[--[65.84.65.76]--]

VEDL

Vedanta Limited
579.15 +9.35 (1.64%)
L: 564 H: 583

Back to Option Chain


Historical option data for VEDL

18 Dec 2025 04:12 PM IST
VEDL 30-DEC-2025 555 CE
Delta: 0.97
Vega: 0.07
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 579.15 25.85 5.9 13.58 536 30 1,004
17 Dec 569.80 19.1 -2.8 23.36 1,179 -178 976
16 Dec 569.50 25.05 15.65 29.44 10,429 374 1,167
15 Dec 549.40 8.55 0.3 24.15 3,432 103 793
12 Dec 543.60 8 4 24.80 3,873 -351 684
11 Dec 529.05 4.05 0.25 24.92 1,112 323 1,035
10 Dec 524.20 3.7 0.9 26.22 842 216 712
9 Dec 516.15 2.6 0.2 27.29 311 -25 495
8 Dec 511.25 2.1 -2.5 26.74 609 109 518
5 Dec 524.50 4.4 -1.9 24.94 960 12 409
4 Dec 529.65 6 -1.4 25.22 1,213 -100 397
3 Dec 532.80 7.85 -1.45 25.30 690 85 493
2 Dec 538.40 9.65 1.45 25.05 514 28 406
1 Dec 533.30 8 1.3 25.09 813 -23 380
28 Nov 526.00 7.3 2.7 25.41 613 148 402
27 Nov 519.10 4.65 1.2 24.11 373 62 259
26 Nov 516.30 3.5 1 22.49 124 33 196
25 Nov 504.65 2.5 0.5 24.16 155 57 163
24 Nov 495.15 2 -0.3 25.80 149 -33 106
21 Nov 496.40 2.3 -2.1 25.74 205 36 139
20 Nov 509.75 4.4 -0.65 24.83 73 21 103
19 Nov 511.80 5.1 0.6 25.18 108 10 87
18 Nov 510.70 4.45 -3.2 24.32 104 53 78
17 Nov 520.80 7.6 -6.7 25.03 26 23 23
14 Nov 525.35 14.3 0 3.52 0 0 0
13 Nov 529.60 14.3 0 2.99 0 0 0
12 Nov 520.60 14.3 0 4.16 0 0 0
11 Nov 523.85 14.3 0 3.71 0 0 0
10 Nov 519.60 14.3 0 4.23 0 0 0
7 Nov 515.05 14.3 0 4.37 0 0 0
6 Nov 504.95 14.3 0 5.65 0 0 0
4 Nov 508.15 14.3 0 5.07 0 0 0
3 Nov 513.00 14.3 0 4.46 0 0 0
31 Oct 493.55 14.3 0 - 0 0 0
30 Oct 506.95 14.3 0 4.99 0 0 0
29 Oct 516.20 0 0 0.00 0 0 0


For Vedanta Limited - strike price 555 expiring on 30DEC2025

Delta for 555 CE is 0.97

Historical price for 555 CE is as follows

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 25.85, which was 5.9 higher than the previous day. The implied volatity was 13.58, the open interest changed by 30 which increased total open position to 1004


On 17 Dec VEDL was trading at 569.80. The strike last trading price was 19.1, which was -2.8 lower than the previous day. The implied volatity was 23.36, the open interest changed by -178 which decreased total open position to 976


On 16 Dec VEDL was trading at 569.50. The strike last trading price was 25.05, which was 15.65 higher than the previous day. The implied volatity was 29.44, the open interest changed by 374 which increased total open position to 1167


On 15 Dec VEDL was trading at 549.40. The strike last trading price was 8.55, which was 0.3 higher than the previous day. The implied volatity was 24.15, the open interest changed by 103 which increased total open position to 793


On 12 Dec VEDL was trading at 543.60. The strike last trading price was 8, which was 4 higher than the previous day. The implied volatity was 24.80, the open interest changed by -351 which decreased total open position to 684


On 11 Dec VEDL was trading at 529.05. The strike last trading price was 4.05, which was 0.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by 323 which increased total open position to 1035


On 10 Dec VEDL was trading at 524.20. The strike last trading price was 3.7, which was 0.9 higher than the previous day. The implied volatity was 26.22, the open interest changed by 216 which increased total open position to 712


On 9 Dec VEDL was trading at 516.15. The strike last trading price was 2.6, which was 0.2 higher than the previous day. The implied volatity was 27.29, the open interest changed by -25 which decreased total open position to 495


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 2.1, which was -2.5 lower than the previous day. The implied volatity was 26.74, the open interest changed by 109 which increased total open position to 518


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 4.4, which was -1.9 lower than the previous day. The implied volatity was 24.94, the open interest changed by 12 which increased total open position to 409


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 6, which was -1.4 lower than the previous day. The implied volatity was 25.22, the open interest changed by -100 which decreased total open position to 397


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 7.85, which was -1.45 lower than the previous day. The implied volatity was 25.30, the open interest changed by 85 which increased total open position to 493


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 9.65, which was 1.45 higher than the previous day. The implied volatity was 25.05, the open interest changed by 28 which increased total open position to 406


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 8, which was 1.3 higher than the previous day. The implied volatity was 25.09, the open interest changed by -23 which decreased total open position to 380


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 7.3, which was 2.7 higher than the previous day. The implied volatity was 25.41, the open interest changed by 148 which increased total open position to 402


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 4.65, which was 1.2 higher than the previous day. The implied volatity was 24.11, the open interest changed by 62 which increased total open position to 259


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 3.5, which was 1 higher than the previous day. The implied volatity was 22.49, the open interest changed by 33 which increased total open position to 196


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was 24.16, the open interest changed by 57 which increased total open position to 163


On 24 Nov VEDL was trading at 495.15. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 25.80, the open interest changed by -33 which decreased total open position to 106


On 21 Nov VEDL was trading at 496.40. The strike last trading price was 2.3, which was -2.1 lower than the previous day. The implied volatity was 25.74, the open interest changed by 36 which increased total open position to 139


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 4.4, which was -0.65 lower than the previous day. The implied volatity was 24.83, the open interest changed by 21 which increased total open position to 103


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 5.1, which was 0.6 higher than the previous day. The implied volatity was 25.18, the open interest changed by 10 which increased total open position to 87


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 4.45, which was -3.2 lower than the previous day. The implied volatity was 24.32, the open interest changed by 53 which increased total open position to 78


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 7.6, which was -6.7 lower than the previous day. The implied volatity was 25.03, the open interest changed by 23 which increased total open position to 23


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 3.52, 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 14.3, which was 0 lower than the previous day. The implied volatity was 2.99, 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 14.3, 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 11 Nov VEDL was trading at 523.85. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 3.71, 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 14.3, which was 0 lower than the previous day. The implied volatity was 4.23, 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 14.3, which was 0 lower than the previous day. The implied volatity was 4.37, 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 14.3, which was 0 lower than the previous day. The implied volatity was 5.65, 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 14.3, which was 0 lower than the previous day. The implied volatity was 5.07, 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 14.3, which was 0 lower than the previous day. The implied volatity was 4.46, 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 14.3, 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 14.3, which was 0 lower than the previous day. The implied volatity was 4.99, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


VEDL 30DEC2025 555 PE
Delta: -0.17
Vega: 0.26
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 579.15 2.5 -2.55 26.44 3,190 494 1,669
17 Dec 569.80 5.4 -1 26.90 3,164 173 1,179
16 Dec 569.50 5.8 -7.65 30.46 4,677 672 988
15 Dec 549.40 14.65 -3.1 27.28 827 147 320
12 Dec 543.60 17.75 -10.45 26.05 273 125 162
11 Dec 529.05 28.2 -4.65 28.00 18 -1 36
10 Dec 524.20 32.85 0.4 30.10 14 -1 37
9 Dec 516.15 32.45 3.4 - 0 0 0
8 Dec 511.25 32.45 3.4 - 0 0 38
5 Dec 524.50 32.45 3.4 26.92 25 3 37
4 Dec 529.65 29.05 -14.45 26.85 66 20 34
3 Dec 532.80 43.5 6.25 - 0 0 0
2 Dec 538.40 43.5 6.25 - 0 0 0
1 Dec 533.30 43.5 6.25 - 0 0 0
28 Nov 526.00 43.5 6.25 - 0 0 0
27 Nov 519.10 43.5 6.25 - 0 0 0
26 Nov 516.30 43.5 6.25 - 0 0 0
25 Nov 504.65 43.5 6.25 - 0 0 0
24 Nov 495.15 43.5 6.25 - 0 0 0
21 Nov 496.40 43.5 6.25 - 0 0 0
20 Nov 509.75 43.5 6.25 - 0 0 0
19 Nov 511.80 43.5 6.25 - 0 1 0
18 Nov 510.70 43.5 6.25 24.63 1 0 13
17 Nov 520.80 37.25 0.75 27.62 7 5 13
14 Nov 525.35 36.5 -24.55 31.41 8 7 7
13 Nov 529.60 61.05 0 - 0 0 0
12 Nov 520.60 61.05 0 - 0 0 0
11 Nov 523.85 61.05 0 - 0 0 0
10 Nov 519.60 61.05 0 - 0 0 0
7 Nov 515.05 61.05 0 - 0 0 0
6 Nov 504.95 61.05 0 - 0 0 0
4 Nov 508.15 61.05 0 - 0 0 0
3 Nov 513.00 61.05 0 - 0 0 0
31 Oct 493.55 61.05 0 - 0 0 0
30 Oct 506.95 61.05 0 - 0 0 0
29 Oct 516.20 0 0 0.00 0 0 0


For Vedanta Limited - strike price 555 expiring on 30DEC2025

Delta for 555 PE is -0.17

Historical price for 555 PE is as follows

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 2.5, which was -2.55 lower than the previous day. The implied volatity was 26.44, the open interest changed by 494 which increased total open position to 1669


On 17 Dec VEDL was trading at 569.80. The strike last trading price was 5.4, which was -1 lower than the previous day. The implied volatity was 26.90, the open interest changed by 173 which increased total open position to 1179


On 16 Dec VEDL was trading at 569.50. The strike last trading price was 5.8, which was -7.65 lower than the previous day. The implied volatity was 30.46, the open interest changed by 672 which increased total open position to 988


On 15 Dec VEDL was trading at 549.40. The strike last trading price was 14.65, which was -3.1 lower than the previous day. The implied volatity was 27.28, the open interest changed by 147 which increased total open position to 320


On 12 Dec VEDL was trading at 543.60. The strike last trading price was 17.75, which was -10.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 125 which increased total open position to 162


On 11 Dec VEDL was trading at 529.05. The strike last trading price was 28.2, which was -4.65 lower than the previous day. The implied volatity was 28.00, the open interest changed by -1 which decreased total open position to 36


On 10 Dec VEDL was trading at 524.20. The strike last trading price was 32.85, which was 0.4 higher than the previous day. The implied volatity was 30.10, the open interest changed by -1 which decreased total open position to 37


On 9 Dec VEDL was trading at 516.15. The strike last trading price was 32.45, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec VEDL was trading at 511.25. The strike last trading price was 32.45, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38


On 5 Dec VEDL was trading at 524.50. The strike last trading price was 32.45, which was 3.4 higher than the previous day. The implied volatity was 26.92, the open interest changed by 3 which increased total open position to 37


On 4 Dec VEDL was trading at 529.65. The strike last trading price was 29.05, which was -14.45 lower than the previous day. The implied volatity was 26.85, the open interest changed by 20 which increased total open position to 34


On 3 Dec VEDL was trading at 532.80. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec VEDL was trading at 538.40. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec VEDL was trading at 533.30. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov VEDL was trading at 526.00. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov VEDL was trading at 519.10. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov VEDL was trading at 516.30. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov VEDL was trading at 504.65. The strike last trading price was 43.5, which was 6.25 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 43.5, which was 6.25 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 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov VEDL was trading at 509.75. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov VEDL was trading at 511.80. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov VEDL was trading at 510.70. The strike last trading price was 43.5, which was 6.25 higher than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 13


On 17 Nov VEDL was trading at 520.80. The strike last trading price was 37.25, which was 0.75 higher than the previous day. The implied volatity was 27.62, the open interest changed by 5 which increased total open position to 13


On 14 Nov VEDL was trading at 525.35. The strike last trading price was 36.5, which was -24.55 lower than the previous day. The implied volatity was 31.41, the open interest changed by 7 which increased total open position to 7


On 13 Nov VEDL was trading at 529.60. The strike last trading price was 61.05, 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 12 Nov VEDL was trading at 520.60. The strike last trading price was 61.05, 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 11 Nov VEDL was trading at 523.85. The strike last trading price was 61.05, 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 10 Nov VEDL was trading at 519.60. The strike last trading price was 61.05, 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 7 Nov VEDL was trading at 515.05. The strike last trading price was 61.05, 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 6 Nov VEDL was trading at 504.95. The strike last trading price was 61.05, 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 4 Nov VEDL was trading at 508.15. The strike last trading price was 61.05, 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 3 Nov VEDL was trading at 513.00. The strike last trading price was 61.05, 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 31 Oct VEDL was trading at 493.55. The strike last trading price was 61.05, 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 61.05, 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 29 Oct VEDL was trading at 516.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0