VEDL
Vedanta Limited
Historical option data for VEDL
19 Mar 2026 04:12 PM IST
| VEDL 30-MAR-2026 695 CE | ||||||||||||||||
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Delta: 0.3
Vega: 0.4
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 665.35 | 7.75 | -2.9 | 36.15 | 2,243 | -15 | 508 | |||||||||
| 18 Mar | 679.00 | 10.4 | -8.8 | 33.77 | 1,889 | 112 | 525 | |||||||||
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| 17 Mar | 699.35 | 18.5 | 2.25 | 27.58 | 2,467 | 128 | 417 | |||||||||
| 16 Mar | 685.60 | 15.6 | -7.3 | 35.4 | 1,768 | 30 | 293 | |||||||||
| 13 Mar | 689.55 | 22.05 | -17.7 | 40.31 | 1,467 | 76 | 262 | |||||||||
| 12 Mar | 719.60 | 39.25 | 1.65 | 34.21 | 118 | 13 | 187 | |||||||||
| 11 Mar | 721.55 | 37.6 | -0.55 | 32.68 | 22 | -10 | 175 | |||||||||
| 10 Mar | 722.00 | 38.2 | 3.85 | 27.51 | 174 | 3 | 187 | |||||||||
| 9 Mar | 709.40 | 33.55 | -7.15 | 34.6 | 250 | -21 | 186 | |||||||||
| 6 Mar | 721.00 | 40.9 | 3.85 | 29.23 | 67 | 12 | 208 | |||||||||
| 5 Mar | 711.25 | 37.45 | 2.85 | 33.34 | 278 | -23 | 199 | |||||||||
| 4 Mar | 701.00 | 34.85 | -12.65 | 38.25 | 560 | 81 | 222 | |||||||||
| 2 Mar | 723.35 | 47.45 | 5.55 | 35.46 | 129 | 55 | 139 | |||||||||
| 27 Feb | 718.40 | 40.15 | -12.75 | 29.41 | 52 | -8 | 84 | |||||||||
| 26 Feb | 737.45 | 52.45 | 4.9 | 22.69 | 52 | 13 | 93 | |||||||||
| 25 Feb | 727.80 | 48.2 | 20.3 | 27.16 | 294 | -95 | 80 | |||||||||
| 24 Feb | 695.10 | 29 | 7.6 | 28.46 | 965 | 69 | 171 | |||||||||
| 23 Feb | 681.25 | 21.75 | -0.4 | 30.72 | 291 | 76 | 100 | |||||||||
| 20 Feb | 682.45 | 22.05 | 1.65 | 28.08 | 19 | 5 | 23 | |||||||||
| 19 Feb | 676.15 | 20.85 | -1.15 | 29.07 | 11 | 3 | 19 | |||||||||
| 18 Feb | 678.00 | 22 | 0.6 | 29.86 | 11 | 7 | 16 | |||||||||
| 17 Feb | 668.20 | 21.45 | -3.5 | 33.57 | 8 | 2 | 9 | |||||||||
| 16 Feb | 679.80 | 24.95 | -2.9 | 30.75 | 1 | 0 | 7 | |||||||||
| 13 Feb | 673.65 | 27.85 | -13.15 | 35.47 | 4 | 3 | 7 | |||||||||
| 12 Feb | 702.75 | 41 | 7.9 | 32.88 | 2 | 1 | 3 | |||||||||
| 11 Feb | 701.15 | 33.1 | 3.1 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 690.15 | 33.1 | 3.1 | 32.64 | 1 | 0 | 1 | |||||||||
| 9 Feb | 679.75 | 30 | -21.2 | 33.37 | 1 | 0 | 0 | |||||||||
| 6 Feb | 671.05 | 51.2 | 0 | 2.3 | 0 | 0 | 0 | |||||||||
| 5 Feb | 655.20 | 51.2 | 0 | 3.21 | 0 | 0 | 0 | |||||||||
| 4 Feb | 687.80 | 51.2 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 3 Feb | 675.65 | 51.2 | 0 | 1.02 | 0 | 0 | 0 | |||||||||
| 2 Feb | 660.65 | 51.2 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 1 Feb | 655.15 | 51.2 | 0 | 3.38 | 0 | 0 | 0 | |||||||||
| 30 Jan | 681.55 | 51.2 | 0 | 0.9 | 0 | 0 | 0 | |||||||||
| 29 Jan | 766.35 | 51.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 737.10 | 51.2 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 695 expiring on 30MAR2026
Delta for 695 CE is 0.3
Historical price for 695 CE is as follows
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 7.75, which was -2.9 lower than the previous day. The implied volatity was 36.15, the open interest changed by -15 which decreased total open position to 508
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 10.4, which was -8.8 lower than the previous day. The implied volatity was 33.77, the open interest changed by 112 which increased total open position to 525
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 18.5, which was 2.25 higher than the previous day. The implied volatity was 27.58, the open interest changed by 128 which increased total open position to 417
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 15.6, which was -7.3 lower than the previous day. The implied volatity was 35.4, the open interest changed by 30 which increased total open position to 293
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 22.05, which was -17.7 lower than the previous day. The implied volatity was 40.31, the open interest changed by 76 which increased total open position to 262
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 39.25, which was 1.65 higher than the previous day. The implied volatity was 34.21, the open interest changed by 13 which increased total open position to 187
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 37.6, which was -0.55 lower than the previous day. The implied volatity was 32.68, the open interest changed by -10 which decreased total open position to 175
