VEDL
Vedanta Limited
Historical option data for VEDL
11 Mar 2026 04:12 PM IST
| VEDL 30-MAR-2026 705 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.61
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 721.55 | 31.9 | -0.05 | 33.97 | 207 | -43 | 319 | |||||||||
| 10 Mar | 722.00 | 32 | 3.25 | 28.93 | 916 | -74 | 363 | |||||||||
| 9 Mar | 709.40 | 27.75 | -8.55 | 34.47 | 1,688 | 183 | 453 | |||||||||
| 6 Mar | 721.00 | 37.4 | 5.55 | 34.07 | 553 | 36 | 309 | |||||||||
| 5 Mar | 711.25 | 32.55 | 3.2 | 34.76 | 551 | -13 | 274 | |||||||||
| 4 Mar | 701.00 | 29.5 | -11.15 | 38 | 935 | 98 | 292 | |||||||||
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| 2 Mar | 723.35 | 40.4 | 5.6 | 34.52 | 349 | 57 | 194 | |||||||||
| 27 Feb | 718.40 | 34.25 | -11.1 | 29.83 | 32 | -8 | 135 | |||||||||
| 26 Feb | 737.45 | 45.5 | 4.3 | 24.38 | 76 | 19 | 144 | |||||||||
| 25 Feb | 727.80 | 42 | 18.15 | 28.29 | 429 | 25 | 127 | |||||||||
| 24 Feb | 695.10 | 24.6 | 6.75 | 28.91 | 333 | 59 | 99 | |||||||||
| 23 Feb | 681.25 | 18.15 | -0.1 | 31.13 | 79 | 12 | 35 | |||||||||
| 20 Feb | 682.45 | 18.25 | 0.85 | 28.44 | 28 | 5 | 24 | |||||||||
| 19 Feb | 676.15 | 17.4 | -1.6 | 29.51 | 6 | 4 | 18 | |||||||||
| 18 Feb | 678.00 | 19 | 1 | 30.86 | 2 | 0 | 14 | |||||||||
| 17 Feb | 668.20 | 18 | -3.35 | 33.6 | 9 | 4 | 13 | |||||||||
| 16 Feb | 679.80 | 21.35 | -2.75 | 31.27 | 2 | 1 | 9 | |||||||||
| 13 Feb | 673.65 | 24.1 | -12.4 | 35.62 | 1 | 0 | 7 | |||||||||
| 12 Feb | 702.75 | 35.9 | 6.6 | 33.03 | 11 | 6 | 8 | |||||||||
| 11 Feb | 701.15 | 29.3 | 3.45 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 690.15 | 29.3 | 3.45 | 32.79 | 1 | 0 | 1 | |||||||||
| 9 Feb | 679.75 | 25.85 | -20.2 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 671.05 | 25.85 | -20.2 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 655.20 | 25.85 | -20.2 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 687.80 | 25.85 | -20.2 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 675.65 | 25.85 | -20.2 | 32.68 | 2 | 1 | 1 | |||||||||
| 2 Feb | 660.65 | 46.05 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 1 Feb | 655.15 | 46.05 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
| 30 Jan | 681.55 | 46.05 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
| 29 Jan | 766.35 | 46.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 737.10 | 46.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 705 expiring on 30MAR2026
Delta for 705 CE is 0.64
Historical price for 705 CE is as follows
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 31.9, which was -0.05 lower than the previous day. The implied volatity was 33.97, the open interest changed by -43 which decreased total open position to 319
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 32, which was 3.25 higher than the previous day. The implied volatity was 28.93, the open interest changed by -74 which decreased total open position to 363
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 27.75, which was -8.55 lower than the previous day. The implied volatity was 34.47, the open interest changed by 183 which increased total open position to 453
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 37.4, which was 5.55 higher than the previous day. The implied volatity was 34.07, the open interest changed by 36 which increased total open position to 309
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 32.55, which was 3.2 higher than the previous day. The implied volatity was 34.76, the open interest changed by -13 which decreased total open position to 274
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 29.5, which was -11.15 lower than the previous day. The implied volatity was 38, the open interest changed by 98 which increased total open position to 292
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 40.4, which was 5.6 higher than the previous day. The implied volatity was 34.52, the open interest changed by 57 which increased total open position to 194
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 34.25, which was -11.1 lower than the previous day. The implied volatity was 29.83, the open interest changed by -8 which decreased total open position to 135
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 45.5, which was 4.3 higher than the previous day. The implied volatity was 24.38, the open interest changed by 19 which increased total open position to 144
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 42, which was 18.15 higher than the previous day. The implied volatity was 28.29, the open interest changed by 25 which increased total open position to 127
