VEDL
Vedanta Limited
Historical option data for VEDL
30 Apr 2026 11:06 AM IST
| VEDL 26-May-2026 (26d) 760 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0
Theta: 0.1
Gamma: 0.00472
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 276.85 | 773.55 | 0 | 4.06 | 9,304 | 0 | 203 | |||||||||
| 29 Apr | 773.60 | 16.4 | 12.149999999999999 | 4.06 | 9,304 | -676 | 446 | |||||||||
| 28 Apr | 739.30 | 4 | -2.75 | 11.37 | 6,776 | 166 | 1,117 | |||||||||
| 27 Apr | 742.50 | 7.3 | 2.8499999999999996 | 14.39 | 2,212 | -196 | 947 | |||||||||
| 24 Apr | 720.95 | 4.15 | -5.75 | 18.21 | 1,518 | 356 | 1,153 | |||||||||
| 23 Apr | 735.60 | 10 | -9.149999999999999 | 20.27 | 1,409 | 358 | 800 | |||||||||
| 22 Apr | 757.00 | 19.15 | -5.200000000000003 | 19.51 | 703 | 333 | 441 | |||||||||
| 21 Apr | 766.80 | 24.2 | -13.250000000000004 | 18.91 | 138 | 68 | 109 | |||||||||
| 20 Apr | 771.00 | 37 | -14.399999999999999 | 30.07 | 122 | -75 | 46 | |||||||||
| 17 Apr | 787.50 | 51.4 | 1.1000000000000014 | 30.43 | 4 | 0 | 121 | |||||||||
| 16 Apr | 782.85 | 50.3 | 13.25 | 33.66 | 40 | -14 | 120 | |||||||||
| 15 Apr | 766.05 | 37 | 6 | 30.69 | 88 | 21 | 131 | |||||||||
| 13 Apr | 752.55 | 30.8 | 2.25 | 31.13 | 16 | 10 | 109 | |||||||||
| 10 Apr | 745.15 | 28.55 | 3.150000000000002 | 31.21 | 104 | 47 | 62 | |||||||||
| 9 Apr | 737.00 | 25 | 5 | 29.27 | 18 | 14 | 16 | |||||||||
| 8 Apr | 721.40 | 20 | 0 | 29.7 | 1 | 0 | 2 | |||||||||
| 7 Apr | 713.25 | 20 | -15.55 | 33.09 | 3 | 1 | 1 | |||||||||
| 6 Apr | 690.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 687.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 677.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 654.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 649.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 669.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 651.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 645.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 672.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 665.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 679.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 699.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 685.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 689.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 719.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 721.55 | 35.55 | 0 | 1.29 | 0 | 0 | 0 | |||||||||
| 10 Mar | 722.00 | 35.55 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 9 Mar | 709.40 | 35.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 721.00 | 35.55 | 0 | 1.84 | 0 | 0 | 0 | |||||||||
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| 5 Mar | 711.25 | 35.55 | 0 | 2.31 | 0 | 0 | 0 | |||||||||
| 4 Mar | 701.00 | 35.55 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 2 Mar | 723.35 | 35.55 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 27 Feb | 718.40 | 35.55 | 0 | 1.85 | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 760 expiring on 26MAY2026
Delta for 760 CE is 0.98
Historical price for 760 CE is as follows
On 30 Apr VEDL was trading at 276.85. The strike last trading price was 773.55, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 203
On 29 Apr VEDL was trading at 773.60. The strike last trading price was 16.4, which was 12.149999999999999 higher than the previous day. The implied volatity was 4.06, the open interest changed by -676 which decreased total open position to 446
On 28 Apr VEDL was trading at 739.30. The strike last trading price was 4, which was -2.75 lower than the previous day. The implied volatity was 11.37, the open interest changed by 166 which increased total open position to 1117
On 27 Apr VEDL was trading at 742.50. The strike last trading price was 7.3, which was 2.8499999999999996 higher than the previous day. The implied volatity was 14.39, the open interest changed by -196 which decreased total open position to 947
On 24 Apr VEDL was trading at 720.95. The strike last trading price was 4.15, which was -5.75 lower than the previous day. The implied volatity was 18.21, the open interest changed by 356 which increased total open position to 1153
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 10, which was -9.149999999999999 lower than the previous day. The implied volatity was 20.27, the open interest changed by 358 which increased total open position to 800
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 19.15, which was -5.200000000000003 lower than the previous day. The implied volatity was 19.51, the open interest changed by 333 which increased total open position to 441
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 24.2, which was -13.250000000000004 lower than the previous day. The implied volatity was 18.91, the open interest changed by 68 which increased total open position to 109
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 37, which was -14.399999999999999 lower than the previous day. The implied volatity was 30.07, the open interest changed by -75 which decreased total open position to 46
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 51.4, which was 1.1000000000000014 higher than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 121
