VEDL
Vedanta Limited
Historical option data for VEDL
30 Mar 2026 04:12 PM IST
| VEDL 28-Apr-2026 (28d) 665 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.74
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 654.80 | 28.95 | 7.15 | 39.87 | 1,235 | 85 | 187 | |||||||||
| 27 Mar | 649.40 | 21.75 | -4.05 | 34.18 | 197 | 86 | 101 | |||||||||
| 25 Mar | 669.65 | 26.15 | -40.5 | 24.05 | 59 | 15 | 15 | |||||||||
| 24 Mar | 651.60 | 66.65 | 0 | 0.79 | 0 | 0 | 0 | |||||||||
| 23 Mar | 645.75 | 66.65 | 0 | 2.09 | 0 | 0 | 0 | |||||||||
| 20 Mar | 672.20 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 665.35 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 679.00 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 699.35 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 685.60 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 689.55 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 719.60 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 721.55 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 722.00 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 709.40 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 721.00 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 711.25 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 701.00 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 723.35 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 718.40 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 737.45 | 66.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 727.80 | 66.65 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 665 expiring on 28APR2026
Delta for 665 CE is 0.52
Historical price for 665 CE is as follows
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 28.95, which was 7.15 higher than the previous day. The implied volatity was 39.87, the open interest changed by 85 which increased total open position to 187
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 21.75, which was -4.05 lower than the previous day. The implied volatity was 34.18, the open interest changed by 86 which increased total open position to 101
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 26.15, which was -40.5 lower than the previous day. The implied volatity was 24.05, the open interest changed by 15 which increased total open position to 15
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 66.65, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 66.65, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 66.65, 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 Mar VEDL was trading at 665.35. The strike last trading price was 66.65, 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 Mar VEDL was trading at 679.00. The strike last trading price was 66.65, 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 Mar VEDL was trading at 699.35. The strike last trading price was 66.65, 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 16 Mar VEDL was trading at 685.60. The strike last trading price was 66.65, 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 13 Mar VEDL was trading at 689.55. The strike last trading price was 66.65, 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 Mar VEDL was trading at 719.60. The strike last trading price was 66.65, 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 Mar VEDL was trading at 721.55. The strike last trading price was 66.65, 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 Mar VEDL was trading at 722.00. The strike last trading price was 66.65, 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 Mar VEDL was trading at 709.40. The strike last trading price was 66.65, 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 6 Mar VEDL was trading at 721.00. The strike last trading price was 66.65, 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 Mar VEDL was trading at 711.25. The strike last trading price was 66.65, 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 Mar VEDL was trading at 701.00. The strike last trading price was 66.65, 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 Mar VEDL was trading at 723.35. The strike last trading price was 66.65, 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 Feb VEDL was trading at 718.40. The strike last trading price was 66.65, 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 26 Feb VEDL was trading at 737.45. The strike last trading price was 66.65, 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 25 Feb VEDL was trading at 727.80. The strike last trading price was 66.65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| VEDL 28-Apr-2026 (28d) 665 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.74
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 654.80 | 30.85 | 4.05 | 40.84 | 890 | 174 | 183 |
| 27 Mar | 649.40 | 27.15 | -1.8 | - | 0 | 0 | 9 |
| 25 Mar | 669.65 | 27.15 | -1.8 | 40.63 | 16 | 7 | 7 |
| 24 Mar | 651.60 | 28.95 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 645.75 | 28.95 | 0 | 0.29 | 0 | 0 | 0 |
| 20 Mar | 672.20 | 28.95 | 0 | 1.34 | 0 | 0 | 0 |
| 19 Mar | 665.35 | 28.95 | 0 | 1.61 | 0 | 0 | 0 |
| 18 Mar | 679.00 | 28.95 | 0 | 2.79 | 0 | 0 | 0 |
| 17 Mar | 699.35 | 28.95 | 0 | 5.01 | 0 | 0 | 0 |
| 16 Mar | 685.60 | 28.95 | 0 | 3.44 | 0 | 0 | 0 |
| 13 Mar | 689.55 | 28.95 | 0 | 3.66 | 0 | 0 | 0 |
| 12 Mar | 719.60 | 28.95 | 0 | 7 | 0 | 0 | 0 |
| 11 Mar | 721.55 | 28.95 | 0 | 6.77 | 0 | 0 | 0 |
| 10 Mar | 722.00 | 28.95 | 0 | 7 | 0 | 0 | 0 |
| 9 Mar | 709.40 | 28.95 | 0 | 5.73 | 0 | 0 | 0 |
| 6 Mar | 721.00 | 28.95 | 0 | 6.87 | 0 | 0 | 0 |
| 5 Mar | 711.25 | 28.95 | 0 | 6.04 | 0 | 0 | 0 |
| 4 Mar | 701.00 | 28.95 | 0 | 4.97 | 0 | 0 | 0 |
| 2 Mar | 723.35 | 28.95 | 0 | 6.76 | 0 | 0 | 0 |
| 27 Feb | 718.40 | 28.95 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 737.45 | 28.95 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 727.80 | 28.95 | 0 | 7.01 | 0 | 0 | 0 |
For Vedanta Limited - strike price 665 expiring on 28APR2026
Delta for 665 PE is -0.48
Historical price for 665 PE is as follows
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 30.85, which was 4.05 higher than the previous day. The implied volatity was 40.84, the open interest changed by 174 which increased total open position to 183
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 27.15, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 27.15, which was -1.8 lower than the previous day. The implied volatity was 40.63, the open interest changed by 7 which increased total open position to 7
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 28.95, 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 Mar VEDL was trading at 645.75. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 7, the open interest changed by 0 which decreased total open position to 0
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 7, the open interest changed by 0 which decreased total open position to 0
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 28.95, 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 26 Feb VEDL was trading at 737.45. The strike last trading price was 28.95, 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 25 Feb VEDL was trading at 727.80. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
