VEDL
Vedanta Limited
Historical option data for VEDL
23 Mar 2026 04:12 PM IST
| VEDL 30-MAR-2026 685 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.21
Theta: -0.66
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 645.75 | 2.95 | -6.15 | 41.12 | 2,014 | -7 | 771 | |||||||||
| 20 Mar | 672.20 | 8.1 | -1.1 | 32.92 | 3,622 | -24 | 766 | |||||||||
| 19 Mar | 665.35 | 10.25 | -4.25 | 34.61 | 5,388 | 295 | 802 | |||||||||
| 18 Mar | 679.00 | 13.9 | -10.65 | 32.85 | 2,638 | 322 | 541 | |||||||||
| 17 Mar | 699.35 | 23.9 | 3.4 | 25.79 | 1,779 | -6 | 240 | |||||||||
| 16 Mar | 685.60 | 20.15 | -7.15 | 35.22 | 1,539 | 65 | 250 | |||||||||
| 13 Mar | 689.55 | 26.65 | -20 | 39.84 | 680 | -23 | 186 | |||||||||
| 12 Mar | 719.60 | 46.95 | 1.8 | 35.19 | 55 | 1 | 209 | |||||||||
| 11 Mar | 721.55 | 45.4 | -2.35 | - | 0 | 0 | 208 | |||||||||
| 10 Mar | 722.00 | 45.4 | -2.35 | 26.17 | 17 | 7 | 209 | |||||||||
| 9 Mar | 709.40 | 47.35 | 4.55 | - | 0 | 0 | 202 | |||||||||
| 6 Mar | 721.00 | 47.35 | 4.55 | 27.33 | 52 | 10 | 204 | |||||||||
| 5 Mar | 711.25 | 45.45 | 5.85 | 35.63 | 29 | 6 | 193 | |||||||||
| 4 Mar | 701.00 | 39.6 | -8.05 | 36.87 | 5 | 0 | 187 | |||||||||
| 2 Mar | 723.35 | 54 | 6.35 | 34.95 | 94 | -9 | 188 | |||||||||
| 27 Feb | 718.40 | 47.4 | -12.95 | 30.02 | 4 | 2 | 196 | |||||||||
| 26 Feb | 737.45 | 60.5 | 5.85 | 21.39 | 14 | -2 | 195 | |||||||||
| 25 Feb | 727.80 | 55.15 | 22.35 | 26 | 189 | -25 | 235 | |||||||||
| 24 Feb | 695.10 | 34.5 | 8.4 | 28.18 | 1,372 | 85 | 267 | |||||||||
| 23 Feb | 681.25 | 25.8 | -0.55 | 30.15 | 394 | 55 | 185 | |||||||||
| 20 Feb | 682.45 | 26.05 | 0.95 | 27.24 | 149 | 88 | 127 | |||||||||
| 19 Feb | 676.15 | 25.2 | -1.55 | 29 | 88 | 34 | 41 | |||||||||
| 18 Feb | 678.00 | 26.75 | -3.25 | 30.22 | 2 | 0 | 5 | |||||||||
| 17 Feb | 668.20 | 24 | -6 | 31.99 | 3 | 0 | 6 | |||||||||
| 16 Feb | 679.80 | 29.8 | -1.2 | 31.01 | 16 | 3 | 5 | |||||||||
| 13 Feb | 673.65 | 31 | -6 | 34.21 | 2 | 1 | 3 | |||||||||
| 12 Feb | 702.75 | 37 | 10 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 701.15 | 37 | 10 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 690.15 | 37 | 10 | 31.51 | 5 | 2 | 3 | |||||||||
| 9 Feb | 679.75 | 27 | -1 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 671.05 | 27 | -1 | - | 0 | 0 | 1 | |||||||||
|
|
||||||||||||||||
| 5 Feb | 655.20 | 27 | -1 | 35.79 | 2 | 1 | 2 | |||||||||
| 4 Feb | 687.80 | 28 | -28.7 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 675.65 | 28 | -28.7 | 26.56 | 1 | 0 | 0 | |||||||||
| 2 Feb | 660.65 | 56.7 | 0 | 1.49 | 0 | 0 | 0 | |||||||||
| 1 Feb | 655.15 | 56.7 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
| 30 Jan | 681.55 | 56.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 766.35 | 56.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 737.10 | 56.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 685 expiring on 30MAR2026
Delta for 685 CE is 0.16
Historical price for 685 CE is as follows
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 2.95, which was -6.15 lower than the previous day. The implied volatity was 41.12, the open interest changed by -7 which decreased total open position to 771
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 8.1, which was -1.1 lower than the previous day. The implied volatity was 32.92, the open interest changed by -24 which decreased total open position to 766
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 10.25, which was -4.25 lower than the previous day. The implied volatity was 34.61, the open interest changed by 295 which increased total open position to 802
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 13.9, which was -10.65 lower than the previous day. The implied volatity was 32.85, the open interest changed by 322 which increased total open position to 541
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 23.9, which was 3.4 higher than the previous day. The implied volatity was 25.79, the open interest changed by -6 which decreased total open position to 240
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 20.15, which was -7.15 lower than the previous day. The implied volatity was 35.22, the open interest changed by 65 which increased total open position to 250
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 26.65, which was -20 lower than the previous day. The implied volatity was 39.84, the open interest changed by -23 which decreased total open position to 186
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 46.95, which was 1.8 higher than the previous day. The implied volatity was 35.19, the open interest changed by 1 which increased total open position to 209
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 45.4, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 208
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 45.4, which was -2.35 lower than the previous day. The implied volatity was 26.17, the open interest changed by 7 which increased total open position to 209
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 47.35, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 202
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 47.35, which was 4.55 higher than the previous day. The implied volatity was 27.33, the open interest changed by 10 which increased total open position to 204
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 45.45, which was 5.85 higher than the previous day. The implied volatity was 35.63, the open interest changed by 6 which increased total open position to 193
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 39.6, which was -8.05 lower than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 187
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 54, which was 6.35 higher than the previous day. The implied volatity was 34.95, the open interest changed by -9 which decreased total open position to 188
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 47.4, which was -12.95 lower than the previous day. The implied volatity was 30.02, the open interest changed by 2 which increased total open position to 196
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 60.5, which was 5.85 higher than the previous day. The implied volatity was 21.39, the open interest changed by -2 which decreased total open position to 195
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 55.15, which was 22.35 higher than the previous day. The implied volatity was 26, the open interest changed by -25 which decreased total open position to 235
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 34.5, which was 8.4 higher than the previous day. The implied volatity was 28.18, the open interest changed by 85 which increased total open position to 267
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 25.8, which was -0.55 lower than the previous day. The implied volatity was 30.15, the open interest changed by 55 which increased total open position to 185
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 26.05, which was 0.95 higher than the previous day. The implied volatity was 27.24, the open interest changed by 88 which increased total open position to 127
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 25.2, which was -1.55 lower than the previous day. The implied volatity was 29, the open interest changed by 34 which increased total open position to 41
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 26.75, which was -3.25 lower than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 5
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 24, which was -6 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 6
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 29.8, which was -1.2 lower than the previous day. The implied volatity was 31.01, the open interest changed by 3 which increased total open position to 5
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 31, which was -6 lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 3
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 37, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 37, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 37, which was 10 higher than the previous day. The implied volatity was 31.51, the open interest changed by 2 which increased total open position to 3
On 9 Feb VEDL was trading at 679.75. The strike last trading price was 27, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb VEDL was trading at 671.05. The strike last trading price was 27, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb VEDL was trading at 655.20. The strike last trading price was 27, which was -1 lower than the previous day. The implied volatity was 35.79, the open interest changed by 1 which increased total open position to 2
On 4 Feb VEDL was trading at 687.80. The strike last trading price was 28, which was -28.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb VEDL was trading at 675.65. The strike last trading price was 28, which was -28.7 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 0
On 2 Feb VEDL was trading at 660.65. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 1 Feb VEDL was trading at 655.15. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
On 30 Jan VEDL was trading at 681.55. The strike last trading price was 56.7, 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
On 29 Jan VEDL was trading at 766.35. The strike last trading price was 56.7, 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
On 28 Jan VEDL was trading at 737.10. The strike last trading price was 56.7, 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 30MAR2026 685 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.32
Theta: -1.73
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 645.75 | 53.45 | 24.25 | 81.65 | 106 | -3 | 924 |
| 20 Mar | 672.20 | 31.35 | -2.4 | 50.61 | 826 | 25 | 926 |
| 19 Mar | 665.35 | 30.4 | 8.05 | 48.88 | 1,044 | -27 | 903 |
| 18 Mar | 679.00 | 22.5 | 7.85 | 40.72 | 2,165 | 14 | 926 |
| 17 Mar | 699.35 | 15.2 | -9 | 43.95 | 1,318 | 41 | 914 |
| 16 Mar | 685.60 | 24.05 | -0.7 | 47.45 | 1,704 | 103 | 872 |
| 13 Mar | 689.55 | 26.1 | 13.75 | 49.27 | 1,946 | 226 | 770 |
| 12 Mar | 719.60 | 12.3 | -0.8 | 44.51 | 396 | -6 | 544 |
| 11 Mar | 721.55 | 13.05 | 2.1 | 43.8 | 720 | -31 | 550 |
| 10 Mar | 722.00 | 10.55 | -6.15 | 40.1 | 354 | 0 | 583 |
| 9 Mar | 709.40 | 16.55 | 2.5 | 42.9 | 890 | 314 | 583 |
| 6 Mar | 721.00 | 13.4 | -2.15 | 41.57 | 170 | -14 | 269 |
| 5 Mar | 711.25 | 14.9 | -6.6 | 38.91 | 483 | 58 | 280 |
| 4 Mar | 701.00 | 21.05 | 8.1 | 41.95 | 470 | -11 | 223 |
| 2 Mar | 723.35 | 13.3 | 0.4 | 38.88 | 189 | 0 | 234 |
| 27 Feb | 718.40 | 13.7 | 3.85 | 35.22 | 134 | 2 | 234 |
| 26 Feb | 737.45 | 9.7 | -3.1 | 36.38 | 105 | 5 | 232 |
| 25 Feb | 727.80 | 12.7 | -7.9 | 37.35 | 777 | 62 | 228 |
| 24 Feb | 695.10 | 20.45 | -8.2 | 34.73 | 558 | 110 | 169 |
| 23 Feb | 681.25 | 28.6 | 0.85 | 34.73 | 155 | 38 | 58 |
| 20 Feb | 682.45 | 27.95 | -3.2 | 34.34 | 7 | 4 | 18 |
| 19 Feb | 676.15 | 32.45 | 5.5 | 36.29 | 14 | 10 | 13 |
| 18 Feb | 678.00 | 26.95 | -0.45 | - | 0 | 0 | 3 |
| 17 Feb | 668.20 | 26.95 | -0.45 | - | 0 | 0 | 3 |
| 16 Feb | 679.80 | 26.95 | -0.45 | - | 0 | 0 | 3 |
| 13 Feb | 673.65 | 26.95 | -0.45 | - | 0 | 0 | 3 |
| 12 Feb | 702.75 | 26.95 | -0.45 | 39.52 | 1 | 0 | 3 |
| 11 Feb | 701.15 | 27.4 | -4.75 | 40.12 | 2 | 1 | 2 |
| 10 Feb | 690.15 | 32.15 | 3.05 | 38.54 | 1 | 0 | 0 |
| 9 Feb | 679.75 | 29.1 | 0 | 0.43 | 0 | 0 | 0 |
| 6 Feb | 671.05 | 29.1 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 655.20 | 29.1 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 687.80 | 29.1 | 0 | 1.53 | 0 | 0 | 0 |
| 3 Feb | 675.65 | 29.1 | 0 | 0.18 | 0 | 0 | 0 |
| 2 Feb | 660.65 | 29.1 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 655.15 | 29.1 | 0 | 0.84 | 0 | 0 | 0 |
| 30 Jan | 681.55 | 29.1 | 0 | 0.69 | 0 | 0 | 0 |
| 29 Jan | 766.35 | 29.1 | 0 | 8.45 | 0 | 0 | 0 |
| 28 Jan | 737.10 | 29.1 | 0 | 5.85 | 0 | 0 | 0 |
For Vedanta Limited - strike price 685 expiring on 30MAR2026
Delta for 685 PE is -0.68
Historical price for 685 PE is as follows
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 53.45, which was 24.25 higher than the previous day. The implied volatity was 81.65, the open interest changed by -3 which decreased total open position to 924
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 31.35, which was -2.4 lower than the previous day. The implied volatity was 50.61, the open interest changed by 25 which increased total open position to 926
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 30.4, which was 8.05 higher than the previous day. The implied volatity was 48.88, the open interest changed by -27 which decreased total open position to 903
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 22.5, which was 7.85 higher than the previous day. The implied volatity was 40.72, the open interest changed by 14 which increased total open position to 926
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 15.2, which was -9 lower than the previous day. The implied volatity was 43.95, the open interest changed by 41 which increased total open position to 914
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 24.05, which was -0.7 lower than the previous day. The implied volatity was 47.45, the open interest changed by 103 which increased total open position to 872
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 26.1, which was 13.75 higher than the previous day. The implied volatity was 49.27, the open interest changed by 226 which increased total open position to 770
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 12.3, which was -0.8 lower than the previous day. The implied volatity was 44.51, the open interest changed by -6 which decreased total open position to 544
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 13.05, which was 2.1 higher than the previous day. The implied volatity was 43.8, the open interest changed by -31 which decreased total open position to 550
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 10.55, which was -6.15 lower than the previous day. The implied volatity was 40.1, the open interest changed by 0 which decreased total open position to 583
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 16.55, which was 2.5 higher than the previous day. The implied volatity was 42.9, the open interest changed by 314 which increased total open position to 583
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 13.4, which was -2.15 lower than the previous day. The implied volatity was 41.57, the open interest changed by -14 which decreased total open position to 269
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 14.9, which was -6.6 lower than the previous day. The implied volatity was 38.91, the open interest changed by 58 which increased total open position to 280
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 21.05, which was 8.1 higher than the previous day. The implied volatity was 41.95, the open interest changed by -11 which decreased total open position to 223
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 13.3, which was 0.4 higher than the previous day. The implied volatity was 38.88, the open interest changed by 0 which decreased total open position to 234
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 13.7, which was 3.85 higher than the previous day. The implied volatity was 35.22, the open interest changed by 2 which increased total open position to 234
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 9.7, which was -3.1 lower than the previous day. The implied volatity was 36.38, the open interest changed by 5 which increased total open position to 232
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 12.7, which was -7.9 lower than the previous day. The implied volatity was 37.35, the open interest changed by 62 which increased total open position to 228
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 20.45, which was -8.2 lower than the previous day. The implied volatity was 34.73, the open interest changed by 110 which increased total open position to 169
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 28.6, which was 0.85 higher than the previous day. The implied volatity was 34.73, the open interest changed by 38 which increased total open position to 58
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 27.95, which was -3.2 lower than the previous day. The implied volatity was 34.34, the open interest changed by 4 which increased total open position to 18
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 32.45, which was 5.5 higher than the previous day. The implied volatity was 36.29, the open interest changed by 10 which increased total open position to 13
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 26.95, 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 17 Feb VEDL was trading at 668.20. The strike last trading price was 26.95, 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 16 Feb VEDL was trading at 679.80. The strike last trading price was 26.95, 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 13 Feb VEDL was trading at 673.65. The strike last trading price was 26.95, 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 12 Feb VEDL was trading at 702.75. The strike last trading price was 26.95, which was -0.45 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 3
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 27.4, which was -4.75 lower than the previous day. The implied volatity was 40.12, the open interest changed by 1 which increased total open position to 2
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 32.15, which was 3.05 higher than the previous day. The implied volatity was 38.54, 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 29.1, which was 0 lower than the previous day. The implied volatity was 0.43, 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 29.1, 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 Feb VEDL was trading at 655.20. The strike last trading price was 29.1, 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 Feb VEDL was trading at 687.80. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 3 Feb VEDL was trading at 675.65. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 2 Feb VEDL was trading at 660.65. The strike last trading price was 29.1, 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 Feb VEDL was trading at 655.15. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 30 Jan VEDL was trading at 681.55. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 29 Jan VEDL was trading at 766.35. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0
On 28 Jan VEDL was trading at 737.10. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
