VEDL

Vedanta Limited

675.75 +38.55 (6.05%)

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 635 CE
Delta: 0.91 Vega: 0.21 Theta: -0.38 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	675.75	44.8 ₹ 51,520	28.45 32717.50	27.09	1,311 15,07,650	-395 -4,54,250	445 5,11,750
13 Jan	637.20	15.9 ₹ 18,285	2.25 2587.50	27.37	6,950 79,92,500	132 1,51,800	829 9,53,350
12 Jan	627.35	13.9 ₹ 15,985	6.5 7475.00	31.4	3,303 37,98,450	151 1,73,650	683 7,85,450
9 Jan	609.85	7.75 ₹ 8,912.5	2.3 2645.00	29.8	1,209 13,90,350	14 16,100	535 6,15,250
8 Jan	603.50	5.1 ₹ 5,865	-6.8 -7820.00	27.87	2,237 25,72,550	-58 -66,700	522 6,00,300
7 Jan	622.20	11.9 ₹ 13,685	-0.05 -57.50	27.72	1,120 12,88,000	95 1,09,250	580 6,67,000
6 Jan	621.75	11.75 ₹ 13,512.5	1.1 1265.00	27.39	1,651 18,98,650	52 59,800	486 5,58,900
5 Jan	615.65	10.45 ₹ 12,017.5	-2.15 -2472.50	28.35	759 8,72,850	-49 -56,350	434 4,99,100
2 Jan	616.95	11.75 ₹ 13,512.5	3.6 4140.00	27.55	663 7,62,450	-36 -41,400	482 5,54,300
1 Jan	602.65	8.3 ₹ 9,545	-1.3 -1495.00	29.2	500 5,75,000	199 2,28,850	519 5,96,850
31 Dec	604.40	9 ₹ 10,350	-2.05 -2357.50	29.81	275 3,16,250	74 85,100	319 3,66,850
30 Dec	605.55	11.05 ₹ 12,707.5	2.65 3047.50	30.68	393 4,51,950	34 39,100	245 2,81,750
29 Dec	593.10	8.3 ₹ 9,545	-1.7 -1955.00	32.05	406 4,66,900	98 1,12,700	214 2,46,100

26 Dec	600.95	10.1 ₹ 11,615	7.1 8165.00	29.44	159 1,82,850	114 1,31,100	114 1,31,100
24 Dec	598.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Dec	586.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Dec	585.65	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Dec	581.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Dec	579.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Dec	569.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 635 expiring on 27JAN2026

Delta for 635 CE is 0.91

Historical price for 635 CE is as follows

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 44.8, which was 28.45 higher than the previous day. The implied volatity was 27.09, the open interest changed by -395 which decreased total open position to 445

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 15.9, which was 2.25 higher than the previous day. The implied volatity was 27.37, the open interest changed by 132 which increased total open position to 829

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 13.9, which was 6.5 higher than the previous day. The implied volatity was 31.4, the open interest changed by 151 which increased total open position to 683

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 7.75, which was 2.3 higher than the previous day. The implied volatity was 29.8, the open interest changed by 14 which increased total open position to 535

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 5.1, which was -6.8 lower than the previous day. The implied volatity was 27.87, the open interest changed by -58 which decreased total open position to 522

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 11.9, which was -0.05 lower than the previous day. The implied volatity was 27.72, the open interest changed by 95 which increased total open position to 580

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 11.75, which was 1.1 higher than the previous day. The implied volatity was 27.39, the open interest changed by 52 which increased total open position to 486

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 10.45, which was -2.15 lower than the previous day. The implied volatity was 28.35, the open interest changed by -49 which decreased total open position to 434

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 11.75, which was 3.6 higher than the previous day. The implied volatity was 27.55, the open interest changed by -36 which decreased total open position to 482

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 8.3, which was -1.3 lower than the previous day. The implied volatity was 29.2, the open interest changed by 199 which increased total open position to 519

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 9, which was -2.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by 74 which increased total open position to 319

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 11.05, which was 2.65 higher than the previous day. The implied volatity was 30.68, the open interest changed by 34 which increased total open position to 245

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 8.3, which was -1.7 lower than the previous day. The implied volatity was 32.05, the open interest changed by 98 which increased total open position to 214

