VEDL

Vedanta Limited

609.85 +6.35 (1.05%)

L: 602.35 H: 615.3

Back to Option Chain

Historical option data for VEDL
09 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 600 CE
Delta: 0.65 Vega: 0.50 Theta: -0.50 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	609.85	22.5 ₹ 25,875	4.55 5232.50	28.22	2,694 30,98,100	-350 -4,02,500	2,588 29,76,200
8 Jan	603.50	17.5 ₹ 20,125	-12.55 -14432.50	27.03	8,281 95,23,150	364 4,18,600	2,977 34,23,550
7 Jan	622.20	30 ₹ 34,500	-0.45 -517.50	24.33	1,007 11,58,050	-245 -2,81,750	2,611 30,02,650
6 Jan	621.75	30 ₹ 34,500	2.85 3277.50	25.15	1,209 13,90,350	-301 -3,46,150	2,857 32,85,550
5 Jan	615.65	26.75 ₹ 30,762.5	-3.1 -3565.00	26.32	1,188 13,66,200	208 2,39,200	3,175 36,51,250
2 Jan	616.95	28.95 ₹ 33,292.5	8 9200.00	26.28	4,035 46,40,250	-970 -11,15,500	2,989 34,37,350
1 Jan	602.65	20.75 ₹ 23,862.5	-1.95 -2242.50	27.00	2,472 28,42,800	303 3,48,450	3,971 45,66,650
31 Dec	604.40	21.6 ₹ 24,840	-3.85 -4427.50	27.68	3,774 43,40,100	25 28,750	3,667 42,17,050
30 Dec	605.55	25.5 ₹ 29,325	5.8 6670.00	29.78	7,458 85,76,700	89 1,02,350	3,661 42,10,150
29 Dec	593.10	19.8 ₹ 22,770	-2.35 -2702.50	30.93	6,557 75,40,550	52 59,800	3,581 41,18,150
26 Dec	600.95	21.95 ₹ 25,242.5	1.15 1322.50	26.44	4,089 47,02,350	283 3,25,450	3,543 40,74,450
24 Dec	598.15	20.35 ₹ 23,402.5	5.85 6727.50	25.77	4,542 52,23,300	686 7,88,900	3,277 37,68,550
23 Dec	586.40	14.35 ₹ 16,502.5	-0.25 -287.50	24.49	931 10,70,650	99 1,13,850	2,603 29,93,450
22 Dec	585.65	14.4 ₹ 16,560	0.8 920.00	25.19	2,194 25,23,100	363 4,17,450	2,501 28,76,150
19 Dec	581.60	14 ₹ 16,100	0.45 517.50	25.02	1,067 12,27,050	168 1,93,200	2,137 24,57,550
18 Dec	579.15	13.25 ₹ 15,237.5	2.4 2760.00	25.46	1,669 19,19,350	99 1,13,850	1,976 22,72,400
17 Dec	569.80	10.55 ₹ 12,132.5	-1.9 -2185.00	26.80	2,823 32,46,450	549 6,31,350	1,853 21,30,950
16 Dec	569.50	13.7 ₹ 15,755	6.3 7245.00	28.58	3,349 38,51,350	414 4,76,100	1,288 14,81,200
15 Dec	549.40	6.95 ₹ 7,992.5	0.25 287.50	29.07	644 7,40,600	340 3,91,000	873 10,03,950
12 Dec	543.60	6.3 ₹ 7,245	2.95 3392.50	28.70	721 8,29,150	322 3,70,300	532 6,11,800
11 Dec	529.05	3.4 ₹ 3,910	0.55 632.50	27.31	155 1,78,250	-21 -24,150	209 2,40,350
10 Dec	524.20	2.85 ₹ 3,277.5	0.45 517.50	27.16	99 1,13,850	33 37,950	231 2,65,650
9 Dec	516.15	2.35 ₹ 2,702.5	0.05 57.50	28.27	74 85,100	39 44,850	196 2,25,400
8 Dec	511.25	2.05 ₹ 2,357.5	-1.45 -1667.50	28.12	71 81,650	12 13,800	154 1,77,100

