VEDL
Vedanta Limited
Historical option data for VEDL
02 Nov 2025 04:13 PM IST
| VEDL 25-NOV-2025 500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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: -
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| 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
































































































































































































































