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 560 CE
Delta: 0.13 Vega: 0.26 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	2.25 ₹ 2,587.5	0.35 402.50	28.31	1,162 13,36,300	-230 -2,64,500	2,059 23,67,850
8 Dec	511.25	1.8 ₹ 2,070	-1.85 -2127.50	27.66	1,691 19,44,650	100 1,15,000	2,289 26,32,350
5 Dec	524.50	3.65 ₹ 4,197.5	-1.55 -1782.50	25.46	3,039 34,94,850	57 65,550	2,189 25,17,350
4 Dec	529.65	4.9 ₹ 5,635	-1.3 -1495.00	25.40	2,428 27,92,200	143 1,64,450	2,127 24,46,050
3 Dec	532.80	6.3 ₹ 7,245	-1.55 -1782.50	25.06	1,722 19,80,300	183 2,10,450	1,982 22,79,300
2 Dec	538.40	8 ₹ 9,200	1.35 1552.50	24.75	1,902 21,87,300	6 6,900	1,790 20,58,500
1 Dec	533.30	6.65 ₹ 7,647.5	1.1 1265.00	25.23	2,413 27,74,950	370 4,25,500	1,784 20,51,600
28 Nov	526.00	6 ₹ 6,900	2.3 2645.00	25.34	1,901 21,86,150	268 3,08,200	1,414 16,26,100
27 Nov	519.10	3.8 ₹ 4,370	1.1 1265.00	24.26	1,234 14,19,100	459 5,27,850	1,145 13,16,750
26 Nov	516.30	2.7 ₹ 3,105	0.7 805.00	22.37	430 4,94,500	109 1,25,350	690 7,93,500
25 Nov	504.65	2.1 ₹ 2,415	0.45 517.50	24.61	402 4,62,300	93 1,06,950	581 6,68,150
24 Nov	495.15	1.65 ₹ 1,897.5	-0.3 -345.00	26.07	229 2,63,350	-29 -33,350	491 5,64,650

21 Nov	496.40	1.95 ₹ 2,242.5	-1.7 -1955.00	26.12	504 5,79,600	-100 -1,15,000	520 5,98,000
20 Nov	509.75	3.7 ₹ 4,255	-0.55 -632.50	25.05	490 5,63,500	249 2,86,350	620 7,13,000
19 Nov	511.80	4.3 ₹ 4,945	0.6 690.00	25.35	263 3,02,450	68 78,200	376 4,32,400
18 Nov	510.70	3.7 ₹ 4,255	-2.9 -3335.00	24.44	405 4,65,750	126 1,44,900	307 3,53,050
17 Nov	520.80	6.55 ₹ 7,532.5	-1.55 -1782.50	25.27	96 1,10,400	38 43,700	180 2,07,000
14 Nov	525.35	8.35 ₹ 9,602.5	-2.45 -2817.50	24.68	61 70,150	16 18,400	142 1,63,300
13 Nov	529.60	10.5 ₹ 12,075	0.8 920.00	26.13	91 1,04,650	9 10,350	125 1,43,750
12 Nov	520.60	9.7 ₹ 11,155	-0.9 -1035.00	28.36	72 82,800	-30 -34,500	117 1,34,550
11 Nov	523.85	10.5 ₹ 12,075	0.85 977.50	28.02	56 64,400	30 34,500	148 1,70,200
10 Nov	519.60	9.65 ₹ 11,097.5	1.15 1322.50	28.06	87 1,00,050	10 11,500	117 1,34,550
7 Nov	515.05	8.5 ₹ 9,775	1.25 1437.50	27.41	25 28,750	1 1,150	98 1,12,700
6 Nov	504.95	7.25 ₹ 8,337.5	-0.55 -632.50	29.18	6 6,900	-1 -1,150	95 1,09,250
4 Nov	508.15	7.8 ₹ 8,970	-1.45 -1667.50	28.16	25 28,750	13 14,950	95 1,09,250
3 Nov	513.00	9.35 ₹ 10,752.5	3.85 4427.50	28.46	31 35,650	19 21,850	82 94,300
31 Oct	493.55	5.65 ₹ 6,497.5	-2.25 -2587.50	-	13 14,950	10 11,500	62 71,300
30 Oct	506.95	7.95 ₹ 9,142.5	-2.1 -2415.00	27.46	55 63,250	37 42,550	52 59,800
29 Oct	516.20	9.1 ₹ 10,465	1.05 1207.50	26.96	47 54,050	-9 -10,350	15 17,250
28 Oct	502.45	8.05 ₹ 9,257.5	-0.1 -115.00	29.00	3 3,450	2 2,300	23 26,450
27 Oct	505.25	8.15 ₹ 9,372.5	-2 -2300.00	27.76	21 24,150	17 19,550	17 19,550

