VEDL

Vedanta Limited

682.7 +6.95 (1.03%)

L: 664.35 H: 686

Back to Option Chain

Historical option data for VEDL
16 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 640 CE
Delta: 0.92 Vega: 0.18 Theta: -0.39 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	682.70	44.25 ₹ 50,887.5	3.55 4082.50	27.66	612 7,03,800	-233 -2,67,950	1,505 17,30,750
14 Jan	675.75	40.65 ₹ 46,747.5	26.6 30590.00	28.03	12,710 1,46,16,500	-3,523 -40,51,450	1,727 19,86,050
13 Jan	637.20	13.75 ₹ 15,812.5	1.9 2185.00	28.17	12,501 1,43,76,150	650 7,47,500	5,202 59,82,300
12 Jan	627.35	11.8 ₹ 13,570	5.45 6267.50	31.8	7,321 84,19,150	768 8,83,200	4,617 53,09,550
9 Jan	609.85	6.7 ₹ 7,705	2.4 2760.00	30.42	7,164 82,38,600	2,162 24,86,300	3,848 44,25,200
8 Jan	603.50	4.2 ₹ 4,830	-6.05 -6957.50	28.1	11,389 1,30,97,350	-1,226 -14,09,900	1,632 18,76,800
7 Jan	622.20	10.35 ₹ 11,902.5	-0.05 -57.50	28.26	2,279 26,20,850	-23 -26,450	2,858 32,86,700
6 Jan	621.75	10.15 ₹ 11,672.5	0.9 1035.00	27.78	3,925 45,13,750	213 2,44,950	2,880 33,12,000
5 Jan	615.65	8.95 ₹ 10,292.5	-2.2 -2530.00	28.54	2,013 23,14,950	-46 -52,900	2,699 31,03,850
2 Jan	616.95	10.1 ₹ 11,615	2.95 3392.50	27.64	2,224 25,57,600	70 80,500	2,755 31,68,250
1 Jan	602.65	7.05 ₹ 8,107.5	-1.55 -1782.50	29.19	1,193 13,71,950	469 5,39,350	2,684 30,86,600

31 Dec	604.40	7.8 ₹ 8,970	-2 -2300.00	29.96	1,731 19,90,650	119 1,36,850	2,216 25,48,400
30 Dec	605.55	9.95 ₹ 11,442.5	2.6 2990.00	31.27	3,295 37,89,250	193 2,21,950	2,094 24,08,100
29 Dec	593.10	7.4 ₹ 8,510	-1.7 -1955.00	32.46	2,580 29,67,000	195 2,24,250	1,902 21,87,300
26 Dec	600.95	9.25 ₹ 10,637.5	1.5 1725.00	30.23	1,086 12,48,900	357 4,10,550	1,705 19,60,750
24 Dec	598.15	7.7 ₹ 8,855	3.1 3565.00	28.15	2,548 29,30,200	785 9,02,750	1,347 15,49,050
23 Dec	586.40	4.6 ₹ 5,290	-0.1 -115.00	26.4	291 3,34,650	68 78,200	564 6,48,600
22 Dec	585.65	4.7 ₹ 5,405	0.3 345.00	26.83	670 7,70,500	267 3,07,050	496 5,70,400
19 Dec	581.60	4.4 ₹ 5,060	-0.2 -230.00	26.01	156 1,79,400	65 74,750	226 2,59,900
18 Dec	579.15	4.6 ₹ 5,290	0.95 1092.50	27.21	302 3,47,300	127 1,46,050	157 1,80,550
17 Dec	569.80	3.7 ₹ 4,255	-2 -2300.00	28.6	111 1,27,650	29 33,350	29 33,350

For Vedanta Limited - strike price 640 expiring on 27JAN2026

Delta for 640 CE is 0.92

Historical price for 640 CE is as follows

On 16 Jan VEDL was trading at 682.70. The strike last trading price was 44.25, which was 3.55 higher than the previous day. The implied volatity was 27.66, the open interest changed by -233 which decreased total open position to 1505

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 40.65, which was 26.6 higher than the previous day. The implied volatity was 28.03, the open interest changed by -3523 which decreased total open position to 1727

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 13.75, which was 1.9 higher than the previous day. The implied volatity was 28.17, the open interest changed by 650 which increased total open position to 5202

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 11.8, which was 5.45 higher than the previous day. The implied volatity was 31.8, the open interest changed by 768 which increased total open position to 4617

