VEDL
Vedanta Limited
Historical option data for VEDL
16 Apr 2026 04:10 PM IST
| VEDL 28-Apr-2026 (11d) 725 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0
Theta: -0.61
Gamma: 0.00391
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 782.85 | 62.4 | 14.449999999999996 | 42.31 | 696 | -488 | 459 | |||||||||
| 15 Apr | 766.05 | 47.8 | 8.549999999999997 | 34.21 | 207 | 98 | 947 | |||||||||
| 13 Apr | 752.55 | 39.05 | 3.049999999999997 | 35.77 | 638 | 431 | 847 | |||||||||
| 10 Apr | 745.15 | 35.7 | 2.6500000000000057 | 34.2 | 390 | 20 | 417 | |||||||||
| 9 Apr | 737.00 | 32.8 | 7.9 | 36.23 | 1,290 | -245 | 403 | |||||||||
| 8 Apr | 721.40 | 25.2 | 2.5 | 35.75 | 2,317 | 225 | 681 | |||||||||
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| 7 Apr | 713.25 | 22.9 | 9.25 | 38.7 | 1,446 | 81 | 461 | |||||||||
| 6 Apr | 690.00 | 13.5 | 0.45 | 37.93 | 542 | 19 | 382 | |||||||||
| 2 Apr | 687.65 | 12.6 | 2.1 | 34.66 | 266 | 16 | 364 | |||||||||
| 1 Apr | 677.20 | 10.55 | 2.3 | 35.22 | 279 | 19 | 346 | |||||||||
| 30 Mar | 654.80 | 9 | 3 | 38.91 | 513 | 228 | 326 | |||||||||
| 27 Mar | 649.40 | 6 | -0.85 | 34.75 | 66 | -12 | 97 | |||||||||
| 25 Mar | 669.65 | 6.9 | 0.9 | 27.56 | 21 | 11 | 110 | |||||||||
| 24 Mar | 651.60 | 6 | 0.15 | 31.8 | 12 | -6 | 99 | |||||||||
| 23 Mar | 645.75 | 5.85 | -3.5 | 33.81 | 6 | 0 | 104 | |||||||||
| 20 Mar | 672.20 | 9.5 | -0.55 | 30.58 | 16 | 10 | 104 | |||||||||
| 19 Mar | 665.35 | 10.8 | -3.2 | 31.26 | 17 | 12 | 92 | |||||||||
| 18 Mar | 679.00 | 14 | -12 | 31.61 | 13 | 0 | 80 | |||||||||
| 17 Mar | 699.35 | 26 | -2 | - | 0 | 0 | 80 | |||||||||
| 16 Mar | 685.60 | 26 | -2 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 689.55 | 26 | -2 | 38.66 | 1 | 0 | 80 | |||||||||
| 12 Mar | 719.60 | 28 | -10 | - | 0 | 0 | 80 | |||||||||
| 11 Mar | 721.55 | 28 | -10 | - | 0 | 0 | 80 | |||||||||
| 10 Mar | 722.00 | 28 | -10 | 22.89 | 10 | 0 | 70 | |||||||||
| 9 Mar | 709.40 | 38 | 2.4 | - | 0 | 0 | 70 | |||||||||
| 6 Mar | 721.00 | 38 | 2.4 | 31.03 | 2 | 68 | 0 | |||||||||
| 5 Mar | 711.25 | 35.6 | 12.35 | 33.14 | 92 | 69 | 70 | |||||||||
| 4 Mar | 701.00 | 23.25 | -14 | 26.28 | 1 | 0 | 0 | |||||||||
| 2 Mar | 723.35 | 37.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 718.40 | 37.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 737.45 | 37.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 727.80 | 37.25 | 0 | 1.87 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 725 expiring on 28APR2026
Delta for 725 CE is 0.85
Historical price for 725 CE is as follows
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 62.4, which was 14.449999999999996 higher than the previous day. The implied volatity was 42.31, the open interest changed by -488 which decreased total open position to 459
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 47.8, which was 8.549999999999997 higher than the previous day. The implied volatity was 34.21, the open interest changed by 98 which increased total open position to 947
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 39.05, which was 3.049999999999997 higher than the previous day. The implied volatity was 35.77, the open interest changed by 431 which increased total open position to 847
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 35.7, which was 2.6500000000000057 higher than the previous day. The implied volatity was 34.2, the open interest changed by 20 which increased total open position to 417
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 32.8, which was 7.9 higher than the previous day. The implied volatity was 36.23, the open interest changed by -245 which decreased total open position to 403
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 25.2, which was 2.5 higher than the previous day. The implied volatity was 35.75, the open interest changed by 225 which increased total open position to 681
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 22.9, which was 9.25 higher than the previous day. The implied volatity was 38.7, the open interest changed by 81 which increased total open position to 461
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 13.5, which was 0.45 higher than the previous day. The implied volatity was 37.93, the open interest changed by 19 which increased total open position to 382
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 12.6, which was 2.1 higher than the previous day. The implied volatity was 34.66, the open interest changed by 16 which increased total open position to 364
