VEDL
Vedanta Limited
Historical option data for VEDL
24 Apr 2026 01:32 PM IST
| VEDL 28-Apr-2026 (4d) 560 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: 0
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 717.50 | 183.5 | 0 | 88.63 | 0 | 0 | 2 | |||||||||
| 23 Apr | 735.60 | 183.5 | 70.5 | 88.63 | 2 | 0 | 4 | |||||||||
| 22 Apr | 757.00 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 766.80 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 771.00 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 787.50 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 16 Apr | 782.85 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 15 Apr | 766.05 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 13 Apr | 752.55 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 10 Apr | 745.15 | 113 | 14.599999999999994 | - | 0 | 0 | 4 | |||||||||
| 9 Apr | 737.00 | 113 | 8 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 721.40 | 113 | 8 | - | 0 | 0 | 4 | |||||||||
| 7 Apr | 713.25 | 113 | 8 | - | 0 | 0 | 4 | |||||||||
| 6 Apr | 690.00 | 113 | 8 | - | 0 | 0 | 4 | |||||||||
| 2 Apr | 687.65 | 113 | 8 | - | 0 | 0 | 4 | |||||||||
| 1 Apr | 677.20 | 113 | 8 | - | 0 | 0 | 4 | |||||||||
| 30 Mar | 654.80 | 113 | 8 | 63.81 | 1 | 0 | 3 | |||||||||
| 27 Mar | 649.40 | 105 | -53.65 | 59.17 | 3 | 2 | 2 | |||||||||
| 25 Mar | 669.65 | 158.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Mar | 651.60 | 158.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 645.75 | 158.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 560 expiring on 28APR2026
Delta for 560 CE is 1
Historical price for 560 CE is as follows
On 24 Apr VEDL was trading at 717.50. The strike last trading price was 183.5, which was 0 lower than the previous day. The implied volatity was 88.63, the open interest changed by 0 which decreased total open position to 2
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 183.5, which was 70.5 higher than the previous day. The implied volatity was 88.63, the open interest changed by 0 which decreased total open position to 4
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 113, which was 14.599999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 113, which was 8 higher than the previous day. The implied volatity was 63.81, the open interest changed by 0 which decreased total open position to 3
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 105, which was -53.65 lower than the previous day. The implied volatity was 59.17, the open interest changed by 2 which increased total open position to 2
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 158.65, 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 24 Mar VEDL was trading at 651.60. The strike last trading price was 158.65, 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 23 Mar VEDL was trading at 645.75. The strike last trading price was 158.65, 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) 560 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.03
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 717.50 | 0.05 | -0.09999999999999999 | 77.64 | 1 | 0 | 61 |
| 23 Apr | 735.60 | 0.15 | 0.04999999999999999 | 92.83 | 3 | -1 | 63 |
| 22 Apr | 757.00 | 0.1 | 0 | 87.21 | 10 | -7 | 66 |
| 21 Apr | 766.80 | 0.1 | -0.04999999999999999 | 85.05 | 5 | 0 | 74 |
| 20 Apr | 771.00 | 0.15 | -0.15 | 85.63 | 4 | -1 | 74 |
| 17 Apr | 787.50 | 0.3 | 0 | 83.27 | 1 | 0 | 76 |
| 16 Apr | 782.85 | 0.3 | 0.04999999999999999 | 78.45 | 22 | -10 | 76 |
| 15 Apr | 766.05 | 0.25 | -0.2 | 68.58 | 43 | -8 | 86 |
| 13 Apr | 752.55 | 0.45 | -0.10000000000000003 | 66.43 | 50 | -21 | 95 |
| 10 Apr | 745.15 | 0.5 | -0.19999999999999996 | 60.21 | 53 | -16 | 116 |
| 9 Apr | 737.00 | 0.65 | -0.25 | - | 302 | -130 | 132 |
| 8 Apr | 721.40 | 0.9 | -0.8 | 57.14 | 74 | -1 | 261 |
| 7 Apr | 713.25 | 1.65 | -1.35 | 60.54 | 79 | 7 | 261 |
| 6 Apr | 690.00 | 3 | -0.75 | 60.15 | 87 | 3 | 256 |
| 2 Apr | 687.65 | 3.85 | 0.25 | 58.17 | 145 | -58 | 253 |
| 1 Apr | 677.20 | 3.6 | -3.8 | 53.43 | 170 | 5 | 310 |
| 30 Mar | 654.80 | 7.2 | 2.55 | 56.95 | 402 | 304 | 304 |
| 27 Mar | 649.40 | 4.65 | 0 | 14.44 | 0 | 0 | 0 |
| 25 Mar | 669.65 | 4.65 | 0 | 16.17 | 0 | 0 | 0 |
| 24 Mar | 651.60 | 4.65 | 0 | 14.43 | 0 | 0 | 0 |
| 23 Mar | 645.75 | 4.65 | 0 | 12.59 | 0 | 0 | 0 |
For Vedanta Limited - strike price 560 expiring on 28APR2026
Delta for 560 PE is 0
Historical price for 560 PE is as follows
On 24 Apr VEDL was trading at 717.50. The strike last trading price was 0.05, which was -0.09999999999999999 lower than the previous day. The implied volatity was 77.64, the open interest changed by 0 which decreased total open position to 61
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 0.15, which was 0.04999999999999999 higher than the previous day. The implied volatity was 92.83, the open interest changed by -1 which decreased total open position to 63
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 87.21, the open interest changed by -7 which decreased total open position to 66
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 85.05, the open interest changed by 0 which decreased total open position to 74
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 85.63, the open interest changed by -1 which decreased total open position to 74
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 83.27, the open interest changed by 0 which decreased total open position to 76
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 0.3, which was 0.04999999999999999 higher than the previous day. The implied volatity was 78.45, the open interest changed by -10 which decreased total open position to 76
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 68.58, the open interest changed by -8 which decreased total open position to 86
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 0.45, which was -0.10000000000000003 lower than the previous day. The implied volatity was 66.43, the open interest changed by -21 which decreased total open position to 95
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 0.5, which was -0.19999999999999996 lower than the previous day. The implied volatity was 60.21, the open interest changed by -16 which decreased total open position to 116
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -130 which decreased total open position to 132
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 0.9, which was -0.8 lower than the previous day. The implied volatity was 57.14, the open interest changed by -1 which decreased total open position to 261
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 60.54, the open interest changed by 7 which increased total open position to 261
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 60.15, the open interest changed by 3 which increased total open position to 256
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 3.85, which was 0.25 higher than the previous day. The implied volatity was 58.17, the open interest changed by -58 which decreased total open position to 253
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 3.6, which was -3.8 lower than the previous day. The implied volatity was 53.43, the open interest changed by 5 which increased total open position to 310
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 7.2, which was 2.55 higher than the previous day. The implied volatity was 56.95, the open interest changed by 304 which increased total open position to 304
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 14.44, the open interest changed by 0 which decreased total open position to 0
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 16.17, the open interest changed by 0 which decreased total open position to 0
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 14.43, the open interest changed by 0 which decreased total open position to 0
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 12.59, the open interest changed by 0 which decreased total open position to 0
