VEDL
Vedanta Limited
Historical option data for VEDL
25 Feb 2026 02:27 PM IST
| VEDL 30-MAR-2026 700 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.73
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 724.75 | 41.7 | 15.95 | 26.56 | 5,941 | -536 | 2,385 | |||||||||
| 24 Feb | 695.10 | 26.75 | 6.95 | 30.7 | 4,709 | 74 | 2,916 | |||||||||
| 23 Feb | 681.25 | 19.85 | -0.3 | 29.96 | 2,411 | 282 | 2,844 | |||||||||
| 20 Feb | 682.45 | 19.7 | 0.6 | 27.83 | 1,355 | 201 | 2,569 | |||||||||
| 19 Feb | 676.15 | 19.45 | -1.1 | 29.75 | 953 | 19 | 2,375 | |||||||||
| 18 Feb | 678.00 | 20 | 0.2 | 29.86 | 1,066 | 255 | 2,359 | |||||||||
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| 17 Feb | 668.20 | 20 | -4.05 | 33.56 | 1,171 | 408 | 2,049 | |||||||||
| 16 Feb | 679.80 | 23.95 | -1.5 | 31.96 | 391 | 54 | 1,639 | |||||||||
| 13 Feb | 673.65 | 24.85 | -14.1 | 34.4 | 1,054 | 179 | 1,586 | |||||||||
| 12 Feb | 702.75 | 37.25 | -2.1 | 31.79 | 475 | 79 | 1,405 | |||||||||
| 11 Feb | 701.15 | 40.75 | 7.65 | 34.19 | 631 | 35 | 1,325 | |||||||||
| 10 Feb | 690.15 | 32.55 | 2.35 | 34.43 | 279 | 23 | 1,291 | |||||||||
| 9 Feb | 679.75 | 30 | 2.7 | 35.92 | 408 | 42 | 1,269 | |||||||||
| 6 Feb | 671.05 | 25.95 | 3.55 | 36.02 | 274 | -14 | 1,225 | |||||||||
| 5 Feb | 655.20 | 22.3 | -11.1 | 36.12 | 611 | 204 | 1,239 | |||||||||
| 4 Feb | 687.80 | 33.4 | 3.95 | 32.28 | 334 | 45 | 1,037 | |||||||||
| 3 Feb | 675.65 | 29.35 | 5 | 33.8 | 695 | 47 | 990 | |||||||||
| 2 Feb | 660.65 | 25.3 | 1.9 | 35.51 | 749 | 322 | 937 | |||||||||
| 1 Feb | 655.15 | 22.9 | -10.05 | 35.85 | 710 | 38 | 615 | |||||||||
| 30 Jan | 681.55 | 30.6 | -45.4 | 31.74 | 1,109 | -166 | 580 | |||||||||
| 29 Jan | 766.35 | 75.5 | 19.6 | 12.33 | 473 | -38 | 773 | |||||||||
| 28 Jan | 737.10 | 55 | 13.4 | 20.27 | 233 | 0 | 834 | |||||||||
| 27 Jan | 705.45 | 42.2 | 11.65 | 27.88 | 21 | 3 | 834 | |||||||||
| 23 Jan | 684.15 | 31.75 | 2 | 28.71 | 209 | 67 | 831 | |||||||||
| 22 Jan | 678.65 | 29.65 | -2.05 | 29.48 | 554 | 261 | 764 | |||||||||
| 21 Jan | 676.65 | 32 | 5.85 | 31.87 | 564 | 309 | 503 | |||||||||
| 20 Jan | 671.80 | 26.15 | 0.15 | 28.85 | 169 | 99 | 194 | |||||||||
| 19 Jan | 674.80 | 26 | -2.55 | 26.11 | 89 | 77 | 95 | |||||||||
| 16 Jan | 682.70 | 28.9 | 12.9 | 25.74 | 24 | 17 | 17 | |||||||||
For Vedanta Limited - strike price 700 expiring on 30MAR2026
Delta for 700 CE is 0.72
Historical price for 700 CE is as follows
On 25 Feb VEDL was trading at 724.75. The strike last trading price was 41.7, which was 15.95 higher than the previous day. The implied volatity was 26.56, the open interest changed by -536 which decreased total open position to 2385
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 26.75, which was 6.95 higher than the previous day. The implied volatity was 30.7, the open interest changed by 74 which increased total open position to 2916
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 19.85, which was -0.3 lower than the previous day. The implied volatity was 29.96, the open interest changed by 282 which increased total open position to 2844
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 19.7, which was 0.6 higher than the previous day. The implied volatity was 27.83, the open interest changed by 201 which increased total open position to 2569
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 19.45, which was -1.1 lower than the previous day. The implied volatity was 29.75, the open interest changed by 19 which increased total open position to 2375
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 20, which was 0.2 higher than the previous day. The implied volatity was 29.86, the open interest changed by 255 which increased total open position to 2359
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 20, which was -4.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 408 which increased total open position to 2049
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 23.95, which was -1.5 lower than the previous day. The implied volatity was 31.96, the open interest changed by 54 which increased total open position to 1639
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 24.85, which was -14.1 lower than the previous day. The implied volatity was 34.4, the open interest changed by 179 which increased total open position to 1586
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 37.25, which was -2.1 lower than the previous day. The implied volatity was 31.79, the open interest changed by 79 which increased total open position to 1405
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 40.75, which was 7.65 higher than the previous day. The implied volatity was 34.19, the open interest changed by 35 which increased total open position to 1325
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 32.55, which was 2.35 higher than the previous day. The implied volatity was 34.43, the open interest changed by 23 which increased total open position to 1291
On 9 Feb VEDL was trading at 679.75. The strike last trading price was 30, which was 2.7 higher than the previous day. The implied volatity was 35.92, the open interest changed by 42 which increased total open position to 1269
On 6 Feb VEDL was trading at 671.05. The strike last trading price was 25.95, which was 3.55 higher than the previous day. The implied volatity was 36.02, the open interest changed by -14 which decreased total open position to 1225
On 5 Feb VEDL was trading at 655.20. The strike last trading price was 22.3, which was -11.1 lower than the previous day. The implied volatity was 36.12, the open interest changed by 204 which increased total open position to 1239
On 4 Feb VEDL was trading at 687.80. The strike last trading price was 33.4, which was 3.95 higher than the previous day. The implied volatity was 32.28, the open interest changed by 45 which increased total open position to 1037
On 3 Feb VEDL was trading at 675.65. The strike last trading price was 29.35, which was 5 higher than the previous day. The implied volatity was 33.8, the open interest changed by 47 which increased total open position to 990
On 2 Feb VEDL was trading at 660.65. The strike last trading price was 25.3, which was 1.9 higher than the previous day. The implied volatity was 35.51, the open interest changed by 322 which increased total open position to 937
On 1 Feb VEDL was trading at 655.15. The strike last trading price was 22.9, which was -10.05 lower than the previous day. The implied volatity was 35.85, the open interest changed by 38 which increased total open position to 615
On 30 Jan VEDL was trading at 681.55. The strike last trading price was 30.6, which was -45.4 lower than the previous day. The implied volatity was 31.74, the open interest changed by -166 which decreased total open position to 580
On 29 Jan VEDL was trading at 766.35. The strike last trading price was 75.5, which was 19.6 higher than the previous day. The implied volatity was 12.33, the open interest changed by -38 which decreased total open position to 773
On 28 Jan VEDL was trading at 737.10. The strike last trading price was 55, which was 13.4 higher than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 834
On 27 Jan VEDL was trading at 705.45. The strike last trading price was 42.2, which was 11.65 higher than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 834
On 23 Jan VEDL was trading at 684.15. The strike last trading price was 31.75, which was 2 higher than the previous day. The implied volatity was 28.71, the open interest changed by 67 which increased total open position to 831
On 22 Jan VEDL was trading at 678.65. The strike last trading price was 29.65, which was -2.05 lower than the previous day. The implied volatity was 29.48, the open interest changed by 261 which increased total open position to 764
On 21 Jan VEDL was trading at 676.65. The strike last trading price was 32, which was 5.85 higher than the previous day. The implied volatity was 31.87, the open interest changed by 309 which increased total open position to 503
On 20 Jan VEDL was trading at 671.80. The strike last trading price was 26.15, which was 0.15 higher than the previous day. The implied volatity was 28.85, the open interest changed by 99 which increased total open position to 194