For Vedanta Limited - strike price 560 expiring on 30DEC2025

Delta for 560 CE is 0.13

Historical price for 560 CE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 28.31, the open interest changed by -230 which decreased total open position to 2059

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 1.8, which was -1.85 lower than the previous day. The implied volatity was 27.66, the open interest changed by 100 which increased total open position to 2289

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 3.65, which was -1.55 lower than the previous day. The implied volatity was 25.46, the open interest changed by 57 which increased total open position to 2189

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 4.9, which was -1.3 lower than the previous day. The implied volatity was 25.40, the open interest changed by 143 which increased total open position to 2127

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 6.3, which was -1.55 lower than the previous day. The implied volatity was 25.06, the open interest changed by 183 which increased total open position to 1982

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 8, which was 1.35 higher than the previous day. The implied volatity was 24.75, the open interest changed by 6 which increased total open position to 1790

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 6.65, which was 1.1 higher than the previous day. The implied volatity was 25.23, the open interest changed by 370 which increased total open position to 1784

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 6, which was 2.3 higher than the previous day. The implied volatity was 25.34, the open interest changed by 268 which increased total open position to 1414

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 3.8, which was 1.1 higher than the previous day. The implied volatity was 24.26, the open interest changed by 459 which increased total open position to 1145

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 2.7, which was 0.7 higher than the previous day. The implied volatity was 22.37, the open interest changed by 109 which increased total open position to 690

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 24.61, the open interest changed by 93 which increased total open position to 581

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 26.07, the open interest changed by -29 which decreased total open position to 491

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 1.95, which was -1.7 lower than the previous day. The implied volatity was 26.12, the open interest changed by -100 which decreased total open position to 520

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by 249 which increased total open position to 620

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 4.3, which was 0.6 higher than the previous day. The implied volatity was 25.35, the open interest changed by 68 which increased total open position to 376

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 3.7, which was -2.9 lower than the previous day. The implied volatity was 24.44, the open interest changed by 126 which increased total open position to 307

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 6.55, which was -1.55 lower than the previous day. The implied volatity was 25.27, the open interest changed by 38 which increased total open position to 180

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 8.35, which was -2.45 lower than the previous day. The implied volatity was 24.68, the open interest changed by 16 which increased total open position to 142

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 10.5, which was 0.8 higher than the previous day. The implied volatity was 26.13, the open interest changed by 9 which increased total open position to 125

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 9.7, which was -0.9 lower than the previous day. The implied volatity was 28.36, the open interest changed by -30 which decreased total open position to 117

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 10.5, which was 0.85 higher than the previous day. The implied volatity was 28.02, the open interest changed by 30 which increased total open position to 148

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 9.65, which was 1.15 higher than the previous day. The implied volatity was 28.06, the open interest changed by 10 which increased total open position to 117

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 8.5, which was 1.25 higher than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 98

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 7.25, which was -0.55 lower than the previous day. The implied volatity was 29.18, the open interest changed by -1 which decreased total open position to 95

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 7.8, which was -1.45 lower than the previous day. The implied volatity was 28.16, the open interest changed by 13 which increased total open position to 95

