Historical option data for VEDL
23 Jun 2026 12:12 PM IST
| VEDL 28-Jul-2026 (35d) 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0
Theta: -0.22
Gamma: 0.01091
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 281.80 | 11.7 | -14 (-54.47%) | 41.35 | 4,352 | 2,001 | 2,085 | |||||||||
| 22 Jun | 305.85 | 26 | 2.95 (12.80%) | 42.63 | 83 | 16 | 80 | |||||||||
| 19 Jun | 300.80 | 23 | -2.75 (-10.68%) | 41.61 | 32 | 20 | 63 | |||||||||
| 18 Jun | 306.00 | 25.75 | -1.75 (-6.36%) | 39.05 | 21 | 9 | 42 | |||||||||
| 17 Jun | 306.50 | 27.5 | 3.45 (14.35%) | 42.86 | 39 | 13 | 32 | |||||||||
| 16 Jun | 299.95 | 23.5 | -39.25 (-62.55%) | 41.56 | 43 | 22 | 22 | |||||||||
| 15 Jun | 302.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 309.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 304.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 299.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 306.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 304.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 315.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 327.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 328.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 290 expiring on 28JUL2026
Delta for 290 CE is 0.46
Historical price for 290 CE is as follows
On 23 Jun VEDL was trading at 281.80. The strike last trading price was 11.7, which was -14 lower than the previous day. The implied volatity was 41.35, the open interest changed by 2001 which increased total open position to 2085
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 26, which was 2.95 higher than the previous day. The implied volatity was 42.63, the open interest changed by 16 which increased total open position to 80
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 23, which was -2.75 lower than the previous day. The implied volatity was 41.61, the open interest changed by 20 which increased total open position to 63
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 25.75, which was -1.75 lower than the previous day. The implied volatity was 39.05, the open interest changed by 9 which increased total open position to 42
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 27.5, which was 3.45 higher than the previous day. The implied volatity was 42.86, the open interest changed by 13 which increased total open position to 32
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 23.5, which was -39.25 lower than the previous day. The implied volatity was 41.56, the open interest changed by 22 which increased total open position to 22
On 15 Jun VEDL was trading at 302.50. 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 12 Jun VEDL was trading at 309.65. 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 11 Jun VEDL was trading at 304.90. 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
On 10 Jun VEDL was trading at 299.30. 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 Jun VEDL was trading at 306.25. 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 8 Jun VEDL was trading at 304.25. 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 5 Jun VEDL was trading at 315.60. 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 4 Jun VEDL was trading at 327.50. 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 3 Jun VEDL was trading at 328.20. 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
| VEDL 28-Jul-2026 (35d) 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0
Theta: -0.19
Gamma: 0.01046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 281.80 | 18.6 | 11.1 (148.00%) | 43.14 | 2,495 | 972 | 1,089 |
| 22 Jun | 305.85 | 8 | -2 (-20.00%) | 39.14 | 62 | 16 | 116 |
| 19 Jun | 300.80 | 10 | 2 (25.00%) | 39.19 | 43 | 18 | 99 |
| 18 Jun | 306.00 | 8 | -1 (-11.11%) | 38.98 | 29 | 7 | 82 |
| 17 Jun | 306.50 | 9 | -2 (-18.18%) | 40.1 | 90 | 38 | 75 |
| 16 Jun | 299.95 | 11 | -1 (-8.33%) | 41.63 | 32 | 7 | 38 |
| 15 Jun | 302.50 | 12 | 3 (33.33%) | 44.86 | 26 | 4 | 31 |
| 12 Jun | 309.65 | 9 | -2 (-18.18%) | 42.09 | 9 | 1 | 28 |
| 11 Jun | 304.90 | 11 | -3 (-21.43%) | 44.09 | 13 | 0 | 27 |
| 10 Jun | 299.30 | 14 | 3 (27.27%) | 43.39 | 15 | 4 | 27 |
| 9 Jun | 306.25 | 11 | -1 (-8.33%) | 42.23 | 21 | 2 | 23 |
| 8 Jun | 304.25 | 12 | 3.6 (42.86%) | 43.42 | 21 | 8 | 20 |
| 5 Jun | 315.60 | 8 | 2 (33.33%) | 42.05 | 15 | 7 | 10 |
| 4 Jun | 327.50 | 6 | 0 (0.00%) | 41.83 | 3 | 0 | 3 |
| 3 Jun | 328.20 | 6 | 1 (20.00%) | 41.83 | 3 | 3 | 3 |
For Vedanta Limited - strike price 290 expiring on 28JUL2026
Delta for 290 PE is -0.54
Historical price for 290 PE is as follows
On 23 Jun VEDL was trading at 281.80. The strike last trading price was 18.6, which was 11.1 higher than the previous day. The implied volatity was 43.14, the open interest changed by 972 which increased total open position to 1089
On 22 Jun VEDL was trading at 305.85. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 39.14, the open interest changed by 16 which increased total open position to 116
On 19 Jun VEDL was trading at 300.80. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 39.19, the open interest changed by 18 which increased total open position to 99
On 18 Jun VEDL was trading at 306.00. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 38.98, the open interest changed by 7 which increased total open position to 82
On 17 Jun VEDL was trading at 306.50. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 40.1, the open interest changed by 38 which increased total open position to 75
On 16 Jun VEDL was trading at 299.95. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 41.63, the open interest changed by 7 which increased total open position to 38
On 15 Jun VEDL was trading at 302.50. The strike last trading price was 12, which was 3 higher than the previous day. The implied volatity was 44.86, the open interest changed by 4 which increased total open position to 31
On 12 Jun VEDL was trading at 309.65. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 42.09, the open interest changed by 1 which increased total open position to 28
On 11 Jun VEDL was trading at 304.90. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 44.09, the open interest changed by 0 which decreased total open position to 27
On 10 Jun VEDL was trading at 299.30. The strike last trading price was 14, which was 3 higher than the previous day. The implied volatity was 43.39, the open interest changed by 4 which increased total open position to 27
On 9 Jun VEDL was trading at 306.25. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 42.23, the open interest changed by 2 which increased total open position to 23
On 8 Jun VEDL was trading at 304.25. The strike last trading price was 12, which was 3.6 higher than the previous day. The implied volatity was 43.42, the open interest changed by 8 which increased total open position to 20
On 5 Jun VEDL was trading at 315.60. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 42.05, the open interest changed by 7 which increased total open position to 10
On 4 Jun VEDL was trading at 327.50. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 41.83, the open interest changed by 0 which decreased total open position to 3
On 3 Jun VEDL was trading at 328.20. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 41.83, the open interest changed by 3 which increased total open position to 3
