[--[65.84.65.76]--]

VEDL

Vedanta Limited
672.2 +6.85 (1.03%)
L: 664.4 H: 688.15

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Historical option data for VEDL

20 Mar 2026 04:12 PM IST
VEDL 30-MAR-2026 690 CE
Delta: 0.3
Vega: 0.38
Theta: -0.69
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 672.20 6.8 -1.2 33.43 4,253 76 1,278
19 Mar 665.35 8.8 -3.75 35.12 6,080 -20 1,223
18 Mar 679.00 12 -9.85 33.23 5,354 254 1,244
17 Mar 699.35 21.15 2.95 26.91 5,038 56 1,079
16 Mar 685.60 17.6 -7.4 34.99 5,560 125 1,027
13 Mar 689.55 23.9 -19.05 39.46 3,729 268 900
12 Mar 719.60 43.75 2.85 36.09 245 11 634
11 Mar 721.55 40.95 -0.8 32.39 14 -6 624
10 Mar 722.00 41.35 4.35 26.12 120 -21 627
9 Mar 709.40 35.85 -9 33.28 268 -26 647
6 Mar 721.00 44.15 4.45 28.55 137 -18 677
5 Mar 711.25 40.65 3.15 33.34 449 87 699
4 Mar 701.00 36.15 -13.95 36.17 497 131 612
2 Mar 723.35 50.05 4.75 34.3 212 -22 480
27 Feb 718.40 43.35 -13.3 29.2 62 1 502
26 Feb 737.45 56.35 5.1 21.98 93 -10 504
25 Feb 727.80 51.7 21.4 26.78 543 -113 517
24 Feb 695.10 31.4 7.5 27.57 2,892 188 635
23 Feb 681.25 23.85 -0.4 30.61 819 224 446
20 Feb 682.45 24.1 1.05 27.81 124 19 222
19 Feb 676.15 23.45 -1.2 29.6 210 32 205
18 Feb 678.00 24.35 1.25 30.09 110 44 172
17 Feb 668.20 23.1 -4.9 33.27 81 15 129
16 Feb 679.80 28 -1.5 31.64 11 1 114
13 Feb 673.65 29.5 -13.75 34.98 18 6 114
12 Feb 702.75 42.15 -0.65 31.12 17 10 107
11 Feb 701.15 44.75 7.35 32.61 53 28 98
10 Feb 690.15 37.25 2.25 34.37 11 5 69
9 Feb 679.75 35 3.8 36.59 5 0 62
6 Feb 671.05 31.2 6.4 37.42 8 -3 61
5 Feb 655.20 24.8 -13.2 35.13 10 2 66
4 Feb 687.80 38 2.95 32.04 14 3 61
3 Feb 675.65 35.05 9.05 35.14 29 -19 59
2 Feb 660.65 26 -0.1 32.56 51 18 78
1 Feb 655.15 26.1 -15 35.99 49 38 61
30 Jan 681.55 41 -38.7 37.17 29 14 15
29 Jan 766.35 79.7 44.55 13.53 2 0 0
28 Jan 737.10 35.15 17 - 0 0 1
27 Jan 705.45 35.15 17 - 0 0 1
23 Jan 684.15 35.15 17 - 0 0 1
22 Jan 678.65 35.15 17 - 0 0 1
21 Jan 676.65 35.15 17 30.82 1 0 0
20 Jan 671.80 18.15 0 0.41 0 0 0
19 Jan 674.80 18.15 0 0.22 0 0 0
16 Jan 682.70 18.15 0 0.07 0 0 0


For Vedanta Limited - strike price 690 expiring on 30MAR2026

Delta for 690 CE is 0.3

Historical price for 690 CE is as follows

On 20 Mar VEDL was trading at 672.20. The strike last trading price was 6.8, which was -1.2 lower than the previous day. The implied volatity was 33.43, the open interest changed by 76 which increased total open position to 1278


On 19 Mar VEDL was trading at 665.35. The strike last trading price was 8.8, which was -3.75 lower than the previous day. The implied volatity was 35.12, the open interest changed by -20 which decreased total open position to 1223


On 18 Mar VEDL was trading at 679.00. The strike last trading price was 12, which was -9.85 lower than the previous day. The implied volatity was 33.23, the open interest changed by 254 which increased total open position to 1244


On 17 Mar VEDL was trading at 699.35. The strike last trading price was 21.15, which was 2.95 higher than the previous day. The implied volatity was 26.91, the open interest changed by 56 which increased total open position to 1079


