[--[65.84.65.76]--]

VEDL

Vedanta Limited
493.55 -13.40 (-2.64%)
L: 491.2 H: 507.4

Back to Option Chain


Historical option data for VEDL

02 Nov 2025 04:13 PM IST
VEDL 25-NOV-2025 500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 493.55 14.75 -6.5 - 10,640 1,678 4,187
1 Nov 493.55 14.75 -6.5 - 10,640 1,678 4,187
27 Oct 505.25 21.6 3.25 - 4,453 16 3,468
26 Oct 495.60 17.85 6.5 - 7,229 1,441 3,448
25 Oct 495.60 17.85 6.5 - 7,229 1,441 3,448
18 Oct 474.05 9.45 -2.6 - 877 367 1,446
15 Oct 480.05 13 -0.3 - 504 66 616
28 Sept 447.95 7.5 -2.5 30.88 16 8 12
21 Sept 455.60 11.15 0 4.79 0 0 0
14 Sept 450.90 11.15 0 4.88 0 0 0


For Vedanta Limited - strike price 500 expiring on 25NOV2025

Delta for 500 CE is -

Historical price for 500 CE is as follows

On 2 Nov VEDL was trading at 493.55. The strike last trading price was 14.75, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 1678 which increased total open position to 4187


On 1 Nov VEDL was trading at 493.55. The strike last trading price was 14.75, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 1678 which increased total open position to 4187


On 27 Oct VEDL was trading at 505.25. The strike last trading price was 21.6, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 3468


On 26 Oct VEDL was trading at 495.60. The strike last trading price was 17.85, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 1441 which increased total open position to 3448


On 25 Oct VEDL was trading at 495.60. The strike last trading price was 17.85, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 1441 which increased total open position to 3448


On 18 Oct VEDL was trading at 474.05. The strike last trading price was 9.45, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 367 which increased total open position to 1446


On 15 Oct VEDL was trading at 480.05. The strike last trading price was 13, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 616


On 28 Sept VEDL was trading at 447.95. The strike last trading price was 7.5, which was -2.5 lower than the previous day. The implied volatity was 30.88, the open interest changed by 8 which increased total open position to 12


On 21 Sept VEDL was trading at 455.60. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 14 Sept VEDL was trading at 450.90. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


VEDL 25NOV2025 500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 493.55 16.6 4.4 - 8,681 496 3,334
1 Nov 493.55 16.6 4.4 - 8,681 496 3,334
27 Oct 505.25 13.85 -5 - 1,906 527 1,732
26 Oct 495.60 19.05 -6.2 - 2,077 722 1,204
25 Oct 495.60 19.05 -6.2 - 2,077 722 1,204
18 Oct 474.05 31.95 2.6 - 47 14 254
15 Oct 480.05 28.85 -0.35 - 20 2 178
28 Sept 447.95 0 0 - 0 0 0
21 Sept 455.60 0 0 - 0 0 0
14 Sept 450.90 0 0 - 0 0 0


For Vedanta Limited - strike price 500 expiring on 25NOV2025

Delta for 500 PE is -

Historical price for 500 PE is as follows

On 2 Nov VEDL was trading at 493.55. The strike last trading price was 16.6, which was 4.4 higher than the previous day. The implied volatity was -, the open interest changed by 496 which increased total open position to 3334


On 1 Nov VEDL was trading at 493.55. The strike last trading price was 16.6, which was 4.4 higher than the previous day. The implied volatity was -, the open interest changed by 496 which increased total open position to 3334


On 27 Oct VEDL was trading at 505.25. The strike last trading price was 13.85, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 527 which increased total open position to 1732


On 26 Oct VEDL was trading at 495.60. The strike last trading price was 19.05, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 722 which increased total open position to 1204


On 25 Oct VEDL was trading at 495.60. The strike last trading price was 19.05, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 722 which increased total open position to 1204


On 18 Oct VEDL was trading at 474.05. The strike last trading price was 31.95, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 254


On 15 Oct VEDL was trading at 480.05. The strike last trading price was 28.85, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 178


On 28 Sept VEDL was trading at 447.95. 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 21 Sept VEDL was trading at 455.60. 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 14 Sept VEDL was trading at 450.90. 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