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 575 CE
Delta: 0.74 Vega: 0.59 Theta: -0.34 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	598.15	35.8 ₹ 41,170	9.8 11270.00	26.11	34 39,100	-13 -14,950	137 1,57,550
23 Dec	586.40	26 ₹ 29,900	-0.5 -575.00	22.29	26 29,900	-12 -13,800	149 1,71,350
22 Dec	585.65	26.4 ₹ 30,360	1.8 2070.00	24.17	291 3,34,650	50 57,500	162 1,86,300
19 Dec	581.60	25.55 ₹ 29,382.5	0.95 1092.50	24.15	165 1,89,750	56 64,400	113 1,29,950
18 Dec	579.15	24.85 ₹ 28,577.5	5.1 5865.00	25.57	97 1,11,550	26 29,900	56 64,400
17 Dec	569.80	19.75 ₹ 22,712.5	-2.45 -2817.50	26.51	33 37,950	15 17,250	30 34,500
16 Dec	569.50	24.05 ₹ 27,657.5	12.05 13857.50	28.44	40 46,000	8 9,200	11 12,650
15 Dec	549.40	12 ₹ 13,800	1.75 2012.50	-	0 0	0 0	0 0

12 Dec	543.60	12 ₹ 13,800	1.75 2012.50	28.23	5 5,750	2 2,300	2 2,300
11 Dec	529.05	10.25 ₹ 11,787.5	0 0.00	5.34	0 0	0 0	0 0
10 Dec	524.20	10.25 ₹ 11,787.5	0 0.00	5.94	0 0	0 0	0 0
9 Dec	516.15	10.25 ₹ 11,787.5	0 0.00	7.64	0 0	0 0	0 0
8 Dec	511.25	10.25 ₹ 11,787.5	0 0.00	8.16	0 0	0 0	0 0
5 Dec	524.50	10.25 ₹ 11,787.5	0 0.00	5.62	0 0	0 0	0 0
4 Dec	529.65	10.25 ₹ 11,787.5	0 0.00	4.94	0 0	0 0	0 0
3 Dec	532.80	10.25 ₹ 11,787.5	0 0.00	4.29	0 0	0 0	0 0
2 Dec	538.40	10.25 ₹ 11,787.5	0 0.00	3.56	0 0	0 0	0 0
1 Dec	533.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	526.00	0 ₹ 0	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 575 expiring on 27JAN2026

Delta for 575 CE is 0.74

Historical price for 575 CE is as follows

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 35.8, which was 9.8 higher than the previous day. The implied volatity was 26.11, the open interest changed by -13 which decreased total open position to 137

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 26, which was -0.5 lower than the previous day. The implied volatity was 22.29, the open interest changed by -12 which decreased total open position to 149

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 26.4, which was 1.8 higher than the previous day. The implied volatity was 24.17, the open interest changed by 50 which increased total open position to 162

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 25.55, which was 0.95 higher than the previous day. The implied volatity was 24.15, the open interest changed by 56 which increased total open position to 113

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 24.85, which was 5.1 higher than the previous day. The implied volatity was 25.57, the open interest changed by 26 which increased total open position to 56

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 19.75, which was -2.45 lower than the previous day. The implied volatity was 26.51, the open interest changed by 15 which increased total open position to 30

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 24.05, which was 12.05 higher than the previous day. The implied volatity was 28.44, the open interest changed by 8 which increased total open position to 11

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 12, which was 1.75 higher 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 12, which was 1.75 higher than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 2

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 5.34, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.94, 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 10.25, which was 0 lower than the previous day. The implied volatity was 7.64, 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 10.25, which was 0 lower than the previous day. The implied volatity was 8.16, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.62, 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 10.25, which was 0 lower than the previous day. The implied volatity was 4.94, 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 10.25, which was 0 lower than the previous day. The implied volatity was 4.29, 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 10.25, 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 1 Dec VEDL was trading at 533.30. 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 28 Nov VEDL was trading at 526.00. 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 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 575 PE
Delta: -0.27 Vega: 0.60 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	598.15	8.55 ₹ 9,832.5	-3.35 -3852.50	27.34	188 2,16,200	32 36,800	122 1,40,300
23 Dec	586.40	12 ₹ 13,800	-0.4 -460.00	27.19	51 58,650	20 23,000	89 1,02,350
22 Dec	585.65	12.5 ₹ 14,375	-2.1 -2415.00	26.73	163 1,87,450	-19 -21,850	66 75,900
19 Dec	581.60	13.35 ₹ 15,352.5	-3.65 -4197.50	25.70	127 1,46,050	60 69,000	84 96,600
18 Dec	579.15	17 ₹ 19,550	-4.8 -5520.00	28.63	41 47,150	11 12,650	23 26,450
17 Dec	569.80	22 ₹ 25,300	-52.6 -60490.00	28.45	12 13,800	9 10,350	9 10,350
16 Dec	569.50	74.6 ₹ 85,790	0 0.00	0.72	0 0	0 0	0 0
15 Dec	549.40	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
12 Dec	543.60	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
11 Dec	529.05	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
10 Dec	524.20	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
9 Dec	516.15	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
8 Dec	511.25	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
5 Dec	524.50	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
4 Dec	529.65	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
3 Dec	532.80	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
2 Dec	538.40	74.6 ₹ 85,790	0 0.00	-	0 0	0 0	0 0
1 Dec	533.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	526.00	0 ₹ 0	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 575 expiring on 27JAN2026

Delta for 575 PE is -0.27

Historical price for 575 PE is as follows

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 8.55, which was -3.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by 32 which increased total open position to 122

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 12, which was -0.4 lower than the previous day. The implied volatity was 27.19, the open interest changed by 20 which increased total open position to 89

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 12.5, which was -2.1 lower than the previous day. The implied volatity was 26.73, the open interest changed by -19 which decreased total open position to 66

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 13.35, which was -3.65 lower than the previous day. The implied volatity was 25.70, the open interest changed by 60 which increased total open position to 84

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 17, which was -4.8 lower than the previous day. The implied volatity was 28.63, the open interest changed by 11 which increased total open position to 23

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 22, which was -52.6 lower than the previous day. The implied volatity was 28.45, the open interest changed by 9 which increased total open position to 9

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 74.6, which was 0 lower than the previous day. The implied volatity was 0.72, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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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