VEDL
Vedanta Limited
Historical option data for VEDL
26 Oct 2025 01:41 AM IST
| VEDL 28-OCT-2025 480 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Oct | 495.60 | 15.75 | 7.85 | - | 3,569 | -1,311 | 1,029 | |||||||||
| 25 Oct | 495.60 | 15.75 | 7.85 | - | 3,569 | -1,311 | 1,029 | |||||||||
| 18 Oct | 474.05 | 6.05 | -3.25 | - | 8,118 | 183 | 3,703 | |||||||||
| 15 Oct | 480.05 | 11.7 | -0.75 | - | 7,033 | -51 | 3,663 | |||||||||
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| 28 Sept | 447.95 | 5.6 | -5 | 29.52 | 1,550 | 239 | 1,340 | |||||||||
| 21 Sept | 455.60 | 8.15 | -0.3 | 26.26 | 126 | 19 | 352 | |||||||||
| 14 Sept | 450.90 | 6.9 | 3.05 | 24.41 | 720 | 106 | 360 | |||||||||
For Vedanta Limited - strike price 480 expiring on 28OCT2025
Delta for 480 CE is -
Historical price for 480 CE is as follows
On 26 Oct VEDL was trading at 495.60. The strike last trading price was 15.75, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by -1311 which decreased total open position to 1029
On 25 Oct VEDL was trading at 495.60. The strike last trading price was 15.75, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by -1311 which decreased total open position to 1029
On 18 Oct VEDL was trading at 474.05. The strike last trading price was 6.05, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 183 which increased total open position to 3703
On 15 Oct VEDL was trading at 480.05. The strike last trading price was 11.7, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 3663
On 28 Sept VEDL was trading at 447.95. The strike last trading price was 5.6, which was -5 lower than the previous day. The implied volatity was 29.52, the open interest changed by 239 which increased total open position to 1340
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 8.15, which was -0.3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 19 which increased total open position to 352
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 6.9, which was 3.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by 106 which increased total open position to 360
| VEDL 28OCT2025 480 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 495.60 | 0.45 | -4.25 | - | 7,836 | -256 | 1,444 |
| 25 Oct | 495.60 | 0.45 | -4.25 | - | 7,836 | -256 | 1,444 |
| 18 Oct | 474.05 | 11.35 | 2.2 | - | 3,791 | 176 | 2,339 |
| 15 Oct | 480.05 | 10.4 | -0.4 | - | 5,501 | -134 | 1,995 |
| 28 Sept | 447.95 | 35.1 | 10.75 | 31.01 | 93 | 23 | 765 |
| 21 Sept | 455.60 | 28.15 | -0.9 | 27.82 | 18 | 3 | 131 |
| 14 Sept | 450.90 | 30.5 | -12.5 | 24.61 | 18 | 9 | 75 |
For Vedanta Limited - strike price 480 expiring on 28OCT2025
Delta for 480 PE is -
Historical price for 480 PE is as follows
On 26 Oct VEDL was trading at 495.60. The strike last trading price was 0.45, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by -256 which decreased total open position to 1444
On 25 Oct VEDL was trading at 495.60. The strike last trading price was 0.45, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by -256 which decreased total open position to 1444
On 18 Oct VEDL was trading at 474.05. The strike last trading price was 11.35, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 176 which increased total open position to 2339
On 15 Oct VEDL was trading at 480.05. The strike last trading price was 10.4, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -134 which decreased total open position to 1995
On 28 Sept VEDL was trading at 447.95. The strike last trading price was 35.1, which was 10.75 higher than the previous day. The implied volatity was 31.01, the open interest changed by 23 which increased total open position to 765
On 21 Sept VEDL was trading at 455.60. The strike last trading price was 28.15, which was -0.9 lower than the previous day. The implied volatity was 27.82, the open interest changed by 3 which increased total open position to 131
On 14 Sept VEDL was trading at 450.90. The strike last trading price was 30.5, which was -12.5 lower than the previous day. The implied volatity was 24.61, the open interest changed by 9 which increased total open position to 75