5 Dec	524.50	3.4 ₹ 3,910	-1 -1150.00	27.06	82 94,300	40 46,000	142 1,63,300
4 Dec	529.65	4.35 ₹ 5,002.5	-0.45 -517.50	27.33	132 1,51,800	40 46,000	102 1,17,300
3 Dec	532.80	4.9 ₹ 5,635	-0.95 -1092.50	26.51	60 69,000	43 49,450	61 70,150
2 Dec	538.40	5.8 ₹ 6,670	0.1 115.00	26.33	17 19,550	6 6,900	18 20,700
1 Dec	533.30	5.7 ₹ 6,555	-5.05 -5807.50	27.71	12 13,800	11 12,650	11 12,650

For Vedanta Limited - strike price 600 expiring on 27JAN2026

Delta for 600 CE is 0.65

Historical price for 600 CE is as follows

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 22.5, which was 4.55 higher than the previous day. The implied volatity was 28.22, the open interest changed by -350 which decreased total open position to 2588

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 17.5, which was -12.55 lower than the previous day. The implied volatity was 27.03, the open interest changed by 364 which increased total open position to 2977

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 30, which was -0.45 lower than the previous day. The implied volatity was 24.33, the open interest changed by -245 which decreased total open position to 2611

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 30, which was 2.85 higher than the previous day. The implied volatity was 25.15, the open interest changed by -301 which decreased total open position to 2857

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 26.75, which was -3.1 lower than the previous day. The implied volatity was 26.32, the open interest changed by 208 which increased total open position to 3175

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 28.95, which was 8 higher than the previous day. The implied volatity was 26.28, the open interest changed by -970 which decreased total open position to 2989

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 20.75, which was -1.95 lower than the previous day. The implied volatity was 27.00, the open interest changed by 303 which increased total open position to 3971

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 21.6, which was -3.85 lower than the previous day. The implied volatity was 27.68, the open interest changed by 25 which increased total open position to 3667

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 25.5, which was 5.8 higher than the previous day. The implied volatity was 29.78, the open interest changed by 89 which increased total open position to 3661

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 19.8, which was -2.35 lower than the previous day. The implied volatity was 30.93, the open interest changed by 52 which increased total open position to 3581

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 21.95, which was 1.15 higher than the previous day. The implied volatity was 26.44, the open interest changed by 283 which increased total open position to 3543

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 20.35, which was 5.85 higher than the previous day. The implied volatity was 25.77, the open interest changed by 686 which increased total open position to 3277

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 14.35, which was -0.25 lower than the previous day. The implied volatity was 24.49, the open interest changed by 99 which increased total open position to 2603

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 14.4, which was 0.8 higher than the previous day. The implied volatity was 25.19, the open interest changed by 363 which increased total open position to 2501

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 14, which was 0.45 higher than the previous day. The implied volatity was 25.02, the open interest changed by 168 which increased total open position to 2137

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 13.25, which was 2.4 higher than the previous day. The implied volatity was 25.46, the open interest changed by 99 which increased total open position to 1976

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 10.55, which was -1.9 lower than the previous day. The implied volatity was 26.80, the open interest changed by 549 which increased total open position to 1853

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 13.7, which was 6.3 higher than the previous day. The implied volatity was 28.58, the open interest changed by 414 which increased total open position to 1288

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 6.95, which was 0.25 higher than the previous day. The implied volatity was 29.07, the open interest changed by 340 which increased total open position to 873

On 12 Dec VEDL was trading at 543.60. The strike last trading price was 6.3, which was 2.95 higher than the previous day. The implied volatity was 28.70, the open interest changed by 322 which increased total open position to 532

