VEDL
Vedanta Limited
Historical option data for VEDL
24 Apr 2026 01:32 PM IST
| VEDL 28-Apr-2026 (4d) 540 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: -0.04
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 717.50 | 177.8 | -17.19999999999999 | 88.75 | 7 | -6 | 106 | |||||||||
| 23 Apr | 735.60 | 195 | -33.400000000000006 | 97.47 | 8 | -6 | 113 | |||||||||
| 22 Apr | 757.00 | 228.4 | 31.400000000000006 | 99.15 | 36 | 0 | 122 | |||||||||
| 21 Apr | 766.80 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 20 Apr | 771.00 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 17 Apr | 787.50 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 16 Apr | 782.85 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 15 Apr | 766.05 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 13 Apr | 752.55 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 10 Apr | 745.15 | 197 | -1.6500000000000057 | - | 0 | 0 | 122 | |||||||||
| 9 Apr | 737.00 | 197 | 9 | - | 3 | -2 | 123 | |||||||||
| 8 Apr | 721.40 | 188 | 16 | 42.67 | 1 | 0 | 124 | |||||||||
| 7 Apr | 713.25 | 172 | 20.35 | - | 1 | 0 | 123 | |||||||||
| 6 Apr | 690.00 | 153 | 7 | 44.65 | 5 | 1 | 124 | |||||||||
| 2 Apr | 687.65 | 146 | -4.4 | 36.1 | 4 | 0 | 122 | |||||||||
| 1 Apr | 677.20 | 150.4 | 21.9 | 80.05 | 3 | 0 | 122 | |||||||||
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| 30 Mar | 654.80 | 128.5 | 13 | 62.4 | 2 | 1 | 121 | |||||||||
| 27 Mar | 649.40 | 115.5 | -9.5 | 39.88 | 64 | 61 | 117 | |||||||||
| 25 Mar | 669.65 | 125 | 19 | 33.52 | 2 | 1 | 55 | |||||||||
| 24 Mar | 651.60 | 106 | -70.65 | 0.68 | 54 | 46 | 46 | |||||||||
| 23 Mar | 645.75 | 176.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 540 expiring on 28APR2026
Delta for 540 CE is 1
Historical price for 540 CE is as follows
On 24 Apr VEDL was trading at 717.50. The strike last trading price was 177.8, which was -17.19999999999999 lower than the previous day. The implied volatity was 88.75, the open interest changed by -6 which decreased total open position to 106
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 195, which was -33.400000000000006 lower than the previous day. The implied volatity was 97.47, the open interest changed by -6 which decreased total open position to 113
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 228.4, which was 31.400000000000006 higher than the previous day. The implied volatity was 99.15, the open interest changed by 0 which decreased total open position to 122
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 197, which was -1.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 197, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 123
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 188, which was 16 higher than the previous day. The implied volatity was 42.67, the open interest changed by 0 which decreased total open position to 124
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 172, which was 20.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 153, which was 7 higher than the previous day. The implied volatity was 44.65, the open interest changed by 1 which increased total open position to 124
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 146, which was -4.4 lower than the previous day. The implied volatity was 36.1, the open interest changed by 0 which decreased total open position to 122
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 150.4, which was 21.9 higher than the previous day. The implied volatity was 80.05, the open interest changed by 0 which decreased total open position to 122
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 128.5, which was 13 higher than the previous day. The implied volatity was 62.4, the open interest changed by 1 which increased total open position to 121
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 115.5, which was -9.5 lower than the previous day. The implied volatity was 39.88, the open interest changed by 61 which increased total open position to 117
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 125, which was 19 higher than the previous day. The implied volatity was 33.52, the open interest changed by 1 which increased total open position to 55
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 106, which was -70.65 lower than the previous day. The implied volatity was 0.68, the open interest changed by 46 which increased total open position to 46
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 176.65, 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 28-Apr-2026 (4d) 540 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.06
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 717.50 | 0.15 | 0.04999999999999999 | 103.28 | 8 | 0 | 144 |
| 23 Apr | 735.60 | 0.1 | -0.04999999999999999 | 97.34 | 27 | -1 | 144 |
| 22 Apr | 757.00 | 0.15 | 0.04999999999999999 | 101.2 | 11 | -7 | 145 |
