VEDL

Vedanta Limited

516.15 +4.90 (0.96%)

L: 502.35 H: 517.6

Back to Option Chain

Historical option data for VEDL
09 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

VEDL 30-DEC-2025 530 CE
Delta: 0.36 Vega: 0.46 Theta: -0.33 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	7.45 ₹ 8,567.5	0.65 747.50	25.22	4,804 55,24,600	340 3,91,000	2,852 32,79,800
8 Dec	511.25	6.4 ₹ 7,360	-6.35 -7302.50	25.12	5,130 58,99,500	168 1,93,200	2,504 28,79,600
5 Dec	524.50	12.7 ₹ 14,605	-3.1 -3565.00	25.28	8,837 1,01,62,550	598 6,87,700	2,345 26,96,750
4 Dec	529.65	14.85 ₹ 17,077.5	-3.4 -3910.00	24.10	3,592 41,30,800	-270 -3,10,500	1,745 20,06,750
3 Dec	532.80	18.8 ₹ 21,620	-2.5 -2875.00	25.49	2,237 25,72,550	-51 -58,650	1,991 22,89,650
2 Dec	538.40	21.7 ₹ 24,955	3.3 3795.00	24.43	4,100 47,15,000	-152 -1,74,800	2,047 23,54,050
1 Dec	533.30	18.45 ₹ 21,217.5	2.75 3162.50	24.68	5,934 68,24,100	196 2,25,400	2,197 25,26,550

28 Nov	526.00	16.9 ₹ 19,435	4.7 5405.00	25.44	6,107 70,23,050	174 2,00,100	1,999 22,98,850
27 Nov	519.10	12.35 ₹ 14,202.5	2.6 2990.00	24.48	2,930 33,69,500	460 5,29,000	1,823 20,96,450
26 Nov	516.30	9.6 ₹ 11,040	2.85 3277.50	21.56	2,098 24,12,700	515 5,92,250	1,366 15,70,900
25 Nov	504.65	6.9 ₹ 7,935	1.8 2070.00	23.35	974 11,20,100	71 81,650	853 9,80,950
24 Nov	495.15	5.15 ₹ 5,922.5	-0.7 -805.00	24.52	394 4,53,100	87 1,00,050	781 8,98,150
21 Nov	496.40	5.8 ₹ 6,670	-4.8 -5520.00	24.82	569 6,54,350	68 78,200	693 7,96,950
20 Nov	509.75	10.75 ₹ 12,362.5	-0.8 -920.00	24.78	289 3,32,350	49 56,350	627 7,21,050
19 Nov	511.80	11.65 ₹ 13,397.5	0.9 1035.00	24.75	251 2,88,650	33 37,950	578 6,64,700
18 Nov	510.70	10.65 ₹ 12,247.5	-5.5 -6325.00	24.03	348 4,00,200	114 1,31,100	543 6,24,450
17 Nov	520.80	16.15 ₹ 18,572.5	-2.95 -3392.50	24.87	175 2,01,250	32 36,800	428 4,92,200
14 Nov	525.35	19.05 ₹ 21,907.5	-3.65 -4197.50	23.83	246 2,82,900	89 1,02,350	396 4,55,400
13 Nov	529.60	22.6 ₹ 25,990	2.9 3335.00	26.00	437 5,02,550	221 2,54,150	303 3,48,450
12 Nov	520.60	19.85 ₹ 22,827.5	-1.25 -1437.50	27.65	45 51,750	10 11,500	83 95,450
11 Nov	523.85	21.2 ₹ 24,380	0.45 517.50	27.32	62 71,300	29 33,350	73 83,950
10 Nov	519.60	20.75 ₹ 23,862.5	2.35 2702.50	28.77	41 47,150	19 21,850	44 50,600
7 Nov	515.05	18.4 ₹ 21,160	3.05 3507.50	27.68	20 23,000	5 5,750	24 27,600
6 Nov	504.95	15.35 ₹ 17,652.5	-1.05 -1207.50	29.12	3 3,450	0 0	19 21,850
4 Nov	508.15	16.4 ₹ 18,860	-2.4 -2760.00	28.21	11 12,650	-3 -3,450	18 20,700
3 Nov	513.00	18.8 ₹ 21,620	7.85 9027.50	28.29	24 27,600	6 6,900	20 23,000
31 Oct	493.55	11.05 ₹ 12,707.5	-5.65 -6497.50	-	15 17,250	10 11,500	13 14,950
30 Oct	506.95	16.55 ₹ 19,032.5	0 0.00	27.40	3 3,450	2 2,300	2 2,300
29 Oct	516.20	14.75 ₹ 16,962.5	-1.4 -1610.00	22.31	2 2,300	1 1,150	1 1,150
28 Oct	502.45	16.15 ₹ 18,572.5	0 0.00	2.66	0 0	0 0	0 0
27 Oct	505.25	16.15 ₹ 18,572.5	0 0.00	2.23	0 0	0 0	0 0
24 Oct	495.60	16.15 ₹ 18,572.5	0 0.00	3.56	0 0	0 0	0 0
14 Oct	480.05	16.15 ₹ 18,572.5	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 530 expiring on 30DEC2025

