Historical option data for VEDL
26 May 2026 04:10 PM IST
| VEDL 30-Jun-2026 (34d) 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0
Theta: -0.24
Gamma: 0.00838
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 344.90 | 26.25 | 8.8 (50.43%) | 39.98 | 2,245 | -362 | 838 | |||||||||
| 25 May | 332.50 | 17.8 | 0.5 (2.89%) | 36.04 | 2,051 | 142 | 1,200 | |||||||||
| 22 May | 329.95 | 17.15 | -0.15 (-0.87%) | 37.26 | 1,347 | 156 | 1,058 | |||||||||
| 21 May | 329.75 | 17.8 | -3.35 (-15.84%) | 37.54 | 856 | 125 | 901 | |||||||||
| 20 May | 333.75 | 21.5 | -0.8 (-3.59%) | 41.26 | 696 | 147 | 774 | |||||||||
| 19 May | 337.65 | 22.5 | 4.55 (25.35%) | 37.97 | 747 | 56 | 627 | |||||||||
| 18 May | 327.00 | 18 | -2.8 (-13.46%) | 40.62 | 616 | 80 | 572 | |||||||||
| 15 May | 331.05 | 20.8 | -5.1 (-19.69%) | 41.74 | 938 | 214 | 492 | |||||||||
| 14 May | 338.90 | 26.25 | 8.1 (44.63%) | 41.29 | 1,044 | -66 | 278 | |||||||||
| 13 May | 323.35 | 19.15 | 7.3 (61.60%) | 0 | 504 | 18 | 347 | |||||||||
| 12 May | 305.05 | 12.25 | 2.1 (20.69%) | 0 | 120 | -17 | 330 | |||||||||
| 11 May | 298.40 | 10.05 | -0.3 (-2.90%) | 0 | 105 | 52 | 347 | |||||||||
| 8 May | 296.45 | 9.9 | -3.55 (-26.39%) | 46.47 | 145 | 72 | 296 | |||||||||
| 7 May | 305.40 | 13.1 | -4.1 (-23.84%) | 46.65 | 319 | 115 | 224 | |||||||||
| 6 May | 316.40 | 17.1 | 4.45 (35.18%) | 43.81 | 221 | 20 | 110 | |||||||||
| 5 May | 303.90 | 13.15 | 2.9 (28.29%) | 45.32 | 132 | 58 | 87 | |||||||||
| 4 May | 294.65 | 10.4 | 4.2 (67.74%) | 47.35 | 57 | 21 | 27 | |||||||||
| 30 Apr | 271.55 | 6.2 | -440.65 (-98.61%) | 49.52 | 11 | 5 | 5 | |||||||||
For Vedanta Limited - strike price 330 expiring on 30JUN2026
Delta for 330 CE is 0.68
Historical price for 330 CE is as follows
On 26 May VEDL was trading at 344.90. The strike last trading price was 26.25, which was 8.8 higher than the previous day. The implied volatity was 39.98, the open interest changed by -362 which decreased total open position to 838
On 25 May VEDL was trading at 332.50. The strike last trading price was 17.8, which was 0.5 higher than the previous day. The implied volatity was 36.04, the open interest changed by 142 which increased total open position to 1200
On 22 May VEDL was trading at 329.95. The strike last trading price was 17.15, which was -0.15 lower than the previous day. The implied volatity was 37.26, the open interest changed by 156 which increased total open position to 1058
On 21 May VEDL was trading at 329.75. The strike last trading price was 17.8, which was -3.35 lower than the previous day. The implied volatity was 37.54, the open interest changed by 125 which increased total open position to 901
On 20 May VEDL was trading at 333.75. The strike last trading price was 21.5, which was -0.8 lower than the previous day. The implied volatity was 41.26, the open interest changed by 147 which increased total open position to 774
On 19 May VEDL was trading at 337.65. The strike last trading price was 22.5, which was 4.55 higher than the previous day. The implied volatity was 37.97, the open interest changed by 56 which increased total open position to 627
On 18 May VEDL was trading at 327.00. The strike last trading price was 18, which was -2.8 lower than the previous day. The implied volatity was 40.62, the open interest changed by 80 which increased total open position to 572
On 15 May VEDL was trading at 331.05. The strike last trading price was 20.8, which was -5.1 lower than the previous day. The implied volatity was 41.74, the open interest changed by 214 which increased total open position to 492
On 14 May VEDL was trading at 338.90. The strike last trading price was 26.25, which was 8.1 higher than the previous day. The implied volatity was 41.29, the open interest changed by -66 which decreased total open position to 278
On 13 May VEDL was trading at 323.35. The strike last trading price was 19.15, which was 7.3 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 347
On 12 May VEDL was trading at 305.05. The strike last trading price was 12.25, which was 2.1 higher than the previous day. The implied volatity was 0, the open interest changed by -17 which decreased total open position to 330
On 11 May VEDL was trading at 298.40. The strike last trading price was 10.05, which was -0.3 lower than the previous day. The implied volatity was 0, the open interest changed by 52 which increased total open position to 347
On 8 May VEDL was trading at 296.45. The strike last trading price was 9.9, which was -3.55 lower than the previous day. The implied volatity was 46.47, the open interest changed by 72 which increased total open position to 296
On 7 May VEDL was trading at 305.40. The strike last trading price was 13.1, which was -4.1 lower than the previous day. The implied volatity was 46.65, the open interest changed by 115 which increased total open position to 224
On 6 May VEDL was trading at 316.40. The strike last trading price was 17.1, which was 4.45 higher than the previous day. The implied volatity was 43.81, the open interest changed by 20 which increased total open position to 110
On 5 May VEDL was trading at 303.90. The strike last trading price was 13.15, which was 2.9 higher than the previous day. The implied volatity was 45.32, the open interest changed by 58 which increased total open position to 87
On 4 May VEDL was trading at 294.65. The strike last trading price was 10.4, which was 4.2 higher than the previous day. The implied volatity was 47.35, the open interest changed by 21 which increased total open position to 27
On 30 Apr VEDL was trading at 271.55. The strike last trading price was 6.2, which was -440.65 lower than the previous day. The implied volatity was 49.52, the open interest changed by 5 which increased total open position to 5
| VEDL 30-Jun-2026 (34d) 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0
Theta: -0.18
Gamma: 0.00859
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 344.90 | 9 | -6 (-40.00%) | 38.82 | 3,426 | 307 | 1,152 |
| 25 May | 332.50 | 14 | -3 (-17.65%) | 39.93 | 685 | 192 | 844 |
| 22 May | 329.95 | 17 | -2 (-10.53%) | 42.39 | 593 | 59 | 651 |
| 21 May | 329.75 | 19 | 1 (5.56%) | 46.33 | 325 | 19 | 592 |
| 20 May | 333.75 | 17 | 0 (0.00%) | 45.31 | 256 | 55 | 572 |
| 19 May | 337.65 | 17 | -4 (-19.05%) | 48.99 | 309 | 115 | 512 |
| 18 May | 327.00 | 21 | 0 (0.00%) | 46.45 | 157 | 32 | 398 |
| 15 May | 331.05 | 20.45 | 4.35 (27.02%) | 46.89 | 409 | 80 | 366 |
| 14 May | 338.90 | 16.15 | -5.8 (-26.42%) | 45.03 | 423 | 197 | 284 |
| 13 May | 323.35 | 21.9 | -12.1 (-35.59%) | 0 | 65 | 45 | 83 |
| 12 May | 305.05 | 34 | -6.25 (-15.53%) | 0 | 5 | -2 | 38 |
| 11 May | 298.40 | 40.25 | 0.45 (1.13%) | 0 | 3 | 0 | 40 |
| 8 May | 296.45 | 39.75 | 6.65 (20.09%) | 43.23 | 4 | 2 | 40 |
| 7 May | 305.40 | 33.1 | 4.1 (14.14%) | 44.15 | 14 | 12 | 38 |
| 6 May | 316.40 | 29 | -10 (-25.64%) | 41.36 | 12 | 8 | 24 |
| 5 May | 303.90 | 39 | 38.95 (77900.00%) | 53.83 | 16 | 15 | 15 |
| 4 May | 294.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 271.55 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 330 expiring on 30JUN2026
Delta for 330 PE is -0.32
Historical price for 330 PE is as follows
On 26 May VEDL was trading at 344.90. The strike last trading price was 9, which was -6 lower than the previous day. The implied volatity was 38.82, the open interest changed by 307 which increased total open position to 1152
On 25 May VEDL was trading at 332.50. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 39.93, the open interest changed by 192 which increased total open position to 844
On 22 May VEDL was trading at 329.95. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 42.39, the open interest changed by 59 which increased total open position to 651
On 21 May VEDL was trading at 329.75. The strike last trading price was 19, which was 1 higher than the previous day. The implied volatity was 46.33, the open interest changed by 19 which increased total open position to 592
On 20 May VEDL was trading at 333.75. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 45.31, the open interest changed by 55 which increased total open position to 572
On 19 May VEDL was trading at 337.65. The strike last trading price was 17, which was -4 lower than the previous day. The implied volatity was 48.99, the open interest changed by 115 which increased total open position to 512
On 18 May VEDL was trading at 327.00. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 46.45, the open interest changed by 32 which increased total open position to 398
On 15 May VEDL was trading at 331.05. The strike last trading price was 20.45, which was 4.35 higher than the previous day. The implied volatity was 46.89, the open interest changed by 80 which increased total open position to 366
On 14 May VEDL was trading at 338.90. The strike last trading price was 16.15, which was -5.8 lower than the previous day. The implied volatity was 45.03, the open interest changed by 197 which increased total open position to 284
On 13 May VEDL was trading at 323.35. The strike last trading price was 21.9, which was -12.1 lower than the previous day. The implied volatity was 0, the open interest changed by 45 which increased total open position to 83
On 12 May VEDL was trading at 305.05. The strike last trading price was 34, which was -6.25 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 38
On 11 May VEDL was trading at 298.40. The strike last trading price was 40.25, which was 0.45 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 40
On 8 May VEDL was trading at 296.45. The strike last trading price was 39.75, which was 6.65 higher than the previous day. The implied volatity was 43.23, the open interest changed by 2 which increased total open position to 40
On 7 May VEDL was trading at 305.40. The strike last trading price was 33.1, which was 4.1 higher than the previous day. The implied volatity was 44.15, the open interest changed by 12 which increased total open position to 38
On 6 May VEDL was trading at 316.40. The strike last trading price was 29, which was -10 lower than the previous day. The implied volatity was 41.36, the open interest changed by 8 which increased total open position to 24
On 5 May VEDL was trading at 303.90. The strike last trading price was 39, which was 38.95 higher than the previous day. The implied volatity was 53.83, the open interest changed by 15 which increased total open position to 15
On 4 May VEDL was trading at 294.65. 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 30 Apr VEDL was trading at 271.55. 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
