VEDL
Vedanta Limited
Historical option data for VEDL
06 Apr 2026 04:12 PM IST
| VEDL 28-Apr-2026 (21d) 680 CE | ||||||||||||||||
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Delta: 0.6
Vega: 0.65
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 690.00 | 33.7 | 0.95 | 39.43 | 1,179 | -36 | 1,710 | |||||||||
| 2 Apr | 687.65 | 31.8 | 4.1 | 35.52 | 7,573 | 199 | 1,745 | |||||||||
| 1 Apr | 677.20 | 27.5 | 7.5 | 36.19 | 5,183 | -11 | 1,543 | |||||||||
| 30 Mar | 654.80 | 21.65 | 5.7 | 38.68 | 6,168 | 467 | 1,544 | |||||||||
| 27 Mar | 649.40 | 15.75 | -2.95 | 33.66 | 1,086 | 304 | 1,075 | |||||||||
| 25 Mar | 669.65 | 19.05 | 4.75 | 24.89 | 1,048 | 218 | 769 | |||||||||
| 24 Mar | 651.60 | 14.2 | 0.35 | 28.1 | 363 | -6 | 551 | |||||||||
| 23 Mar | 645.75 | 13.55 | -8.8 | 30.74 | 716 | 173 | 561 | |||||||||
| 20 Mar | 672.20 | 21.6 | -0.6 | 27.75 | 359 | 33 | 385 | |||||||||
| 19 Mar | 665.35 | 23.55 | -6.8 | 28.46 | 282 | 87 | 350 | |||||||||
| 18 Mar | 679.00 | 29.95 | -9.75 | 29.99 | 270 | 204 | 259 | |||||||||
| 17 Mar | 699.35 | 39.65 | 5.1 | 24.95 | 54 | 27 | 51 | |||||||||
| 16 Mar | 685.60 | 34.5 | -4.7 | 29.65 | 31 | 16 | 22 | |||||||||
| 13 Mar | 689.55 | 39.5 | -20.5 | 31.8 | 3 | 1 | 5 | |||||||||
| 12 Mar | 719.60 | 60 | 11.3 | - | 0 | 0 | 4 | |||||||||
| 11 Mar | 721.55 | 60 | 11.3 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 722.00 | 60 | 11.3 | - | 0 | 0 | 4 | |||||||||
| 9 Mar | 709.40 | 60 | 11.3 | - | 0 | 0 | 4 | |||||||||
| 6 Mar | 721.00 | 60 | 11.3 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 711.25 | 60 | 11.3 | 32.36 | 2 | 0 | 4 | |||||||||
| 4 Mar | 701.00 | 48.7 | -8.6 | 27.99 | 1 | 0 | 3 | |||||||||
| 2 Mar | 723.35 | 57.3 | -0.7 | 18.53 | 1 | 0 | 3 | |||||||||
| 27 Feb | 718.40 | 58 | 29.95 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 737.45 | 58 | 29.95 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 727.80 | 58 | 29.95 | 16.26 | 2 | 0 | 3 | |||||||||
| 24 Feb | 695.10 | 28.05 | -0.45 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 681.25 | 28.05 | -0.45 | 19.49 | 2 | 1 | 2 | |||||||||
| 20 Feb | 682.45 | 28.5 | -41.35 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 676.15 | 28.5 | -41.35 | - | 1 | 0 | 1 | |||||||||
| 18 Feb | 678.00 | 28.5 | -41.35 | - | 1 | 0 | 1 | |||||||||
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| 17 Feb | 668.20 | 28.5 | -41.35 | 25.16 | 1 | 0 | 0 | |||||||||
| 16 Feb | 679.80 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 673.65 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 702.75 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 701.15 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 690.15 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 679.75 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 671.05 | 69.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 680 expiring on 28APR2026
Delta for 680 CE is 0.6
Historical price for 680 CE is as follows
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 33.7, which was 0.95 higher than the previous day. The implied volatity was 39.43, the open interest changed by -36 which decreased total open position to 1710
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 31.8, which was 4.1 higher than the previous day. The implied volatity was 35.52, the open interest changed by 199 which increased total open position to 1745
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 27.5, which was 7.5 higher than the previous day. The implied volatity was 36.19, the open interest changed by -11 which decreased total open position to 1543
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 21.65, which was 5.7 higher than the previous day. The implied volatity was 38.68, the open interest changed by 467 which increased total open position to 1544
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 15.75, which was -2.95 lower than the previous day. The implied volatity was 33.66, the open interest changed by 304 which increased total open position to 1075
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 19.05, which was 4.75 higher than the previous day. The implied volatity was 24.89, the open interest changed by 218 which increased total open position to 769
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 14.2, which was 0.35 higher than the previous day. The implied volatity was 28.1, the open interest changed by -6 which decreased total open position to 551
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 13.55, which was -8.8 lower than the previous day. The implied volatity was 30.74, the open interest changed by 173 which increased total open position to 561
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 21.6, which was -0.6 lower than the previous day. The implied volatity was 27.75, the open interest changed by 33 which increased total open position to 385
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 23.55, which was -6.8 lower than the previous day. The implied volatity was 28.46, the open interest changed by 87 which increased total open position to 350
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 29.95, which was -9.75 lower than the previous day. The implied volatity was 29.99, the open interest changed by 204 which increased total open position to 259
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 39.65, which was 5.1 higher than the previous day. The implied volatity was 24.95, the open interest changed by 27 which increased total open position to 51
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 34.5, which was -4.7 lower than the previous day. The implied volatity was 29.65, the open interest changed by 16 which increased total open position to 22
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 39.5, which was -20.5 lower than the previous day. The implied volatity was 31.8, the open interest changed by 1 which increased total open position to 5
