VEDL
Vedanta Limited
Historical option data for VEDL
23 Apr 2026 12:31 PM IST
| VEDL 28-Apr-2026 (5d) 745 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0
Theta: -1.04
Gamma: 0.01413
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 739.10 | 8.45 | -12.25 | 30.7 | 1,625 | 58 | 292 | |||||||||
| 22 Apr | 757.00 | 20.1 | -9.25 | 30.07 | 209 | 8 | 233 | |||||||||
| 21 Apr | 766.80 | 28.95 | -4.550000000000001 | 34.69 | 159 | 11 | 226 | |||||||||
| 20 Apr | 771.00 | 33.6 | -14.350000000000001 | 38.78 | 28 | -8 | 216 | |||||||||
| 17 Apr | 787.50 | 47.95 | 1.5 | 36.6 | 7 | -1 | 226 | |||||||||
| 16 Apr | 782.85 | 46.1 | 13 | 35.47 | 75 | -29 | 229 | |||||||||
| 15 Apr | 766.05 | 33 | 6.449999999999999 | 33.99 | 625 | -53 | 261 | |||||||||
| 13 Apr | 752.55 | 25.8 | 1.8000000000000007 | 34.47 | 1,752 | -109 | 313 | |||||||||
| 10 Apr | 745.15 | 23.35 | 1 | 33.14 | 1,845 | 192 | 417 | |||||||||
| 9 Apr | 737.00 | 22.5 | 6.1 | 36.37 | 914 | 87 | 224 | |||||||||
| 8 Apr | 721.40 | 16.5 | 1.75 | 35.62 | 658 | 92 | 138 | |||||||||
| 7 Apr | 713.25 | 14.85 | 6.2 | 37.91 | 288 | -13 | 46 | |||||||||
| 6 Apr | 690.00 | 8.7 | 0.4 | 38.36 | 114 | -20 | 60 | |||||||||
| 2 Apr | 687.65 | 8 | 1.2 | 34.99 | 243 | 34 | 80 | |||||||||
| 1 Apr | 677.20 | 6.8 | 1.2 | 35.81 | 107 | 0 | 45 | |||||||||
| 30 Mar | 654.80 | 5.9 | -0.75 | 39.22 | 222 | -48 | 45 | |||||||||
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| 27 Mar | 649.40 | 6.65 | -1.1 | - | 0 | 0 | 93 | |||||||||
| 25 Mar | 669.65 | 6.65 | -1.1 | - | 0 | 0 | 93 | |||||||||
| 24 Mar | 651.60 | 6.65 | -1.1 | - | 0 | 0 | 93 | |||||||||
| 23 Mar | 645.75 | 6.65 | -1.1 | - | 0 | 0 | 93 | |||||||||
| 20 Mar | 672.20 | 6.65 | -1.1 | 31.91 | 72 | 65 | 94 | |||||||||
| 19 Mar | 665.35 | 7.75 | -22.25 | 32.67 | 34 | 26 | 28 | |||||||||
| 18 Mar | 679.00 | 30 | -0.05 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 699.35 | 30 | -0.05 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 685.60 | 30 | -0.05 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 689.55 | 30 | -0.05 | - | 0 | 0 | 2 | |||||||||
| 12 Mar | 719.60 | 30 | -0.05 | - | 0 | 0 | 2 | |||||||||
| 11 Mar | 721.55 | 30 | -0.05 | 35.75 | 2 | 1 | 1 | |||||||||
| 10 Mar | 722.00 | 30.05 | 0 | 1.42 | 0 | 0 | 0 | |||||||||
| 9 Mar | 709.40 | 30.05 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 6 Mar | 721.00 | 30.05 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
| 5 Mar | 711.25 | 30.05 | 0 | 2.21 | 0 | 0 | 0 | |||||||||
| 4 Mar | 701.00 | 30.05 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
| 2 Mar | 723.35 | 30.05 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 27 Feb | 718.40 | 30.05 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 26 Feb | 737.45 | 30.05 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 25 Feb | 727.80 | 30.05 | 0 | 0.45 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 745 expiring on 28APR2026
Delta for 745 CE is 0.42
Historical price for 745 CE is as follows
On 23 Apr VEDL was trading at 739.10. The strike last trading price was 8.45, which was -12.25 lower than the previous day. The implied volatity was 30.7, the open interest changed by 58 which increased total open position to 292
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 20.1, which was -9.25 lower than the previous day. The implied volatity was 30.07, the open interest changed by 8 which increased total open position to 233
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 28.95, which was -4.550000000000001 lower than the previous day. The implied volatity was 34.69, the open interest changed by 11 which increased total open position to 226
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 33.6, which was -14.350000000000001 lower than the previous day. The implied volatity was 38.78, the open interest changed by -8 which decreased total open position to 216
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 47.95, which was 1.5 higher than the previous day. The implied volatity was 36.6, the open interest changed by -1 which decreased total open position to 226
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 46.1, which was 13 higher than the previous day. The implied volatity was 35.47, the open interest changed by -29 which decreased total open position to 229
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 33, which was 6.449999999999999 higher than the previous day. The implied volatity was 33.99, the open interest changed by -53 which decreased total open position to 261
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 25.8, which was 1.8000000000000007 higher than the previous day. The implied volatity was 34.47, the open interest changed by -109 which decreased total open position to 313
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 23.35, which was 1 higher than the previous day. The implied volatity was 33.14, the open interest changed by 192 which increased total open position to 417
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 22.5, which was 6.1 higher than the previous day. The implied volatity was 36.37, the open interest changed by 87 which increased total open position to 224
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 16.5, which was 1.75 higher than the previous day. The implied volatity was 35.62, the open interest changed by 92 which increased total open position to 138
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 14.85, which was 6.2 higher than the previous day. The implied volatity was 37.91, the open interest changed by -13 which decreased total open position to 46
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 8.7, which was 0.4 higher than the previous day. The implied volatity was 38.36, the open interest changed by -20 which decreased total open position to 60
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 8, which was 1.2 higher than the previous day. The implied volatity was 34.99, the open interest changed by 34 which increased total open position to 80
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 6.8, which was 1.2 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 45
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 5.9, which was -0.75 lower than the previous day. The implied volatity was 39.22, the open interest changed by -48 which decreased total open position to 45
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 6.65, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 6.65, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 6.65, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 6.65, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 6.65, which was -1.1 lower than the previous day. The implied volatity was 31.91, the open interest changed by 65 which increased total open position to 94
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 7.75, which was -22.25 lower than the previous day. The implied volatity was 32.67, the open interest changed by 26 which increased total open position to 28
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 30, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 30, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 30, which was -0.05 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 30, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 30, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 30, which was -0.05 lower than the previous day. The implied volatity was 35.75, the open interest changed by 1 which increased total open position to 1
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 1.42, 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 30.05, which was 0 lower than the previous day. The implied volatity was 2.74, 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 30.05, which was 0 lower than the previous day. The implied volatity was 1.32, 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 30.05, which was 0 lower than the previous day. The implied volatity was 2.21, 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 30.05, which was 0 lower than the previous day. The implied volatity was 3.12, 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 30.05, which was 0 lower than the previous day. The implied volatity was 1.13, 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 30.05, which was 0 lower than the previous day. The implied volatity was 1.72, 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 30.05, which was 0 lower than the previous day. The implied volatity was 0.02, 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 30.05, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
| VEDL 28-Apr-2026 (5d) 745 PE | |||||||
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Delta: -0.57
Vega: 0
Theta: -0.95
Gamma: 0.01387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 739.10 | 14.45 | 7.85 | 31.3 | 1,696 | -47 | 337 |
| 22 Apr | 757.00 | 6.1 | -0.4500000000000002 | 29.55 | 1,595 | 110 | 378 |
| 21 Apr | 766.80 | 6.4 | -0.5499999999999998 | 35.82 | 992 | 15 | 264 |
| 20 Apr | 771.00 | 7.1 | 2.4499999999999993 | 37.3 | 270 | -18 | 250 |
| 17 Apr | 787.50 | 4.75 | -2.0999999999999996 | 34.73 | 428 | 10 | 271 |
| 16 Apr | 782.85 | 6.75 | -5.699999999999999 | 36.78 | 544 | 7 | 264 |
| 15 Apr | 766.05 | 12.2 | -5.449999999999999 | 37.72 | 1,560 | 69 | 252 |
| 13 Apr | 752.55 | 17.25 | -3.1999999999999993 | 35 | 824 | 41 | 190 |
| 10 Apr | 745.15 | 19.95 | -6.100000000000001 | 31.87 | 626 | 87 | 149 |
| 9 Apr | 737.00 | 26.2 | -8.8 | 35.88 | 343 | 29 | 59 |
| 8 Apr | 721.40 | 34.35 | -9.3 | 35.81 | 180 | 30 | 33 |
| 7 Apr | 713.25 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 6 Apr | 690.00 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 2 Apr | 687.65 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 1 Apr | 677.20 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 30 Mar | 654.80 | 43.65 | -14.35 | - | 0 | 0 | 0 |
| 27 Mar | 649.40 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 25 Mar | 669.65 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 24 Mar | 651.60 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 23 Mar | 645.75 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 20 Mar | 672.20 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 19 Mar | 665.35 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 18 Mar | 679.00 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 17 Mar | 699.35 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 16 Mar | 685.60 | 43.65 | -14.35 | - | 0 | 0 | 0 |
| 13 Mar | 689.55 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 12 Mar | 719.60 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 11 Mar | 721.55 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 10 Mar | 722.00 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 9 Mar | 709.40 | 43.65 | -14.35 | - | 0 | 0 | 3 |
| 6 Mar | 721.00 | 43.65 | -14.35 | 33.87 | 3 | 0 | 0 |
| 5 Mar | 711.25 | 58 | -13.45 | - | 0 | 1 | 0 |
| 4 Mar | 701.00 | 58 | -13.45 | 36.22 | 1 | 0 | 0 |
| 2 Mar | 723.35 | 71.45 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 718.40 | 71.45 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 737.45 | 71.45 | 0 | 0.42 | 0 | 0 | 0 |
| 25 Feb | 727.80 | 71.45 | 0 | 0 | 0 | 0 | 0 |
For Vedanta Limited - strike price 745 expiring on 28APR2026
Delta for 745 PE is -0.57
Historical price for 745 PE is as follows
On 23 Apr VEDL was trading at 739.10. The strike last trading price was 14.45, which was 7.85 higher than the previous day. The implied volatity was 31.3, the open interest changed by -47 which decreased total open position to 337
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 6.1, which was -0.4500000000000002 lower than the previous day. The implied volatity was 29.55, the open interest changed by 110 which increased total open position to 378
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 6.4, which was -0.5499999999999998 lower than the previous day. The implied volatity was 35.82, the open interest changed by 15 which increased total open position to 264
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 7.1, which was 2.4499999999999993 higher than the previous day. The implied volatity was 37.3, the open interest changed by -18 which decreased total open position to 250
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 4.75, which was -2.0999999999999996 lower than the previous day. The implied volatity was 34.73, the open interest changed by 10 which increased total open position to 271
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 6.75, which was -5.699999999999999 lower than the previous day. The implied volatity was 36.78, the open interest changed by 7 which increased total open position to 264
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 12.2, which was -5.449999999999999 lower than the previous day. The implied volatity was 37.72, the open interest changed by 69 which increased total open position to 252
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 17.25, which was -3.1999999999999993 lower than the previous day. The implied volatity was 35, the open interest changed by 41 which increased total open position to 190
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 19.95, which was -6.100000000000001 lower than the previous day. The implied volatity was 31.87, the open interest changed by 87 which increased total open position to 149
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 26.2, which was -8.8 lower than the previous day. The implied volatity was 35.88, the open interest changed by 29 which increased total open position to 59
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 34.35, which was -9.3 lower than the previous day. The implied volatity was 35.81, the open interest changed by 30 which increased total open position to 33
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Apr VEDL was trading at 690.00. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Apr VEDL was trading at 687.65. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 43.65, which was -14.35 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 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 43.65, which was -14.35 lower than the previous day. The implied volatity was 33.87, 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, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 58, which was -13.45 lower than the previous day. The implied volatity was 36.22, 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 71.45, 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 71.45, 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 71.45, which was 0 lower than the previous day. The implied volatity was 0.42, 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 71.45, 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