On 11 Dec VEDL was trading at 529.05. The strike last trading price was 3.4, which was 0.55 higher than the previous day. The implied volatity was 27.31, the open interest changed by -21 which decreased total open position to 209

On 10 Dec VEDL was trading at 524.20. The strike last trading price was 2.85, which was 0.45 higher than the previous day. The implied volatity was 27.16, the open interest changed by 33 which increased total open position to 231

On 9 Dec VEDL was trading at 516.15. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 28.27, the open interest changed by 39 which increased total open position to 196

On 8 Dec VEDL was trading at 511.25. The strike last trading price was 2.05, which was -1.45 lower than the previous day. The implied volatity was 28.12, the open interest changed by 12 which increased total open position to 154

On 5 Dec VEDL was trading at 524.50. The strike last trading price was 3.4, which was -1 lower than the previous day. The implied volatity was 27.06, the open interest changed by 40 which increased total open position to 142

On 4 Dec VEDL was trading at 529.65. The strike last trading price was 4.35, which was -0.45 lower than the previous day. The implied volatity was 27.33, the open interest changed by 40 which increased total open position to 102

On 3 Dec VEDL was trading at 532.80. The strike last trading price was 4.9, which was -0.95 lower than the previous day. The implied volatity was 26.51, the open interest changed by 43 which increased total open position to 61

On 2 Dec VEDL was trading at 538.40. The strike last trading price was 5.8, which was 0.1 higher than the previous day. The implied volatity was 26.33, the open interest changed by 6 which increased total open position to 18

On 1 Dec VEDL was trading at 533.30. The strike last trading price was 5.7, which was -5.05 lower than the previous day. The implied volatity was 27.71, the open interest changed by 11 which increased total open position to 11

VEDL 27JAN2026 600 PE
Delta: -0.36 Vega: 0.51 Theta: -0.35 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	609.85	9.9 ₹ 11,385	-4 -4600.00	29.11	4,281 49,23,150	-218 -2,50,700	2,378 27,34,700
8 Jan	603.50	14.6 ₹ 16,790	6.75 7762.50	31.31	14,511 1,66,87,650	255 2,93,250	2,626 30,19,900
7 Jan	622.20	8 ₹ 9,200	0.05 57.50	31.41	2,825 32,48,750	13 14,950	2,393 27,51,950
6 Jan	621.75	8.25 ₹ 9,487.5	-1.65 -1897.50	30.70	2,676 30,77,400	-249 -2,86,350	2,380 27,37,000
5 Jan	615.65	10.05 ₹ 11,557.5	0.45 517.50	30.15	1,601 18,41,150	127 1,46,050	2,630 30,24,500
2 Jan	616.95	9.35 ₹ 10,752.5	-5.9 -6785.00	28.13	2,516 28,93,400	6 6,900	2,503 28,78,450
1 Jan	602.65	15.6 ₹ 17,940	-0.55 -632.50	29.39	1,668 19,18,200	201 2,31,150	2,498 28,72,700
31 Dec	604.40	16.7 ₹ 19,205	0.9 1035.00	30.67	3,375 38,81,250	147 1,69,050	2,298 26,42,700
30 Dec	605.55	15.2 ₹ 17,480	-6.7 -7705.00	30.22	3,135 36,05,250	215 2,47,250	2,143 24,64,450
29 Dec	593.10	21.7 ₹ 24,955	3.9 4485.00	30.78	4,852 55,79,800	417 4,79,550	1,930 22,19,500
26 Dec	600.95	18 ₹ 20,700	-0.55 -632.50	29.70	1,341 15,42,150	240 2,76,000	1,511 17,37,650
24 Dec	598.15	18.55 ₹ 21,332.5	-6.05 -6957.50	27.73	1,454 16,72,100	505 5,80,750	1,271 14,61,650
23 Dec	586.40	24.45 ₹ 28,117.5	-0.9 -1035.00	28.07	250 2,87,500	82 94,300	765 8,79,750
22 Dec	585.65	25.2 ₹ 28,980	-2 -2300.00	27.52	667 7,67,050	321 3,69,150	688 7,91,200
19 Dec	581.60	26.45 ₹ 30,417.5	-4.65 -5347.50	26.39	65 74,750	21 24,150	369 4,24,350
18 Dec	579.15	31 ₹ 35,650	-6 -6900.00	29.67	160 1,84,000	68 78,200	347 3,99,050
17 Dec	569.80	37.15 ₹ 42,722.5	-1.4 -1610.00	28.49	354 4,07,100	264 3,03,600	279 3,20,850
16 Dec	569.50	37 ₹ 42,550	-18 -20700.00	32.17	59 67,850	14 16,100	15 17,250
15 Dec	549.40	55 ₹ 63,250	-44.25 -50887.50	34.16	1 1,150	0 0	0 0
12 Dec	543.60	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
11 Dec	529.05	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
10 Dec	524.20	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
9 Dec	516.15	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
8 Dec	511.25	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
5 Dec	524.50	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
4 Dec	529.65	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
3 Dec	532.80	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
2 Dec	538.40	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0
1 Dec	533.30	99.25 ₹ 1,14,137.5	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 600 expiring on 27JAN2026

Delta for 600 PE is -0.36

Historical price for 600 PE is as follows

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 9.9, which was -4 lower than the previous day. The implied volatity was 29.11, the open interest changed by -218 which decreased total open position to 2378

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 14.6, which was 6.75 higher than the previous day. The implied volatity was 31.31, the open interest changed by 255 which increased total open position to 2626

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 8, which was 0.05 higher than the previous day. The implied volatity was 31.41, the open interest changed by 13 which increased total open position to 2393

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 8.25, which was -1.65 lower than the previous day. The implied volatity was 30.70, the open interest changed by -249 which decreased total open position to 2380

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 10.05, which was 0.45 higher than the previous day. The implied volatity was 30.15, the open interest changed by 127 which increased total open position to 2630

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 9.35, which was -5.9 lower than the previous day. The implied volatity was 28.13, the open interest changed by 6 which increased total open position to 2503

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 15.6, which was -0.55 lower than the previous day. The implied volatity was 29.39, the open interest changed by 201 which increased total open position to 2498

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 16.7, which was 0.9 higher than the previous day. The implied volatity was 30.67, the open interest changed by 147 which increased total open position to 2298

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 15.2, which was -6.7 lower than the previous day. The implied volatity was 30.22, the open interest changed by 215 which increased total open position to 2143

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 21.7, which was 3.9 higher than the previous day. The implied volatity was 30.78, the open interest changed by 417 which increased total open position to 1930

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 18, which was -0.55 lower than the previous day. The implied volatity was 29.70, the open interest changed by 240 which increased total open position to 1511

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 18.55, which was -6.05 lower than the previous day. The implied volatity was 27.73, the open interest changed by 505 which increased total open position to 1271

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 24.45, which was -0.9 lower than the previous day. The implied volatity was 28.07, the open interest changed by 82 which increased total open position to 765

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 25.2, which was -2 lower than the previous day. The implied volatity was 27.52, the open interest changed by 321 which increased total open position to 688

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 26.45, which was -4.65 lower than the previous day. The implied volatity was 26.39, the open interest changed by 21 which increased total open position to 369

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 31, which was -6 lower than the previous day. The implied volatity was 29.67, the open interest changed by 68 which increased total open position to 347

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 37.15, which was -1.4 lower than the previous day. The implied volatity was 28.49, the open interest changed by 264 which increased total open position to 279

On 16 Dec VEDL was trading at 569.50. The strike last trading price was 37, which was -18 lower than the previous day. The implied volatity was 32.17, the open interest changed by 14 which increased total open position to 15

On 15 Dec VEDL was trading at 549.40. The strike last trading price was 55, which was -44.25 lower than the previous day. The implied volatity was 34.16, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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 99.25, 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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