Delta for 530 CE is 0.36

Historical price for 530 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 7.45, which was 0.65 higher than the previous day. The implied volatity was 25.22, the open interest changed by 340 which increased total open position to 2852

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 6.4, which was -6.35 lower than the previous day. The implied volatity was 25.12, the open interest changed by 168 which increased total open position to 2504

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 12.7, which was -3.1 lower than the previous day. The implied volatity was 25.28, the open interest changed by 598 which increased total open position to 2345

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 14.85, which was -3.4 lower than the previous day. The implied volatity was 24.10, the open interest changed by -270 which decreased total open position to 1745

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 18.8, which was -2.5 lower than the previous day. The implied volatity was 25.49, the open interest changed by -51 which decreased total open position to 1991

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 21.7, which was 3.3 higher than the previous day. The implied volatity was 24.43, the open interest changed by -152 which decreased total open position to 2047

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 18.45, which was 2.75 higher than the previous day. The implied volatity was 24.68, the open interest changed by 196 which increased total open position to 2197

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 16.9, which was 4.7 higher than the previous day. The implied volatity was 25.44, the open interest changed by 174 which increased total open position to 1999

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 12.35, which was 2.6 higher than the previous day. The implied volatity was 24.48, the open interest changed by 460 which increased total open position to 1823

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 9.6, which was 2.85 higher than the previous day. The implied volatity was 21.56, the open interest changed by 515 which increased total open position to 1366

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 6.9, which was 1.8 higher than the previous day. The implied volatity was 23.35, the open interest changed by 71 which increased total open position to 853

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 5.15, which was -0.7 lower than the previous day. The implied volatity was 24.52, the open interest changed by 87 which increased total open position to 781

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 5.8, which was -4.8 lower than the previous day. The implied volatity was 24.82, the open interest changed by 68 which increased total open position to 693

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 10.75, which was -0.8 lower than the previous day. The implied volatity was 24.78, the open interest changed by 49 which increased total open position to 627

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 11.65, which was 0.9 higher than the previous day. The implied volatity was 24.75, the open interest changed by 33 which increased total open position to 578

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 10.65, which was -5.5 lower than the previous day. The implied volatity was 24.03, the open interest changed by 114 which increased total open position to 543

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 16.15, which was -2.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 32 which increased total open position to 428

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 19.05, which was -3.65 lower than the previous day. The implied volatity was 23.83, the open interest changed by 89 which increased total open position to 396

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 22.6, which was 2.9 higher than the previous day. The implied volatity was 26.00, the open interest changed by 221 which increased total open position to 303

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 19.85, which was -1.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 10 which increased total open position to 83

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 21.2, which was 0.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by 29 which increased total open position to 73

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 20.75, which was 2.35 higher than the previous day. The implied volatity was 28.77, the open interest changed by 19 which increased total open position to 44

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 18.4, which was 3.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by 5 which increased total open position to 24

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 15.35, which was -1.05 lower than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 19

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 16.4, which was -2.4 lower than the previous day. The implied volatity was 28.21, the open interest changed by -3 which decreased total open position to 18

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 18.8, which was 7.85 higher than the previous day. The implied volatity was 28.29, the open interest changed by 6 which increased total open position to 20

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 11.05, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 13

On 30 Oct VEDL was trading at 506.95. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 27.40, the open interest changed by 2 which increased total open position to 2

On 29 Oct VEDL was trading at 516.20. The strike last trading price was 14.75, which was -1.4 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 1

