VEDL
Vedanta Limited
Historical option data for VEDL
01 Apr 2026 04:12 PM IST
| VEDL 28-Apr-2026 (27d) 670 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.72
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 677.20 | 32.85 | 8.8 | 36.47 | 1,983 | -75 | 493 | |||||||||
| 30 Mar | 654.80 | 25.8 | 6.15 | 38.69 | 3,885 | 231 | 568 | |||||||||
| 27 Mar | 649.40 | 19.55 | -3.45 | 33.93 | 520 | 60 | 337 | |||||||||
| 25 Mar | 669.65 | 23.45 | 5.95 | 24.17 | 689 | 23 | 282 | |||||||||
| 24 Mar | 651.60 | 17.65 | 0.35 | 27.75 | 134 | 22 | 257 | |||||||||
| 23 Mar | 645.75 | 16.4 | -10.4 | 30.13 | 283 | 44 | 236 | |||||||||
| 20 Mar | 672.20 | 25.5 | -1.35 | 26.78 | 180 | 32 | 191 | |||||||||
| 19 Mar | 665.35 | 28.05 | -9.95 | 28.05 | 254 | 155 | 158 | |||||||||
| 18 Mar | 679.00 | 38 | -7.6 | 33.07 | 2 | 1 | 2 | |||||||||
| 17 Mar | 699.35 | 45.6 | 0.6 | 23.64 | 1 | 0 | 1 | |||||||||
| 16 Mar | 685.60 | 45 | -30.7 | 35.04 | 1 | 0 | 0 | |||||||||
| 13 Mar | 689.55 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 719.60 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 721.55 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 722.00 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 709.40 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 721.00 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 711.25 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 701.00 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 723.35 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 718.40 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 737.45 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 727.80 | 75.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 695.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 681.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 682.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 676.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 678.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 668.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 679.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 673.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 702.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 701.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 690.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Feb | 679.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 671.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vedanta Limited - strike price 670 expiring on 28APR2026
Delta for 670 CE is 0.59
Historical price for 670 CE is as follows
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 32.85, which was 8.8 higher than the previous day. The implied volatity was 36.47, the open interest changed by -75 which decreased total open position to 493
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 25.8, which was 6.15 higher than the previous day. The implied volatity was 38.69, the open interest changed by 231 which increased total open position to 568
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 19.55, which was -3.45 lower than the previous day. The implied volatity was 33.93, the open interest changed by 60 which increased total open position to 337
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 23.45, which was 5.95 higher than the previous day. The implied volatity was 24.17, the open interest changed by 23 which increased total open position to 282
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 17.65, which was 0.35 higher than the previous day. The implied volatity was 27.75, the open interest changed by 22 which increased total open position to 257
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 16.4, which was -10.4 lower than the previous day. The implied volatity was 30.13, the open interest changed by 44 which increased total open position to 236
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 25.5, which was -1.35 lower than the previous day. The implied volatity was 26.78, the open interest changed by 32 which increased total open position to 191
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 28.05, which was -9.95 lower than the previous day. The implied volatity was 28.05, the open interest changed by 155 which increased total open position to 158
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 38, which was -7.6 lower than the previous day. The implied volatity was 33.07, the open interest changed by 1 which increased total open position to 2
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 45.6, which was 0.6 higher than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 1
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 45, which was -30.7 lower than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 75.7, 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 Mar VEDL was trading at 719.60. The strike last trading price was 75.7, 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 Mar VEDL was trading at 721.55. The strike last trading price was 75.7, 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 Mar VEDL was trading at 722.00. The strike last trading price was 75.7, 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 Mar VEDL was trading at 709.40. The strike last trading price was 75.7, 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 6 Mar VEDL was trading at 721.00. The strike last trading price was 75.7, 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 Mar VEDL was trading at 711.25. The strike last trading price was 75.7, 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 Mar VEDL was trading at 701.00. The strike last trading price was 75.7, 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 2 Mar VEDL was trading at 723.35. The strike last trading price was 75.7, 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 27 Feb VEDL was trading at 718.40. The strike last trading price was 75.7, 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 26 Feb VEDL was trading at 737.45. The strike last trading price was 75.7, 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 25 Feb VEDL was trading at 727.80. The strike last trading price was 75.7, 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 24 Feb VEDL was trading at 695.10. 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 23 Feb VEDL was trading at 681.25. 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 20 Feb VEDL was trading at 682.45. 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 19 Feb VEDL was trading at 676.15. 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 18 Feb VEDL was trading at 678.00. 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 17 Feb VEDL was trading at 668.20. 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
