[--[65.84.65.76]--]

VEDL

Vedanta Limited
525.2 -4.45 (-0.84%)
L: 517.8 H: 531.45

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Historical option data for VEDL

05 Dec 2025 02:47 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 524.20 18.15 -3.3 25.63 2,610 126 2,636
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 524.20. The strike last trading price was 18.15, which was -3.3 lower than the previous day. The implied volatity was 25.63, the open interest changed by 126 which increased total open position to 2636


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: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 524.20 10.35 1.7 25.55 4,945 162 2,442
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 524.20. The strike last trading price was 10.35, which was 1.7 higher than the previous day. The implied volatity was 25.55, the open interest changed by 162 which increased total open position to 2442


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