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 550 CE
Delta: 0.19 Vega: 0.33 Theta: -0.24 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	3.3 ₹ 3,795	0.45 517.50	27.10	3,269 37,59,350	200 2,30,000	4,521 51,99,150
8 Dec	511.25	2.7 ₹ 3,105	-3 -3450.00	26.60	4,003 46,03,450	689 7,92,350	4,308 49,54,200
5 Dec	524.50	5.75 ₹ 6,612.5	-2 -2300.00	25.39	6,605 75,95,750	21 24,150	3,631 41,75,650
4 Dec	529.65	7.25 ₹ 8,337.5	-1.8 -2070.00	24.93	5,192 59,70,800	250 2,87,500	3,627 41,71,050
3 Dec	532.80	9.4 ₹ 10,810	-1.8 -2070.00	25.10	3,284 37,76,600	138 1,58,700	3,377 38,83,550

2 Dec	538.40	11.45 ₹ 13,167.5	1.8 2070.00	24.51	4,426 50,89,900	225 2,58,750	3,260 37,49,000
1 Dec	533.30	9.45 ₹ 10,867.5	1.5 1725.00	24.76	6,318 72,65,700	-89 -1,02,350	3,029 34,83,350
28 Nov	526.00	8.6 ₹ 9,890	2.9 3335.00	25.12	3,970 45,65,500	397 4,56,550	3,115 35,82,250
27 Nov	519.10	5.8 ₹ 6,670	1.6 1840.00	24.23	4,449 51,16,350	546 6,27,900	2,732 31,41,800
26 Nov	516.30	4.2 ₹ 4,830	1.15 1322.50	22.02	1,840 21,16,000	227 2,61,050	2,198 25,27,700
25 Nov	504.65	3.1 ₹ 3,565	0.7 805.00	24.01	1,029 11,83,350	301 3,46,150	1,971 22,66,650
24 Nov	495.15	2.45 ₹ 2,817.5	-0.35 -402.50	25.62	742 8,53,300	106 1,21,900	1,671 19,21,650
21 Nov	496.40	2.75 ₹ 3,162.5	-2.5 -2875.00	25.46	1,746 20,07,900	530 6,09,500	1,597 18,36,550
20 Nov	509.75	5.3 ₹ 6,095	-0.65 -747.50	24.76	506 5,81,900	127 1,46,050	1,067 12,27,050
19 Nov	511.80	5.95 ₹ 6,842.5	0.65 747.50	24.86	510 5,86,500	97 1,11,550	939 10,79,850
18 Nov	510.70	5.3 ₹ 6,095	-3.65 -4197.50	24.15	1,126 12,94,900	391 4,49,650	843 9,69,450
17 Nov	520.80	8.95 ₹ 10,292.5	-2.3 -2645.00	25.02	159 1,82,850	73 83,950	450 5,17,500
14 Nov	525.35	11.35 ₹ 13,052.5	-2.85 -3277.50	24.67	209 2,40,350	44 50,600	376 4,32,400
13 Nov	529.60	14 ₹ 16,100	1.35 1552.50	26.36	378 4,34,700	-3 -3,450	332 3,81,800
12 Nov	520.60	12.4 ₹ 14,260	-0.95 -1092.50	28.05	180 2,07,000	62 71,300	309 3,55,350
11 Nov	523.85	13.4 ₹ 15,410	0.95 1092.50	27.77	141 1,62,150	-5 -5,750	243 2,79,450
10 Nov	519.60	12.4 ₹ 14,260	1.1 1265.00	27.88	136 1,56,400	-1 -1,150	249 2,86,350
7 Nov	515.05	11.6 ₹ 13,340	2.75 3162.50	28.08	109 1,25,350	-22 -25,300	240 2,76,000
6 Nov	504.95	8.9 ₹ 10,235	-0.9 -1035.00	28.35	38 43,700	-5 -5,750	262 3,01,300
4 Nov	508.15	9.8 ₹ 11,270	-2.2 -2530.00	27.79	83 95,450	46 52,900	268 3,08,200
3 Nov	513.00	11.95 ₹ 13,742.5	5.05 5807.50	28.42	118 1,35,700	43 49,450	222 2,55,300
31 Oct	493.55	7.1 ₹ 8,165	-3.15 -3622.50	-	55 63,250	9 10,350	179 2,05,850
30 Oct	506.95	10.25 ₹ 11,787.5	-3.4 -3910.00	27.40	213 2,44,950	126 1,44,900	171 1,96,650
29 Oct	516.20	11.7 ₹ 13,455	1.7 1955.00	26.95	145 1,66,750	26 29,900	46 52,900
28 Oct	502.45	10 ₹ 11,500	1 1150.00	28.62	3 3,450	1 1,150	20 23,000
27 Oct	505.25	9 ₹ 10,350	-2.9 -3335.00	25.68	21 24,150	18 20,700	18 20,700

