VEDL

Vedanta Limited

569.5 +20.10 (3.66%)

L: 545.2 H: 572.9

Back to Option Chain

Historical option data for VEDL
16 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 545 CE
Delta: 0.82 Vega: 0.29 Theta: -0.44 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	569.50	33 ₹ 37,950	18.7 21505.00	30.50	5,806 66,76,900	-408 -4,69,200	647 7,44,050
15 Dec	549.40	13.2 ₹ 15,180	0.75 862.50	23.59	6,065 69,74,750	-141 -1,62,150	1,060 12,19,000
12 Dec	543.60	12.2 ₹ 14,030	5.7 6555.00	24.77	7,236 83,21,400	228 2,62,200	1,220 14,03,000
11 Dec	529.05	6.5 ₹ 7,475	0.75 862.50	24.40	2,573 29,58,950	-184 -2,11,600	985 11,32,750
10 Dec	524.20	5.7 ₹ 6,555	1.55 1782.50	25.41	1,292 14,85,800	-129 -1,48,350	1,171 13,46,650
9 Dec	516.15	4 ₹ 4,600	0.45 517.50	26.47	852 9,79,800	128 1,47,200	1,300 14,95,000
8 Dec	511.25	3.35 ₹ 3,852.5	-3.65 -4197.50	26.17	2,178 25,04,700	316 3,63,400	1,175 13,51,250
5 Dec	524.50	6.95 ₹ 7,992.5	-2.4 -2760.00	25.03	1,705 19,60,750	28 32,200	873 10,03,950
4 Dec	529.65	8.9 ₹ 10,235	-2 -2300.00	24.98	3,022 34,75,300	300 3,45,000	864 9,93,600
3 Dec	532.80	11.15 ₹ 12,822.5	-2.4 -2760.00	24.84	1,324 15,22,600	21 24,150	569 6,54,350
2 Dec	538.40	13.5 ₹ 15,525	2.1 2415.00	24.31	1,529 17,58,350	128 1,47,200	554 6,37,100
1 Dec	533.30	11.45 ₹ 13,167.5	1.85 2127.50	24.97	1,666 19,15,900	85 97,750	427 4,91,050
28 Nov	526.00	10.25 ₹ 11,787.5	3.35 3852.50	25.08	593 6,81,950	53 60,950	340 3,91,000
27 Nov	519.10	7.1 ₹ 8,165	1.9 2185.00	24.26	351 4,03,650	122 1,40,300	286 3,28,900
26 Nov	516.30	5.15 ₹ 5,922.5	1.45 1667.50	21.76	184 2,11,600	53 60,950	164 1,88,600
25 Nov	504.65	3.8 ₹ 4,370	0.9 1035.00	23.81	151 1,73,650	-11 -12,650	109 1,25,350
24 Nov	495.15	3 ₹ 3,450	-0.2 -230.00	25.46	81 93,150	13 14,950	119 1,36,850
21 Nov	496.40	3.35 ₹ 3,852.5	-2.95 -3392.50	25.35	219 2,51,850	-25 -28,750	107 1,23,050
20 Nov	509.75	6.3 ₹ 7,245	-0.8 -920.00	24.60	41 47,150	19 21,850	122 1,40,300
19 Nov	511.80	7.1 ₹ 8,165	0.75 862.50	24.83	66 75,900	26 29,900	103 1,18,450
18 Nov	510.70	6.35 ₹ 7,302.5	-4.05 -4657.50	24.09	106 1,21,900	49 56,350	73 83,950