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 50.3, which was 13.25 higher than the previous day. The implied volatity was 33.66, the open interest changed by -14 which decreased total open position to 120
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 37, which was 6 higher than the previous day. The implied volatity was 30.69, the open interest changed by 21 which increased total open position to 131
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 30.8, which was 2.25 higher than the previous day. The implied volatity was 31.13, the open interest changed by 10 which increased total open position to 109
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 28.55, which was 3.150000000000002 higher than the previous day. The implied volatity was 31.21, the open interest changed by 47 which increased total open position to 62
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 25, which was 5 higher than the previous day. The implied volatity was 29.27, the open interest changed by 14 which increased total open position to 16
On 8 Apr VEDL was trading at 721.40. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 29.7, the open interest changed by 0 which decreased total open position to 2
On 7 Apr VEDL was trading at 713.25. The strike last trading price was 20, which was -15.55 lower than the previous day. The implied volatity was 33.09, the open interest changed by 1 which increased total open position to 1
On 6 Apr VEDL was trading at 690.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr VEDL was trading at 687.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VEDL was trading at 677.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar VEDL was trading at 654.80. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - lower than the previous day. The implied volatity was -, 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 35.55, which was 0 lower than the previous day. The implied volatity was 1.29, 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 35.55, which was 0 lower than the previous day. The implied volatity was 2.05, 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 35.55, 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 35.55, which was 0 lower than the previous day. The implied volatity was 1.84, 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 35.55, which was 0 lower than the previous day. The implied volatity was 2.31, 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 35.55, 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 2 Mar VEDL was trading at 723.35. The strike last trading price was 35.55, which was 0 lower than the previous day. The implied volatity was 1.65, 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 35.55, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
| VEDL 26-May-2026 (26d) 760 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 276.85 | 773.55 | 773.55 | 0 | 10,320 | 0 | 1,169 |
| 29 Apr | 773.60 | 0.05 | -22.5 | 0 | 10,320 | 931 | 1,176 |
| 28 Apr | 739.30 | 21.65 | -2.6000000000000014 | 15.99 | 519 | 5 | 247 |
| 27 Apr | 742.50 | 21.7 | -20.000000000000004 | 17.94 | 157 | -85 | 242 |
| 24 Apr | 720.95 | 42 | 9.25 | 21.04 | 76 | -33 | 328 |
| 23 Apr | 735.60 | 32.5 | 14.100000000000001 | 23.73 | 319 | 19 | 371 |
| 22 Apr | 757.00 | 18.5 | 3.1999999999999993 | 21.1 | 536 | 97 | 351 |
| 21 Apr | 766.80 | 14.9 | -6.700000000000001 | 21.18 | 457 | 146 | 252 |
| 20 Apr | 771.00 | 22 | 5.649999999999999 | 29.71 | 65 | -6 | 107 |
| 17 Apr | 787.50 | 16.8 | -3.4499999999999993 | 29.14 | 80 | 37 | 113 |
| 16 Apr | 782.85 | 20.75 | -7.399999999999999 | 31.4 | 39 | 21 | 76 |
| 15 Apr | 766.05 | 28.35 | -6.649999999999999 | 32.78 | 68 | 25 | 56 |
| 13 Apr | 752.55 | 35 | -1 | 32.78 | 6 | 2 | 31 |
| 10 Apr | 745.15 | 36 | -51.95 | 29.26 | 30 | 28 | 28 |
| 9 Apr | 737.00 | 87.95 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 721.40 | 87.95 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 713.25 | 87.95 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 690.00 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 687.65 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 677.20 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 654.80 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 649.40 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 669.65 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 651.60 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 645.75 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 672.20 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 665.35 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 679.00 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 699.35 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 685.60 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 689.55 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 719.60 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 721.55 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 722.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 709.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 721.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 711.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 701.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 723.35 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 718.40 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 760 expiring on 26MAY2026
