VEDL
Vedanta Limited
Historical option data for VEDL
18 Dec 2025 04:12 PM IST
| VEDL 30-DEC-2025 555 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.07
Theta: -0.19
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.17
Vega: 0.26
Theta: -0.26
Gamma: 0.01
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| 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































































































































































































































