VEDL

Vedanta Limited

675.75 0.00 (0.00%)

L: 642.15 H: 679.45

Back to Option Chain

Historical option data for VEDL
14 Jan 2026 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 565 CE
Delta: 0.97 Vega: 0.08 Theta: -0.29 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	675.75	111.6 ₹ 1,28,340	36.5 41975.00	48.08	11 12,650	6 6,900	63 72,450
13 Jan	637.20	75.1 ₹ 86,365	25.1 28865.00	38.39	3 3,450	0 0	0 0
12 Jan	627.35	50 ₹ 57,500	13.35 15352.50	-	0 0	0 0	59 67,850
9 Jan	609.85	50 ₹ 57,500	13.35 15352.50	30.2	3 3,450	1 1,150	59 67,850
8 Jan	603.50	36.65 ₹ 42,147.5	-25.65 -29497.50	-	4 4,600	-1 -1,150	57 65,550
7 Jan	622.20	62.3 ₹ 71,645	12.8 14720.00	33.85	1 1,150	0 0	58 66,700
6 Jan	621.75	49.5 ₹ 56,925	8.15 9372.50	-	0 0	0 0	58 66,700
5 Jan	615.65	49.5 ₹ 56,925	8.15 9372.50	-	0 0	0 0	58 66,700
2 Jan	616.95	49.5 ₹ 56,925	8.15 9372.50	-	0 0	0 0	58 66,700
1 Jan	602.65	49.5 ₹ 56,925	8.15 9372.50	-	0 0	0 0	58 66,700
31 Dec	604.40	49.5 ₹ 56,925	8.15 9372.50	36.45	16 18,400	0 0	58 66,700
30 Dec	605.55	41.35 ₹ 47,552.5	1.7 1955.00	-	1 1,150	0 0	57 65,550
29 Dec	593.10	39.65 ₹ 45,597.5	-2.25 -2587.50	29.63	5 5,750	1 1,150	55 63,250
26 Dec	600.95	41.9 ₹ 48,185	6.95 7992.50	-	0 0	0 0	54 62,100
24 Dec	598.15	41.9 ₹ 48,185	6.95 7992.50	23.38	22 25,300	-2 -2,300	54 62,100
23 Dec	586.40	34.95 ₹ 40,192.5	1.95 2242.50	25.8	34 39,100	9 10,350	55 63,250
22 Dec	585.65	33 ₹ 37,950	1.25 1437.50	24.16	38 43,700	26 29,900	49 56,350
19 Dec	581.60	32.05 ₹ 36,857.5	3.05 3507.50	24.38	12 13,800	0 0	23 26,450
18 Dec	579.15	29 ₹ 33,350	3.5 4025.00	22.87	29 33,350	0 0	23 26,450
17 Dec	569.80	25.5 ₹ 29,325	-1.4 -1610.00	27.4	29 33,350	-12 -13,800	22 25,300

16 Dec	569.50	29.3 ₹ 33,695	13.35 15352.50	28.24	60 69,000	30 34,500	32 36,800
15 Dec	549.40	15.95 ₹ 18,342.5	3.6 4140.00	27.38	2 2,300	0 0	0 0
12 Dec	543.60	12.35 ₹ 14,202.5	0 0.00	2.33	0 0	0 0	0 0
11 Dec	529.05	12.35 ₹ 14,202.5	0 0.00	4.38	0 0	0 0	0 0
10 Dec	524.20	12.35 ₹ 14,202.5	0 0.00	4.7	0 0	0 0	0 0
9 Dec	516.15	12.35 ₹ 14,202.5	0 0.00	5.83	0 0	0 0	0 0
8 Dec	511.25	12.35 ₹ 14,202.5	0 0.00	6.84	0 0	0 0	0 0
5 Dec	524.50	12.35 ₹ 14,202.5	0 0.00	4.42	0 0	0 0	0 0
4 Dec	529.65	12.35 ₹ 14,202.5	0 0.00	3.8	0 0	0 0	0 0
3 Dec	532.80	12.35 ₹ 14,202.5	0 0.00	3.33	0 0	0 0	0 0
2 Dec	538.40	12.35 ₹ 14,202.5	0 0.00	2.57	0 0	0 0	0 0
1 Dec	533.30	12.35 ₹ 14,202.5	0 0.00	3.29	0 0	0 0	0 0
28 Nov	526.00	12.35 ₹ 14,202.5	0 0.00	3.56	0 0	0 0	0 0
27 Nov	519.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 565 expiring on 27JAN2026

