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 540 CE
Delta: 0.26 Vega: 0.40 Theta: -0.28 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	4.85 ₹ 5,577.5	0.45 517.50	25.83	3,165 36,39,750	-42 -48,300	2,755 31,68,250
8 Dec	511.25	4.15 ₹ 4,772.5	-4.5 -5175.00	25.76	3,570 41,05,500	322 3,70,300	2,791 32,09,650
5 Dec	524.50	8.55 ₹ 9,832.5	-2.65 -3047.50	25.02	5,701 65,56,150	-97 -1,11,550	2,477 28,48,550
4 Dec	529.65	10.6 ₹ 12,190	-2.45 -2817.50	24.65	7,145 82,16,750	184 2,11,600	2,583 29,70,450
3 Dec	532.80	13.4 ₹ 15,410	-2.25 -2587.50	25.00	5,060 58,19,000	107 1,23,050	2,442 28,08,300
2 Dec	538.40	15.95 ₹ 18,342.5	2.45 2817.50	24.78	5,686 65,38,900	-326 -3,74,900	2,319 26,66,850
1 Dec	533.30	13.45 ₹ 15,467.5	2.15 2472.50	24.75	9,093 1,04,56,950	851 9,78,650	2,646 30,42,900
28 Nov	526.00	12.05 ₹ 13,857.5	3.6 4140.00	24.92	3,363 38,67,450	337 3,87,550	1,796 20,65,400
27 Nov	519.10	8.45 ₹ 9,717.5	1.95 2242.50	24.01	2,065 23,74,750	178 2,04,700	1,460 16,79,000

26 Nov	516.30	6.5 ₹ 7,475	2 2300.00	21.88	1,985 22,82,750	232 2,66,800	1,275 14,66,250
25 Nov	504.65	4.55 ₹ 5,232.5	1.1 1265.00	23.42	623 7,16,450	123 1,41,450	1,043 11,99,450
24 Nov	495.15	3.5 ₹ 4,025	-0.5 -575.00	24.91	982 11,29,300	442 5,08,300	918 10,55,700
21 Nov	496.40	4 ₹ 4,600	-3.5 -4025.00	25.09	552 6,34,800	75 86,250	474 5,45,100
20 Nov	509.75	7.6 ₹ 8,740	-0.85 -977.50	24.68	245 2,81,750	46 52,900	396 4,55,400
19 Nov	511.80	8.35 ₹ 9,602.5	0.7 805.00	24.68	183 2,10,450	97 1,11,550	345 3,96,750
18 Nov	510.70	7.6 ₹ 8,740	-4.7 -5405.00	24.08	195 2,24,250	64 73,600	246 2,82,900
17 Nov	520.80	12.35 ₹ 14,202.5	-1.8 -2070.00	25.23	65 74,750	7 8,050	181 2,08,150
14 Nov	525.35	14.85 ₹ 17,077.5	-3.2 -3680.00	24.33	136 1,56,400	85 97,750	174 2,00,100
13 Nov	529.60	18 ₹ 20,700	3.1 3565.00	26.29	209 2,40,350	22 25,300	91 1,04,650
12 Nov	520.60	14.9 ₹ 17,135	-1.8 -2070.00	26.66	25 28,750	2 2,300	68 78,200
11 Nov	523.85	16.4 ₹ 18,860	0.25 287.50	26.82	21 24,150	8 9,200	65 74,750
10 Nov	519.60	16.15 ₹ 18,572.5	2.15 2472.50	28.22	18 20,700	-2 -2,300	56 64,400
7 Nov	515.05	14 ₹ 16,100	2.6 2990.00	26.97	9 10,350	0 0	57 65,550
6 Nov	504.95	11.4 ₹ 13,110	-0.1 -115.00	28.15	4 4,600	1 1,150	58 66,700
4 Nov	508.15	11.5 ₹ 13,225	-3.3 -3795.00	26.25	7 8,050	0 0	57 65,550
3 Nov	513.00	14.8 ₹ 17,020	5.7 6555.00	28.00	25 28,750	11 12,650	57 65,550
31 Oct	493.55	9.2 ₹ 10,580	-3.6 -4140.00	-	32 36,800	6 6,900	47 54,050
30 Oct	506.95	12.8 ₹ 14,720	-4.95 -5692.50	27.00	52 59,800	-2 -2,300	40 46,000
29 Oct	516.20	14.45 ₹ 16,617.5	3.75 4312.50	26.44	62 71,300	9 10,350	43 49,450
28 Oct	502.45	10.7 ₹ 12,305	-1.9 -2185.00	26.02	2 2,300	0 0	33 37,950
27 Oct	505.25	12.6 ₹ 14,490	2.1 2415.00	26.90	28 32,200	10 11,500	30 34,500
24 Oct	495.60	10.5 ₹ 12,075	-3.4 -3910.00	27.80	20 23,000	19 21,850	19 21,850