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 10.55, which was 2.3 higher than the previous day. The implied volatity was 35.22, the open interest changed by 19 which increased total open position to 346
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 9, which was 3 higher than the previous day. The implied volatity was 38.91, the open interest changed by 228 which increased total open position to 326
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 6, which was -0.85 lower than the previous day. The implied volatity was 34.75, the open interest changed by -12 which decreased total open position to 97
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 6.9, which was 0.9 higher than the previous day. The implied volatity was 27.56, the open interest changed by 11 which increased total open position to 110
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 6, which was 0.15 higher than the previous day. The implied volatity was 31.8, the open interest changed by -6 which decreased total open position to 99
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 5.85, which was -3.5 lower than the previous day. The implied volatity was 33.81, the open interest changed by 0 which decreased total open position to 104
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 9.5, which was -0.55 lower than the previous day. The implied volatity was 30.58, the open interest changed by 10 which increased total open position to 104
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 10.8, which was -3.2 lower than the previous day. The implied volatity was 31.26, the open interest changed by 12 which increased total open position to 92
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 14, which was -12 lower than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 80
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 26, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 26, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 26, which was -2 lower than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 80
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 28, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 28, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 28, which was -10 lower than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 70
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 38, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 38, which was 2.4 higher than the previous day. The implied volatity was 31.03, the open interest changed by 68 which increased total open position to 0
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 35.6, which was 12.35 higher than the previous day. The implied volatity was 33.14, the open interest changed by 69 which increased total open position to 70
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 23.25, which was -14 lower than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 0
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 37.25, 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 27 Feb VEDL was trading at 718.40. The strike last trading price was 37.25, 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 26 Feb VEDL was trading at 737.45. The strike last trading price was 37.25, 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 25 Feb VEDL was trading at 727.80. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| VEDL 28-Apr-2026 (11d) 725 PE | |||||||
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Delta: -0.14
Vega: 0
Theta: -0.41
Gamma: 0.00389
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 782.85 | 4 | -3.3499999999999996 | 39.14 | 393 | -5 | 243 |
| 15 Apr | 766.05 | 7.25 | -3.4000000000000004 | 39.5 | 732 | -182 | 249 |
| 13 Apr | 752.55 | 10.45 | -2.1500000000000004 | 36.5 | 1,099 | 143 | 432 |
| 10 Apr | 745.15 | 12.4 | -4.749999999999998 | 33.26 | 676 | 24 | 288 |
| 9 Apr | 737.00 | 17.1 | -7.2 | 36.49 | 941 | 105 | 265 |
| 8 Apr | 721.40 | 23.65 | -7.4 | 36.66 | 984 | 61 | 160 |
| 7 Apr | 713.25 | 30.8 | -39.7 | 39.08 | 271 | 95 | 100 |
| 6 Apr | 690.00 | 70.5 | 11.6 | - | 0 | 0 | 5 |
| 2 Apr | 687.65 | 70.5 | 11.6 | - | 0 | 0 | 5 |
| 1 Apr | 677.20 | 70.5 | 11.6 | - | 0 | 0 | 5 |
| 30 Mar | 654.80 | 70.5 | 11.6 | 40.3 | 5 | 4 | 4 |
| 27 Mar | 649.40 | 58.9 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 669.65 | 58.9 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 651.60 | 58.9 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 645.75 | 58.9 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 672.20 | 58.9 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 665.35 | 58.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 679.00 | 58.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 699.35 | 58.9 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 685.60 | 58.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 689.55 | 58.9 | 0 | 0.5 | 0 | 0 | 0 |
| 12 Mar | 719.60 | 58.9 | 0 | 0.7 | 0 | 0 | 0 |
| 11 Mar | 721.55 | 58.9 | 0 | 0.46 | 0 | 0 | 0 |
| 10 Mar | 722.00 | 58.9 | 0 | 0.89 | 0 | 0 | 0 |
| 9 Mar | 709.40 | 58.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 721.00 | 58.9 | 0 | 0.91 | 0 | 0 | 0 |
| 5 Mar | 711.25 | 58.9 | 0 | 0.1 | 0 | 0 | 0 |
| 4 Mar | 701.00 | 58.9 | 0 | 0.23 | 0 | 0 | 0 |
| 2 Mar | 723.35 | 58.9 | 0 | 1.01 | 0 | 0 | 0 |
| 27 Feb | 718.40 | 58.9 | 0 | 0.36 | 0 | 0 | 0 |
| 26 Feb | 737.45 | 58.9 | 0 | 2.35 | 0 | 0 | 0 |
| 25 Feb | 727.80 | 58.9 | 0 | 1.64 | 0 | 0 | 0 |
For Vedanta Limited - strike price 725 expiring on 28APR2026
Delta for 725 PE is -0.14
Historical price for 725 PE is as follows
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 4, which was -3.3499999999999996 lower than the previous day. The implied volatity was 39.14, the open interest changed by -5 which decreased total open position to 243
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 7.25, which was -3.4000000000000004 lower than the previous day. The implied volatity was 39.5, the open interest changed by -182 which decreased total open position to 249
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 10.45, which was -2.1500000000000004 lower than the previous day. The implied volatity was 36.5, the open interest changed by 143 which increased total open position to 432
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 12.4, which was -4.749999999999998 lower than the previous day. The implied volatity was 33.26, the open interest changed by 24 which increased total open position to 288
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 17.1, which was -7.2 lower than the previous day. The implied volatity was 36.49, the open interest changed by 105 which increased total open position to 265
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 23.65, which was -7.4 lower than the previous day. The implied volatity was 36.66, the open interest changed by 61 which increased total open position to 160
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 30.8, which was -39.7 lower than the previous day. The implied volatity was 39.08, the open interest changed by 95 which increased total open position to 100
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 70.5, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 70.5, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 70.5, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 70.5, which was 11.6 higher than the previous day. The implied volatity was 40.3, the open interest changed by 4 which increased total open position to 4
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 58.9, 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 25 Mar VEDL was trading at 669.65. The strike last trading price was 58.9, 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 24 Mar VEDL was trading at 651.60. The strike last trading price was 58.9, 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 23 Mar VEDL was trading at 645.75. The strike last trading price was 58.9, 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 Mar VEDL was trading at 672.20. The strike last trading price was 58.9, 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 Mar VEDL was trading at 665.35. The strike last trading price was 58.9, 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 18 Mar VEDL was trading at 679.00. The strike last trading price was 58.9, 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 17 Mar VEDL was trading at 699.35. The strike last trading price was 58.9, 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 Mar VEDL was trading at 685.60. The strike last trading price was 58.9, 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 13 Mar VEDL was trading at 689.55. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 58.9, 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 10 Mar VEDL was trading at 722.00. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 58.9, 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 Mar VEDL was trading at 721.00. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 58.9, 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 4 Mar VEDL was trading at 701.00. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 58.9, 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 26 Feb VEDL was trading at 737.45. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
