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 505.25 | 65.05 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 495.60 | 65.05 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 480.05 | 65.05 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 472.70 | 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 520 expiring on 30DEC2025
Delta for 520 PE is -0.40
Historical price for 520 PE is as follows
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 10.7, which was 2.05 higher than the previous day. The implied volatity was 26.07, the open interest changed by 62 which increased total open position to 2342
On 4 Dec VEDL was trading at 529.65. The strike last trading price was 9.1, which was 0.9 higher than the previous day. The implied volatity was 26.06, the open interest changed by -48 which decreased total open position to 2302
On 3 Dec VEDL was trading at 532.80. The strike last trading price was 7.85, which was 0 lower than the previous day. The implied volatity was 26.40, the open interest changed by -164 which decreased total open position to 2345
On 2 Dec VEDL was trading at 538.40. The strike last trading price was 7.55, which was -1.45 lower than the previous day. The implied volatity was 28.04, the open interest changed by 1087 which increased total open position to 2491
On 1 Dec VEDL was trading at 533.30. The strike last trading price was 9.2, which was -1.7 lower than the previous day. The implied volatity was 27.62, the open interest changed by 97 which increased total open position to 1405
On 28 Nov VEDL was trading at 526.00. The strike last trading price was 10.55, which was -3.3 lower than the previous day. The implied volatity was 25.73, the open interest changed by 388 which increased total open position to 1309
On 27 Nov VEDL was trading at 519.10. The strike last trading price was 13.8, which was -1.5 lower than the previous day. The implied volatity was 25.00, the open interest changed by 198 which increased total open position to 921
On 26 Nov VEDL was trading at 516.30. The strike last trading price was 15.1, which was -7.05 lower than the previous day. The implied volatity was 24.71, the open interest changed by 115 which increased total open position to 721
On 25 Nov VEDL was trading at 504.65. The strike last trading price was 22.25, which was -6.4 lower than the previous day. The implied volatity was 26.41, the open interest changed by 67 which increased total open position to 613
On 24 Nov VEDL was trading at 495.15. The strike last trading price was 28.55, which was 1.15 higher than the previous day. The implied volatity was 26.91, the open interest changed by 63 which increased total open position to 549
On 21 Nov VEDL was trading at 496.40. The strike last trading price was 28.55, which was 8.5 higher than the previous day. The implied volatity was 25.95, the open interest changed by 76 which increased total open position to 487
On 20 Nov VEDL was trading at 509.75. The strike last trading price was 19.95, which was 0.8 higher than the previous day. The implied volatity was 26.18, the open interest changed by 58 which increased total open position to 411
On 19 Nov VEDL was trading at 511.80. The strike last trading price was 19.3, which was -0.4 lower than the previous day. The implied volatity was 26.29, the open interest changed by 25 which increased total open position to 354
On 18 Nov VEDL was trading at 510.70. The strike last trading price was 19.65, which was 4.3 higher than the previous day. The implied volatity was 25.15, the open interest changed by 85 which increased total open position to 328
On 17 Nov VEDL was trading at 520.80. The strike last trading price was 15.3, which was 0.9 higher than the previous day. The implied volatity was 25.97, the open interest changed by 82 which increased total open position to 239
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 14.15, which was 1.1 higher than the previous day. The implied volatity was 26.88, the open interest changed by 21 which increased total open position to 156
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 13, which was -4.95 lower than the previous day. The implied volatity was 26.62, the open interest changed by 69 which increased total open position to 134
On 12 Nov VEDL was trading at 520.60. The strike last trading price was 17.95, which was 0.75 higher than the previous day. The implied volatity was 28.92, the open interest changed by 15 which increased total open position to 65
On 11 Nov VEDL was trading at 523.85. The strike last trading price was 17.3, which was -1.8 lower than the previous day. The implied volatity was 29.25, the open interest changed by 9 which increased total open position to 49
On 10 Nov VEDL was trading at 519.60. The strike last trading price was 19.1, which was -2.4 lower than the previous day. The implied volatity was 29.44, the open interest changed by 12 which increased total open position to 40
On 7 Nov VEDL was trading at 515.05. The strike last trading price was 21.5, which was -6.15 lower than the previous day. The implied volatity was 29.20, the open interest changed by 1 which increased total open position to 28
On 6 Nov VEDL was trading at 504.95. The strike last trading price was 27.65, which was 1.4 higher than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 27
On 4 Nov VEDL was trading at 508.15. The strike last trading price was 26.25, which was 2.45 higher than the previous day. The implied volatity was 30.32, the open interest changed by 5 which increased total open position to 25
On 3 Nov VEDL was trading at 513.00. The strike last trading price was 23.8, which was -10.6 lower than the previous day. The implied volatity was 29.95, the open interest changed by 3 which increased total open position to 20
On 31 Oct VEDL was trading at 493.55. The strike last trading price was 34.15, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 16
On 30 Oct VEDL was trading at 506.95. The strike last trading price was 29, which was 6.15 higher than the previous day. The implied volatity was 32.24, the open interest changed by 9 which increased total open position to 11
On 29 Oct VEDL was trading at 516.20. The strike last trading price was 26.5, which was -38.55 lower than the previous day. The implied volatity was 31.97, 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 65.05, 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 65.05, 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 65.05, 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 65.05, 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 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































































































































































































