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 38.2, which was 3.85 higher than the previous day. The implied volatity was 27.51, the open interest changed by 3 which increased total open position to 187
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 33.55, which was -7.15 lower than the previous day. The implied volatity was 34.6, the open interest changed by -21 which decreased total open position to 186
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 40.9, which was 3.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by 12 which increased total open position to 208
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 37.45, which was 2.85 higher than the previous day. The implied volatity was 33.34, the open interest changed by -23 which decreased total open position to 199
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 34.85, which was -12.65 lower than the previous day. The implied volatity was 38.25, the open interest changed by 81 which increased total open position to 222
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 47.45, which was 5.55 higher than the previous day. The implied volatity was 35.46, the open interest changed by 55 which increased total open position to 139
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 40.15, which was -12.75 lower than the previous day. The implied volatity was 29.41, the open interest changed by -8 which decreased total open position to 84
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 52.45, which was 4.9 higher than the previous day. The implied volatity was 22.69, the open interest changed by 13 which increased total open position to 93
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 48.2, which was 20.3 higher than the previous day. The implied volatity was 27.16, the open interest changed by -95 which decreased total open position to 80
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 29, which was 7.6 higher than the previous day. The implied volatity was 28.46, the open interest changed by 69 which increased total open position to 171
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 21.75, which was -0.4 lower than the previous day. The implied volatity was 30.72, the open interest changed by 76 which increased total open position to 100
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 22.05, which was 1.65 higher than the previous day. The implied volatity was 28.08, the open interest changed by 5 which increased total open position to 23
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 20.85, which was -1.15 lower than the previous day. The implied volatity was 29.07, the open interest changed by 3 which increased total open position to 19
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 22, which was 0.6 higher than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 16
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 21.45, which was -3.5 lower than the previous day. The implied volatity was 33.57, the open interest changed by 2 which increased total open position to 9
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 24.95, which was -2.9 lower than the previous day. The implied volatity was 30.75, the open interest changed by 0 which decreased total open position to 7
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 27.85, which was -13.15 lower than the previous day. The implied volatity was 35.47, the open interest changed by 3 which increased total open position to 7
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 41, which was 7.9 higher than the previous day. The implied volatity was 32.88, the open interest changed by 1 which increased total open position to 3
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 33.1, which was 3.1 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 33.1, which was 3.1 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 1
On 9 Feb VEDL was trading at 679.75. The strike last trading price was 30, which was -21.2 lower than the previous day. The implied volatity was 33.37, 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 51.2, which was 0 lower than the previous day. The implied volatity was 2.3, 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 51.2, which was 0 lower than the previous day. The implied volatity was 3.21, 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 51.2, 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
On 3 Feb VEDL was trading at 675.65. The strike last trading price was 51.2, which was 0 lower than the previous day. The implied volatity was 1.02, 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 51.2, which was 0 lower than the previous day. The implied volatity was 2.41, 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 51.2, which was 0 lower than the previous day. The implied volatity was 3.38, 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 51.2, which was 0 lower than the previous day. The implied volatity was 0.9, 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 51.2, 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 51.2, 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 695 PE | |||||||
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Delta: -0.64
Vega: 0.44
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 665.35 | 37.65 | 8.9 | 50.8 | 453 | 58 | 323 |
| 18 Mar | 679.00 | 28.9 | 9.35 | 41.79 | 529 | -16 | 266 |
| 17 Mar | 699.35 | 20 | -9.85 | 44.93 | 856 | 74 | 281 |
| 16 Mar | 685.60 | 30.05 | 0.2 | 48.74 | 669 | -39 | 206 |
| 13 Mar | 689.55 | 31.2 | 15.65 | 49.23 | 1,372 | 27 | 255 |
| 12 Mar | 719.60 | 15.5 | -0.7 | 44.4 | 537 | -14 | 228 |
| 11 Mar | 721.55 | 16.5 | 2.6 | 43.93 | 378 | 0 | 242 |
| 10 Mar | 722.00 | 13.6 | -6.95 | 40.11 | 513 | 32 | 247 |
| 9 Mar | 709.40 | 21.35 | 3.95 | 44.29 | 721 | -7 | 213 |
| 6 Mar | 721.00 | 16.5 | -3.05 | 41.3 | 361 | 18 | 220 |
| 5 Mar | 711.25 | 19.1 | -6.6 | 39.7 | 774 | 25 | 204 |
| 4 Mar | 701.00 | 25.55 | 9.4 | 42.2 | 1,046 | 16 | 178 |
| 2 Mar | 723.35 | 16.3 | 0.05 | 38.55 | 474 | 21 | 163 |
| 27 Feb | 718.40 | 17.25 | 5.3 | 35.39 | 180 | 17 | 143 |
| 26 Feb | 737.45 | 11.95 | -3.95 | 35.91 | 484 | 61 | 163 |
| 25 Feb | 727.80 | 15.7 | -9.65 | 37.31 | 853 | -36 | 105 |
| 24 Feb | 695.10 | 24.9 | -9.45 | 34.8 | 253 | 62 | 140 |
| 23 Feb | 681.25 | 34.5 | -3 | 35.36 | 179 | 52 | 76 |
| 20 Feb | 682.45 | 37.45 | -0.8 | - | 0 | 0 | 24 |
| 19 Feb | 676.15 | 37.45 | -0.8 | 35.77 | 28 | 19 | 22 |
| 18 Feb | 678.00 | 38.25 | 8.7 | 36.4 | 2 | 0 | 3 |
| 17 Feb | 668.20 | 29.55 | -2.95 | - | 0 | 0 | 3 |
| 16 Feb | 679.80 | 29.55 | -2.95 | - | 0 | 0 | 3 |
| 13 Feb | 673.65 | 29.55 | -2.95 | - | 0 | 0 | 3 |
| 12 Feb | 702.75 | 29.55 | -2.95 | 37.7 | 2 | 0 | 2 |
| 11 Feb | 701.15 | 32.5 | -1 | 40.9 | 2 | 1 | 1 |
| 10 Feb | 690.15 | 33.5 | 0 | 0.36 | 0 | 0 | 0 |
| 9 Feb | 679.75 | 33.5 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 671.05 | 33.5 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 655.20 | 33.5 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 687.80 | 33.5 | 0 | 0.46 | 0 | 0 | 0 |
| 3 Feb | 675.65 | 33.5 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 660.65 | 33.5 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 655.15 | 33.5 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 681.55 | 33.5 | 0 | 0.37 | 0 | 0 | 0 |
| 29 Jan | 766.35 | 33.5 | 0 | 7.61 | 0 | 0 | 0 |
| 28 Jan | 737.10 | 33.5 | 0 | 5.06 | 0 | 0 | 0 |
For Vedanta Limited - strike price 695 expiring on 30MAR2026
Delta for 695 PE is -0.64
Historical price for 695 PE is as follows
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 37.65, which was 8.9 higher than the previous day. The implied volatity was 50.8, the open interest changed by 58 which increased total open position to 323
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 28.9, which was 9.35 higher than the previous day. The implied volatity was 41.79, the open interest changed by -16 which decreased total open position to 266
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 20, which was -9.85 lower than the previous day. The implied volatity was 44.93, the open interest changed by 74 which increased total open position to 281
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 30.05, which was 0.2 higher than the previous day. The implied volatity was 48.74, the open interest changed by -39 which decreased total open position to 206
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 31.2, which was 15.65 higher than the previous day. The implied volatity was 49.23, the open interest changed by 27 which increased total open position to 255
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 15.5, which was -0.7 lower than the previous day. The implied volatity was 44.4, the open interest changed by -14 which decreased total open position to 228