For Vedanta Limited - strike price 550 expiring on 30DEC2025

Delta for 550 CE is 0.19

Historical price for 550 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 3.3, which was 0.45 higher than the previous day. The implied volatity was 27.10, the open interest changed by 200 which increased total open position to 4521

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 2.7, which was -3 lower than the previous day. The implied volatity was 26.60, the open interest changed by 689 which increased total open position to 4308

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 5.75, which was -2 lower than the previous day. The implied volatity was 25.39, the open interest changed by 21 which increased total open position to 3631

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 7.25, which was -1.8 lower than the previous day. The implied volatity was 24.93, the open interest changed by 250 which increased total open position to 3627

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 9.4, which was -1.8 lower than the previous day. The implied volatity was 25.10, the open interest changed by 138 which increased total open position to 3377

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 11.45, which was 1.8 higher than the previous day. The implied volatity was 24.51, the open interest changed by 225 which increased total open position to 3260

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 9.45, which was 1.5 higher than the previous day. The implied volatity was 24.76, the open interest changed by -89 which decreased total open position to 3029

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 8.6, which was 2.9 higher than the previous day. The implied volatity was 25.12, the open interest changed by 397 which increased total open position to 3115

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 5.8, which was 1.6 higher than the previous day. The implied volatity was 24.23, the open interest changed by 546 which increased total open position to 2732

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 4.2, which was 1.15 higher than the previous day. The implied volatity was 22.02, the open interest changed by 227 which increased total open position to 2198

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 3.1, which was 0.7 higher than the previous day. The implied volatity was 24.01, the open interest changed by 301 which increased total open position to 1971

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 25.62, the open interest changed by 106 which increased total open position to 1671

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 2.75, which was -2.5 lower than the previous day. The implied volatity was 25.46, the open interest changed by 530 which increased total open position to 1597

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 5.3, which was -0.65 lower than the previous day. The implied volatity was 24.76, the open interest changed by 127 which increased total open position to 1067

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 5.95, which was 0.65 higher than the previous day. The implied volatity was 24.86, the open interest changed by 97 which increased total open position to 939

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 5.3, which was -3.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by 391 which increased total open position to 843

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 8.95, which was -2.3 lower than the previous day. The implied volatity was 25.02, the open interest changed by 73 which increased total open position to 450

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 11.35, which was -2.85 lower than the previous day. The implied volatity was 24.67, the open interest changed by 44 which increased total open position to 376

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 14, which was 1.35 higher than the previous day. The implied volatity was 26.36, the open interest changed by -3 which decreased total open position to 332

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 12.4, which was -0.95 lower than the previous day. The implied volatity was 28.05, the open interest changed by 62 which increased total open position to 309

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 13.4, which was 0.95 higher than the previous day. The implied volatity was 27.77, the open interest changed by -5 which decreased total open position to 243

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was 27.88, the open interest changed by -1 which decreased total open position to 249

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 11.6, which was 2.75 higher than the previous day. The implied volatity was 28.08, the open interest changed by -22 which decreased total open position to 240

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 8.9, which was -0.9 lower than the previous day. The implied volatity was 28.35, the open interest changed by -5 which decreased total open position to 262

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 9.8, which was -2.2 lower than the previous day. The implied volatity was 27.79, the open interest changed by 46 which increased total open position to 268

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 11.95, which was 5.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by 43 which increased total open position to 222