On 28 Oct VEDL was trading at 502.45. The strike last trading price was 16.15, which was 0 lower than the previous day. The implied volatity was 2.66, 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 16.15, which was 0 lower than the previous day. The implied volatity was 2.23, 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 16.15, which was 0 lower than the previous day. The implied volatity was 3.56, 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 16.15, 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 530 PE
Delta: -0.62 Vega: 0.47 Theta: -0.22 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	21 ₹ 24,150	-1.95 -2242.50	28.41	756 8,69,400	82 94,300	1,398 16,07,700
8 Dec	511.25	23.7 ₹ 27,255	8.85 10177.50	28.48	3,828 44,02,200	-675 -7,76,250	1,520 17,48,000
5 Dec	524.50	15.5 ₹ 17,825	2.6 2990.00	26.04	5,466 62,85,900	987 11,35,050	2,381 27,38,150
4 Dec	529.65	13.7 ₹ 15,755	1.8 2070.00	26.62	2,707 31,13,050	21 24,150	1,398 16,07,700
3 Dec	532.80	11.45 ₹ 13,167.5	0.35 402.50	26.04	2,321 26,69,150	-29 -33,350	1,378 15,84,700
2 Dec	538.40	10.8 ₹ 12,420	-2.1 -2415.00	27.62	2,633 30,27,950	303 3,48,450	1,398 16,07,700
1 Dec	533.30	13.05 ₹ 15,007.5	-2.3 -2645.00	27.41	2,623 30,16,450	221 2,54,150	1,090 12,53,500
28 Nov	526.00	14.8 ₹ 17,020	-4.15 -4772.50	25.48	2,193 25,21,950	348 4,00,200	869 9,99,350
27 Nov	519.10	18.95 ₹ 21,792.5	-1.9 -2185.00	24.80	1,048 12,05,200	102 1,17,300	520 5,98,000
26 Nov	516.30	20.75 ₹ 23,862.5	-7.95 -9142.50	24.92	178 2,04,700	-41 -47,150	419 4,81,850
25 Nov	504.65	28.5 ₹ 32,775	-7.95 -9142.50	25.97	242 2,78,300	168 1,93,200	460 5,29,000
24 Nov	495.15	36 ₹ 41,400	0.25 287.50	27.35	73 83,950	41 47,150	294 3,38,100
21 Nov	496.40	35.9 ₹ 41,285	10.1 11615.00	26.22	190 2,18,500	58 66,700	253 2,90,950
20 Nov	509.75	25.8 ₹ 29,670	1 1150.00	26.06	60 69,000	19 21,850	192 2,20,800
19 Nov	511.80	25.3 ₹ 29,095	-0.15 -172.50	26.66	57 65,550	10 11,500	171 1,96,650
18 Nov	510.70	25.7 ₹ 29,555	5.15 5922.50	25.33	57 65,550	12 13,800	161 1,85,150
17 Nov	520.80	20.65 ₹ 23,747.5	1.3 1495.00	26.49	103 1,18,450	44 50,600	147 1,69,050
14 Nov	525.35	19.4 ₹ 22,310	2.15 2472.50	27.86	59 67,850	11 12,650	103 1,18,450
13 Nov	529.60	17.75 ₹ 20,412.5	-5.2 -5980.00	27.25	155 1,78,250	32 36,800	90 1,03,500
12 Nov	520.60	22.8 ₹ 26,220	0.65 747.50	28.81	19 21,850	7 8,050	58 66,700
11 Nov	523.85	22.05 ₹ 25,357.5	-1.7 -1955.00	29.25	34 39,100	15 17,250	48 55,200
10 Nov	519.60	23.75 ₹ 27,312.5	-4.5 -5175.00	28.98	7 8,050	3 3,450	34 39,100
7 Nov	515.05	28.25 ₹ 32,487.5	-3.6 -4140.00	31.06	5 5,750	3 3,450	31 35,650
6 Nov	504.95	31.85 ₹ 36,627.5	1.4 1610.00	-	0 0	6 6,900	0 0
4 Nov	508.15	31.85 ₹ 36,627.5	1.4 1610.00	30.37	11 12,650	6 6,900	28 32,200
3 Nov	513.00	30.45 ₹ 35,017.5	-11.6 -13340.00	31.48	2 2,300	0 0	20 23,000
31 Oct	493.55	40.5 ₹ 46,575	6.65 7647.50	-	8 9,200	5 5,750	19 21,850
30 Oct	506.95	33.85 ₹ 38,927.5	-38.5 -44275.00	31.19	20 23,000	15 17,250	15 17,250
29 Oct	516.20	72.35 ₹ 83,202.5	0 0.00	-	0 0	0 0	0 0
28 Oct	502.45	72.35 ₹ 83,202.5	0 0.00	-	0 0	0 0	0 0
27 Oct	505.25	72.35 ₹ 83,202.5	0 0.00	-	0 0	0 0	0 0
24 Oct	495.60	72.35 ₹ 83,202.5	0 0.00	-	0 0	0 0	0 0
14 Oct	480.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 530 expiring on 30DEC2025

Delta for 530 PE is -0.62

Historical price for 530 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 21, which was -1.95 lower than the previous day. The implied volatity was 28.41, the open interest changed by 82 which increased total open position to 1398

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 23.7, which was 8.85 higher than the previous day. The implied volatity was 28.48, the open interest changed by -675 which decreased total open position to 1520

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 15.5, which was 2.6 higher than the previous day. The implied volatity was 26.04, the open interest changed by 987 which increased total open position to 2381

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 13.7, which was 1.8 higher than the previous day. The implied volatity was 26.62, the open interest changed by 21 which increased total open position to 1398

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 11.45, which was 0.35 higher than the previous day. The implied volatity was 26.04, the open interest changed by -29 which decreased total open position to 1378

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 10.8, which was -2.1 lower than the previous day. The implied volatity was 27.62, the open interest changed by 303 which increased total open position to 1398

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 13.05, which was -2.3 lower than the previous day. The implied volatity was 27.41, the open interest changed by 221 which increased total open position to 1090

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 14.8, which was -4.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 348 which increased total open position to 869

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 18.95, which was -1.9 lower than the previous day. The implied volatity was 24.80, the open interest changed by 102 which increased total open position to 520

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 20.75, which was -7.95 lower than the previous day. The implied volatity was 24.92, the open interest changed by -41 which decreased total open position to 419

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 28.5, which was -7.95 lower than the previous day. The implied volatity was 25.97, the open interest changed by 168 which increased total open position to 460

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 36, which was 0.25 higher than the previous day. The implied volatity was 27.35, the open interest changed by 41 which increased total open position to 294

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 35.9, which was 10.1 higher than the previous day. The implied volatity was 26.22, the open interest changed by 58 which increased total open position to 253

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 25.8, which was 1 higher than the previous day. The implied volatity was 26.06, the open interest changed by 19 which increased total open position to 192

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 25.3, which was -0.15 lower than the previous day. The implied volatity was 26.66, the open interest changed by 10 which increased total open position to 171

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 25.7, which was 5.15 higher than the previous day. The implied volatity was 25.33, the open interest changed by 12 which increased total open position to 161

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 20.65, which was 1.3 higher than the previous day. The implied volatity was 26.49, the open interest changed by 44 which increased total open position to 147

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 19.4, which was 2.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by 11 which increased total open position to 103

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 17.75, which was -5.2 lower than the previous day. The implied volatity was 27.25, the open interest changed by 32 which increased total open position to 90

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 22.8, which was 0.65 higher than the previous day. The implied volatity was 28.81, the open interest changed by 7 which increased total open position to 58

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 22.05, which was -1.7 lower than the previous day. The implied volatity was 29.25, the open interest changed by 15 which increased total open position to 48

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 23.75, which was -4.5 lower than the previous day. The implied volatity was 28.98, the open interest changed by 3 which increased total open position to 34

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 28.25, which was -3.6 lower than the previous day. The implied volatity was 31.06, the open interest changed by 3 which increased total open position to 31

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 31.85, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 31.85, which was 1.4 higher than the previous day. The implied volatity was 30.37, the open interest changed by 6 which increased total open position to 28

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 30.45, which was -11.6 lower than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 20

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 40.5, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19

On 30 Oct VEDL was trading at 506.95. The strike last trading price was 33.85, which was -38.5 lower than the previous day. The implied volatity was 31.19, the open interest changed by 15 which increased total open position to 15

On 29 Oct VEDL was trading at 516.20. The strike last trading price was 72.35, 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 28 Oct VEDL was trading at 502.45. The strike last trading price was 72.35, 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 72.35, 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 72.35, 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 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

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