Delta for 565 CE is 0.97

Historical price for 565 CE is as follows

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 111.6, which was 36.5 higher than the previous day. The implied volatity was 48.08, the open interest changed by 6 which increased total open position to 63

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 75.1, which was 25.1 higher than the previous day. The implied volatity was 38.39, the open interest changed by 0 which decreased total open position to 0

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 50, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 50, which was 13.35 higher than the previous day. The implied volatity was 30.2, the open interest changed by 1 which increased total open position to 59

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 36.65, which was -25.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 57

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 62.3, which was 12.8 higher than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 58

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 49.5, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 49.5, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 49.5, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 49.5, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 49.5, which was 8.15 higher than the previous day. The implied volatity was 36.45, the open interest changed by 0 which decreased total open position to 58

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 41.35, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 39.65, which was -2.25 lower than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 55

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 41.9, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 41.9, which was 6.95 higher than the previous day. The implied volatity was 23.38, the open interest changed by -2 which decreased total open position to 54

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 34.95, which was 1.95 higher than the previous day. The implied volatity was 25.8, the open interest changed by 9 which increased total open position to 55

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 33, which was 1.25 higher than the previous day. The implied volatity was 24.16, the open interest changed by 26 which increased total open position to 49

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 32.05, which was 3.05 higher than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 23

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 29, which was 3.5 higher than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 23

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 25.5, which was -1.4 lower than the previous day. The implied volatity was 27.4, the open interest changed by -12 which decreased total open position to 22

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 29.3, which was 13.35 higher than the previous day. The implied volatity was 28.24, the open interest changed by 30 which increased total open position to 32

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 15.95, which was 3.6 higher than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 0

On 12 Dec VEDL was trading at 543.60. The strike last trading price was 12.35, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 12.35, which was 0 lower than the previous day. The implied volatity was 4.38, 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 12.35, which was 0 lower than the previous day. The implied volatity was 4.7, 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 12.35, which was 0 lower than the previous day. The implied volatity was 5.83, 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 12.35, which was 0 lower than the previous day. The implied volatity was 6.84, 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 12.35, which was 0 lower than the previous day. The implied volatity was 4.42, 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 12.35, which was 0 lower than the previous day. The implied volatity was 3.8, 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 12.35, which was 0 lower than the previous day. The implied volatity was 3.33, 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 12.35, which was 0 lower than the previous day. The implied volatity was 2.57, 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 12.35, which was 0 lower than the previous day. The implied volatity was 3.29, 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 12.35, which was 0 lower than the previous day. The implied volatity was 3.56, 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 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

VEDL 27JAN2026 565 PE
Delta: -0.03 Vega: 0.08 Theta: -0.16 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	675.75	0.75 ₹ 862.5	-0.4 -460.00	52.2	116 1,33,400	6 6,900	170 1,95,500
13 Jan	637.20	1.15 ₹ 1,322.5	-0.45 -517.50	40.06	169 1,94,350	-11 -12,650	165 1,89,750
12 Jan	627.35	1.55 ₹ 1,782.5	-1.1 -1265.00	37.8	173 1,98,950	-10 -11,500	177 2,03,550
9 Jan	609.85	2.55 ₹ 2,932.5	-1.35 -1552.50	31.88	388 4,46,200	5 5,750	188 2,16,200
8 Jan	603.50	4.35 ₹ 5,002.5	2.25 2587.50	33.18	638 7,33,700	41 47,150	184 2,11,600
7 Jan	622.20	2.05 ₹ 2,357.5	-0.1 -115.00	33.17	165 1,89,750	-41 -47,150	143 1,64,450
6 Jan	621.75	2.15 ₹ 2,472.5	-0.55 -632.50	32.47	201 2,31,150	-80 -92,000	183 2,10,450
5 Jan	615.65	2.65 ₹ 3,047.5	-0.2 -230.00	31.44	262 3,01,300	-84 -96,600	266 3,05,900
2 Jan	616.95	2.7 ₹ 3,105	-2.15 -2472.50	30.36	311 3,57,650	3 3,450	357 4,10,550
1 Jan	602.65	4.95 ₹ 5,692.5	-0.4 -460.00	30.45	118 1,35,700	-34 -39,100	353 4,05,950
31 Dec	604.40	5.75 ₹ 6,612.5	0.3 345.00	31.77	577 6,63,550	-68 -78,200	387 4,45,050
30 Dec	605.55	5.2 ₹ 5,980	-2.85 -3277.50	31.52	378 4,34,700	65 74,750	457 5,25,550
29 Dec	593.10	7.95 ₹ 9,142.5	2.1 2415.00	31.1	541 6,22,150	58 66,700	392 4,50,800
26 Dec	600.95	6.05 ₹ 6,957.5	-0.15 -172.50	29.59	113 1,29,950	33 37,950	334 3,84,100
24 Dec	598.15	6.15 ₹ 7,072.5	-2.2 -2530.00	27.72	337 3,87,550	95 1,09,250	300 3,45,000
23 Dec	586.40	8.35 ₹ 9,602.5	-0.6 -690.00	26.71	28 32,200	3 3,450	203 2,33,450
22 Dec	585.65	8.8 ₹ 10,120	-1.95 -2242.50	26.36	246 2,82,900	165 1,89,750	201 2,31,150
19 Dec	581.60	9.85 ₹ 11,327.5	-3.35 -3852.50	25.91	25 28,750	4 4,600	36 41,400
18 Dec	579.15	13.25 ₹ 15,237.5	-3.5 -4025.00	29.04	43 49,450	21 24,150	32 36,800
17 Dec	569.80	17 ₹ 19,550	-49.8 -57270.00	28.22	14 16,100	10 11,500	10 11,500
16 Dec	569.50	66.8 ₹ 76,820	0 0.00	2.24	0 0	0 0	0 0
15 Dec	549.40	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
12 Dec	543.60	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
11 Dec	529.05	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
10 Dec	524.20	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
9 Dec	516.15	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
8 Dec	511.25	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
5 Dec	524.50	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
4 Dec	529.65	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
3 Dec	532.80	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
2 Dec	538.40	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
1 Dec	533.30	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
28 Nov	526.00	66.8 ₹ 76,820	0 0.00	-	0 0	0 0	0 0
27 Nov	519.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 565 expiring on 27JAN2026