For Vedanta Limited - strike price 540 expiring on 30DEC2025

Delta for 540 CE is 0.26

Historical price for 540 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 4.85, which was 0.45 higher than the previous day. The implied volatity was 25.83, the open interest changed by -42 which decreased total open position to 2755

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 4.15, which was -4.5 lower than the previous day. The implied volatity was 25.76, the open interest changed by 322 which increased total open position to 2791

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 8.55, which was -2.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by -97 which decreased total open position to 2477

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 10.6, which was -2.45 lower than the previous day. The implied volatity was 24.65, the open interest changed by 184 which increased total open position to 2583

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 13.4, which was -2.25 lower than the previous day. The implied volatity was 25.00, the open interest changed by 107 which increased total open position to 2442

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 15.95, which was 2.45 higher than the previous day. The implied volatity was 24.78, the open interest changed by -326 which decreased total open position to 2319

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 13.45, which was 2.15 higher than the previous day. The implied volatity was 24.75, the open interest changed by 851 which increased total open position to 2646

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 12.05, which was 3.6 higher than the previous day. The implied volatity was 24.92, the open interest changed by 337 which increased total open position to 1796

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 8.45, which was 1.95 higher than the previous day. The implied volatity was 24.01, the open interest changed by 178 which increased total open position to 1460

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 6.5, which was 2 higher than the previous day. The implied volatity was 21.88, the open interest changed by 232 which increased total open position to 1275

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 4.55, which was 1.1 higher than the previous day. The implied volatity was 23.42, the open interest changed by 123 which increased total open position to 1043

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 24.91, the open interest changed by 442 which increased total open position to 918

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 4, which was -3.5 lower than the previous day. The implied volatity was 25.09, the open interest changed by 75 which increased total open position to 474

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 7.6, which was -0.85 lower than the previous day. The implied volatity was 24.68, the open interest changed by 46 which increased total open position to 396

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 8.35, which was 0.7 higher than the previous day. The implied volatity was 24.68, the open interest changed by 97 which increased total open position to 345

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 7.6, which was -4.7 lower than the previous day. The implied volatity was 24.08, the open interest changed by 64 which increased total open position to 246

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 12.35, which was -1.8 lower than the previous day. The implied volatity was 25.23, the open interest changed by 7 which increased total open position to 181

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 14.85, which was -3.2 lower than the previous day. The implied volatity was 24.33, the open interest changed by 85 which increased total open position to 174

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 18, which was 3.1 higher than the previous day. The implied volatity was 26.29, the open interest changed by 22 which increased total open position to 91

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 14.9, which was -1.8 lower than the previous day. The implied volatity was 26.66, the open interest changed by 2 which increased total open position to 68

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 16.4, which was 0.25 higher than the previous day. The implied volatity was 26.82, the open interest changed by 8 which increased total open position to 65

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 16.15, which was 2.15 higher than the previous day. The implied volatity was 28.22, the open interest changed by -2 which decreased total open position to 56

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 14, which was 2.6 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 57

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 11.4, which was -0.1 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 58

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 11.5, which was -3.3 lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 57

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 14.8, which was 5.7 higher than the previous day. The implied volatity was 28.00, the open interest changed by 11 which increased total open position to 57

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 9.2, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 47

On 30 Oct VEDL was trading at 506.95. The strike last trading price was 12.8, which was -4.95 lower than the previous day. The implied volatity was 27.00, the open interest changed by -2 which decreased total open position to 40