17 Nov	520.80	10.4 ₹ 11,960	-1.15 -1322.50	24.90	10 11,500	3 3,450	23 26,450
14 Nov	525.35	11.55 ₹ 13,282.5	-4.8 -5520.00	22.49	11 12,650	0 0	20 23,000
13 Nov	529.60	16.35 ₹ 18,802.5	3.5 4025.00	26.92	7 8,050	6 6,900	21 24,150
12 Nov	520.60	12.85 ₹ 14,777.5	1.15 1322.50	26.35	11 12,650	0 0	5 5,750
11 Nov	523.85	11.7 ₹ 13,455	-5.35 -6152.50	-	0 0	0 0	0 0
10 Nov	519.60	11.7 ₹ 13,455	-5.35 -6152.50	-	0 0	5 5,750	0 0
7 Nov	515.05	11.7 ₹ 13,455	-5.35 -6152.50	26.12	12 13,800	6 6,900	6 6,900
6 Nov	504.95	17.05 ₹ 19,607.5	0 0.00	4.43	0 0	0 0	0 0
4 Nov	508.15	17.05 ₹ 19,607.5	0 0.00	4.16	0 0	0 0	0 0
3 Nov	513.00	17.05 ₹ 19,607.5	0 0.00	3.49	0 0	0 0	0 0
31 Oct	493.55	17.05 ₹ 19,607.5	0 0.00	-	0 0	0 0	0 0
30 Oct	506.95	17.05 ₹ 19,607.5	0 0.00	3.82	0 0	0 0	0 0
29 Oct	516.20	17.05 ₹ 19,607.5	0 0.00	3.35	0 0	0 0	0 0

For Vedanta Limited - strike price 545 expiring on 30DEC2025

Delta for 545 CE is 0.82

Historical price for 545 CE is as follows

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 33, which was 18.7 higher than the previous day. The implied volatity was 30.50, the open interest changed by -408 which decreased total open position to 647

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 13.2, which was 0.75 higher than the previous day. The implied volatity was 23.59, the open interest changed by -141 which decreased total open position to 1060

On 12 Dec VEDL was trading at 543.60. The strike last trading price was 12.2, which was 5.7 higher than the previous day. The implied volatity was 24.77, the open interest changed by 228 which increased total open position to 1220

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 6.5, which was 0.75 higher than the previous day. The implied volatity was 24.40, the open interest changed by -184 which decreased total open position to 985

On 10 Dec VEDL was trading at 524.20. The strike last trading price was 5.7, which was 1.55 higher than the previous day. The implied volatity was 25.41, the open interest changed by -129 which decreased total open position to 1171

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 4, which was 0.45 higher than the previous day. The implied volatity was 26.47, the open interest changed by 128 which increased total open position to 1300

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 3.35, which was -3.65 lower than the previous day. The implied volatity was 26.17, the open interest changed by 316 which increased total open position to 1175

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 6.95, which was -2.4 lower than the previous day. The implied volatity was 25.03, the open interest changed by 28 which increased total open position to 873

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 8.9, which was -2 lower than the previous day. The implied volatity was 24.98, the open interest changed by 300 which increased total open position to 864

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 11.15, which was -2.4 lower than the previous day. The implied volatity was 24.84, the open interest changed by 21 which increased total open position to 569

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 13.5, which was 2.1 higher than the previous day. The implied volatity was 24.31, the open interest changed by 128 which increased total open position to 554

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 11.45, which was 1.85 higher than the previous day. The implied volatity was 24.97, the open interest changed by 85 which increased total open position to 427

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 10.25, which was 3.35 higher than the previous day. The implied volatity was 25.08, the open interest changed by 53 which increased total open position to 340

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 7.1, which was 1.9 higher than the previous day. The implied volatity was 24.26, the open interest changed by 122 which increased total open position to 286

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 5.15, which was 1.45 higher than the previous day. The implied volatity was 21.76, the open interest changed by 53 which increased total open position to 164

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 23.81, the open interest changed by -11 which decreased total open position to 109

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was 25.46, the open interest changed by 13 which increased total open position to 119

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 3.35, which was -2.95 lower than the previous day. The implied volatity was 25.35, the open interest changed by -25 which decreased total open position to 107

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 6.3, which was -0.8 lower than the previous day. The implied volatity was 24.60, the open interest changed by 19 which increased total open position to 122

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 7.1, which was 0.75 higher than the previous day. The implied volatity was 24.83, the open interest changed by 26 which increased total open position to 103