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 6.7, which was 2.4 higher than the previous day. The implied volatity was 30.42, the open interest changed by 2162 which increased total open position to 3848

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 4.2, which was -6.05 lower than the previous day. The implied volatity was 28.1, the open interest changed by -1226 which decreased total open position to 1632

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 10.35, which was -0.05 lower than the previous day. The implied volatity was 28.26, the open interest changed by -23 which decreased total open position to 2858

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 10.15, which was 0.9 higher than the previous day. The implied volatity was 27.78, the open interest changed by 213 which increased total open position to 2880

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 8.95, which was -2.2 lower than the previous day. The implied volatity was 28.54, the open interest changed by -46 which decreased total open position to 2699

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 10.1, which was 2.95 higher than the previous day. The implied volatity was 27.64, the open interest changed by 70 which increased total open position to 2755

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 7.05, which was -1.55 lower than the previous day. The implied volatity was 29.19, the open interest changed by 469 which increased total open position to 2684

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 7.8, which was -2 lower than the previous day. The implied volatity was 29.96, the open interest changed by 119 which increased total open position to 2216

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 9.95, which was 2.6 higher than the previous day. The implied volatity was 31.27, the open interest changed by 193 which increased total open position to 2094

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 7.4, which was -1.7 lower than the previous day. The implied volatity was 32.46, the open interest changed by 195 which increased total open position to 1902

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 9.25, which was 1.5 higher than the previous day. The implied volatity was 30.23, the open interest changed by 357 which increased total open position to 1705

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 7.7, which was 3.1 higher than the previous day. The implied volatity was 28.15, the open interest changed by 785 which increased total open position to 1347

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 4.6, which was -0.1 lower than the previous day. The implied volatity was 26.4, the open interest changed by 68 which increased total open position to 564

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 4.7, which was 0.3 higher than the previous day. The implied volatity was 26.83, the open interest changed by 267 which increased total open position to 496

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 4.4, which was -0.2 lower than the previous day. The implied volatity was 26.01, the open interest changed by 65 which increased total open position to 226

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 4.6, which was 0.95 higher than the previous day. The implied volatity was 27.21, the open interest changed by 127 which increased total open position to 157

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 3.7, which was -2 lower than the previous day. The implied volatity was 28.6, the open interest changed by 29 which increased total open position to 29

VEDL 27JAN2026 640 PE
Delta: -0.15 Vega: 0.28 Theta: -0.45 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	682.70	3.65 ₹ 4,197.5	-1.8 -2070.00	37.8	3,718 42,75,700	57 65,550	2,306 26,51,900
14 Jan	675.75	5.3 ₹ 6,095	-11.75 -13512.50	37.34	9,834 1,13,09,100	1,044 12,00,600	2,249 25,86,350
13 Jan	637.20	17.3 ₹ 19,895	-4.85 -5577.50	34.2	4,283 49,25,450	805 9,25,750	1,212 13,93,800
12 Jan	627.35	21.45 ₹ 24,667.5	-13.65 -15697.50	31.93	631 7,25,650	294 3,38,100	408 4,69,200
9 Jan	609.85	34.6 ₹ 39,790	-5.45 -6267.50	32.92	37 42,550	-6 -6,900	114 1,31,100
8 Jan	603.50	40.95 ₹ 47,092.5	12.95 14892.50	33.4	145 1,66,750	-62 -71,300	122 1,40,300
7 Jan	622.20	28 ₹ 32,200	0 0.00	33.9	118 1,35,700	12 13,800	185 2,12,750
6 Jan	621.75	28.35 ₹ 32,602.5	-3.9 -4485.00	32.83	164 1,88,600	31 35,650	172 1,97,800
5 Jan	615.65	32.25 ₹ 37,087.5	1.95 2242.50	32.68	48 55,200	16 18,400	141 1,62,150
2 Jan	616.95	30.45 ₹ 35,017.5	-12.15 -13972.50	29.75	52 59,800	16 18,400	124 1,42,600
1 Jan	602.65	42.6 ₹ 48,990	1.25 1437.50	33.83	13 14,950	0 0	113 1,29,950
31 Dec	604.40	43.15 ₹ 49,622.5	3.4 3910.00	34.39	108 1,24,200	16 18,400	112 1,28,800
30 Dec	605.55	39.75 ₹ 45,712.5	-10.3 -11845.00	32.44	34 39,100	7 8,050	95 1,09,250
29 Dec	593.10	50.05 ₹ 57,557.5	6.6 7590.00	33.81	61 70,150	21 24,150	88 1,01,200
26 Dec	600.95	44.3 ₹ 50,945	-1.65 -1897.50	32.89	27 31,050	22 25,300	67 77,050
24 Dec	598.15	45.95 ₹ 52,842.5	-9.05 -10407.50	31.18	15 17,250	9 10,350	44 50,600
23 Dec	586.40	55 ₹ 63,250	-6.2 -7130.00	32.6	2 2,300	1 1,150	34 39,100
22 Dec	585.65	61.15 ₹ 70,322.5	-9.85 -11327.50	-	0 0	0 0	33 37,950
19 Dec	581.60	61.15 ₹ 70,322.5	-9.85 -11327.50	-	0 0	0 0	33 37,950
18 Dec	579.15	61.15 ₹ 70,322.5	-9.85 -11327.50	31.75	32 36,800	31 35,650	32 36,800
17 Dec	569.80	71 ₹ 81,650	-62.55 -71932.50	33.45	1 1,150	0 0	0 0