| 21 Apr | 766.80 | 0.1 | -0.1 | 93.14 | 13 | -3 | 162 |
| 20 Apr | 771.00 | 0.2 | -0.04999999999999999 | 96.4 | 6 | -2 | 165 |
| 17 Apr | 787.50 | 0.25 | 0 | 88.34 | 15 | -4 | 165 |
| 16 Apr | 782.85 | 0.25 | 0 | 84.08 | 103 | -56 | 173 |
| 15 Apr | 766.05 | 0.25 | -0.15000000000000002 | 75.52 | 31 | 11 | 230 |
| 13 Apr | 752.55 | 0.4 | 0 | 72.49 | 43 | -10 | 218 |
| 10 Apr | 745.15 | 0.35 | -0.20000000000000007 | 63.73 | 49 | -25 | 228 |
| 9 Apr | 737.00 | 0.5 | -0.25 | - | 122 | -58 | 258 |
| 8 Apr | 721.40 | 0.65 | -0.6 | 60.59 | 97 | -47 | 318 |
| 7 Apr | 713.25 | 1.25 | -0.95 | - | 163 | 31 | 362 |
| 6 Apr | 690.00 | 2.25 | -0.55 | 62.97 | 219 | 27 | 334 |
| 2 Apr | 687.65 | 2.8 | 0.15 | 61.15 | 370 | -27 | 307 |
| 1 Apr | 677.20 | 2.55 | -2.95 | 56.27 | 501 | 152 | 337 |
| 30 Mar | 654.80 | 5.4 | 1.1 | 60.03 | 297 | 102 | 195 |
| 27 Mar | 649.40 | 4.3 | 1.55 | 51.22 | 121 | 8 | 92 |
| 25 Mar | 669.65 | 2.7 | -1.95 | 49.71 | 160 | -79 | 85 |
| 24 Mar | 651.60 | 4.25 | -2.5 | 49.99 | 209 | 14 | 162 |
| 23 Mar | 645.75 | 6.65 | 3.75 | 53.66 | 245 | 143 | 143 |
For Vedanta Limited - strike price 540 expiring on 28APR2026
Delta for 540 PE is -0.01
Historical price for 540 PE is as follows
On 24 Apr VEDL was trading at 717.50. The strike last trading price was 0.15, which was 0.04999999999999999 higher than the previous day. The implied volatity was 103.28, the open interest changed by 0 which decreased total open position to 144
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 97.34, the open interest changed by -1 which decreased total open position to 144
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 0.15, which was 0.04999999999999999 higher than the previous day. The implied volatity was 101.2, the open interest changed by -7 which decreased total open position to 145
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 93.14, the open interest changed by -3 which decreased total open position to 162
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 0.2, which was -0.04999999999999999 lower than the previous day. The implied volatity was 96.4, the open interest changed by -2 which decreased total open position to 165
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 88.34, the open interest changed by -4 which decreased total open position to 165
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 84.08, the open interest changed by -56 which decreased total open position to 173
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 0.25, which was -0.15000000000000002 lower than the previous day. The implied volatity was 75.52, the open interest changed by 11 which increased total open position to 230
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 72.49, the open interest changed by -10 which decreased total open position to 218
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 0.35, which was -0.20000000000000007 lower than the previous day. The implied volatity was 63.73, the open interest changed by -25 which decreased total open position to 228
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 258
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 60.59, the open interest changed by -47 which decreased total open position to 318
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 362
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 62.97, the open interest changed by 27 which increased total open position to 334
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 61.15, the open interest changed by -27 which decreased total open position to 307
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 2.55, which was -2.95 lower than the previous day. The implied volatity was 56.27, the open interest changed by 152 which increased total open position to 337
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 5.4, which was 1.1 higher than the previous day. The implied volatity was 60.03, the open interest changed by 102 which increased total open position to 195
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 4.3, which was 1.55 higher than the previous day. The implied volatity was 51.22, the open interest changed by 8 which increased total open position to 92
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 2.7, which was -1.95 lower than the previous day. The implied volatity was 49.71, the open interest changed by -79 which decreased total open position to 85
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 4.25, which was -2.5 lower than the previous day. The implied volatity was 49.99, the open interest changed by 14 which increased total open position to 162
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 6.65, which was 3.75 higher than the previous day. The implied volatity was 53.66, the open interest changed by 143 which increased total open position to 143
