VEDL

Vedanta Limited

766.35 +29.25 (3.97%)

L: 743 H: 769.8

Back to Option Chain

Historical option data for VEDL
29 Jan 2026 04:12 PM 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 700 CE
Delta: 0.89 Vega: 0.38 Theta: -0.39 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	766.35	75.9 ₹ 87,285	21.85 25127.50	30.97	2,208 25,39,200	-452 -5,19,800	1,970 22,65,500
28 Jan	737.10	54.9 ₹ 63,135	18.75 21562.50	38.14	5,305 61,00,750	-754 -8,67,100	2,428 27,92,200
27 Jan	705.45	36.4 ₹ 41,860	9.95 11442.50	39.71	6,678 76,79,700	-74 -85,100	3,176 36,52,400
23 Jan	684.15	27.2 ₹ 31,280	4.3 4945.00	38.54	6,041 69,47,150	370 4,25,500	3,254 37,42,100
22 Jan	678.65	22.15 ₹ 25,472.5	-1.95 -2242.50	35.78	5,339 61,39,850	107 1,23,050	2,880 33,12,000
21 Jan	676.65	24 ₹ 27,600	2.35 2702.50	38.51	2,356 27,09,400	405 4,65,750	2,774 31,90,100

20 Jan	671.80	20 ₹ 23,000	-2.75 -3162.50	35.93	2,791 32,09,650	301 3,46,150	2,379 27,35,850
19 Jan	674.80	23.25 ₹ 26,737.5	-2.3 -2645.00	36.24	1,141 13,12,150	352 4,04,800	2,100 24,15,000
16 Jan	682.70	24.45 ₹ 28,117.5	2.4 2760.00	33.35	1,477 16,98,550	349 4,01,350	1,742 20,03,300
14 Jan	675.75	21.85 ₹ 25,127.5	12.2 14030.00	31.97	4,502 51,77,300	209 2,40,350	1,403 16,13,450
13 Jan	637.20	9.75 ₹ 11,212.5	3.5 4025.00	32.76	2,044 23,50,600	851 9,78,650	1,196 13,75,400
12 Jan	627.35	6.35 ₹ 7,302.5	2.5 2875.00	30.04	549 6,31,350	23 26,450	344 3,95,600
9 Jan	609.85	3.85 ₹ 4,427.5	0.6 690.00	29.45	429 4,93,350	-51 -58,650	321 3,69,150
8 Jan	603.50	3.3 ₹ 3,795	-1.8 -2070.00	30.01	290 3,33,500	92 1,05,800	368 4,23,200
7 Jan	622.20	5.2 ₹ 5,980	0.15 172.50	28.02	251 2,88,650	95 1,09,250	276 3,17,400
6 Jan	621.75	5.05 ₹ 5,807.5	0.65 747.50	27.7	142 1,63,300	28 32,200	180 2,07,000
5 Jan	615.65	4.4 ₹ 5,060	1.65 1897.50	27.81	159 1,82,850	151 1,73,650	151 1,73,650

For Vedanta Limited - strike price 700 expiring on 24FEB2026

Delta for 700 CE is 0.89

Historical price for 700 CE is as follows

On 29 Jan VEDL was trading at 766.35. The strike last trading price was 75.9, which was 21.85 higher than the previous day. The implied volatity was 30.97, the open interest changed by -452 which decreased total open position to 1970

On 28 Jan VEDL was trading at 737.10. The strike last trading price was 54.9, which was 18.75 higher than the previous day. The implied volatity was 38.14, the open interest changed by -754 which decreased total open position to 2428

On 27 Jan VEDL was trading at 705.45. The strike last trading price was 36.4, which was 9.95 higher than the previous day. The implied volatity was 39.71, the open interest changed by -74 which decreased total open position to 3176

On 23 Jan VEDL was trading at 684.15. The strike last trading price was 27.2, which was 4.3 higher than the previous day. The implied volatity was 38.54, the open interest changed by 370 which increased total open position to 3254

On 22 Jan VEDL was trading at 678.65. The strike last trading price was 22.15, which was -1.95 lower than the previous day. The implied volatity was 35.78, the open interest changed by 107 which increased total open position to 2880

On 21 Jan VEDL was trading at 676.65. The strike last trading price was 24, which was 2.35 higher than the previous day. The implied volatity was 38.51, the open interest changed by 405 which increased total open position to 2774

On 20 Jan VEDL was trading at 671.80. The strike last trading price was 20, which was -2.75 lower than the previous day. The implied volatity was 35.93, the open interest changed by 301 which increased total open position to 2379

On 19 Jan VEDL was trading at 674.80. The strike last trading price was 23.25, which was -2.3 lower than the previous day. The implied volatity was 36.24, the open interest changed by 352 which increased total open position to 2100

On 16 Jan VEDL was trading at 682.70. The strike last trading price was 24.45, which was 2.4 higher than the previous day. The implied volatity was 33.35, the open interest changed by 349 which increased total open position to 1742

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 21.85, which was 12.2 higher than the previous day. The implied volatity was 31.97, the open interest changed by 209 which increased total open position to 1403

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 9.75, which was 3.5 higher than the previous day. The implied volatity was 32.76, the open interest changed by 851 which increased total open position to 1196

On 12 Jan VEDL was trading at 627.35. The strike last trading price was 6.35, which was 2.5 higher than the previous day. The implied volatity was 30.04, the open interest changed by 23 which increased total open position to 344

