VEDL
Vedanta Limited
Historical option data for VEDL
21 Dec 2025 04:13 PM IST
| VEDL 27-JAN-2026 560 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 581.60 | 36 | 1.95 | - | 90 | -4 | 759 | |||||||||
| 20 Dec | 581.60 | 36 | 1.95 | - | 90 | -4 | 759 | |||||||||
| 14 Dec | 543.60 | 16.5 | 6.1 | - | 292 | 72 | 526 | |||||||||
| 13 Dec | 543.60 | 16.5 | 6.1 | - | 292 | 72 | 526 | |||||||||
| 7 Dec | 524.50 | 10 | -1.85 | - | 70 | 6 | 344 | |||||||||
| 5 Dec | 524.50 | 10 | -1.85 | 25.80 | 70 | 5 | 344 | |||||||||
| 30 Nov | 526.00 | 11.6 | 2.05 | - | 59 | 20 | 202 | |||||||||
| 29 Nov | 526.00 | 11.6 | 2.05 | - | 59 | 20 | 202 | |||||||||
| 23 Nov | 496.40 | 6.7 | -2.85 | - | 9 | 0 | 176 | |||||||||
| 22 Nov | 496.40 | 6.7 | -2.85 | - | 9 | 0 | 176 | |||||||||
| 16 Nov | 525.35 | 14.2 | -4 | - | 15 | 5 | 160 | |||||||||
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| 15 Nov | 525.35 | 14.2 | -4 | - | 15 | 5 | 160 | |||||||||
| 14 Nov | 525.35 | 14.2 | -4 | - | 15 | 5 | 160 | |||||||||
| 13 Nov | 529.60 | 18.2 | 5.1 | - | 161 | 120 | 126 | |||||||||
| 9 Nov | 515.15 | 13.95 | 2.5 | - | 5 | 2 | 5 | |||||||||
| 8 Nov | 515.15 | 13.95 | 2.5 | - | 5 | 2 | 5 | |||||||||
For Vedanta Limited - strike price 560 expiring on 27JAN2026
Delta for 560 CE is -
Historical price for 560 CE is as follows
On 21 Dec VEDL was trading at 581.60. The strike last trading price was 36, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 759
On 20 Dec VEDL was trading at 581.60. The strike last trading price was 36, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 759
On 14 Dec VEDL was trading at 543.60. The strike last trading price was 16.5, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 526
On 13 Dec VEDL was trading at 543.60. The strike last trading price was 16.5, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 526
On 7 Dec VEDL was trading at 524.50. The strike last trading price was 10, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 344
On 5 Dec VEDL was trading at 524.50. The strike last trading price was 10, which was -1.85 lower than the previous day. The implied volatity was 25.80, the open interest changed by 5 which increased total open position to 344
On 30 Nov VEDL was trading at 526.00. The strike last trading price was 11.6, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 202
On 29 Nov VEDL was trading at 526.00. The strike last trading price was 11.6, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 202
On 23 Nov VEDL was trading at 496.40. The strike last trading price was 6.7, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176
On 22 Nov VEDL was trading at 496.40. The strike last trading price was 6.7, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176
On 16 Nov VEDL was trading at 525.35. The strike last trading price was 14.2, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 160
On 15 Nov VEDL was trading at 525.35. The strike last trading price was 14.2, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 160
On 14 Nov VEDL was trading at 525.35. The strike last trading price was 14.2, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 160
On 13 Nov VEDL was trading at 529.60. The strike last trading price was 18.2, which was 5.1 higher than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 126
On 9 Nov VEDL was trading at 515.15. The strike last trading price was 13.95, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 8 Nov VEDL was trading at 515.15. The strike last trading price was 13.95, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
| VEDL 27JAN2026 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 581.60 | 8.3 | -3.15 | - | 171 | 11 | 232 |
| 20 Dec | 581.60 | 8.3 | -3.15 | - | 171 | 11 | 232 |
| 14 Dec | 543.60 | 27.25 | -41.2 | - | 61 | 60 | 48 |
| 13 Dec | 543.60 | 27.25 | -41.2 | - | 61 | 60 | 48 |
| 7 Dec | 524.50 | 68.45 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 524.50 | 68.45 | 0 | - | 0 | 0 | 0 |
| 30 Nov | 526.00 | 68.45 | 0 | - | 0 | 0 | 0 |
| 29 Nov | 526.00 | 68.45 | 0 | - | 0 | 0 | 0 |
| 23 Nov | 496.40 | 68.45 | 0 | - | 0 | 0 | 0 |
| 22 Nov | 496.40 | 68.45 | 0 | - | 0 | 0 | 0 |
| 16 Nov | 525.35 | 68.45 | 0 | - | 0 | 0 | 0 |
| 15 Nov | 525.35 | 68.45 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 525.35 | 68.45 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 529.60 | 68.45 | 0 | - | 0 | 0 | 0 |
| 9 Nov | 515.15 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Nov | 515.15 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 560 expiring on 27JAN2026
Delta for 560 PE is -
Historical price for 560 PE is as follows
On 21 Dec VEDL was trading at 581.60. The strike last trading price was 8.3, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 232
On 20 Dec VEDL was trading at 581.60. The strike last trading price was 8.3, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 232
On 14 Dec VEDL was trading at 543.60. The strike last trading price was 27.25, which was -41.2 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 48
On 13 Dec VEDL was trading at 543.60. The strike last trading price was 27.25, which was -41.2 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 48
On 7 Dec VEDL was trading at 524.50. The strike last trading price was 68.45, 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 5 Dec VEDL was trading at 524.50. The strike last trading price was 68.45, 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 30 Nov VEDL was trading at 526.00. The strike last trading price was 68.45, 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 29 Nov VEDL was trading at 526.00. The strike last trading price was 68.45, 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 23 Nov VEDL was trading at 496.40. The strike last trading price was 68.45, 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 22 Nov VEDL was trading at 496.40. The strike last trading price was 68.45, 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 16 Nov VEDL was trading at 525.35. The strike last trading price was 68.45, 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 15 Nov VEDL was trading at 525.35. The strike last trading price was 68.45, 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 14 Nov VEDL was trading at 525.35. The strike last trading price was 68.45, 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 13 Nov VEDL was trading at 529.60. The strike last trading price was 68.45, 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 9 Nov VEDL was trading at 515.15. 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 8 Nov VEDL was trading at 515.15. 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































































































































































































