Delta for 565 PE is -0.03

Historical price for 565 PE is as follows

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 52.2, the open interest changed by 6 which increased total open position to 170

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 40.06, the open interest changed by -11 which decreased total open position to 165

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 1.55, which was -1.1 lower than the previous day. The implied volatity was 37.8, the open interest changed by -10 which decreased total open position to 177

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 2.55, which was -1.35 lower than the previous day. The implied volatity was 31.88, the open interest changed by 5 which increased total open position to 188

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 4.35, which was 2.25 higher than the previous day. The implied volatity was 33.18, the open interest changed by 41 which increased total open position to 184

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 33.17, the open interest changed by -41 which decreased total open position to 143

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 32.47, the open interest changed by -80 which decreased total open position to 183

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 31.44, the open interest changed by -84 which decreased total open position to 266

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 2.7, which was -2.15 lower than the previous day. The implied volatity was 30.36, the open interest changed by 3 which increased total open position to 357

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 4.95, which was -0.4 lower than the previous day. The implied volatity was 30.45, the open interest changed by -34 which decreased total open position to 353

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 5.75, which was 0.3 higher than the previous day. The implied volatity was 31.77, the open interest changed by -68 which decreased total open position to 387

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 5.2, which was -2.85 lower than the previous day. The implied volatity was 31.52, the open interest changed by 65 which increased total open position to 457

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 7.95, which was 2.1 higher than the previous day. The implied volatity was 31.1, the open interest changed by 58 which increased total open position to 392

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 6.05, which was -0.15 lower than the previous day. The implied volatity was 29.59, the open interest changed by 33 which increased total open position to 334

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 6.15, which was -2.2 lower than the previous day. The implied volatity was 27.72, the open interest changed by 95 which increased total open position to 300

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 8.35, which was -0.6 lower than the previous day. The implied volatity was 26.71, the open interest changed by 3 which increased total open position to 203

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 8.8, which was -1.95 lower than the previous day. The implied volatity was 26.36, the open interest changed by 165 which increased total open position to 201

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 9.85, which was -3.35 lower than the previous day. The implied volatity was 25.91, the open interest changed by 4 which increased total open position to 36

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 13.25, which was -3.5 lower than the previous day. The implied volatity was 29.04, the open interest changed by 21 which increased total open position to 32

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 17, which was -49.8 lower than the previous day. The implied volatity was 28.22, the open interest changed by 10 which increased total open position to 10

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 66.8, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 66.8, 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 Dec VEDL was trading at 543.60. The strike last trading price was 66.8, 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 Dec VEDL was trading at 529.05. The strike last trading price was 66.8, 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 66.8, 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 66.8, 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 66.8, 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 66.8, 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 66.8, 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 66.8, 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 66.8, 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 66.8, 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 66.8, 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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