On 9 Jan VEDL was trading at 609.85. The strike last trading price was 3.85, which was 0.6 higher than the previous day. The implied volatity was 29.45, the open interest changed by -51 which decreased total open position to 321

On 8 Jan VEDL was trading at 603.50. The strike last trading price was 3.3, which was -1.8 lower than the previous day. The implied volatity was 30.01, the open interest changed by 92 which increased total open position to 368

On 7 Jan VEDL was trading at 622.20. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 28.02, the open interest changed by 95 which increased total open position to 276

On 6 Jan VEDL was trading at 621.75. The strike last trading price was 5.05, which was 0.65 higher than the previous day. The implied volatity was 27.7, the open interest changed by 28 which increased total open position to 180

On 5 Jan VEDL was trading at 615.65. The strike last trading price was 4.4, which was 1.65 higher than the previous day. The implied volatity was 27.81, the open interest changed by 151 which increased total open position to 151

VEDL 24FEB2026 700 PE
Delta: -0.16 Vega: 0.51 Theta: -0.35 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	766.35	7.5 ₹ 8,625	-7 -8050.00	40.18	16,650 1,91,47,500	476 5,47,400	2,731 31,40,650
28 Jan	737.10	14.8 ₹ 17,020	-13.2 -15180.00	40.37	6,553 75,35,950	1,042 11,98,300	2,256 25,94,400
27 Jan	705.45	27.7 ₹ 31,855	-10.35 -11902.50	43.28	1,863 21,42,450	296 3,40,400	1,200 13,80,000
23 Jan	684.15	37.3 ₹ 42,895	-4.25 -4887.50	40.23	1,876 21,57,400	126 1,44,900	904 10,39,600
22 Jan	678.65	41.65 ₹ 47,897.5	-0.45 -517.50	40.26	1,116 12,83,400	-174 -2,00,100	779 8,95,850
21 Jan	676.65	42.25 ₹ 48,587.5	-3.65 -4197.50	39.17	187 2,15,050	82 94,300	952 10,94,800
20 Jan	671.80	47.45 ₹ 54,567.5	4.05 4657.50	41.05	1,032 11,86,800	441 5,07,150	871 10,01,650
19 Jan	674.80	43.25 ₹ 49,737.5	2 2300.00	39.67	352 4,04,800	81 93,150	430 4,94,500
16 Jan	682.70	42.15 ₹ 48,472.5	-2.65 -3047.50	40.34	224 2,57,600	92 1,05,800	346 3,97,900
14 Jan	675.75	44.25 ₹ 50,887.5	-131.75 -151512.50	38.92	521 5,99,150	255 2,93,250	255 2,93,250
13 Jan	637.20	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0
12 Jan	627.35	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0
9 Jan	609.85	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0
8 Jan	603.50	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0
7 Jan	622.20	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0
6 Jan	621.75	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0
5 Jan	615.65	176 ₹ 2,02,400	0 0.00	-	0 0	0 0	0 0

For Vedanta Limited - strike price 700 expiring on 24FEB2026

Delta for 700 PE is -0.16

Historical price for 700 PE is as follows

On 29 Jan VEDL was trading at 766.35. The strike last trading price was 7.5, which was -7 lower than the previous day. The implied volatity was 40.18, the open interest changed by 476 which increased total open position to 2731

On 28 Jan VEDL was trading at 737.10. The strike last trading price was 14.8, which was -13.2 lower than the previous day. The implied volatity was 40.37, the open interest changed by 1042 which increased total open position to 2256

On 27 Jan VEDL was trading at 705.45. The strike last trading price was 27.7, which was -10.35 lower than the previous day. The implied volatity was 43.28, the open interest changed by 296 which increased total open position to 1200

On 23 Jan VEDL was trading at 684.15. The strike last trading price was 37.3, which was -4.25 lower than the previous day. The implied volatity was 40.23, the open interest changed by 126 which increased total open position to 904

On 22 Jan VEDL was trading at 678.65. The strike last trading price was 41.65, which was -0.45 lower than the previous day. The implied volatity was 40.26, the open interest changed by -174 which decreased total open position to 779

On 21 Jan VEDL was trading at 676.65. The strike last trading price was 42.25, which was -3.65 lower than the previous day. The implied volatity was 39.17, the open interest changed by 82 which increased total open position to 952

On 20 Jan VEDL was trading at 671.80. The strike last trading price was 47.45, which was 4.05 higher than the previous day. The implied volatity was 41.05, the open interest changed by 441 which increased total open position to 871

On 19 Jan VEDL was trading at 674.80. The strike last trading price was 43.25, which was 2 higher than the previous day. The implied volatity was 39.67, the open interest changed by 81 which increased total open position to 430

On 16 Jan VEDL was trading at 682.70. The strike last trading price was 42.15, which was -2.65 lower than the previous day. The implied volatity was 40.34, the open interest changed by 92 which increased total open position to 346

On 14 Jan VEDL was trading at 675.75. The strike last trading price was 44.25, which was -131.75 lower than the previous day. The implied volatity was 38.92, the open interest changed by 255 which increased total open position to 255

On 13 Jan VEDL was trading at 637.20. The strike last trading price was 176, 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 176, 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 176, 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 176, 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 176, 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 176, 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 176, 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

Related Pages for VEDL

VEDL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD