VEDL
Vedanta Limited
Historical option data for VEDL
24 Apr 2026 01:33 PM IST
| VEDL 28-Apr-2026 (4d) 550 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.38
Gamma: 0.00041
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 717.75 | 167 | -19.5 | 113.51 | 10 | -5 | 27 | |||||||||
| 23 Apr | 735.60 | 186.5 | -22.5 | 96.55 | 7 | -4 | 34 | |||||||||
| 22 Apr | 757.00 | 209 | 24 | 133.3 | 26 | -8 | 40 | |||||||||
| 21 Apr | 766.80 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 20 Apr | 771.00 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 17 Apr | 787.50 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 16 Apr | 782.85 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 15 Apr | 766.05 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 13 Apr | 752.55 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 10 Apr | 745.15 | 185 | -3.6999999999999886 | - | 0 | 0 | 48 | |||||||||
| 9 Apr | 737.00 | 185 | 45.6 | - | 1 | 0 | 48 | |||||||||
| 8 Apr | 721.40 | 139.4 | 20.25 | - | 0 | 0 | 48 | |||||||||
| 7 Apr | 713.25 | 139.4 | 20.25 | - | 0 | 0 | 48 | |||||||||
| 6 Apr | 690.00 | 139.4 | 20.25 | - | 0 | 0 | 48 | |||||||||
| 2 Apr | 687.65 | 139.4 | 20.25 | - | 0 | 0 | 48 | |||||||||
| 1 Apr | 677.20 | 139.4 | 20.25 | 70.51 | 19 | 3 | 44 | |||||||||
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| 30 Mar | 654.80 | 119.15 | 11.15 | 60.6 | 12 | 5 | 40 | |||||||||
| 27 Mar | 649.40 | 108 | -6 | 46.26 | 23 | 19 | 33 | |||||||||
| 25 Mar | 669.65 | 114 | 14 | - | 2 | 0 | 12 | |||||||||
| 24 Mar | 651.60 | 100 | -46.95 | 1.11 | 13 | 9 | 9 | |||||||||
| 23 Mar | 645.75 | 146.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 550 expiring on 28APR2026
Delta for 550 CE is 0.99
Historical price for 550 CE is as follows
On 24 Apr VEDL was trading at 717.75. The strike last trading price was 167, which was -19.5 lower than the previous day. The implied volatity was 113.51, the open interest changed by -5 which decreased total open position to 27
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 186.5, which was -22.5 lower than the previous day. The implied volatity was 96.55, the open interest changed by -4 which decreased total open position to 34
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 209, which was 24 higher than the previous day. The implied volatity was 133.3, the open interest changed by -8 which decreased total open position to 40
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 185, which was -3.6999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 185, which was 45.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 139.4, which was 20.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 139.4, which was 20.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 139.4, which was 20.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 139.4, which was 20.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 139.4, which was 20.25 higher than the previous day. The implied volatity was 70.51, the open interest changed by 3 which increased total open position to 44
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 119.15, which was 11.15 higher than the previous day. The implied volatity was 60.6, the open interest changed by 5 which increased total open position to 40
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 108, which was -6 lower than the previous day. The implied volatity was 46.26, the open interest changed by 19 which increased total open position to 33
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 114, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 100, which was -46.95 lower than the previous day. The implied volatity was 1.11, the open interest changed by 9 which increased total open position to 9
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 146.95, 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) 550 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.14
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 717.75 | 0.25 | 0.15 | 103.75 | 11 | -4 | 178 |
| 23 Apr | 735.60 | 0.1 | -0.1 | 92.11 | 14 | 8 | 182 |
| 22 Apr | 757.00 | 0.25 | 0.04999999999999999 | 102.61 | 11 | 0 | 174 |
| 21 Apr | 766.80 | 0.2 | 0 | 95.47 | 7 | 0 | 174 |
| 20 Apr | 771.00 | 0.2 | -0.09999999999999998 | 91.57 | 12 | -2 | 175 |
| 17 Apr | 787.50 | 0.3 | 0 | 86.67 | 6 | -2 | 177 |
| 16 Apr | 782.85 | 0.3 | 0 | 81.82 | 29 | 0 | 179 |
| 15 Apr | 766.05 | 0.3 | -0.15000000000000002 | 72 | 33 | 21 | 179 |
| 13 Apr | 752.55 | 0.45 | -0.04999999999999999 | 69.91 | 50 | 3 | 158 |
| 10 Apr | 745.15 | 0.5 | -0.15000000000000002 | 63.28 | 20 | 2 | 155 |