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 7.1, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 179

On 30 Oct VEDL was trading at 506.95. The strike last trading price was 10.25, which was -3.4 lower than the previous day. The implied volatity was 27.40, the open interest changed by 126 which increased total open position to 171

On 29 Oct VEDL was trading at 516.20. The strike last trading price was 11.7, which was 1.7 higher than the previous day. The implied volatity was 26.95, the open interest changed by 26 which increased total open position to 46

On 28 Oct VEDL was trading at 502.45. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 20

On 27 Oct VEDL was trading at 505.25. The strike last trading price was 9, which was -2.9 lower than the previous day. The implied volatity was 25.68, the open interest changed by 18 which increased total open position to 18

VEDL 30DEC2025 550 PE
Delta: -0.83 Vega: 0.32 Theta: -0.07 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	34.8 ₹ 40,020	-5.05 -5807.50	25.72	85 97,750	-38 -43,700	883 10,15,450
8 Dec	511.25	38.95 ₹ 44,792.5	10.95 12592.50	28.52	81 93,150	7 8,050	925 10,63,750
5 Dec	524.50	28.5 ₹ 32,775	4 4600.00	26.48	215 2,47,250	-33 -37,950	914 10,51,100
4 Dec	529.65	25.4 ₹ 29,210	2.7 3105.00	26.59	953 10,95,950	63 72,450	947 10,89,050
3 Dec	532.80	22.4 ₹ 25,760	1.45 1667.50	26.55	353 4,05,950	69 79,350	885 10,17,750
2 Dec	538.40	20.9 ₹ 24,035	-3.35 -3852.50	28.67	496 5,70,400	142 1,63,300	816 9,38,400
1 Dec	533.30	24.5 ₹ 28,175	-3.2 -3680.00	28.58	320 3,68,000	79 90,850	674 7,75,100
28 Nov	526.00	26.6 ₹ 30,590	-5.9 -6785.00	25.64	389 4,47,350	91 1,04,650	594 6,83,100
27 Nov	519.10	32.3 ₹ 37,145	-3.25 -3737.50	25.11	448 5,15,200	123 1,41,450	501 5,76,150
26 Nov	516.30	35.65 ₹ 40,997.5	-9.85 -11327.50	27.17	291 3,34,650	141 1,62,150	378 4,34,700
25 Nov	504.65	45.5 ₹ 52,325	-7.65 -8797.50	29.78	20 23,000	14 16,100	237 2,72,550
24 Nov	495.15	53.15 ₹ 61,122.5	1.45 1667.50	29.67	15 17,250	-2 -2,300	217 2,49,550
21 Nov	496.40	52.5 ₹ 60,375	11.95 13742.50	27.08	92 1,05,800	36 41,400	220 2,53,000
20 Nov	509.75	40.45 ₹ 46,517.5	1 1150.00	26.94	44 50,600	7 8,050	184 2,11,600
19 Nov	511.80	39.55 ₹ 45,482.5	-0.15 -172.50	27.47	23 26,450	5 5,750	177 2,03,550
18 Nov	510.70	39.7 ₹ 45,655	5.65 6497.50	24.99	29 33,350	12 13,800	171 1,96,650
17 Nov	520.80	34.05 ₹ 39,157.5	0.05 57.50	28.09	8 9,200	5 5,750	159 1,82,850
14 Nov	525.35	34 ₹ 39,100	4.95 5692.50	32.38	23 26,450	14 16,100	153 1,75,950
13 Nov	529.60	29.05 ₹ 33,407.5	-6.55 -7532.50	27.83	150 1,72,500	110 1,26,500	139 1,59,850
12 Nov	520.60	35.2 ₹ 40,480	-0.9 -1035.00	29.44	28 32,200	15 17,250	27 31,050
11 Nov	523.85	36.1 ₹ 41,515	0.6 690.00	32.63	3 3,450	1 1,150	11 12,650
10 Nov	519.60	35.5 ₹ 40,825	-11.5 -13225.00	28.62	11 12,650	5 5,750	6 6,900
7 Nov	515.05	47 ₹ 54,050	3.3 3795.00	39.54	1 1,150	0 0	0 0
6 Nov	504.95	47.05 ₹ 54,107.5	-40.7 -46805.00	-	0 0	0 0	0 0
4 Nov	508.15	47.05 ₹ 54,107.5	-40.7 -46805.00	-	0 0	0 0	0 0
3 Nov	513.00	47.05 ₹ 54,107.5	-40.7 -46805.00	-	0 0	0 0	0 0
31 Oct	493.55	47.05 ₹ 54,107.5	-40.7 -46805.00	-	0 0	0 0	0 0
30 Oct	506.95	47.05 ₹ 54,107.5	-40.7 -46805.00	-	0 0	0 0	0 0
29 Oct	516.20	47.05 ₹ 54,107.5	-40.7 -46805.00	35.35	8 9,200	4 4,600	4 4,600
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