On 3 Nov VEDL was trading at 513.00. The strike last trading price was 9.35, which was 3.85 higher than the previous day. The implied volatity was 28.46, the open interest changed by 19 which increased total open position to 82

On 31 Oct VEDL was trading at 493.55. The strike last trading price was 5.65, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 62

On 30 Oct VEDL was trading at 506.95. The strike last trading price was 7.95, which was -2.1 lower than the previous day. The implied volatity was 27.46, the open interest changed by 37 which increased total open position to 52

On 29 Oct VEDL was trading at 516.20. The strike last trading price was 9.1, which was 1.05 higher than the previous day. The implied volatity was 26.96, the open interest changed by -9 which decreased total open position to 15

On 28 Oct VEDL was trading at 502.45. The strike last trading price was 8.05, which was -0.1 lower than the previous day. The implied volatity was 29.00, the open interest changed by 2 which increased total open position to 23

On 27 Oct VEDL was trading at 505.25. The strike last trading price was 8.15, which was -2 lower than the previous day. The implied volatity was 27.76, the open interest changed by 17 which increased total open position to 17

VEDL 30DEC2025 560 PE
Delta: -0.86 Vega: 0.27 Theta: -0.05 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	516.15	44.25 ₹ 50,887.5	-4.4 -5060.00	28.74	5 5,750	-2 -2,300	522 6,00,300
8 Dec	511.25	48.65 ₹ 55,947.5	13 14950.00	32.41	19 21,850	-2 -2,300	524 6,02,600
5 Dec	524.50	35.65 ₹ 40,997.5	2.75 3162.50	24.99	101 1,16,150	2 2,300	526 6,04,900
4 Dec	529.65	32.9 ₹ 37,835	3.55 4082.50	27.14	67 77,050	1 1,150	524 6,02,600
3 Dec	532.80	29.2 ₹ 33,580	1.65 1897.50	26.61	22 25,300	4 4,600	522 6,00,300
2 Dec	538.40	27 ₹ 31,050	-4 -4600.00	27.94	217 2,49,550	102 1,17,300	519 5,96,850
1 Dec	533.30	30.5 ₹ 35,075	-4.7 -5405.00	27.31	307 3,53,050	22 25,300	250 2,87,500
28 Nov	526.00	35.2 ₹ 40,480	-5.15 -5922.50	28.40	77 88,550	44 50,600	229 2,63,350
27 Nov	519.10	40.25 ₹ 46,287.5	-3.5 -4025.00	25.40	125 1,43,750	87 1,00,050	184 2,11,600
26 Nov	516.30	43.9 ₹ 50,485	-10.05 -11557.50	28.12	93 1,06,950	71 81,650	95 1,09,250
25 Nov	504.65	53.95 ₹ 62,042.5	7.55 8682.50	30.28	6 6,900	1 1,150	23 26,450
24 Nov	495.15	46.4 ₹ 53,360	-1.6 -1840.00	-	0 0	0 0	0 0
21 Nov	496.40	46.4 ₹ 53,360	-1.6 -1840.00	-	0 0	6 6,900	0 0
20 Nov	509.75	46.4 ₹ 53,360	-1.6 -1840.00	22.06	7 8,050	2 2,300	18 20,700
19 Nov	511.80	48 ₹ 55,200	6.8 7820.00	-	0 0	2 2,300	0 0
18 Nov	510.70	48 ₹ 55,200	6.8 7820.00	25.46	4 4,600	1 1,150	15 17,250
17 Nov	520.80	41.2 ₹ 47,380	3.45 3967.50	28.10	6 6,900	2 2,300	14 16,100
14 Nov	525.35	37.75 ₹ 43,412.5	4.25 4887.50	28.33	9 10,350	5 5,750	12 13,800
13 Nov	529.60	33.5 ₹ 38,525	-13.95 -16042.50	24.92	1 1,150	0 0	6 6,900
12 Nov	520.60	47.45 ₹ 54,567.5	5.4 6210.00	-	0 0	1 1,150	0 0
11 Nov	523.85	47.45 ₹ 54,567.5	5.4 6210.00	39.22	2 2,300	0 0	5 5,750
10 Nov	519.60	42.05 ₹ 48,357.5	-12.6 -14490.00	28.01	4 4,600	1 1,150	3 3,450
7 Nov	515.05	54.65 ₹ 62,847.5	-41.2 -47380.00	-	0 0	0 0	0 0
6 Nov	504.95	54.65 ₹ 62,847.5	-41.2 -47380.00	-	0 0	0 0	0 0
4 Nov	508.15	54.65 ₹ 62,847.5	-41.2 -47380.00	-	0 0	0 0	0 0
3 Nov	513.00	54.65 ₹ 62,847.5	-41.2 -47380.00	-	0 0	0 0	0 0
31 Oct	493.55	54.65 ₹ 62,847.5	-41.2 -47380.00	-	0 0	0 0	0 0
30 Oct	506.95	54.65 ₹ 62,847.5	-41.2 -47380.00	-	0 0	2 2,300	0 0
29 Oct	516.20	54.65 ₹ 62,847.5	-41.2 -47380.00	36.34	4 4,600	2 2,300	2 2,300
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 560 expiring on 30DEC2025