On 19 Jan VEDL was trading at 674.80. The strike last trading price was 26, which was -2.55 lower than the previous day. The implied volatity was 26.11, the open interest changed by 77 which increased total open position to 95
On 16 Jan VEDL was trading at 682.70. The strike last trading price was 28.9, which was 12.9 higher than the previous day. The implied volatity was 25.74, the open interest changed by 17 which increased total open position to 17
| VEDL 30MAR2026 700 PE | |||||||
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Delta: -0.33
Vega: 0.79
Theta: -0.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 724.75 | 18.7 | -9.25 | 37.58 | 4,771 | 144 | 1,224 |
| 24 Feb | 695.10 | 27.5 | -9.8 | 35.33 | 975 | 85 | 1,059 |
| 23 Feb | 681.25 | 38.1 | 1.8 | 36.22 | 554 | 90 | 974 |
| 20 Feb | 682.45 | 36.6 | -3.95 | 35.1 | 235 | 44 | 887 |
| 19 Feb | 676.15 | 40.8 | 1 | 36.27 | 148 | 2 | 843 |
| 18 Feb | 678.00 | 40.4 | -7.1 | 35.56 | 291 | 95 | 840 |
| 17 Feb | 668.20 | 47.35 | 7.2 | 37.44 | 296 | 55 | 743 |
| 16 Feb | 679.80 | 40.45 | -8.4 | 36.66 | 100 | 24 | 687 |
| 13 Feb | 673.65 | 50 | 17.4 | 42.54 | 200 | 91 | 663 |
| 12 Feb | 702.75 | 32.6 | -0.4 | 38.46 | 178 | 55 | 572 |
| 11 Feb | 701.15 | 32.25 | -7.55 | 38.3 | 209 | 95 | 516 |
| 10 Feb | 690.15 | 40.7 | -6.8 | 39.05 | 72 | 24 | 420 |
| 9 Feb | 679.75 | 48 | -4.35 | 41.47 | 141 | 69 | 396 |
| 6 Feb | 671.05 | 53 | -9.95 | 39.02 | 28 | 21 | 327 |
| 5 Feb | 655.20 | 62.9 | 18.9 | 42.76 | 46 | -20 | 305 |
| 4 Feb | 687.80 | 44 | -5.75 | 40.98 | 46 | 16 | 325 |
| 3 Feb | 675.65 | 50.2 | -7.85 | 40.8 | 149 | -4 | 308 |
| 2 Feb | 660.65 | 57 | -8 | 39.66 | 33 | -1 | 308 |
| 1 Feb | 655.15 | 66 | 17.1 | 43.81 | 53 | -13 | 309 |
| 30 Jan | 681.55 | 50.05 | 37.8 | 41.52 | 891 | -101 | 322 |
| 29 Jan | 766.35 | 11.35 | -6.4 | 32.89 | 912 | 180 | 417 |
| 28 Jan | 737.10 | 18.2 | -18.8 | 32.26 | 494 | 231 | 236 |
| 27 Jan | 705.45 | 37 | -63.05 | 39.02 | 5 | 2 | 2 |
| 23 Jan | 684.15 | 100.05 | 0 | 0.81 | 0 | 0 | 0 |
| 22 Jan | 678.65 | 100.05 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 676.65 | 100.05 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 671.80 | 100.05 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 674.80 | 100.05 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 682.70 | 100.05 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 700 expiring on 30MAR2026
Delta for 700 PE is -0.33
Historical price for 700 PE is as follows
On 25 Feb VEDL was trading at 724.75. The strike last trading price was 18.7, which was -9.25 lower than the previous day. The implied volatity was 37.58, the open interest changed by 144 which increased total open position to 1224
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 27.5, which was -9.8 lower than the previous day. The implied volatity was 35.33, the open interest changed by 85 which increased total open position to 1059
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 38.1, which was 1.8 higher than the previous day. The implied volatity was 36.22, the open interest changed by 90 which increased total open position to 974
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 36.6, which was -3.95 lower than the previous day. The implied volatity was 35.1, the open interest changed by 44 which increased total open position to 887
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 40.8, which was 1 higher than the previous day. The implied volatity was 36.27, the open interest changed by 2 which increased total open position to 843
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 40.4, which was -7.1 lower than the previous day. The implied volatity was 35.56, the open interest changed by 95 which increased total open position to 840
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 47.35, which was 7.2 higher than the previous day. The implied volatity was 37.44, the open interest changed by 55 which increased total open position to 743
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 40.45, which was -8.4 lower than the previous day. The implied volatity was 36.66, the open interest changed by 24 which increased total open position to 687