For Vedanta Limited - strike price 640 expiring on 27JAN2026

Delta for 640 PE is -0.15

Historical price for 640 PE is as follows

On 16 Jan VEDL was trading at 682.70. The strike last trading price was 3.65, which was -1.8 lower than the previous day. The implied volatity was 37.8, the open interest changed by 57 which increased total open position to 2306

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 5.3, which was -11.75 lower than the previous day. The implied volatity was 37.34, the open interest changed by 1044 which increased total open position to 2249

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 17.3, which was -4.85 lower than the previous day. The implied volatity was 34.2, the open interest changed by 805 which increased total open position to 1212

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 21.45, which was -13.65 lower than the previous day. The implied volatity was 31.93, the open interest changed by 294 which increased total open position to 408

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 34.6, which was -5.45 lower than the previous day. The implied volatity was 32.92, the open interest changed by -6 which decreased total open position to 114

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 40.95, which was 12.95 higher than the previous day. The implied volatity was 33.4, the open interest changed by -62 which decreased total open position to 122

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 33.9, the open interest changed by 12 which increased total open position to 185

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 28.35, which was -3.9 lower than the previous day. The implied volatity was 32.83, the open interest changed by 31 which increased total open position to 172

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 32.25, which was 1.95 higher than the previous day. The implied volatity was 32.68, the open interest changed by 16 which increased total open position to 141

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 30.45, which was -12.15 lower than the previous day. The implied volatity was 29.75, the open interest changed by 16 which increased total open position to 124

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 42.6, which was 1.25 higher than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 113

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 43.15, which was 3.4 higher than the previous day. The implied volatity was 34.39, the open interest changed by 16 which increased total open position to 112

On 30 Dec VEDL was trading at 605.55. The strike last trading price was 39.75, which was -10.3 lower than the previous day. The implied volatity was 32.44, the open interest changed by 7 which increased total open position to 95

On 29 Dec VEDL was trading at 593.10. The strike last trading price was 50.05, which was 6.6 higher than the previous day. The implied volatity was 33.81, the open interest changed by 21 which increased total open position to 88

On 26 Dec VEDL was trading at 600.95. The strike last trading price was 44.3, which was -1.65 lower than the previous day. The implied volatity was 32.89, the open interest changed by 22 which increased total open position to 67

On 24 Dec VEDL was trading at 598.15. The strike last trading price was 45.95, which was -9.05 lower than the previous day. The implied volatity was 31.18, the open interest changed by 9 which increased total open position to 44

On 23 Dec VEDL was trading at 586.40. The strike last trading price was 55, which was -6.2 lower than the previous day. The implied volatity was 32.6, the open interest changed by 1 which increased total open position to 34

On 22 Dec VEDL was trading at 585.65. The strike last trading price was 61.15, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33

On 19 Dec VEDL was trading at 581.60. The strike last trading price was 61.15, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33

On 18 Dec VEDL was trading at 579.15. The strike last trading price was 61.15, which was -9.85 lower than the previous day. The implied volatity was 31.75, the open interest changed by 31 which increased total open position to 32

On 17 Dec VEDL was trading at 569.80. The strike last trading price was 71, which was -62.55 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 0

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