Delta for 560 PE is -0.86

Historical price for 560 PE is as follows

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 44.25, which was -4.4 lower than the previous day. The implied volatity was 28.74, the open interest changed by -2 which decreased total open position to 522

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 48.65, which was 13 higher than the previous day. The implied volatity was 32.41, the open interest changed by -2 which decreased total open position to 524

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 35.65, which was 2.75 higher than the previous day. The implied volatity was 24.99, the open interest changed by 2 which increased total open position to 526

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 32.9, which was 3.55 higher than the previous day. The implied volatity was 27.14, the open interest changed by 1 which increased total open position to 524

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 29.2, which was 1.65 higher than the previous day. The implied volatity was 26.61, the open interest changed by 4 which increased total open position to 522

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 27, which was -4 lower than the previous day. The implied volatity was 27.94, the open interest changed by 102 which increased total open position to 519

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 30.5, which was -4.7 lower than the previous day. The implied volatity was 27.31, the open interest changed by 22 which increased total open position to 250

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 35.2, which was -5.15 lower than the previous day. The implied volatity was 28.40, the open interest changed by 44 which increased total open position to 229

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 40.25, which was -3.5 lower than the previous day. The implied volatity was 25.40, the open interest changed by 87 which increased total open position to 184

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 43.9, which was -10.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 71 which increased total open position to 95

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 53.95, which was 7.55 higher than the previous day. The implied volatity was 30.28, the open interest changed by 1 which increased total open position to 23

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 46.4, which was -1.6 lower 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 46.4, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 46.4, which was -1.6 lower than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 18

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 48, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 48, which was 6.8 higher than the previous day. The implied volatity was 25.46, the open interest changed by 1 which increased total open position to 15

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 41.2, which was 3.45 higher than the previous day. The implied volatity was 28.10, the open interest changed by 2 which increased total open position to 14

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 37.75, which was 4.25 higher than the previous day. The implied volatity was 28.33, the open interest changed by 5 which increased total open position to 12

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 33.5, which was -13.95 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 6

On 12 Nov VEDL was trading at 520.60. The strike last trading price was 47.45, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 47.45, which was 5.4 higher than the previous day. The implied volatity was 39.22, the open interest changed by 0 which decreased total open position to 5

On 10 Nov VEDL was trading at 519.60. The strike last trading price was 42.05, which was -12.6 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 3

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 54.65, which was -41.2 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 54.65, which was -41.2 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 54.65, which was -41.2 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 54.65, which was -41.2 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 54.65, which was -41.2 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 54.65, which was -41.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 29 Oct VEDL was trading at 516.20. The strike last trading price was 54.65, which was -41.2 lower than the previous day. The implied volatity was 36.34, the open interest changed by 2 which increased total open position to 2

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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