On 16 Mar VEDL was trading at 685.60. The strike last trading price was 17.6, which was -7.4 lower than the previous day. The implied volatity was 34.99, the open interest changed by 125 which increased total open position to 1027


On 13 Mar VEDL was trading at 689.55. The strike last trading price was 23.9, which was -19.05 lower than the previous day. The implied volatity was 39.46, the open interest changed by 268 which increased total open position to 900


On 12 Mar VEDL was trading at 719.60. The strike last trading price was 43.75, which was 2.85 higher than the previous day. The implied volatity was 36.09, the open interest changed by 11 which increased total open position to 634


On 11 Mar VEDL was trading at 721.55. The strike last trading price was 40.95, which was -0.8 lower than the previous day. The implied volatity was 32.39, the open interest changed by -6 which decreased total open position to 624


On 10 Mar VEDL was trading at 722.00. The strike last trading price was 41.35, which was 4.35 higher than the previous day. The implied volatity was 26.12, the open interest changed by -21 which decreased total open position to 627


On 9 Mar VEDL was trading at 709.40. The strike last trading price was 35.85, which was -9 lower than the previous day. The implied volatity was 33.28, the open interest changed by -26 which decreased total open position to 647


On 6 Mar VEDL was trading at 721.00. The strike last trading price was 44.15, which was 4.45 higher than the previous day. The implied volatity was 28.55, the open interest changed by -18 which decreased total open position to 677


On 5 Mar VEDL was trading at 711.25. The strike last trading price was 40.65, which was 3.15 higher than the previous day. The implied volatity was 33.34, the open interest changed by 87 which increased total open position to 699


On 4 Mar VEDL was trading at 701.00. The strike last trading price was 36.15, which was -13.95 lower than the previous day. The implied volatity was 36.17, the open interest changed by 131 which increased total open position to 612


On 2 Mar VEDL was trading at 723.35. The strike last trading price was 50.05, which was 4.75 higher than the previous day. The implied volatity was 34.3, the open interest changed by -22 which decreased total open position to 480


On 27 Feb VEDL was trading at 718.40. The strike last trading price was 43.35, which was -13.3 lower than the previous day. The implied volatity was 29.2, the open interest changed by 1 which increased total open position to 502


On 26 Feb VEDL was trading at 737.45. The strike last trading price was 56.35, which was 5.1 higher than the previous day. The implied volatity was 21.98, the open interest changed by -10 which decreased total open position to 504


On 25 Feb VEDL was trading at 727.80. The strike last trading price was 51.7, which was 21.4 higher than the previous day. The implied volatity was 26.78, the open interest changed by -113 which decreased total open position to 517


On 24 Feb VEDL was trading at 695.10. The strike last trading price was 31.4, which was 7.5 higher than the previous day. The implied volatity was 27.57, the open interest changed by 188 which increased total open position to 635


On 23 Feb VEDL was trading at 681.25. The strike last trading price was 23.85, which was -0.4 lower than the previous day. The implied volatity was 30.61, the open interest changed by 224 which increased total open position to 446


On 20 Feb VEDL was trading at 682.45. The strike last trading price was 24.1, which was 1.05 higher than the previous day. The implied volatity was 27.81, the open interest changed by 19 which increased total open position to 222


On 19 Feb VEDL was trading at 676.15. The strike last trading price was 23.45, which was -1.2 lower than the previous day. The implied volatity was 29.6, the open interest changed by 32 which increased total open position to 205


On 18 Feb VEDL was trading at 678.00. The strike last trading price was 24.35, which was 1.25 higher than the previous day. The implied volatity was 30.09, the open interest changed by 44 which increased total open position to 172


On 17 Feb VEDL was trading at 668.20. The strike last trading price was 23.1, which was -4.9 lower than the previous day. The implied volatity was 33.27, the open interest changed by 15 which increased total open position to 129


On 16 Feb VEDL was trading at 679.80. The strike last trading price was 28, which was -1.5 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 114


On 13 Feb VEDL was trading at 673.65. The strike last trading price was 29.5, which was -13.75 lower than the previous day. The implied volatity was 34.98, the open interest changed by 6 which increased total open position to 114


On 12 Feb VEDL was trading at 702.75. The strike last trading price was 42.15, which was -0.65 lower than the previous day. The implied volatity was 31.12, the open interest changed by 10 which increased total open position to 107