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 60, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 60, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 60, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 60, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 60, which was 11.3 higher 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 60, which was 11.3 higher than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 4
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 48.7, which was -8.6 lower than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 3
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 57.3, which was -0.7 lower than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 3
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 58, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 58, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 58, which was 29.95 higher than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 3
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 28.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 28.05, which was -0.45 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1 which increased total open position to 2
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 28.5, which was -41.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 28.5, which was -41.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 28.5, which was -41.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 28.5, which was -41.35 lower than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 0
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 69.85, 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 Feb VEDL was trading at 673.65. The strike last trading price was 69.85, 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 Feb VEDL was trading at 702.75. The strike last trading price was 69.85, 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 Feb VEDL was trading at 701.15. The strike last trading price was 69.85, 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 Feb VEDL was trading at 690.15. The strike last trading price was 69.85, 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 Feb VEDL was trading at 679.75. The strike last trading price was 69.85, 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 Feb VEDL was trading at 671.05. The strike last trading price was 69.85, 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 28-Apr-2026 (21d) 680 PE | |||||||
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Delta: -0.41
Vega: 0.66
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 690.00 | 22.85 | -1.4 | 43.6 | 2,075 | 53 | 907 |
| 2 Apr | 687.65 | 24.6 | -1.85 | 41.3 | 1,590 | -138 | 853 |
| 1 Apr | 677.20 | 26.75 | -15.1 | 37.75 | 2,116 | 201 | 990 |
| 30 Mar | 654.80 | 38.05 | -4.25 | 39.13 | 1,425 | 183 | 790 |
| 27 Mar | 649.40 | 42.5 | 7.25 | 36.38 | 341 | 34 | 602 |
| 25 Mar | 669.65 | 34.95 | -14.4 | 41.05 | 398 | 259 | 567 |
| 24 Mar | 651.60 | 49.5 | -6.1 | 46.88 | 31 | -3 | 307 |
| 23 Mar | 645.75 | 54.1 | 19.4 | 46.1 | 314 | -148 | 310 |
| 20 Mar | 672.20 | 37.3 | -1.2 | 39.51 | 351 | 19 | 463 |
| 19 Mar | 665.35 | 37.55 | 7.05 | 40.47 | 337 | 38 | 444 |
| 18 Mar | 679.00 | 30.95 | 7.95 | 37.32 | 341 | 137 | 405 |
| 17 Mar | 699.35 | 23 | -9.1 | 37.9 | 80 | 44 | 267 |
| 16 Mar | 685.60 | 31.75 | 1.3 | 40.81 | 150 | 30 | 208 |
| 13 Mar | 689.55 | 29.85 | 13.05 | 38.98 | 70 | 14 | 178 |
| 12 Mar | 719.60 | 16.6 | -0.85 | 36.31 | 43 | 3 | 164 |
| 11 Mar | 721.55 | 17.45 | -0.05 | 36.34 | 46 | -4 | 161 |
| 10 Mar | 722.00 | 17.5 | -4.5 | 37.29 | 15 | 0 | 164 |
| 9 Mar | 709.40 | 22 | 4.55 | 37.61 | 61 | 4 | 164 |
| 6 Mar | 721.00 | 18.15 | 0.7 | 36.72 | 50 | 3 | 157 |
| 5 Mar | 711.25 | 17.5 | -5.05 | 32.88 | 145 | 92 | 155 |
| 4 Mar | 701.00 | 22.55 | 6.55 | 34.38 | 40 | 0 | 62 |
| 2 Mar | 723.35 | 16 | 2 | 33.5 | 16 | 2 | 63 |
| 27 Feb | 718.40 | 14 | 2.1 | 28.93 | 26 | 2 | 60 |
| 26 Feb | 737.45 | 11.9 | -2.25 | 31.8 | 22 | 14 | 58 |
| 25 Feb | 727.80 | 14.15 | -6.6 | 31.89 | 32 | 17 | 43 |
| 24 Feb | 695.10 | 20.5 | -9.5 | 29.22 | 17 | 14 | 24 |
| 23 Feb | 681.25 | 30 | -3.95 | 32.11 | 7 | 4 | 9 |
| 20 Feb | 682.45 | 33.95 | -9.05 | - | 0 | 0 | 5 |
| 19 Feb | 676.15 | 33.95 | -9.05 | - | 0 | 0 | 5 |
| 18 Feb | 678.00 | 33.95 | -9.05 | 33.34 | 2 | 1 | 5 |
| 17 Feb | 668.20 | 43 | 14.5 | - | 0 | 0 | 4 |
| 16 Feb | 679.80 | 43 | 14.5 | 41.62 | 1 | 0 | 4 |
| 13 Feb | 673.65 | 28.5 | -3.5 | - | 0 | 0 | 4 |
| 12 Feb | 702.75 | 28.5 | -3.5 | - | 0 | 0 | 4 |
| 11 Feb | 701.15 | 28.5 | -3.5 | 36 | 2 | 1 | 3 |
| 10 Feb | 690.15 | 32 | -2 | - | 0 | 0 | 2 |
| 9 Feb | 679.75 | 32 | -2 | 30.66 | 2 | 0 | 0 |
| 6 Feb | 671.05 | 34 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 680 expiring on 28APR2026
Delta for 680 PE is -0.41
Historical price for 680 PE is as follows
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 22.85, which was -1.4 lower than the previous day. The implied volatity was 43.6, the open interest changed by 53 which increased total open position to 907
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 24.6, which was -1.85 lower than the previous day. The implied volatity was 41.3, the open interest changed by -138 which decreased total open position to 853
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 26.75, which was -15.1 lower than the previous day. The implied volatity was 37.75, the open interest changed by 201 which increased total open position to 990
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 38.05, which was -4.25 lower than the previous day. The implied volatity was 39.13, the open interest changed by 183 which increased total open position to 790
