[--[65.84.65.76]--]

VEDL

Vedanta Limited
742.5 +21.55 (2.99%)
L: 720.55 H: 746.6

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Historical option data for VEDL

27 Apr 2026 04:10 PM IST
VEDL 28-Apr-2026 735 CE
Delta: 0.91
Vega: 0
Theta: -0.53
Gamma: 0.01941
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 742.50 11.45 7.999999999999999 18.59 3,264 -409 238
24 Apr 720.95 3.15 -7.299999999999999 25.91 2,566 455 648
23 Apr 735.60 10.95 -17.25 28.06 842 58 195
22 Apr 757.00 27.85 -10.100000000000001 31.64 125 0 136
21 Apr 766.80 37.85 -7.199999999999996 34.74 44 -16 137
20 Apr 771.00 45.05 -11.850000000000001 42.63 31 -21 152
17 Apr 787.50 56 2.1000000000000014 37.4 26 -11 174
16 Apr 782.85 53.8 13.75 40.42 28 -3 184
15 Apr 766.05 39.95 7.450000000000003 33.84 142 -4 185
13 Apr 752.55 31.65 2.25 34.4 569 -94 190
10 Apr 745.15 28.85 1.4500000000000028 33.33 1,752 -109 310
9 Apr 737.00 27.15 6.85 36.04 2,751 193 427
8 Apr 721.40 20.3 2.25 35.34 1,115 19 235
7 Apr 713.25 18.25 7.3 37.8 899 121 223
6 Apr 690.00 10.95 0.35 38.27 262 7 91
2 Apr 687.65 10 1.6 34.69 174 17 86
1 Apr 677.20 8.45 1.7 35.44 159 5 65
30 Mar 654.80 7.15 2.6 38.75 141 27 60
27 Mar 649.40 4.5 -1.45 34.36 61 -15 32
25 Mar 669.65 5.95 1.55 29.02 1 0 47
24 Mar 651.60 4.4 -4 - 0 0 47
23 Mar 645.75 4.4 -4 33.42 3 2 47
20 Mar 672.20 8.4 0.3 31.97 17 14 46
19 Mar 665.35 8.3 -5.95 30.71 21 15 32
18 Mar 679.00 14.25 -5.75 - 0 0 17
17 Mar 699.35 14.25 -5.75 26.28 1 0 16
16 Mar 685.60 20 -2.75 - 0 1 0
13 Mar 689.55 20 -2.75 35.8 1 0 15
12 Mar 719.60 22.75 -4.4 24.13 3 1 15
11 Mar 721.55 27.15 2.15 28.96 9 5 14
10 Mar 722.00 25 -6.65 - 0 0 9
9 Mar 709.40 25 -6.65 30.62 2 0 7
6 Mar 721.00 31.65 11.45 29.65 4 0 0
5 Mar 711.25 20.2 -13.3 - 3 3 0
4 Mar 701.00 20.2 -13.3 27.02 3 0 0
2 Mar 723.35 33.5 0 0.09 0 0 0
27 Feb 718.40 33.5 0 0.7 0 0 0
26 Feb 737.45 33.5 0 - 0 0 0
25 Feb 727.80 33.5 0 0.04 0 0 0


For Vedanta Limited - strike price 735 expiring on 28APR2026

Delta for 735 CE is 0.91

Historical price for 735 CE is as follows

On 27 Apr VEDL was trading at 742.50. The strike last trading price was 11.45, which was 7.999999999999999 higher than the previous day. The implied volatity was 18.59, the open interest changed by -409 which decreased total open position to 238


On 24 Apr VEDL was trading at 720.95. The strike last trading price was 3.15, which was -7.299999999999999 lower than the previous day. The implied volatity was 25.91, the open interest changed by 455 which increased total open position to 648


On 23 Apr VEDL was trading at 735.60. The strike last trading price was 10.95, which was -17.25 lower than the previous day. The implied volatity was 28.06, the open interest changed by 58 which increased total open position to 195


On 22 Apr VEDL was trading at 757.00. The strike last trading price was 27.85, which was -10.100000000000001 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 136


On 21 Apr VEDL was trading at 766.80. The strike last trading price was 37.85, which was -7.199999999999996 lower than the previous day. The implied volatity was 34.74, the open interest changed by -16 which decreased total open position to 137


On 20 Apr VEDL was trading at 771.00. The strike last trading price was 45.05, which was -11.850000000000001 lower than the previous day. The implied volatity was 42.63, the open interest changed by -21 which decreased total open position to 152


On 17 Apr VEDL was trading at 787.50. The strike last trading price was 56, which was 2.1000000000000014 higher than the previous day. The implied volatity was 37.4, the open interest changed by -11 which decreased total open position to 174


On 16 Apr VEDL was trading at 782.85. The strike last trading price was 53.8, which was 13.75 higher than the previous day. The implied volatity was 40.42, the open interest changed by -3 which decreased total open position to 184


On 15 Apr VEDL was trading at 766.05. The strike last trading price was 39.95, which was 7.450000000000003 higher than the previous day. The implied volatity was 33.84, the open interest changed by -4 which decreased total open position to 185


On 13 Apr VEDL was trading at 752.55. The strike last trading price was 31.65, which was 2.25 higher than the previous day. The implied volatity was 34.4, the open interest changed by -94 which decreased total open position to 190


On 10 Apr VEDL was trading at 745.15. The strike last trading price was 28.85, which was 1.4500000000000028 higher than the previous day. The implied volatity was 33.33, the open interest changed by -109 which decreased total open position to 310


On 9 Apr VEDL was trading at 737.00. The strike last trading price was 27.15, which was 6.85 higher than the previous day. The implied volatity was 36.04, the open interest changed by 193 which increased total open position to 427


On 8 Apr VEDL was trading at 721.40. The strike last trading price was 20.3, which was 2.25 higher than the previous day. The implied volatity was 35.34, the open interest changed by 19 which increased total open position to 235


On 7 Apr VEDL was trading at 713.25. The strike last trading price was 18.25, which was 7.3 higher than the previous day. The implied volatity was 37.8, the open interest changed by 121 which increased total open position to 223


On 6 Apr VEDL was trading at 690.00. The strike last trading price was 10.95, which was 0.35 higher than the previous day. The implied volatity was 38.27, the open interest changed by 7 which increased total open position to 91


On 2 Apr VEDL was trading at 687.65. The strike last trading price was 10, which was 1.6 higher than the previous day. The implied volatity was 34.69, the open interest changed by 17 which increased total open position to 86


On 1 Apr VEDL was trading at 677.20. The strike last trading price was 8.45, which was 1.7 higher than the previous day. The implied volatity was 35.44, the open interest changed by 5 which increased total open position to 65


On 30 Mar VEDL was trading at 654.80. The strike last trading price was 7.15, which was 2.6 higher than the previous day. The implied volatity was 38.75, the open interest changed by 27 which increased total open position to 60


On 27 Mar VEDL was trading at 649.40. The strike last trading price was 4.5, which was -1.45 lower than the previous day. The implied volatity was 34.36, the open interest changed by -15 which decreased total open position to 32


On 25 Mar VEDL was trading at 669.65. The strike last trading price was 5.95, which was 1.55 higher than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 47


On 24 Mar VEDL was trading at 651.60. The strike last trading price was 4.4, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47


On 23 Mar VEDL was trading at 645.75. The strike last trading price was 4.4, which was -4 lower than the previous day. The implied volatity was 33.42, the open interest changed by 2 which increased total open position to 47


On 20 Mar VEDL was trading at 672.20. The strike last trading price was 8.4, which was 0.3 higher than the previous day. The implied volatity was 31.97, the open interest changed by 14 which increased total open position to 46


On 19 Mar VEDL was trading at 665.35. The strike last trading price was 8.3, which was -5.95 lower than the previous day. The implied volatity was 30.71, the open interest changed by 15 which increased total open position to 32


On 18 Mar VEDL was trading at 679.00. The strike last trading price was 14.25, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 17 Mar VEDL was trading at 699.35. The strike last trading price was 14.25, which was -5.75 lower than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 16


On 16 Mar VEDL was trading at 685.60. The strike last trading price was 20, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Mar VEDL was trading at 689.55. The strike last trading price was 20, which was -2.75 lower than the previous day. The implied volatity was 35.8, the open interest changed by 0 which decreased total open position to 15


On 12 Mar VEDL was trading at 719.60. The strike last trading price was 22.75, which was -4.4 lower than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 15


On 11 Mar VEDL was trading at 721.55. The strike last trading price was 27.15, which was 2.15 higher than the previous day. The implied volatity was 28.96, the open interest changed by 5 which increased total open position to 14


On 10 Mar VEDL was trading at 722.00. The strike last trading price was 25, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Mar VEDL was trading at 709.40. The strike last trading price was 25, which was -6.65 lower than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 7


On 6 Mar VEDL was trading at 721.00. The strike last trading price was 31.65, which was 11.45 higher than the previous day. The implied volatity was 29.65, 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 20.2, which was -13.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Mar VEDL was trading at 701.00. The strike last trading price was 20.2, which was -13.3 lower than the previous day. The implied volatity was 27.02, 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 33.5, which was 0 lower than the previous day. The implied volatity was 0.09, 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 33.5, 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 26 Feb VEDL was trading at 737.45. 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 25 Feb VEDL was trading at 727.80. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


VEDL 28-Apr-2026 735 PE
Delta: -0.22
Vega: 0
Theta: -1.41
Gamma: 0.02195
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 742.50 1.7 -15 29.87 2,572 78 338
24 Apr 720.95 17.6 7.250000000000002 29.06 784 -54 261
23 Apr 735.60 9.3 5.300000000000001 28.94 3,529 -35 314
22 Apr 757.00 3.6 -0.6000000000000001 30.43 1,003 -108 350
21 Apr 766.80 4.3 -0.4500000000000002 36.05 698 19 458
20 Apr 771.00 5 1.6 38.31 177 61 440
17 Apr 787.50 3.7 -1.5 36.93 261 46 379
16 Apr 782.85 5.2 -4.3 38.06 488 -41 335
15 Apr 766.05 9.4 -4.4 38.49 1,111 12 381
13 Apr 752.55 13.4 -2.799999999999999 35.45 868 -46 376
10 Apr 745.15 15.7 -5.699999999999999 32.36 1,210 88 426
9 Apr 737.00 21.6 -8.05 36.59 1,152 244 337
8 Apr 721.40 28.65 -26.25 36.19 504 75 94
7 Apr 713.25 54.9 -4.8 - 0 0 19
6 Apr 690.00 54.9 -4.8 43.15 9 -1 18
2 Apr 687.65 59.7 -15.85 - 0 0 19
1 Apr 677.20 59.7 -15.85 32.73 1 0 19
30 Mar 654.80 75.55 -5.85 34.05 3 0 18
27 Mar 649.40 81.4 -8.8 27.93 5 0 18
25 Mar 669.65 90.2 -9.5 - 0 0 18
24 Mar 651.60 90.2 -9.5 50.06 4 0 18
23 Mar 645.75 99.7 57.55 54.58 32 -20 20
20 Mar 672.20 41.85 4.1 - 0 0 40
19 Mar 665.35 41.85 4.1 - 0 0 40
18 Mar 679.00 41.85 4.1 - 0 0 40
17 Mar 699.35 41.85 4.1 - 0 0 40
16 Mar 685.60 41.85 4.1 - 0 0 0
13 Mar 689.55 41.85 4.1 - 0 0 40
12 Mar 719.60 41.85 4.1 - 0 0 40
11 Mar 721.55 41.85 4.1 36.94 7 0 40
10 Mar 722.00 37.75 -27.25 - 0 0 40
9 Mar 709.40 37.75 -27.25 - 0 0 40
6 Mar 721.00 37.75 -27.25 33.47 46 40 40
5 Mar 711.25 65 0 0.05 0 0 0
4 Mar 701.00 65 0 - 0 0 0
2 Mar 723.35 65 0 0.01 0 0 0
27 Feb 718.40 65 0 0 0 0 0
26 Feb 737.45 65 0 1.41 0 0 0
25 Feb 727.80 65 0 0.61 0 0 0


For Vedanta Limited - strike price 735 expiring on 28APR2026

Delta for 735 PE is -0.22

Historical price for 735 PE is as follows

On 27 Apr VEDL was trading at 742.50. The strike last trading price was 1.7, which was -15 lower than the previous day. The implied volatity was 29.87, the open interest changed by 78 which increased total open position to 338


On 24 Apr VEDL was trading at 720.95. The strike last trading price was 17.6, which was 7.250000000000002 higher than the previous day. The implied volatity was 29.06, the open interest changed by -54 which decreased total open position to 261


On 23 Apr VEDL was trading at 735.60. The strike last trading price was 9.3, which was 5.300000000000001 higher than the previous day. The implied volatity was 28.94, the open interest changed by -35 which decreased total open position to 314


On 22 Apr VEDL was trading at 757.00. The strike last trading price was 3.6, which was -0.6000000000000001 lower than the previous day. The implied volatity was 30.43, the open interest changed by -108 which decreased total open position to 350


On 21 Apr VEDL was trading at 766.80. The strike last trading price was 4.3, which was -0.4500000000000002 lower than the previous day. The implied volatity was 36.05, the open interest changed by 19 which increased total open position to 458


On 20 Apr VEDL was trading at 771.00. The strike last trading price was 5, which was 1.6 higher than the previous day. The implied volatity was 38.31, the open interest changed by 61 which increased total open position to 440


On 17 Apr VEDL was trading at 787.50. The strike last trading price was 3.7, which was -1.5 lower than the previous day. The implied volatity was 36.93, the open interest changed by 46 which increased total open position to 379


On 16 Apr VEDL was trading at 782.85. The strike last trading price was 5.2, which was -4.3 lower than the previous day. The implied volatity was 38.06, the open interest changed by -41 which decreased total open position to 335


On 15 Apr VEDL was trading at 766.05. The strike last trading price was 9.4, which was -4.4 lower than the previous day. The implied volatity was 38.49, the open interest changed by 12 which increased total open position to 381


On 13 Apr VEDL was trading at 752.55. The strike last trading price was 13.4, which was -2.799999999999999 lower than the previous day. The implied volatity was 35.45, the open interest changed by -46 which decreased total open position to 376


On 10 Apr VEDL was trading at 745.15. The strike last trading price was 15.7, which was -5.699999999999999 lower than the previous day. The implied volatity was 32.36, the open interest changed by 88 which increased total open position to 426


On 9 Apr VEDL was trading at 737.00. The strike last trading price was 21.6, which was -8.05 lower than the previous day. The implied volatity was 36.59, the open interest changed by 244 which increased total open position to 337


On 8 Apr VEDL was trading at 721.40. The strike last trading price was 28.65, which was -26.25 lower than the previous day. The implied volatity was 36.19, the open interest changed by 75 which increased total open position to 94


On 7 Apr VEDL was trading at 713.25. The strike last trading price was 54.9, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 6 Apr VEDL was trading at 690.00. The strike last trading price was 54.9, which was -4.8 lower than the previous day. The implied volatity was 43.15, the open interest changed by -1 which decreased total open position to 18


On 2 Apr VEDL was trading at 687.65. The strike last trading price was 59.7, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 1 Apr VEDL was trading at 677.20. The strike last trading price was 59.7, which was -15.85 lower than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 19


On 30 Mar VEDL was trading at 654.80. The strike last trading price was 75.55, which was -5.85 lower than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 18


On 27 Mar VEDL was trading at 649.40. The strike last trading price was 81.4, which was -8.8 lower than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 18


On 25 Mar VEDL was trading at 669.65. The strike last trading price was 90.2, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 24 Mar VEDL was trading at 651.60. The strike last trading price was 90.2, which was -9.5 lower than the previous day. The implied volatity was 50.06, the open interest changed by 0 which decreased total open position to 18


On 23 Mar VEDL was trading at 645.75. The strike last trading price was 99.7, which was 57.55 higher than the previous day. The implied volatity was 54.58, the open interest changed by -20 which decreased total open position to 20


On 20 Mar VEDL was trading at 672.20. The strike last trading price was 41.85, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 19 Mar VEDL was trading at 665.35. The strike last trading price was 41.85, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 18 Mar VEDL was trading at 679.00. The strike last trading price was 41.85, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 17 Mar VEDL was trading at 699.35. The strike last trading price was 41.85, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 16 Mar VEDL was trading at 685.60. The strike last trading price was 41.85, which was 4.1 higher 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 41.85, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 12 Mar VEDL was trading at 719.60. The strike last trading price was 41.85, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 11 Mar VEDL was trading at 721.55. The strike last trading price was 41.85, which was 4.1 higher than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 40


On 10 Mar VEDL was trading at 722.00. The strike last trading price was 37.75, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 9 Mar VEDL was trading at 709.40. The strike last trading price was 37.75, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 6 Mar VEDL was trading at 721.00. The strike last trading price was 37.75, which was -27.25 lower than the previous day. The implied volatity was 33.47, the open interest changed by 40 which increased total open position to 40


On 5 Mar VEDL was trading at 711.25. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0.05, 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 65, 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 Mar VEDL was trading at 723.35. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0.01, 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 65, 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 26 Feb VEDL was trading at 737.45. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 1.41, 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 65, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0