VEDL

Vedanta Limited

686.65 +11.00 (1.63%)

L: 677.6 H: 693.95

Back to Option Chain

Historical option data for VEDL
04 Feb 2026 11:12 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

VEDL 24-FEB-2026 680 CE
Delta: 0.59 Vega: 0.63 Theta: -0.76 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	686.20	31.9 ₹ 36,685	4 4600.00	42.07	1,906 21,91,900	-48 -55,200	1,461 16,80,150
3 Feb	675.65	28 ₹ 32,200	4.8 5520.00	43.38	7,199 82,78,850	50 57,500	1,519 17,46,850

2 Feb	660.65	23.65 ₹ 27,197.5	1.25 1437.50	46.59	5,483 63,05,450	204 2,34,600	1,481 17,03,150
1 Feb	655.15	21.2 ₹ 24,380	-14.4 -16560.00	46.82	6,587 75,75,050	323 3,71,450	1,258 14,46,700
30 Jan	681.55	35.6 ₹ 40,940	-56.85 -65377.50	46.99	1,092 12,55,800	295 3,39,250	935 10,75,250
29 Jan	766.35	92.5 ₹ 1,06,375	24.7 28405.00	20.43	266 3,05,900	-143 -1,64,450	641 7,37,150
28 Jan	737.10	67.9 ₹ 78,085	20.95 24092.50	34.7	510 5,86,500	-55 -63,250	787 9,05,050
27 Jan	705.45	47.25 ₹ 54,337.5	11.55 13282.50	37.12	571 6,56,650	-118 -1,35,700	841 9,67,150
23 Jan	684.15	36.55 ₹ 42,032.5	5.2 5980.00	38.25	1,106 12,71,900	167 1,92,050	954 10,97,100
22 Jan	678.65	30.35 ₹ 34,902.5	-1.6 -1840.00	34.98	1,409 16,20,350	205 2,35,750	781 8,98,150
21 Jan	676.65	32.3 ₹ 37,145	3.1 3565.00	38.04	503 5,78,450	61 70,150	574 6,60,100
20 Jan	671.80	28 ₹ 32,200	-2.3 -2645.00	35.83	875 10,06,250	80 92,000	516 5,93,400
19 Jan	674.80	30.95 ₹ 35,592.5	-2.7 -3105.00	35.03	556 6,39,400	66 75,900	434 4,99,100
16 Jan	682.70	32.8 ₹ 37,720	2.9 3335.00	32.27	545 6,26,750	112 1,28,800	365 4,19,750
14 Jan	675.75	29 ₹ 33,350	15.45 17767.50	30.15	597 6,86,550	41 47,150	254 2,92,100
13 Jan	637.20	13.7 ₹ 15,755	4.45 5117.50	31.45	279 3,20,850	194 2,23,100	213 2,44,950
12 Jan	627.35	9.4 ₹ 10,810	4.4 5060.00	28.81	36 41,400	6 6,900	19 21,850
9 Jan	609.85	5 ₹ 5,750	0 0.00	26.81	1 1,150	0 0	12 13,800
8 Jan	603.50	5 ₹ 5,750	-3 -3450.00	28.91	4 4,600	1 1,150	12 13,800
7 Jan	622.20	8 ₹ 9,200	5.05 5807.50	27.11	11 12,650	0 0	0 0
6 Jan	621.75	2.95 ₹ 3,392.5	0 0.00	5.71	0 0	0 0	0 0
5 Jan	615.65	2.95 ₹ 3,392.5	0 0.00	6.26	0 0	0 0	0 0
2 Jan	616.95	2.95 ₹ 3,392.5	0 0.00	5.96	0 0	0 0	0 0
1 Jan	602.65	2.95 ₹ 3,392.5	0 0.00	7.37	0 0	0 0	0 0
31 Dec	604.40	2.95 ₹ 3,392.5	0 0.00	7.3	0 0	0 0	0 0

For Vedanta Limited - strike price 680 expiring on 24FEB2026

Delta for 680 CE is 0.59

Historical price for 680 CE is as follows

On 4 Feb VEDL was trading at 686.20. The strike last trading price was 31.9, which was 4 higher than the previous day. The implied volatity was 42.07, the open interest changed by -48 which decreased total open position to 1461

On 3 Feb VEDL was trading at 675.65. The strike last trading price was 28, which was 4.8 higher than the previous day. The implied volatity was 43.38, the open interest changed by 50 which increased total open position to 1519

On 2 Feb VEDL was trading at 660.65. The strike last trading price was 23.65, which was 1.25 higher than the previous day. The implied volatity was 46.59, the open interest changed by 204 which increased total open position to 1481

On 1 Feb VEDL was trading at 655.15. The strike last trading price was 21.2, which was -14.4 lower than the previous day. The implied volatity was 46.82, the open interest changed by 323 which increased total open position to 1258