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 24.6, which was 6.75 higher than the previous day. The implied volatity was 28.91, the open interest changed by 59 which increased total open position to 99
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 18.15, which was -0.1 lower than the previous day. The implied volatity was 31.13, the open interest changed by 12 which increased total open position to 35
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 18.25, which was 0.85 higher than the previous day. The implied volatity was 28.44, the open interest changed by 5 which increased total open position to 24
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 17.4, which was -1.6 lower than the previous day. The implied volatity was 29.51, the open interest changed by 4 which increased total open position to 18
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 19, which was 1 higher than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 14
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 18, which was -3.35 lower than the previous day. The implied volatity was 33.6, the open interest changed by 4 which increased total open position to 13
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 21.35, which was -2.75 lower than the previous day. The implied volatity was 31.27, the open interest changed by 1 which increased total open position to 9
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 24.1, which was -12.4 lower than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 7
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 35.9, which was 6.6 higher than the previous day. The implied volatity was 33.03, the open interest changed by 6 which increased total open position to 8
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 29.3, which was 3.45 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 29.3, which was 3.45 higher than the previous day. The implied volatity was 32.79, 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 25.85, which was -20.2 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 25.85, which was -20.2 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 25.85, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb VEDL was trading at 687.80. The strike last trading price was 25.85, which was -20.2 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 25.85, which was -20.2 lower than the previous day. The implied volatity was 32.68, the open interest changed by 1 which increased total open position to 1
On 2 Feb VEDL was trading at 660.65. The strike last trading price was 46.05, which was 0 lower than the previous day. The implied volatity was 3.41, 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 46.05, which was 0 lower than the previous day. The implied volatity was 4.16, 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 46.05, which was 0 lower than the previous day. The implied volatity was 1.62, 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 46.05, 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 28 Jan VEDL was trading at 737.10. The strike last trading price was 46.05, 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
| VEDL 30MAR2026 705 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.63
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 721.55 | 20.4 | 2.8 | 43.89 | 590 | -57 | 424 |
| 10 Mar | 722.00 | 17.4 | -8 | 40.43 | 762 | 26 | 481 |
| 9 Mar | 709.40 | 25.55 | 4.35 | 43.89 | 1,305 | 125 | 448 |
| 6 Mar | 721.00 | 20.6 | -3.5 | 41.78 | 444 | 49 | 324 |
| 5 Mar | 711.25 | 23.2 | -7.25 | 39.54 | 643 | 36 | 276 |
| 4 Mar | 701.00 | 30.1 | 10.3 | 41.83 | 702 | 83 | 244 |
| 2 Mar | 723.35 | 19.85 | -0.25 | 38.33 | 686 | 62 | 161 |
| 27 Feb | 718.40 | 21.25 | 6.05 | 35.45 | 344 | -31 | 101 |
| 26 Feb | 737.45 | 14.95 | -4.75 | 35.92 | 329 | 9 | 133 |
| 25 Feb | 727.80 | 19.3 | -11.6 | 37.45 | 643 | 65 | 123 |
| 24 Feb | 695.10 | 30.15 | -5.7 | 35.18 | 120 | 53 | 58 |
| 23 Feb | 681.25 | 35.85 | -5.75 | 29.82 | 1 | 0 | 5 |
| 20 Feb | 682.45 | 41.6 | 6.55 | 37.46 | 3 | 1 | 3 |
| 19 Feb | 676.15 | 34.85 | -3.4 | - | 0 | 0 | 2 |
| 18 Feb | 678.00 | 34.85 | -3.4 | - | 0 | 0 | 2 |
| 17 Feb | 668.20 | 34.85 | -3.4 | - | 0 | 0 | 2 |
| 16 Feb | 679.80 | 34.85 | -3.4 | - | 0 | 0 | 2 |
| 13 Feb | 673.65 | 34.85 | -3.4 | - | 0 | 0 | 2 |
| 12 Feb | 702.75 | 34.85 | -3.4 | 38.28 | 7 | 1 | 1 |
| 11 Feb | 701.15 | 38.25 | 0 | 0.95 | 0 | 0 | 0 |
| 10 Feb | 690.15 | 38.25 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 679.75 | 38.25 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 671.05 | 38.25 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 655.20 | 38.25 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 687.80 | 38.25 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 675.65 | 38.25 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 660.65 | 38.25 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 655.15 | 38.25 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 681.55 | 38.25 | 0 | 0.35 | 0 | 0 | 0 |