On 11 Feb VEDL was trading at 701.15. The strike last trading price was 44.75, which was 7.35 higher than the previous day. The implied volatity was 32.61, the open interest changed by 28 which increased total open position to 98


On 10 Feb VEDL was trading at 690.15. The strike last trading price was 37.25, which was 2.25 higher than the previous day. The implied volatity was 34.37, the open interest changed by 5 which increased total open position to 69


On 9 Feb VEDL was trading at 679.75. The strike last trading price was 35, which was 3.8 higher than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 62


On 6 Feb VEDL was trading at 671.05. The strike last trading price was 31.2, which was 6.4 higher than the previous day. The implied volatity was 37.42, the open interest changed by -3 which decreased total open position to 61


On 5 Feb VEDL was trading at 655.20. The strike last trading price was 24.8, which was -13.2 lower than the previous day. The implied volatity was 35.13, the open interest changed by 2 which increased total open position to 66


On 4 Feb VEDL was trading at 687.80. The strike last trading price was 38, which was 2.95 higher than the previous day. The implied volatity was 32.04, the open interest changed by 3 which increased total open position to 61


On 3 Feb VEDL was trading at 675.65. The strike last trading price was 35.05, which was 9.05 higher than the previous day. The implied volatity was 35.14, the open interest changed by -19 which decreased total open position to 59


On 2 Feb VEDL was trading at 660.65. The strike last trading price was 26, which was -0.1 lower than the previous day. The implied volatity was 32.56, the open interest changed by 18 which increased total open position to 78


On 1 Feb VEDL was trading at 655.15. The strike last trading price was 26.1, which was -15 lower than the previous day. The implied volatity was 35.99, the open interest changed by 38 which increased total open position to 61


On 30 Jan VEDL was trading at 681.55. The strike last trading price was 41, which was -38.7 lower than the previous day. The implied volatity was 37.17, the open interest changed by 14 which increased total open position to 15


On 29 Jan VEDL was trading at 766.35. The strike last trading price was 79.7, which was 44.55 higher than the previous day. The implied volatity was 13.53, 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 35.15, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Jan VEDL was trading at 705.45. The strike last trading price was 35.15, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Jan VEDL was trading at 684.15. The strike last trading price was 35.15, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Jan VEDL was trading at 678.65. The strike last trading price was 35.15, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan VEDL was trading at 676.65. The strike last trading price was 35.15, which was 17 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 0


On 20 Jan VEDL was trading at 671.80. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0


On 19 Jan VEDL was trading at 674.80. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 16 Jan VEDL was trading at 682.70. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


VEDL 30MAR2026 690 PE
Delta: -0.62
Vega: 0.42
Theta: -1.01
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 672.20 35.9 -2.75 53.82 710 -50 1,262
19 Mar 665.35 34.25 8.75 50.5 721 -58 1,313
18 Mar 679.00 25.5 8.8 40.45 2,377 11 1,373
17 Mar 699.35 17.4 -9.55 44.23 2,423 127 1,374
16 Mar 685.60 27.2 -0.3 48.52 2,432 2 1,250
13 Mar 689.55 28.9 15.15 49.79 5,191 162 1,247
12 Mar 719.60 13.3 -1.2 43.48 1,199 78 1,087
11 Mar 721.55 14.7 2.45 43.85 1,050 -14 1,011
10 Mar 722.00 11.95 -6.65 40 863 23 1,023
9 Mar 709.40 18.6 3.15 42.91 1,783 -174 1,005
6 Mar 721.00 14.8 -2.7 41.29 960 24 1,180
5 Mar 711.25 16.6 -7.05 38.82 3,318 -285 1,155
4 Mar 701.00 23.4 8.85 42.3 4,682 518 1,431
2 Mar 723.35 14.7 -0.1 38.65 660 38 912
27 Feb 718.40 15.4 4.5 35.29 299 3 880
26 Feb 737.45 10.75 -3.55 36.1 694 96 882
25 Feb 727.80 14.2 -8.9 37.41 1,545 215 787
24 Feb 695.10 22.4 -8.75 34.51 1,772 293 573
23 Feb 681.25 31.4 0.7 34.94 463 126 280
20 Feb 682.45 30.85 -2.45 34.76 82 26 155
19 Feb 676.15 33.75 -0.65 34.74 40 20 127
18 Feb 678.00 34.5 -7.7 35.32 60 35 106
17 Feb 668.20 42.2 2.75 37.91 6 2 71
16 Feb 679.80 39.45 -1.6 41.58 22 11 68
13 Feb 673.65 41.05 13.45 39.11 56 -18 57
12 Feb 702.75 27.5 -0.6 37.87 63 11 74
11 Feb 701.15 27.95 -8.05 38.49 64 38 62
10 Feb 690.15 36 -22.55 39.51 25 13 23
9 Feb 679.75 58.55 24.45 - 0 0 10
6 Feb 671.05 58.55 24.45 - 0 0 10
5 Feb 655.20 58.55 24.45 - 0 0 10
4 Feb 687.80 58.55 24.45 - 0 0 10
3 Feb 675.65 58.55 24.45 - 0 0 10
2 Feb 660.65 58.55 24.45 47.04 6 2 10
1 Feb 655.15 34.1 24.75 - 0 0 8
30 Jan 681.55 34.1 24.75 30.68 22 -4 7
29 Jan 766.35 9.1 -83.3 32.67 11 6 6
28 Jan 737.10 92.4 0 5.48 0 0 0
27 Jan 705.45 0 0 2.58 0 0 0
23 Jan 684.15 0 0 0.82 0 0 0
22 Jan 678.65 0 0 0.19 0 0 0
21 Jan 676.65 0 0 - 0 0 0
20 Jan 671.80 0 0 0.1 0 0 0
19 Jan 674.80 0 0 0.26 0 0 0
16 Jan 682.70 0 0 0.67 0 0 0


For Vedanta Limited - strike price 690 expiring on 30MAR2026

Delta for 690 PE is -0.62

Historical price for 690 PE is as follows

On 20 Mar VEDL was trading at 672.20. The strike last trading price was 35.9, which was -2.75 lower than the previous day. The implied volatity was 53.82, the open interest changed by -50 which decreased total open position to 1262


On 19 Mar VEDL was trading at 665.35. The strike last trading price was 34.25, which was 8.75 higher than the previous day. The implied volatity was 50.5, the open interest changed by -58 which decreased total open position to 1313


On 18 Mar VEDL was trading at 679.00. The strike last trading price was 25.5, which was 8.8 higher than the previous day. The implied volatity was 40.45, the open interest changed by 11 which increased total open position to 1373


On 17 Mar VEDL was trading at 699.35. The strike last trading price was 17.4, which was -9.55 lower than the previous day. The implied volatity was 44.23, the open interest changed by 127 which increased total open position to 1374


On 16 Mar VEDL was trading at 685.60. The strike last trading price was 27.2, which was -0.3 lower than the previous day. The implied volatity was 48.52, the open interest changed by 2 which increased total open position to 1250


On 13 Mar VEDL was trading at 689.55. The strike last trading price was 28.9, which was 15.15 higher than the previous day. The implied volatity was 49.79, the open interest changed by 162 which increased total open position to 1247


On 12 Mar VEDL was trading at 719.60. The strike last trading price was 13.3, which was -1.2 lower than the previous day. The implied volatity was 43.48, the open interest changed by 78 which increased total open position to 1087


On 11 Mar VEDL was trading at 721.55. The strike last trading price was 14.7, which was 2.45 higher than the previous day. The implied volatity was 43.85, the open interest changed by -14 which decreased total open position to 1011


On 10 Mar VEDL was trading at 722.00. The strike last trading price was 11.95, which was -6.65 lower than the previous day. The implied volatity was 40, the open interest changed by 23 which increased total open position to 1023


On 9 Mar VEDL was trading at 709.40. The strike last trading price was 18.6, which was 3.15 higher than the previous day. The implied volatity was 42.91, the open interest changed by -174 which decreased total open position to 1005


On 6 Mar VEDL was trading at 721.00. The strike last trading price was 14.8, which was -2.7 lower than the previous day. The implied volatity was 41.29, the open interest changed by 24 which increased total open position to 1180


On 5 Mar VEDL was trading at 711.25. The strike last trading price was 16.6, which was -7.05 lower than the previous day. The implied volatity was 38.82, the open interest changed by -285 which decreased total open position to 1155


On 4 Mar VEDL was trading at 701.00. The strike last trading price was 23.4, which was 8.85 higher than the previous day. The implied volatity was 42.3, the open interest changed by 518 which increased total open position to 1431


On 2 Mar VEDL was trading at 723.35. The strike last trading price was 14.7, which was -0.1 lower than the previous day. The implied volatity was 38.65, the open interest changed by 38 which increased total open position to 912


On 27 Feb VEDL was trading at 718.40. The strike last trading price was 15.4, which was 4.5 higher than the previous day. The implied volatity was 35.29, the open interest changed by 3 which increased total open position to 880


On 26 Feb VEDL was trading at 737.45. The strike last trading price was 10.75, which was -3.55 lower than the previous day. The implied volatity was 36.1, the open interest changed by 96 which increased total open position to 882


On 25 Feb VEDL was trading at 727.80. The strike last trading price was 14.2, which was -8.9 lower than the previous day. The implied volatity was 37.41, the open interest changed by 215 which increased total open position to 787


On 24 Feb VEDL was trading at 695.10. The strike last trading price was 22.4, which was -8.75 lower than the previous day. The implied volatity was 34.51, the open interest changed by 293 which increased total open position to 573


On 23 Feb VEDL was trading at 681.25. The strike last trading price was 31.4, which was 0.7 higher than the previous day. The implied volatity was 34.94, the open interest changed by 126 which increased total open position to 280


On 20 Feb VEDL was trading at 682.45. The strike last trading price was 30.85, which was -2.45 lower than the previous day. The implied volatity was 34.76, the open interest changed by 26 which increased total open position to 155


On 19 Feb VEDL was trading at 676.15. The strike last trading price was 33.75, which was -0.65 lower than the previous day. The implied volatity was 34.74, the open interest changed by 20 which increased total open position to 127


On 18 Feb VEDL was trading at 678.00. The strike last trading price was 34.5, which was -7.7 lower than the previous day. The implied volatity was 35.32, the open interest changed by 35 which increased total open position to 106


On 17 Feb VEDL was trading at 668.20. The strike last trading price was 42.2, which was 2.75 higher than the previous day. The implied volatity was 37.91, the open interest changed by 2 which increased total open position to 71


On 16 Feb VEDL was trading at 679.80. The strike last trading price was 39.45, which was -1.6 lower than the previous day. The implied volatity was 41.58, the open interest changed by 11 which increased total open position to 68


On 13 Feb VEDL was trading at 673.65. The strike last trading price was 41.05, which was 13.45 higher than the previous day. The implied volatity was 39.11, the open interest changed by -18 which decreased total open position to 57


On 12 Feb VEDL was trading at 702.75. The strike last trading price was 27.5, which was -0.6 lower than the previous day. The implied volatity was 37.87, the open interest changed by 11 which increased total open position to 74


On 11 Feb VEDL was trading at 701.15. The strike last trading price was 27.95, which was -8.05 lower than the previous day. The implied volatity was 38.49, the open interest changed by 38 which increased total open position to 62


On 10 Feb VEDL was trading at 690.15. The strike last trading price was 36, which was -22.55 lower than the previous day. The implied volatity was 39.51, the open interest changed by 13 which increased total open position to 23


On 9 Feb VEDL was trading at 679.75. The strike last trading price was 58.55, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Feb VEDL was trading at 671.05. The strike last trading price was 58.55, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Feb VEDL was trading at 655.20. The strike last trading price was 58.55, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 4 Feb VEDL was trading at 687.80. The strike last trading price was 58.55, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 3 Feb VEDL was trading at 675.65. The strike last trading price was 58.55, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 2 Feb VEDL was trading at 660.65. The strike last trading price was 58.55, which was 24.45 higher than the previous day. The implied volatity was 47.04, the open interest changed by 2 which increased total open position to 10


On 1 Feb VEDL was trading at 655.15. The strike last trading price was 34.1, which was 24.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 30 Jan VEDL was trading at 681.55. The strike last trading price was 34.1, which was 24.75 higher than the previous day. The implied volatity was 30.68, the open interest changed by -4 which decreased total open position to 7


On 29 Jan VEDL was trading at 766.35. The strike last trading price was 9.1, which was -83.3 lower than the previous day. The implied volatity was 32.67, the open interest changed by 6 which increased total open position to 6


On 28 Jan VEDL was trading at 737.10. The strike last trading price was 92.4, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0


On 27 Jan VEDL was trading at 705.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 23 Jan VEDL was trading at 684.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 22 Jan VEDL was trading at 678.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 21 Jan VEDL was trading at 676.65. The strike last trading price was 0, 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 20 Jan VEDL was trading at 671.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0


On 19 Jan VEDL was trading at 674.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 16 Jan VEDL was trading at 682.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0