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 42.5, which was 7.25 higher than the previous day. The implied volatity was 36.38, the open interest changed by 34 which increased total open position to 602
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 34.95, which was -14.4 lower than the previous day. The implied volatity was 41.05, the open interest changed by 259 which increased total open position to 567
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 49.5, which was -6.1 lower than the previous day. The implied volatity was 46.88, the open interest changed by -3 which decreased total open position to 307
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 54.1, which was 19.4 higher than the previous day. The implied volatity was 46.1, the open interest changed by -148 which decreased total open position to 310
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 37.3, which was -1.2 lower than the previous day. The implied volatity was 39.51, the open interest changed by 19 which increased total open position to 463
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 37.55, which was 7.05 higher than the previous day. The implied volatity was 40.47, the open interest changed by 38 which increased total open position to 444
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 30.95, which was 7.95 higher than the previous day. The implied volatity was 37.32, the open interest changed by 137 which increased total open position to 405
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 23, which was -9.1 lower than the previous day. The implied volatity was 37.9, the open interest changed by 44 which increased total open position to 267
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 31.75, which was 1.3 higher than the previous day. The implied volatity was 40.81, the open interest changed by 30 which increased total open position to 208
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 29.85, which was 13.05 higher than the previous day. The implied volatity was 38.98, the open interest changed by 14 which increased total open position to 178
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 16.6, which was -0.85 lower than the previous day. The implied volatity was 36.31, the open interest changed by 3 which increased total open position to 164
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 17.45, which was -0.05 lower than the previous day. The implied volatity was 36.34, the open interest changed by -4 which decreased total open position to 161
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 17.5, which was -4.5 lower than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 164
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 22, which was 4.55 higher than the previous day. The implied volatity was 37.61, the open interest changed by 4 which increased total open position to 164
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 18.15, which was 0.7 higher than the previous day. The implied volatity was 36.72, the open interest changed by 3 which increased total open position to 157
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 17.5, which was -5.05 lower than the previous day. The implied volatity was 32.88, the open interest changed by 92 which increased total open position to 155
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 22.55, which was 6.55 higher than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 62
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 33.5, the open interest changed by 2 which increased total open position to 63
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 14, which was 2.1 higher than the previous day. The implied volatity was 28.93, the open interest changed by 2 which increased total open position to 60
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 11.9, which was -2.25 lower than the previous day. The implied volatity was 31.8, the open interest changed by 14 which increased total open position to 58
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 14.15, which was -6.6 lower than the previous day. The implied volatity was 31.89, the open interest changed by 17 which increased total open position to 43
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 20.5, which was -9.5 lower than the previous day. The implied volatity was 29.22, the open interest changed by 14 which increased total open position to 24
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 30, which was -3.95 lower than the previous day. The implied volatity was 32.11, the open interest changed by 4 which increased total open position to 9
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 33.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 33.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 33.95, which was -9.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by 1 which increased total open position to 5
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 43, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 43, which was 14.5 higher than the previous day. The implied volatity was 41.62, the open interest changed by 0 which decreased total open position to 4
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 28.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 28.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 28.5, which was -3.5 lower than the previous day. The implied volatity was 36, the open interest changed by 1 which increased total open position to 3
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 32, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb VEDL was trading at 679.75. The strike last trading price was 32, which was -2 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 0
On 6 Feb VEDL was trading at 671.05. The strike last trading price was 34, 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