On 30 Jan VEDL was trading at 681.55. The strike last trading price was 35.6, which was -56.85 lower than the previous day. The implied volatity was 46.99, the open interest changed by 295 which increased total open position to 935

On 29 Jan VEDL was trading at 766.35. The strike last trading price was 92.5, which was 24.7 higher than the previous day. The implied volatity was 20.43, the open interest changed by -143 which decreased total open position to 641

On 28 Jan VEDL was trading at 737.10. The strike last trading price was 67.9, which was 20.95 higher than the previous day. The implied volatity was 34.7, the open interest changed by -55 which decreased total open position to 787

On 27 Jan VEDL was trading at 705.45. The strike last trading price was 47.25, which was 11.55 higher than the previous day. The implied volatity was 37.12, the open interest changed by -118 which decreased total open position to 841

On 23 Jan VEDL was trading at 684.15. The strike last trading price was 36.55, which was 5.2 higher than the previous day. The implied volatity was 38.25, the open interest changed by 167 which increased total open position to 954

On 22 Jan VEDL was trading at 678.65. The strike last trading price was 30.35, which was -1.6 lower than the previous day. The implied volatity was 34.98, the open interest changed by 205 which increased total open position to 781

On 21 Jan VEDL was trading at 676.65. The strike last trading price was 32.3, which was 3.1 higher than the previous day. The implied volatity was 38.04, the open interest changed by 61 which increased total open position to 574

On 20 Jan VEDL was trading at 671.80. The strike last trading price was 28, which was -2.3 lower than the previous day. The implied volatity was 35.83, the open interest changed by 80 which increased total open position to 516

On 19 Jan VEDL was trading at 674.80. The strike last trading price was 30.95, which was -2.7 lower than the previous day. The implied volatity was 35.03, the open interest changed by 66 which increased total open position to 434

On 16 Jan VEDL was trading at 682.70. The strike last trading price was 32.8, which was 2.9 higher than the previous day. The implied volatity was 32.27, the open interest changed by 112 which increased total open position to 365

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 29, which was 15.45 higher than the previous day. The implied volatity was 30.15, the open interest changed by 41 which increased total open position to 254

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 13.7, which was 4.45 higher than the previous day. The implied volatity was 31.45, the open interest changed by 194 which increased total open position to 213

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 9.4, which was 4.4 higher than the previous day. The implied volatity was 28.81, the open interest changed by 6 which increased total open position to 19

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 12

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 5, which was -3 lower than the previous day. The implied volatity was 28.91, the open interest changed by 1 which increased total open position to 12

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 8, which was 5.05 higher than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 0

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0

On 2 Jan VEDL was trading at 616.95. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0

On 1 Jan VEDL was trading at 602.65. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0

On 31 Dec VEDL was trading at 604.40. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 7.3, the open interest changed by 0 which decreased total open position to 0

VEDL 24FEB2026 680 PE
Delta: -0.41 Vega: 0.63 Theta: -0.62 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	686.20	23.7 ₹ 27,255	-6.15 -7072.50	44.8	1,000 11,50,000	71 81,650	1,238 14,23,700
3 Feb	675.65	29.05 ₹ 33,407.5	-9.6 -11040.00	44.85	1,297 14,91,550	-39 -44,850	1,166 13,40,900
2 Feb	660.65	38.55 ₹ 44,332.5	-7.9 -9085.00	47.37	440 5,06,000	35 40,250	1,204 13,84,600
1 Feb	655.15	49.25 ₹ 56,637.5	18.15 20872.50	56.2	2,507 28,83,050	-360 -4,14,000	1,171 13,46,650
30 Jan	681.55	32 ₹ 36,800	26.8 30820.00	48.47	9,482 1,09,04,300	150 1,72,500	1,531 17,60,650
29 Jan	766.35	4.7 ₹ 5,405	-4.3 -4945.00	41.06	5,102 58,67,300	284 3,26,600	1,376 15,82,400
28 Jan	737.10	9.45 ₹ 10,867.5	-9.75 -11212.50	40.48	2,529 29,08,350	345 3,96,750	1,093 12,56,950
27 Jan	705.45	18.55 ₹ 21,332.5	-8.65 -9947.50	42.07	1,277 14,68,550	66 75,900	755 8,68,250
23 Jan	684.15	26.5 ₹ 30,475	-3.8 -4370.00	39.56	924 10,62,600	186 2,13,900	689 7,92,350
22 Jan	678.65	30 ₹ 34,500	-0.25 -287.50	39.4	1,079 12,40,850	92 1,05,800	503 5,78,450
21 Jan	676.65	30.3 ₹ 34,845	-3.4 -3910.00	38.17	268 3,08,200	58 66,700	410 4,71,500
20 Jan	671.80	34.5 ₹ 39,675	3.1 3565.00	39.45	513 5,89,950	140 1,61,000	353 4,05,950
19 Jan	674.80	31.95 ₹ 36,742.5	3.15 3622.50	39.38	163 1,87,450	25 28,750	211 2,42,650
16 Jan	682.70	29.95 ₹ 34,442.5	-2.25 -2587.50	38.46	298 3,42,700	116 1,33,400	186 2,13,900
14 Jan	675.75	32.25 ₹ 37,087.5	-135.8 -156170.00	37.76	129 1,48,350	70 80,500	70 80,500
13 Jan	637.20	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
12 Jan	627.35	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
9 Jan	609.85	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
8 Jan	603.50	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
7 Jan	622.20	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
6 Jan	621.75	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
5 Jan	615.65	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
2 Jan	616.95	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
1 Jan	602.65	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0
31 Dec	604.40	168.05 ₹ 1,93,257.5	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 680 expiring on 24FEB2026

Delta for 680 PE is -0.41

Historical price for 680 PE is as follows

On 4 Feb VEDL was trading at 686.20. The strike last trading price was 23.7, which was -6.15 lower than the previous day. The implied volatity was 44.8, the open interest changed by 71 which increased total open position to 1238

On 3 Feb VEDL was trading at 675.65. The strike last trading price was 29.05, which was -9.6 lower than the previous day. The implied volatity was 44.85, the open interest changed by -39 which decreased total open position to 1166

On 2 Feb VEDL was trading at 660.65. The strike last trading price was 38.55, which was -7.9 lower than the previous day. The implied volatity was 47.37, the open interest changed by 35 which increased total open position to 1204

On 1 Feb VEDL was trading at 655.15. The strike last trading price was 49.25, which was 18.15 higher than the previous day. The implied volatity was 56.2, the open interest changed by -360 which decreased total open position to 1171

On 30 Jan VEDL was trading at 681.55. The strike last trading price was 32, which was 26.8 higher than the previous day. The implied volatity was 48.47, the open interest changed by 150 which increased total open position to 1531

On 29 Jan VEDL was trading at 766.35. The strike last trading price was 4.7, which was -4.3 lower than the previous day. The implied volatity was 41.06, the open interest changed by 284 which increased total open position to 1376

On 28 Jan VEDL was trading at 737.10. The strike last trading price was 9.45, which was -9.75 lower than the previous day. The implied volatity was 40.48, the open interest changed by 345 which increased total open position to 1093

On 27 Jan VEDL was trading at 705.45. The strike last trading price was 18.55, which was -8.65 lower than the previous day. The implied volatity was 42.07, the open interest changed by 66 which increased total open position to 755

On 23 Jan VEDL was trading at 684.15. The strike last trading price was 26.5, which was -3.8 lower than the previous day. The implied volatity was 39.56, the open interest changed by 186 which increased total open position to 689

On 22 Jan VEDL was trading at 678.65. The strike last trading price was 30, which was -0.25 lower than the previous day. The implied volatity was 39.4, the open interest changed by 92 which increased total open position to 503

On 21 Jan VEDL was trading at 676.65. The strike last trading price was 30.3, which was -3.4 lower than the previous day. The implied volatity was 38.17, the open interest changed by 58 which increased total open position to 410

On 20 Jan VEDL was trading at 671.80. The strike last trading price was 34.5, which was 3.1 higher than the previous day. The implied volatity was 39.45, the open interest changed by 140 which increased total open position to 353

On 19 Jan VEDL was trading at 674.80. The strike last trading price was 31.95, which was 3.15 higher than the previous day. The implied volatity was 39.38, the open interest changed by 25 which increased total open position to 211

On 16 Jan VEDL was trading at 682.70. The strike last trading price was 29.95, which was -2.25 lower than the previous day. The implied volatity was 38.46, the open interest changed by 116 which increased total open position to 186

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 32.25, which was -135.8 lower than the previous day. The implied volatity was 37.76, the open interest changed by 70 which increased total open position to 70

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 168.05, 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 Jan VEDL was trading at 627.35. The strike last trading price was 168.05, 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 Jan VEDL was trading at 609.85. The strike last trading price was 168.05, 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 Jan VEDL was trading at 603.50. The strike last trading price was 168.05, 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 7 Jan VEDL was trading at 622.20. The strike last trading price was 168.05, 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 Jan VEDL was trading at 621.75. The strike last trading price was 168.05, 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 Jan VEDL was trading at 615.65. The strike last trading price was 168.05, 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 Jan VEDL was trading at 616.95. The strike last trading price was 168.05, 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 Jan VEDL was trading at 602.65. The strike last trading price was 168.05, 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 31 Dec VEDL was trading at 604.40. The strike last trading price was 168.05, 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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