| 9 Apr | 737.00 | 0.65 | -0.2 | - | 56 | -24 | 152 |
| 8 Apr | 721.40 | 0.75 | -0.8 | 58.83 | 129 | -75 | 181 |
| 7 Apr | 713.25 | 1.45 | -1.1 | - | 269 | -2 | 256 |
| 6 Apr | 690.00 | 2.5 | -0.7 | 61.95 | 263 | 69 | 257 |
| 2 Apr | 687.65 | 3.25 | 0.15 | 59.5 | 249 | 21 | 185 |
| 1 Apr | 677.20 | 3.1 | -3.3 | 55.14 | 284 | 8 | 163 |
| 30 Mar | 654.80 | 6.3 | 1.3 | 58.66 | 377 | 14 | 154 |
| 27 Mar | 649.40 | 4.95 | 1.75 | 49.47 | 362 | 31 | 145 |
| 25 Mar | 669.65 | 3.2 | -3 | 48.39 | 275 | -149 | 115 |
| 24 Mar | 651.60 | 6.2 | -1.65 | 51.87 | 53 | 36 | 260 |
| 23 Mar | 645.75 | 7.65 | 0.45 | 52.2 | 426 | 224 | 224 |
For Vedanta Limited - strike price 550 expiring on 28APR2026
Delta for 550 PE is -0.01
Historical price for 550 PE is as follows
On 24 Apr VEDL was trading at 717.75. The strike last trading price was 0.25, which was 0.15 higher than the previous day. The implied volatity was 103.75, the open interest changed by -4 which decreased total open position to 178
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 92.11, the open interest changed by 8 which increased total open position to 182
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 0.25, which was 0.04999999999999999 higher than the previous day. The implied volatity was 102.61, the open interest changed by 0 which decreased total open position to 174
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 95.47, the open interest changed by 0 which decreased total open position to 174
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 0.2, which was -0.09999999999999998 lower than the previous day. The implied volatity was 91.57, the open interest changed by -2 which decreased total open position to 175
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 86.67, the open interest changed by -2 which decreased total open position to 177
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 81.82, the open interest changed by 0 which decreased total open position to 179
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 0.3, which was -0.15000000000000002 lower than the previous day. The implied volatity was 72, the open interest changed by 21 which increased total open position to 179
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 0.45, which was -0.04999999999999999 lower than the previous day. The implied volatity was 69.91, the open interest changed by 3 which increased total open position to 158
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 0.5, which was -0.15000000000000002 lower than the previous day. The implied volatity was 63.28, the open interest changed by 2 which increased total open position to 155
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 152
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 0.75, which was -0.8 lower than the previous day. The implied volatity was 58.83, the open interest changed by -75 which decreased total open position to 181
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 1.45, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 256
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 2.5, which was -0.7 lower than the previous day. The implied volatity was 61.95, the open interest changed by 69 which increased total open position to 257
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 59.5, the open interest changed by 21 which increased total open position to 185
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 3.1, which was -3.3 lower than the previous day. The implied volatity was 55.14, the open interest changed by 8 which increased total open position to 163
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 6.3, which was 1.3 higher than the previous day. The implied volatity was 58.66, the open interest changed by 14 which increased total open position to 154
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 4.95, which was 1.75 higher than the previous day. The implied volatity was 49.47, the open interest changed by 31 which increased total open position to 145
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 3.2, which was -3 lower than the previous day. The implied volatity was 48.39, the open interest changed by -149 which decreased total open position to 115
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 6.2, which was -1.65 lower than the previous day. The implied volatity was 51.87, the open interest changed by 36 which increased total open position to 260
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 7.65, which was 0.45 higher than the previous day. The implied volatity was 52.2, the open interest changed by 224 which increased total open position to 224