Delta for 760 PE is 0
Historical price for 760 PE is as follows
On 30 Apr VEDL was trading at 276.85. The strike last trading price was 773.55, which was 773.55 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1169
On 29 Apr VEDL was trading at 773.60. The strike last trading price was 0.05, which was -22.5 lower than the previous day. The implied volatity was 0, the open interest changed by 931 which increased total open position to 1176
On 28 Apr VEDL was trading at 739.30. The strike last trading price was 21.65, which was -2.6000000000000014 lower than the previous day. The implied volatity was 15.99, the open interest changed by 5 which increased total open position to 247
On 27 Apr VEDL was trading at 742.50. The strike last trading price was 21.7, which was -20.000000000000004 lower than the previous day. The implied volatity was 17.94, the open interest changed by -85 which decreased total open position to 242
On 24 Apr VEDL was trading at 720.95. The strike last trading price was 42, which was 9.25 higher than the previous day. The implied volatity was 21.04, the open interest changed by -33 which decreased total open position to 328
On 23 Apr VEDL was trading at 735.60. The strike last trading price was 32.5, which was 14.100000000000001 higher than the previous day. The implied volatity was 23.73, the open interest changed by 19 which increased total open position to 371
On 22 Apr VEDL was trading at 757.00. The strike last trading price was 18.5, which was 3.1999999999999993 higher than the previous day. The implied volatity was 21.1, the open interest changed by 97 which increased total open position to 351
On 21 Apr VEDL was trading at 766.80. The strike last trading price was 14.9, which was -6.700000000000001 lower than the previous day. The implied volatity was 21.18, the open interest changed by 146 which increased total open position to 252
On 20 Apr VEDL was trading at 771.00. The strike last trading price was 22, which was 5.649999999999999 higher than the previous day. The implied volatity was 29.71, the open interest changed by -6 which decreased total open position to 107
On 17 Apr VEDL was trading at 787.50. The strike last trading price was 16.8, which was -3.4499999999999993 lower than the previous day. The implied volatity was 29.14, the open interest changed by 37 which increased total open position to 113
On 16 Apr VEDL was trading at 782.85. The strike last trading price was 20.75, which was -7.399999999999999 lower than the previous day. The implied volatity was 31.4, the open interest changed by 21 which increased total open position to 76
On 15 Apr VEDL was trading at 766.05. The strike last trading price was 28.35, which was -6.649999999999999 lower than the previous day. The implied volatity was 32.78, the open interest changed by 25 which increased total open position to 56
On 13 Apr VEDL was trading at 752.55. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was 32.78, the open interest changed by 2 which increased total open position to 31
On 10 Apr VEDL was trading at 745.15. The strike last trading price was 36, which was -51.95 lower than the previous day. The implied volatity was 29.26, the open interest changed by 28 which increased total open position to 28
On 9 Apr VEDL was trading at 737.00. The strike last trading price was 87.95, 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 8 Apr VEDL was trading at 721.40. The strike last trading price was 87.95, 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 7 Apr VEDL was trading at 713.25. The strike last trading price was 87.95, 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 Apr VEDL was trading at 690.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr VEDL was trading at 687.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VEDL was trading at 677.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar VEDL was trading at 654.80. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - lower than the previous day. The implied volatity was -, 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 0, 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 10 Mar VEDL was trading at 722.00. The strike last trading price was 0, 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 Mar VEDL was trading at 709.40. The strike last trading price was 0, 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 0, 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 Mar VEDL was trading at 711.25. The strike last trading price was 0, 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 Mar VEDL was trading at 701.00. The strike last trading price was 0, 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 0, 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 0, 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