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 6.35, which was -4.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 49 which increased total open position to 73

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 10.4, which was -1.15 lower than the previous day. The implied volatity was 24.90, the open interest changed by 3 which increased total open position to 23

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 11.55, which was -4.8 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 20

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 16.35, which was 3.5 higher than the previous day. The implied volatity was 26.92, the open interest changed by 6 which increased total open position to 21

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 12.85, which was 1.15 higher than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 5

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 11.7, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 11.7, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 11.7, which was -5.35 lower than the previous day. The implied volatity was 26.12, the open interest changed by 6 which increased total open position to 6

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 4.43, 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 17.05, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 17.05, 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 30 Oct VEDL was trading at 506.95. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.82, 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 17.05, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0

VEDL 30DEC2025 545 PE
Delta: -0.19 Vega: 0.30 Theta: -0.31 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	569.50	3.7 ₹ 4,255	-5.35 -6152.50	31.46	7,517 86,44,550	722 8,30,300	1,355 15,58,250
15 Dec	549.40	9.4 ₹ 10,810	-2.65 -3047.50	26.83	2,544 29,25,600	41 47,150	635 7,30,250
12 Dec	543.60	12 ₹ 13,800	-8.55 -9832.50	25.77	1,821 20,94,150	498 5,72,700	594 6,83,100
11 Dec	529.05	20.35 ₹ 23,402.5	-5.3 -6095.00	26.26	137 1,57,550	2 2,300	97 1,11,550
10 Dec	524.20	25.65 ₹ 29,497.5	-6.35 -7302.50	30.41	60 69,000	-13 -14,950	95 1,09,250
9 Dec	516.15	32.3 ₹ 37,145	-3.15 -3622.50	29.96	52 59,800	-12 -13,800	108 1,24,200
8 Dec	511.25	35.45 ₹ 40,767.5	11.25 12937.50	30.13	86 98,900	-26 -29,900	120 1,38,000
5 Dec	524.50	24.9 ₹ 28,635	3.45 3967.50	26.39	292 3,35,800	-16 -18,400	145 1,66,750
4 Dec	529.65	22.05 ₹ 25,357.5	2.75 3162.50	26.50	749 8,61,350	-30 -34,500	161 1,85,150
3 Dec	532.80	19.1 ₹ 21,965	0.95 1092.50	26.09	347 3,99,050	8 9,200	190 2,18,500
2 Dec	538.40	18 ₹ 20,700	-3.05 -3507.50	28.02	307 3,53,050	82 94,300	183 2,10,450
1 Dec	533.30	20.95 ₹ 24,092.5	-3.35 -3852.50	27.69	151 1,73,650	37 42,550	101 1,16,150
28 Nov	526.00	24.45 ₹ 28,117.5	-10.55 -12132.50	27.50	56 64,400	23 26,450	64 73,600
27 Nov	519.10	35 ₹ 40,250	-1.5 -1725.00	-	0 0	6 6,900	0 0
26 Nov	516.30	35 ₹ 40,250	-1.5 -1725.00	32.50	19 21,850	6 6,900	41 47,150
25 Nov	504.65	36.4 ₹ 41,860	1.1 1265.00	-	0 0	0 0	0 0
24 Nov	495.15	36.4 ₹ 41,860	1.1 1265.00	-	0 0	0 0	0 0
21 Nov	496.40	36.4 ₹ 41,860	1.1 1265.00	-	0 0	22 25,300	0 0
20 Nov	509.75	36.4 ₹ 41,860	1.1 1265.00	26.46	31 35,650	13 14,950	26 29,900
19 Nov	511.80	35.3 ₹ 40,595	-2.2 -2530.00	26.52	8 9,200	4 4,600	11 12,650
18 Nov	510.70	37.5 ₹ 43,125	7.35 8452.50	27.76	4 4,600	2 2,300	7 8,050
17 Nov	520.80	30.15 ₹ 34,672.5	-23.75 -27312.50	27.25	6 6,900	5 5,750	5 5,750
14 Nov	525.35	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
13 Nov	529.60	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
12 Nov	520.60	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
11 Nov	523.85	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
10 Nov	519.60	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
7 Nov	515.05	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
6 Nov	504.95	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
4 Nov	508.15	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
3 Nov	513.00	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
31 Oct	493.55	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
30 Oct	506.95	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0
29 Oct	516.20	53.9 ₹ 61,985	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 545 expiring on 30DEC2025