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 50, which was 17.4 higher than the previous day. The implied volatity was 42.54, the open interest changed by 91 which increased total open position to 663
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 32.6, which was -0.4 lower than the previous day. The implied volatity was 38.46, the open interest changed by 55 which increased total open position to 572
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 32.25, which was -7.55 lower than the previous day. The implied volatity was 38.3, the open interest changed by 95 which increased total open position to 516
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 40.7, which was -6.8 lower than the previous day. The implied volatity was 39.05, the open interest changed by 24 which increased total open position to 420
On 9 Feb VEDL was trading at 679.75. The strike last trading price was 48, which was -4.35 lower than the previous day. The implied volatity was 41.47, the open interest changed by 69 which increased total open position to 396
On 6 Feb VEDL was trading at 671.05. The strike last trading price was 53, which was -9.95 lower than the previous day. The implied volatity was 39.02, the open interest changed by 21 which increased total open position to 327
On 5 Feb VEDL was trading at 655.20. The strike last trading price was 62.9, which was 18.9 higher than the previous day. The implied volatity was 42.76, the open interest changed by -20 which decreased total open position to 305
On 4 Feb VEDL was trading at 687.80. The strike last trading price was 44, which was -5.75 lower than the previous day. The implied volatity was 40.98, the open interest changed by 16 which increased total open position to 325
On 3 Feb VEDL was trading at 675.65. The strike last trading price was 50.2, which was -7.85 lower than the previous day. The implied volatity was 40.8, the open interest changed by -4 which decreased total open position to 308
On 2 Feb VEDL was trading at 660.65. The strike last trading price was 57, which was -8 lower than the previous day. The implied volatity was 39.66, the open interest changed by -1 which decreased total open position to 308
On 1 Feb VEDL was trading at 655.15. The strike last trading price was 66, which was 17.1 higher than the previous day. The implied volatity was 43.81, the open interest changed by -13 which decreased total open position to 309
On 30 Jan VEDL was trading at 681.55. The strike last trading price was 50.05, which was 37.8 higher than the previous day. The implied volatity was 41.52, the open interest changed by -101 which decreased total open position to 322
On 29 Jan VEDL was trading at 766.35. The strike last trading price was 11.35, which was -6.4 lower than the previous day. The implied volatity was 32.89, the open interest changed by 180 which increased total open position to 417
On 28 Jan VEDL was trading at 737.10. The strike last trading price was 18.2, which was -18.8 lower than the previous day. The implied volatity was 32.26, the open interest changed by 231 which increased total open position to 236
On 27 Jan VEDL was trading at 705.45. The strike last trading price was 37, which was -63.05 lower than the previous day. The implied volatity was 39.02, the open interest changed by 2 which increased total open position to 2
On 23 Jan VEDL was trading at 684.15. The strike last trading price was 100.05, which was 0 lower than the previous day. The implied volatity was 0.81, 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 100.05, 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 21 Jan VEDL was trading at 676.65. The strike last trading price was 100.05, 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 20 Jan VEDL was trading at 671.80. The strike last trading price was 100.05, 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 19 Jan VEDL was trading at 674.80. The strike last trading price was 100.05, 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 16 Jan VEDL was trading at 682.70. The strike last trading price was 100.05, 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