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 10.1, which was 7.1 higher than the previous day. The implied volatity was 29.44, the open interest changed by 114 which increased total open position to 114

On 24 Dec VEDL was trading at 598.15. 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

On 23 Dec VEDL was trading at 586.40. 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 22 Dec VEDL was trading at 585.65. 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 19 Dec VEDL was trading at 581.60. 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 18 Dec VEDL was trading at 579.15. 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

On 17 Dec VEDL was trading at 569.80. 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 635 PE
Delta: -0.17 Vega: 0.32 Theta: -0.44 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	675.75	4.5 ₹ 5,175	-9.85 -11327.50	37.94	3,361 38,65,150	60 69,000	377 4,33,550
13 Jan	637.20	14.65 ₹ 16,847.5	-4.3 -4945.00	33.82	2,515 28,92,250	148 1,70,200	319 3,66,850
12 Jan	627.35	18.45 ₹ 21,217.5	-14.65 -16847.50	31.71	341 3,92,150	63 72,450	173 1,98,950
9 Jan	609.85	33.1 ₹ 38,065	-3.75 -4312.50	37.07	36 41,400	-1 -1,150	109 1,25,350
8 Jan	603.50	37 ₹ 42,550	12.55 14432.50	33.07	88 1,01,200	-35 -40,250	111 1,27,650
7 Jan	622.20	24.3 ₹ 27,945	-0.3 -345.00	32.74	229 2,63,350	54 62,100	147 1,69,050
6 Jan	621.75	24.95 ₹ 28,692.5	-13.05 -15007.50	32.27	133 1,52,950	50 57,500	92 1,05,800
5 Jan	615.65	39.2 ₹ 45,080	2.95 3392.50	-	0 0	0 0	42 48,300
2 Jan	616.95	39.2 ₹ 45,080	2.95 3392.50	-	0 0	0 0	42 48,300
1 Jan	602.65	39.2 ₹ 45,080	2.95 3392.50	-	0 0	0 0	42 48,300
31 Dec	604.40	39.2 ₹ 45,080	2.95 3392.50	33.73	16 18,400	5 5,750	42 48,300
30 Dec	605.55	36.25 ₹ 41,687.5	-5.15 -5922.50	32.39	25 28,750	2 2,300	38 43,700
29 Dec	593.10	41.4 ₹ 47,610	-85.3 -98095.00	24.49	68 78,200	36 41,400	36 41,400
26 Dec	600.95	126.7 ₹ 1,45,705	0 0.00	-	0 0	0 0	0 0
24 Dec	598.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Dec	586.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Dec	585.65	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Dec	581.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Dec	579.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Dec	569.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 635 expiring on 27JAN2026

Delta for 635 PE is -0.17

Historical price for 635 PE is as follows

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 4.5, which was -9.85 lower than the previous day. The implied volatity was 37.94, the open interest changed by 60 which increased total open position to 377

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 14.65, which was -4.3 lower than the previous day. The implied volatity was 33.82, the open interest changed by 148 which increased total open position to 319

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 18.45, which was -14.65 lower than the previous day. The implied volatity was 31.71, the open interest changed by 63 which increased total open position to 173

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 33.1, which was -3.75 lower than the previous day. The implied volatity was 37.07, the open interest changed by -1 which decreased total open position to 109

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 37, which was 12.55 higher than the previous day. The implied volatity was 33.07, the open interest changed by -35 which decreased total open position to 111

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 24.3, which was -0.3 lower than the previous day. The implied volatity was 32.74, the open interest changed by 54 which increased total open position to 147

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 24.95, which was -13.05 lower than the previous day. The implied volatity was 32.27, the open interest changed by 50 which increased total open position to 92

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 39.2, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 39.2, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 39.2, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 39.2, which was 2.95 higher than the previous day. The implied volatity was 33.73, the open interest changed by 5 which increased total open position to 42

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 36.25, which was -5.15 lower than the previous day. The implied volatity was 32.39, the open interest changed by 2 which increased total open position to 38

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 41.4, which was -85.3 lower than the previous day. The implied volatity was 24.49, the open interest changed by 36 which increased total open position to 36

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 126.7, 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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