On 29 Oct VEDL was trading at 516.20. The strike last trading price was 14.45, which was 3.75 higher than the previous day. The implied volatity was 26.44, the open interest changed by 9 which increased total open position to 43

On 28 Oct VEDL was trading at 502.45. The strike last trading price was 10.7, which was -1.9 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 33

On 27 Oct VEDL was trading at 505.25. The strike last trading price was 12.6, which was 2.1 higher than the previous day. The implied volatity was 26.90, the open interest changed by 10 which increased total open position to 30

On 24 Oct VEDL was trading at 495.60. The strike last trading price was 10.5, which was -3.4 lower than the previous day. The implied volatity was 27.80, the open interest changed by 19 which increased total open position to 19

VEDL 30DEC2025 540 PE
Delta: -0.71 Vega: 0.42 Theta: -0.19 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	28.45 ₹ 32,717.5	-2.9 -3335.00	29.70	191 2,19,650	-66 -75,900	673 7,73,950
8 Dec	511.25	31.4 ₹ 36,110	10.6 12190.00	29.67	310 3,56,500	-52 -59,800	739 8,49,850
5 Dec	524.50	21.5 ₹ 24,725	3.45 3967.50	26.24	1,255 14,43,250	2 2,300	791 9,09,650
4 Dec	529.65	19.15 ₹ 22,022.5	2.65 3047.50	26.79	2,848 32,75,200	9 10,350	790 9,08,500
3 Dec	532.80	16.15 ₹ 18,572.5	0.7 805.00	25.83	1,204 13,84,600	23 26,450	786 9,03,900
2 Dec	538.40	15.1 ₹ 17,365	-2.95 -3392.50	27.83	1,348 15,50,200	281 3,23,150	761 8,75,150
1 Dec	533.30	18 ₹ 20,700	-3.1 -3565.00	27.46	1,151 13,23,650	240 2,76,000	476 5,47,400
28 Nov	526.00	20.05 ₹ 23,057.5	-5.15 -5922.50	25.26	476 5,47,400	101 1,16,150	234 2,69,100
27 Nov	519.10	25.15 ₹ 28,922.5	-2.65 -3047.50	24.97	89 1,02,350	23 26,450	120 1,38,000
26 Nov	516.30	27.65 ₹ 31,797.5	-8.55 -9832.50	25.70	22 25,300	12 13,800	96 1,10,400
25 Nov	504.65	35.75 ₹ 41,112.5	-6 -6900.00	25.82	38 43,700	16 18,400	83 95,450
24 Nov	495.15	41.75 ₹ 48,012.5	-0.7 -805.00	21.98	18 20,700	7 8,050	65 74,750
21 Nov	496.40	43.5 ₹ 50,025	10.7 12305.00	25.63	27 31,050	12 13,800	57 65,550
20 Nov	509.75	32.75 ₹ 37,662.5	1.05 1207.50	26.42	13 14,950	4 4,600	44 50,600
19 Nov	511.80	31.75 ₹ 36,512.5	-0.75 -862.50	26.51	7 8,050	0 0	39 44,850
18 Nov	510.70	32.5 ₹ 37,375	5.65 6497.50	25.44	3 3,450	1 1,150	40 46,000
17 Nov	520.80	26.85 ₹ 30,877.5	0.1 115.00	27.07	10 11,500	6 6,900	38 43,700
14 Nov	525.35	26.75 ₹ 30,762.5	3.7 4255.00	30.61	16 18,400	4 4,600	32 36,800
13 Nov	529.60	23 ₹ 26,450	-6.15 -7072.50	27.49	69 79,350	23 26,450	27 31,050
12 Nov	520.60	29.15 ₹ 33,522.5	-3.5 -4025.00	29.76	2 2,300	1 1,150	4 4,600
11 Nov	523.85	32.65 ₹ 37,547.5	-5.3 -6095.00	36.01	2 2,300	1 1,150	3 3,450
10 Nov	519.60	37.95 ₹ 43,642.5	1.2 1380.00	-	0 0	0 0	0 0
7 Nov	515.05	37.95 ₹ 43,642.5	1.2 1380.00	-	0 0	0 0	0 0
6 Nov	504.95	37.95 ₹ 43,642.5	1.2 1380.00	-	0 0	0 0	0 0
4 Nov	508.15	37.95 ₹ 43,642.5	1.2 1380.00	30.09	1 1,150	0 0	2 2,300
3 Nov	513.00	36.75 ₹ 42,262.5	-9.25 -10637.50	31.85	1 1,150	0 0	2 2,300
31 Oct	493.55	46 ₹ 52,900	-33.9 -38985.00	-	2 2,300	0 0	0 0
30 Oct	506.95	79.9 ₹ 91,885	0 0.00	-	0 0	0 0	0 0
29 Oct	516.20	79.9 ₹ 91,885	0 0.00	-	0 0	0 0	0 0
28 Oct	502.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	505.25	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	495.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 540 expiring on 30DEC2025