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 16.5, which was 2.6 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 242
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 13.6, which was -6.95 lower than the previous day. The implied volatity was 40.11, the open interest changed by 32 which increased total open position to 247
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 21.35, which was 3.95 higher than the previous day. The implied volatity was 44.29, the open interest changed by -7 which decreased total open position to 213
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 16.5, which was -3.05 lower than the previous day. The implied volatity was 41.3, the open interest changed by 18 which increased total open position to 220
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 19.1, which was -6.6 lower than the previous day. The implied volatity was 39.7, the open interest changed by 25 which increased total open position to 204
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 25.55, which was 9.4 higher than the previous day. The implied volatity was 42.2, the open interest changed by 16 which increased total open position to 178
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 16.3, which was 0.05 higher than the previous day. The implied volatity was 38.55, the open interest changed by 21 which increased total open position to 163
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 17.25, which was 5.3 higher than the previous day. The implied volatity was 35.39, the open interest changed by 17 which increased total open position to 143
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was 35.91, the open interest changed by 61 which increased total open position to 163
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 15.7, which was -9.65 lower than the previous day. The implied volatity was 37.31, the open interest changed by -36 which decreased total open position to 105
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 24.9, which was -9.45 lower than the previous day. The implied volatity was 34.8, the open interest changed by 62 which increased total open position to 140
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 34.5, which was -3 lower than the previous day. The implied volatity was 35.36, the open interest changed by 52 which increased total open position to 76
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 37.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 37.45, which was -0.8 lower than the previous day. The implied volatity was 35.77, the open interest changed by 19 which increased total open position to 22
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 38.25, which was 8.7 higher than the previous day. The implied volatity was 36.4, 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 29.55, which was -2.95 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 29.55, which was -2.95 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 29.55, which was -2.95 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 29.55, which was -2.95 lower than the previous day. The implied volatity was 37.7, 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 32.5, which was -1 lower than the previous day. The implied volatity was 40.9, the open interest changed by 1 which increased total open position to 1
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.36, 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 33.5, 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 33.5, 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 33.5, 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 33.5, which was 0 lower than the previous day. The implied volatity was 0.46, 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 33.5, 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 Feb VEDL was trading at 660.65. The strike last trading price was 33.5, 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 33.5, 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 30 Jan VEDL was trading at 681.55. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.37, 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 33.5, which was 0 lower than the previous day. The implied volatity was 7.61, 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 33.5, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