| 29 Jan | 766.35 | 38.25 | 0 | 6.75 | 0 | 0 | 0 |
| 28 Jan | 737.10 | 38.25 | 0 | 4.15 | 0 | 0 | 0 |
For Vedanta Limited - strike price 705 expiring on 30MAR2026
Delta for 705 PE is -0.38
Historical price for 705 PE is as follows
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 20.4, which was 2.8 higher than the previous day. The implied volatity was 43.89, the open interest changed by -57 which decreased total open position to 424
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 17.4, which was -8 lower than the previous day. The implied volatity was 40.43, the open interest changed by 26 which increased total open position to 481
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 25.55, which was 4.35 higher than the previous day. The implied volatity was 43.89, the open interest changed by 125 which increased total open position to 448
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 20.6, which was -3.5 lower than the previous day. The implied volatity was 41.78, the open interest changed by 49 which increased total open position to 324
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 23.2, which was -7.25 lower than the previous day. The implied volatity was 39.54, the open interest changed by 36 which increased total open position to 276
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 30.1, which was 10.3 higher than the previous day. The implied volatity was 41.83, the open interest changed by 83 which increased total open position to 244
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 19.85, which was -0.25 lower than the previous day. The implied volatity was 38.33, the open interest changed by 62 which increased total open position to 161
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 21.25, which was 6.05 higher than the previous day. The implied volatity was 35.45, the open interest changed by -31 which decreased total open position to 101
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 14.95, which was -4.75 lower than the previous day. The implied volatity was 35.92, the open interest changed by 9 which increased total open position to 133
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 19.3, which was -11.6 lower than the previous day. The implied volatity was 37.45, the open interest changed by 65 which increased total open position to 123
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 30.15, which was -5.7 lower than the previous day. The implied volatity was 35.18, the open interest changed by 53 which increased total open position to 58
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 35.85, which was -5.75 lower than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 5
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 41.6, which was 6.55 higher than the previous day. The implied volatity was 37.46, the open interest changed by 1 which increased total open position to 3
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 34.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 34.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 34.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 34.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 34.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 34.85, which was -3.4 lower than the previous day. The implied volatity was 38.28, the open interest changed by 1 which increased total open position to 1
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 38.25, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 38.25, 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 Feb VEDL was trading at 679.75. The strike last trading price was 38.25, 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 38.25, 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 38.25, 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 38.25, 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 3 Feb VEDL was trading at 675.65. The strike last trading price was 38.25, 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 38.25, 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 38.25, 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 38.25, which was 0 lower than the previous day. The implied volatity was 0.35, 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 38.25, which was 0 lower than the previous day. The implied volatity was 6.75, 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 38.25, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