Delta for 540 PE is -0.71

Historical price for 540 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 28.45, which was -2.9 lower than the previous day. The implied volatity was 29.70, the open interest changed by -66 which decreased total open position to 673

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 31.4, which was 10.6 higher than the previous day. The implied volatity was 29.67, the open interest changed by -52 which decreased total open position to 739

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 21.5, which was 3.45 higher than the previous day. The implied volatity was 26.24, the open interest changed by 2 which increased total open position to 791

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 19.15, which was 2.65 higher than the previous day. The implied volatity was 26.79, the open interest changed by 9 which increased total open position to 790

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 16.15, which was 0.7 higher than the previous day. The implied volatity was 25.83, the open interest changed by 23 which increased total open position to 786

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 15.1, which was -2.95 lower than the previous day. The implied volatity was 27.83, the open interest changed by 281 which increased total open position to 761

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 18, which was -3.1 lower than the previous day. The implied volatity was 27.46, the open interest changed by 240 which increased total open position to 476

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 20.05, which was -5.15 lower than the previous day. The implied volatity was 25.26, the open interest changed by 101 which increased total open position to 234

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 25.15, which was -2.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by 23 which increased total open position to 120

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 27.65, which was -8.55 lower than the previous day. The implied volatity was 25.70, the open interest changed by 12 which increased total open position to 96

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 35.75, which was -6 lower than the previous day. The implied volatity was 25.82, the open interest changed by 16 which increased total open position to 83

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 41.75, which was -0.7 lower than the previous day. The implied volatity was 21.98, the open interest changed by 7 which increased total open position to 65

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 43.5, which was 10.7 higher than the previous day. The implied volatity was 25.63, the open interest changed by 12 which increased total open position to 57

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 32.75, which was 1.05 higher than the previous day. The implied volatity was 26.42, the open interest changed by 4 which increased total open position to 44

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 31.75, which was -0.75 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 39

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 32.5, which was 5.65 higher than the previous day. The implied volatity was 25.44, the open interest changed by 1 which increased total open position to 40

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 26.85, which was 0.1 higher than the previous day. The implied volatity was 27.07, the open interest changed by 6 which increased total open position to 38

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 26.75, which was 3.7 higher than the previous day. The implied volatity was 30.61, the open interest changed by 4 which increased total open position to 32

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 23, which was -6.15 lower than the previous day. The implied volatity was 27.49, the open interest changed by 23 which increased total open position to 27

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 29.15, which was -3.5 lower than the previous day. The implied volatity was 29.76, the open interest changed by 1 which increased total open position to 4

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 32.65, which was -5.3 lower than the previous day. The implied volatity was 36.01, the open interest changed by 1 which increased total open position to 3

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 37.95, which was 1.2 higher 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 37.95, which was 1.2 higher 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 37.95, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 37.95, which was 1.2 higher than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 2

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 36.75, which was -9.25 lower than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 2

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 46, which was -33.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct VEDL was trading at 506.95. The strike last trading price was 79.9, 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 29 Oct VEDL was trading at 516.20. The strike last trading price was 79.9, 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 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 27 Oct VEDL was trading at 505.25. 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 24 Oct VEDL was trading at 495.60. 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

Related Pages for VEDL

VEDL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD