VEDL

Vedanta Limited

598.15 +11.75 (2.00%)

L: 587.2 H: 599.8

Back to Option Chain

Historical option data for VEDL
24 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 27-JAN-2026 560 CE
Delta: 0.84 Vega: 0.45 Theta: -0.29 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	598.15	47.05 ₹ 54,107.5	10.05 11557.50	25.84	148 1,70,200	8 9,200	962 11,06,300
23 Dec	586.40	37 ₹ 42,550	2.2 2530.00	22.87	236 2,71,400	206 2,36,900	955 10,98,250
22 Dec	585.65	34.8 ₹ 40,020	-0.55 -632.50	20.77	91 1,04,650	-16 -18,400	740 8,51,000
19 Dec	581.60	36 ₹ 41,400	1.95 2242.50	25.17	90 1,03,500	-1 -1,150	759 8,72,850
18 Dec	579.15	33.5 ₹ 38,525	5.35 6152.50	24.60	287 3,30,050	-49 -56,350	760 8,74,000
17 Dec	569.80	28.3 ₹ 32,545	-1 -1150.00	27.37	279 3,20,850	-34 -39,100	811 9,32,650
16 Dec	569.50	32 ₹ 36,800	12.45 14317.50	27.86	1,171 13,46,650	195 2,24,250	845 9,71,750
15 Dec	549.40	18.05 ₹ 20,757.5	0.65 747.50	27.40	249 2,86,350	125 1,43,750	650 7,47,500
12 Dec	543.60	16.5 ₹ 18,975	6.1 7015.00	27.16	292 3,35,800	73 83,950	526 6,04,900
11 Dec	529.05	10.4 ₹ 11,960	1.4 1610.00	25.91	136 1,56,400	86 98,900	452 5,19,800
10 Dec	524.20	9 ₹ 10,350	1.9 2185.00	25.84	40 46,000	4 4,600	365 4,19,750
9 Dec	516.15	6.9 ₹ 7,935	0.15 172.50	26.24	29 33,350	6 6,900	362 4,16,300
8 Dec	511.25	6.3 ₹ 7,245	-3.75 -4312.50	26.67	73 83,950	12 13,800	357 4,10,550
5 Dec	524.50	10 ₹ 11,500	-1.85 -2127.50	25.80	70 80,500	5 5,750	344 3,95,600
4 Dec	529.65	11.7 ₹ 13,455	-1.55 -1782.50	25.63	20 23,000	-2 -2,300	339 3,89,850
3 Dec	532.80	13.25 ₹ 15,237.5	-2.1 -2415.00	24.98	40 46,000	8 9,200	342 3,93,300

2 Dec	538.40	15.35 ₹ 17,652.5	1.4 1610.00	25.02	14 16,100	3 3,450	334 3,84,100
1 Dec	533.30	14 ₹ 16,100	2.4 2760.00	25.80	207 2,38,050	89 1,02,350	291 3,34,650
28 Nov	526.00	11.6 ₹ 13,340	2.05 2357.50	24.41	59 67,850	20 23,000	202 2,32,300
27 Nov	519.10	9.55 ₹ 10,982.5	0.55 632.50	25.06	48 55,200	4 4,600	182 2,09,300
26 Nov	516.30	8.8 ₹ 10,120	2.2 2530.00	24.97	20 23,000	1 1,150	178 2,04,700
25 Nov	504.65	6.6 ₹ 7,590	0.35 402.50	25.64	2 2,300	0 0	177 2,03,550
24 Nov	495.15	6.25 ₹ 7,187.5	-0.45 -517.50	28.17	5 5,750	0 0	176 2,02,400
21 Nov	496.40	6.7 ₹ 7,705	-2.85 -3277.50	27.98	9 10,350	0 0	176 2,02,400
20 Nov	509.75	9.7 ₹ 11,155	-0.75 -862.50	27.01	8 9,200	0 0	175 2,01,250
19 Nov	511.80	10.45 ₹ 12,017.5	0.5 575.00	27.11	24 27,600	14 16,100	175 2,01,250
18 Nov	510.70	9.95 ₹ 11,442.5	-4.25 -4887.50	26.85	9 10,350	0 0	161 1,85,150
17 Nov	520.80	14.2 ₹ 16,330	-0.05 -57.50	27.76	2 2,300	1 1,150	161 1,85,150
14 Nov	525.35	14.2 ₹ 16,330	-4 -4600.00	24.75	15 17,250	5 5,750	160 1,84,000
13 Nov	529.60	18.2 ₹ 20,930	5.1 5865.00	27.60	161 1,85,150	120 1,38,000	126 1,44,900
11 Nov	523.85	13.1 ₹ 15,065	-0.85 -977.50	23.87	1 1,150	0 0	6 6,900
7 Nov	515.05	13.95 ₹ 16,042.5	2.5 2875.00	27.25	5 5,750	1 1,150	5 5,750
6 Nov	504.95	11.45 ₹ 13,167.5	-0.35 -402.50	27.85	2 2,300	0 0	2 2,300
4 Nov	508.15	11.8 ₹ 13,570	-7.55 -8682.50	26.71	2 2,300	1 1,150	1 1,150

For Vedanta Limited - strike price 560 expiring on 27JAN2026

Delta for 560 CE is 0.84

Historical price for 560 CE is as follows

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 47.05, which was 10.05 higher than the previous day. The implied volatity was 25.84, the open interest changed by 8 which increased total open position to 962

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 37, which was 2.2 higher than the previous day. The implied volatity was 22.87, the open interest changed by 206 which increased total open position to 955

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 34.8, which was -0.55 lower than the previous day. The implied volatity was 20.77, the open interest changed by -16 which decreased total open position to 740

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 36, which was 1.95 higher than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 759

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 33.5, which was 5.35 higher than the previous day. The implied volatity was 24.60, the open interest changed by -49 which decreased total open position to 760

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 28.3, which was -1 lower than the previous day. The implied volatity was 27.37, the open interest changed by -34 which decreased total open position to 811

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 32, which was 12.45 higher than the previous day. The implied volatity was 27.86, the open interest changed by 195 which increased total open position to 845

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 18.05, which was 0.65 higher than the previous day. The implied volatity was 27.40, the open interest changed by 125 which increased total open position to 650

On 12 Dec VEDL was trading at 543.60. The strike last trading price was 16.5, which was 6.1 higher than the previous day. The implied volatity was 27.16, the open interest changed by 73 which increased total open position to 526

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 10.4, which was 1.4 higher than the previous day. The implied volatity was 25.91, the open interest changed by 86 which increased total open position to 452

On 10 Dec VEDL was trading at 524.20. The strike last trading price was 9, which was 1.9 higher than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 365

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 6.9, which was 0.15 higher than the previous day. The implied volatity was 26.24, the open interest changed by 6 which increased total open position to 362

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 6.3, which was -3.75 lower than the previous day. The implied volatity was 26.67, the open interest changed by 12 which increased total open position to 357

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 10, which was -1.85 lower than the previous day. The implied volatity was 25.80, the open interest changed by 5 which increased total open position to 344

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 11.7, which was -1.55 lower than the previous day. The implied volatity was 25.63, the open interest changed by -2 which decreased total open position to 339

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 13.25, which was -2.1 lower than the previous day. The implied volatity was 24.98, the open interest changed by 8 which increased total open position to 342

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 15.35, which was 1.4 higher than the previous day. The implied volatity was 25.02, the open interest changed by 3 which increased total open position to 334

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 14, which was 2.4 higher than the previous day. The implied volatity was 25.80, the open interest changed by 89 which increased total open position to 291

On 28 Nov VEDL was trading at 526.00. The strike last trading price was 11.6, which was 2.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by 20 which increased total open position to 202

On 27 Nov VEDL was trading at 519.10. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 25.06, the open interest changed by 4 which increased total open position to 182

On 26 Nov VEDL was trading at 516.30. The strike last trading price was 8.8, which was 2.2 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 178

On 25 Nov VEDL was trading at 504.65. The strike last trading price was 6.6, which was 0.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 177

On 24 Nov VEDL was trading at 495.15. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 176

On 21 Nov VEDL was trading at 496.40. The strike last trading price was 6.7, which was -2.85 lower than the previous day. The implied volatity was 27.98, the open interest changed by 0 which decreased total open position to 176

On 20 Nov VEDL was trading at 509.75. The strike last trading price was 9.7, which was -0.75 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 175

On 19 Nov VEDL was trading at 511.80. The strike last trading price was 10.45, which was 0.5 higher than the previous day. The implied volatity was 27.11, the open interest changed by 14 which increased total open position to 175

On 18 Nov VEDL was trading at 510.70. The strike last trading price was 9.95, which was -4.25 lower than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 161

On 17 Nov VEDL was trading at 520.80. The strike last trading price was 14.2, which was -0.05 lower than the previous day. The implied volatity was 27.76, the open interest changed by 1 which increased total open position to 161

On 14 Nov VEDL was trading at 525.35. The strike last trading price was 14.2, which was -4 lower than the previous day. The implied volatity was 24.75, the open interest changed by 5 which increased total open position to 160

On 13 Nov VEDL was trading at 529.60. The strike last trading price was 18.2, which was 5.1 higher than the previous day. The implied volatity was 27.60, the open interest changed by 120 which increased total open position to 126

On 11 Nov VEDL was trading at 523.85. The strike last trading price was 13.1, which was -0.85 lower than the previous day. The implied volatity was 23.87, the open interest changed by 0 which decreased total open position to 6

On 7 Nov VEDL was trading at 515.05. The strike last trading price was 13.95, which was 2.5 higher than the previous day. The implied volatity was 27.25, the open interest changed by 1 which increased total open position to 5

On 6 Nov VEDL was trading at 504.95. The strike last trading price was 11.45, which was -0.35 lower than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 2

On 4 Nov VEDL was trading at 508.15. The strike last trading price was 11.8, which was -7.55 lower than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 1

VEDL 27JAN2026 560 PE
Delta: -0.18 Vega: 0.48 Theta: -0.17 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	598.15	5.25 ₹ 6,037.5	-1.9 -2185.00	28.08	794 9,13,100	278 3,19,700	586 6,73,900
23 Dec	586.40	7.2 ₹ 8,280	-0.3 -345.00	27.12	157 1,80,550	23 26,450	308 3,54,200
22 Dec	585.65	7.55 ₹ 8,682.5	-1.6 -1840.00	26.68	416 4,78,400	53 60,950	284 3,26,600
19 Dec	581.60	8.3 ₹ 9,545	-3.15 -3622.50	25.90	171 1,96,650	12 13,800	232 2,66,800
18 Dec	579.15	11.5 ₹ 13,225	-3.6 -4140.00	29.08	193 2,21,950	16 18,400	220 2,53,000
17 Dec	569.80	15.4 ₹ 17,710	-0.85 -977.50	28.97	271 3,11,650	58 66,700	203 2,33,450
16 Dec	569.50	15.25 ₹ 17,537.5	-8.75 -10062.50	30.86	262 3,01,300	70 80,500	142 1,63,300
15 Dec	549.40	24 ₹ 27,600	-3.2 -3680.00	28.08	17 19,550	12 13,800	72 82,800
12 Dec	543.60	27.25 ₹ 31,337.5	-41.2 -47380.00	28.30	61 70,150	48 55,200	48 55,200
11 Dec	529.05	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
10 Dec	524.20	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
9 Dec	516.15	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
8 Dec	511.25	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
5 Dec	524.50	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
4 Dec	529.65	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
3 Dec	532.80	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
2 Dec	538.40	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
1 Dec	533.30	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
28 Nov	526.00	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
27 Nov	519.10	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
26 Nov	516.30	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
25 Nov	504.65	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
24 Nov	495.15	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
21 Nov	496.40	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
20 Nov	509.75	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
19 Nov	511.80	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
18 Nov	510.70	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
17 Nov	520.80	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
14 Nov	525.35	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
13 Nov	529.60	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
11 Nov	523.85	68.45 ₹ 78,717.5	0 0.00	-	0 0	0 0	0 0
7 Nov	515.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	504.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	508.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 560 expiring on 27JAN2026