Delta for 545 PE is -0.19

Historical price for 545 PE is as follows

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 3.7, which was -5.35 lower than the previous day. The implied volatity was 31.46, the open interest changed by 722 which increased total open position to 1355

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 9.4, which was -2.65 lower than the previous day. The implied volatity was 26.83, the open interest changed by 41 which increased total open position to 635

On 12 Dec VEDL was trading at 543.60. The strike last trading price was 12, which was -8.55 lower than the previous day. The implied volatity was 25.77, the open interest changed by 498 which increased total open position to 594

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 20.35, which was -5.3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 2 which increased total open position to 97

On 10 Dec VEDL was trading at 524.20. The strike last trading price was 25.65, which was -6.35 lower than the previous day. The implied volatity was 30.41, the open interest changed by -13 which decreased total open position to 95

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 32.3, which was -3.15 lower than the previous day. The implied volatity was 29.96, the open interest changed by -12 which decreased total open position to 108

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 35.45, which was 11.25 higher than the previous day. The implied volatity was 30.13, the open interest changed by -26 which decreased total open position to 120

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 24.9, which was 3.45 higher than the previous day. The implied volatity was 26.39, the open interest changed by -16 which decreased total open position to 145

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 22.05, which was 2.75 higher than the previous day. The implied volatity was 26.50, the open interest changed by -30 which decreased total open position to 161

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 19.1, which was 0.95 higher than the previous day. The implied volatity was 26.09, the open interest changed by 8 which increased total open position to 190

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 18, which was -3.05 lower than the previous day. The implied volatity was 28.02, the open interest changed by 82 which increased total open position to 183

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 20.95, which was -3.35 lower than the previous day. The implied volatity was 27.69, the open interest changed by 37 which increased total open position to 101

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 24.45, which was -10.55 lower than the previous day. The implied volatity was 27.50, the open interest changed by 23 which increased total open position to 64

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 35, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 35, which was -1.5 lower than the previous day. The implied volatity was 32.50, the open interest changed by 6 which increased total open position to 41

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 36.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 36.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 36.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 0

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 36.4, which was 1.1 higher than the previous day. The implied volatity was 26.46, the open interest changed by 13 which increased total open position to 26

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 35.3, which was -2.2 lower than the previous day. The implied volatity was 26.52, the open interest changed by 4 which increased total open position to 11

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 37.5, which was 7.35 higher than the previous day. The implied volatity was 27.76, the open interest changed by 2 which increased total open position to 7

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 30.15, which was -23.75 lower than the previous day. The implied volatity was 27.25, the open interest changed by 5 which increased total open position to 5

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 53.9, 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 13 Nov VEDL was trading at 529.60. The strike last trading price was 53.9, 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 12 Nov VEDL was trading at 520.60. The strike last trading price was 53.9, 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 11 Nov VEDL was trading at 523.85. The strike last trading price was 53.9, 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 10 Nov VEDL was trading at 519.60. The strike last trading price was 53.9, 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 7 Nov VEDL was trading at 515.05. The strike last trading price was 53.9, 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 6 Nov VEDL was trading at 504.95. The strike last trading price was 53.9, 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 4 Nov VEDL was trading at 508.15. The strike last trading price was 53.9, 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 3 Nov VEDL was trading at 513.00. The strike last trading price was 53.9, 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 31 Oct VEDL was trading at 493.55. The strike last trading price was 53.9, 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 30 Oct VEDL was trading at 506.95. The strike last trading price was 53.9, 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 53.9, 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

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