For Vedanta Limited - strike price 550 expiring on 30DEC2025

Delta for 550 PE is -0.83

Historical price for 550 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 34.8, which was -5.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by -38 which decreased total open position to 883

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 38.95, which was 10.95 higher than the previous day. The implied volatity was 28.52, the open interest changed by 7 which increased total open position to 925

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 28.5, which was 4 higher than the previous day. The implied volatity was 26.48, the open interest changed by -33 which decreased total open position to 914

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 25.4, which was 2.7 higher than the previous day. The implied volatity was 26.59, the open interest changed by 63 which increased total open position to 947

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 22.4, which was 1.45 higher than the previous day. The implied volatity was 26.55, the open interest changed by 69 which increased total open position to 885

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 20.9, which was -3.35 lower than the previous day. The implied volatity was 28.67, the open interest changed by 142 which increased total open position to 816

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 24.5, which was -3.2 lower than the previous day. The implied volatity was 28.58, the open interest changed by 79 which increased total open position to 674

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 26.6, which was -5.9 lower than the previous day. The implied volatity was 25.64, the open interest changed by 91 which increased total open position to 594

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 32.3, which was -3.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 123 which increased total open position to 501

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 35.65, which was -9.85 lower than the previous day. The implied volatity was 27.17, the open interest changed by 141 which increased total open position to 378

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 45.5, which was -7.65 lower than the previous day. The implied volatity was 29.78, the open interest changed by 14 which increased total open position to 237

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 53.15, which was 1.45 higher than the previous day. The implied volatity was 29.67, the open interest changed by -2 which decreased total open position to 217

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 52.5, which was 11.95 higher than the previous day. The implied volatity was 27.08, the open interest changed by 36 which increased total open position to 220

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 40.45, which was 1 higher than the previous day. The implied volatity was 26.94, the open interest changed by 7 which increased total open position to 184

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 39.55, which was -0.15 lower than the previous day. The implied volatity was 27.47, the open interest changed by 5 which increased total open position to 177

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 39.7, which was 5.65 higher than the previous day. The implied volatity was 24.99, the open interest changed by 12 which increased total open position to 171

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 34.05, which was 0.05 higher than the previous day. The implied volatity was 28.09, the open interest changed by 5 which increased total open position to 159

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 34, which was 4.95 higher than the previous day. The implied volatity was 32.38, the open interest changed by 14 which increased total open position to 153

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 29.05, which was -6.55 lower than the previous day. The implied volatity was 27.83, the open interest changed by 110 which increased total open position to 139

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 35.2, which was -0.9 lower than the previous day. The implied volatity was 29.44, the open interest changed by 15 which increased total open position to 27

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 36.1, which was 0.6 higher than the previous day. The implied volatity was 32.63, the open interest changed by 1 which increased total open position to 11

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 35.5, which was -11.5 lower than the previous day. The implied volatity was 28.62, the open interest changed by 5 which increased total open position to 6

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 47, which was 3.3 higher than the previous day. The implied volatity was 39.54, 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 47.05, which was -40.7 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 47.05, which was -40.7 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 47.05, which was -40.7 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 47.05, which was -40.7 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 47.05, which was -40.7 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 47.05, which was -40.7 lower than the previous day. The implied volatity was 35.35, the open interest changed by 4 which increased total open position to 4

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

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