Delta for 560 PE is -0.18

Historical price for 560 PE is as follows

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 5.25, which was -1.9 lower than the previous day. The implied volatity was 28.08, the open interest changed by 278 which increased total open position to 586

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 7.2, which was -0.3 lower than the previous day. The implied volatity was 27.12, the open interest changed by 23 which increased total open position to 308

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 7.55, which was -1.6 lower than the previous day. The implied volatity was 26.68, the open interest changed by 53 which increased total open position to 284

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 8.3, which was -3.15 lower than the previous day. The implied volatity was 25.90, the open interest changed by 12 which increased total open position to 232

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 11.5, which was -3.6 lower than the previous day. The implied volatity was 29.08, the open interest changed by 16 which increased total open position to 220

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 15.4, which was -0.85 lower than the previous day. The implied volatity was 28.97, the open interest changed by 58 which increased total open position to 203

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 15.25, which was -8.75 lower than the previous day. The implied volatity was 30.86, the open interest changed by 70 which increased total open position to 142

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 24, which was -3.2 lower than the previous day. The implied volatity was 28.08, the open interest changed by 12 which increased total open position to 72

On 12 Dec VEDL was trading at 543.60. The strike last trading price was 27.25, which was -41.2 lower than the previous day. The implied volatity was 28.30, the open interest changed by 48 which increased total open position to 48

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 68.45, 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 Dec VEDL was trading at 524.20. The strike last trading price was 68.45, 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 9 Dec VEDL was trading at 516.15. The strike last trading price was 68.45, 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 8 Dec VEDL was trading at 511.25. The strike last trading price was 68.45, 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 5 Dec VEDL was trading at 524.50. The strike last trading price was 68.45, 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 Dec VEDL was trading at 529.65. The strike last trading price was 68.45, 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 Dec VEDL was trading at 532.80. The strike last trading price was 68.45, 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 2 Dec VEDL was trading at 538.40. The strike last trading price was 68.45, 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 1 Dec VEDL was trading at 533.30. The strike last trading price was 68.45, 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 28 Nov VEDL was trading at 526.00. The strike last trading price was 68.45, 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 Nov VEDL was trading at 519.10. The strike last trading price was 68.45, 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 26 Nov VEDL was trading at 516.30. The strike last trading price was 68.45, 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 25 Nov VEDL was trading at 504.65. The strike last trading price was 68.45, 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 Nov VEDL was trading at 495.15. The strike last trading price was 68.45, 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 21 Nov VEDL was trading at 496.40. The strike last trading price was 68.45, 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 20 Nov VEDL was trading at 509.75. The strike last trading price was 68.45, 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 19 Nov VEDL was trading at 511.80. The strike last trading price was 68.45, 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 18 Nov VEDL was trading at 510.70. The strike last trading price was 68.45, 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 17 Nov VEDL was trading at 520.80. The strike last trading price was 68.45, 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 14 Nov VEDL was trading at 525.35. The strike last trading price was 68.45, 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 13 Nov VEDL was trading at 529.60. The strike last trading price was 68.45, 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 68.45, 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 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 6 Nov VEDL was trading at 504.95. 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 4 Nov VEDL was trading at 508.15. 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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