On 16 Feb VEDL was trading at 679.80. 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 13 Feb VEDL was trading at 673.65. 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 12 Feb VEDL was trading at 702.75. 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 Feb VEDL was trading at 701.15. 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 10 Feb VEDL was trading at 690.15. 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 9 Feb VEDL was trading at 679.75. 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 6 Feb VEDL was trading at 671.05. 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-Apr-2026 (27d) 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.72
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 677.20 | 22.55 | -12.7 | 38.55 | 1,760 | -370 | 505 |
| 30 Mar | 654.80 | 33.2 | -2.9 | 40.38 | 2,703 | 537 | 871 |
| 27 Mar | 649.40 | 36.3 | 6.8 | 36.44 | 218 | 57 | 334 |
| 25 Mar | 669.65 | 29.45 | -12.8 | 40.55 | 278 | 35 | 276 |
| 24 Mar | 651.60 | 42.25 | -6 | 45.17 | 234 | 103 | 239 |
| 23 Mar | 645.75 | 48.25 | 18.7 | 46.54 | 120 | -50 | 140 |
| 20 Mar | 672.20 | 31.3 | -1.4 | 38.61 | 114 | 37 | 189 |
| 19 Mar | 665.35 | 30.45 | 4.55 | 38.23 | 182 | 108 | 151 |
| 18 Mar | 679.00 | 26.15 | 4.55 | 37.21 | 27 | 10 | 43 |
| 17 Mar | 699.35 | 21.6 | -6.4 | 40.68 | 9 | 3 | 32 |
| 16 Mar | 685.60 | 28 | 1.5 | 41.59 | 15 | -1 | 29 |
| 13 Mar | 689.55 | 26.5 | 12 | 40.03 | 4 | 0 | 30 |
| 12 Mar | 719.60 | 14.5 | 0.5 | 37.33 | 1 | 0 | 30 |
| 11 Mar | 721.55 | 14 | 2 | - | 0 | 0 | 30 |
| 10 Mar | 722.00 | 14 | 2 | - | 0 | 0 | 30 |
| 9 Mar | 709.40 | 14 | 2 | - | 0 | 0 | 30 |
| 6 Mar | 721.00 | 14 | 2 | - | 0 | 22 | 0 |
| 5 Mar | 711.25 | 14 | 2 | 33.26 | 22 | 14 | 22 |
| 4 Mar | 701.00 | 12 | 2.2 | - | 0 | 0 | 8 |
| 2 Mar | 723.35 | 12 | 2.2 | 32.08 | 8 | -1 | 8 |
| 27 Feb | 718.40 | 9.8 | -0.75 | 27.2 | 6 | 1 | 9 |
| 26 Feb | 737.45 | 10.55 | -0.85 | 32.94 | 12 | 5 | 9 |
| 25 Feb | 727.80 | 11.4 | -15.6 | 31.66 | 1 | 0 | 3 |
| 24 Feb | 695.10 | 24 | -3 | - | 0 | 0 | 3 |
| 23 Feb | 681.25 | 24 | -3 | - | 0 | 0 | 3 |
| 20 Feb | 682.45 | 24 | -3 | - | 0 | 0 | 3 |
| 19 Feb | 676.15 | 24 | -3 | - | 0 | 0 | 3 |
| 18 Feb | 678.00 | 24 | -3 | - | 0 | 0 | 3 |
| 17 Feb | 668.20 | 24 | -3 | - | 0 | 0 | 3 |
| 16 Feb | 679.80 | 24 | -3 | - | 0 | 0 | 3 |
| 13 Feb | 673.65 | 24 | -3 | - | 0 | 0 | 3 |
| 12 Feb | 702.75 | 24 | -3 | - | 0 | 0 | 3 |
| 11 Feb | 701.15 | 24 | -3 | 35.34 | 1 | 0 | 2 |
| 10 Feb | 690.15 | 27 | -3 | - | 0 | 0 | 2 |
| 9 Feb | 679.75 | 27 | -3 | 30.67 | 2 | 0 | 0 |
| 6 Feb | 671.05 | 30 | 0 | 1.13 | 0 | 0 | 0 |
For Vedanta Limited - strike price 670 expiring on 28APR2026
Delta for 670 PE is -0.41
Historical price for 670 PE is as follows
On 1 Apr VEDL was trading at 677.20. The strike last trading price was 22.55, which was -12.7 lower than the previous day. The implied volatity was 38.55, the open interest changed by -370 which decreased total open position to 505
On 30 Mar VEDL was trading at 654.80. The strike last trading price was 33.2, which was -2.9 lower than the previous day. The implied volatity was 40.38, the open interest changed by 537 which increased total open position to 871
On 27 Mar VEDL was trading at 649.40. The strike last trading price was 36.3, which was 6.8 higher than the previous day. The implied volatity was 36.44, the open interest changed by 57 which increased total open position to 334
On 25 Mar VEDL was trading at 669.65. The strike last trading price was 29.45, which was -12.8 lower than the previous day. The implied volatity was 40.55, the open interest changed by 35 which increased total open position to 276
On 24 Mar VEDL was trading at 651.60. The strike last trading price was 42.25, which was -6 lower than the previous day. The implied volatity was 45.17, the open interest changed by 103 which increased total open position to 239
On 23 Mar VEDL was trading at 645.75. The strike last trading price was 48.25, which was 18.7 higher than the previous day. The implied volatity was 46.54, the open interest changed by -50 which decreased total open position to 140
On 20 Mar VEDL was trading at 672.20. The strike last trading price was 31.3, which was -1.4 lower than the previous day. The implied volatity was 38.61, the open interest changed by 37 which increased total open position to 189
On 19 Mar VEDL was trading at 665.35. The strike last trading price was 30.45, which was 4.55 higher than the previous day. The implied volatity was 38.23, the open interest changed by 108 which increased total open position to 151
On 18 Mar VEDL was trading at 679.00. The strike last trading price was 26.15, which was 4.55 higher than the previous day. The implied volatity was 37.21, the open interest changed by 10 which increased total open position to 43
On 17 Mar VEDL was trading at 699.35. The strike last trading price was 21.6, which was -6.4 lower than the previous day. The implied volatity was 40.68, the open interest changed by 3 which increased total open position to 32
On 16 Mar VEDL was trading at 685.60. The strike last trading price was 28, which was 1.5 higher than the previous day. The implied volatity was 41.59, the open interest changed by -1 which decreased total open position to 29
On 13 Mar VEDL was trading at 689.55. The strike last trading price was 26.5, which was 12 higher than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 30
On 12 Mar VEDL was trading at 719.60. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was 37.33, the open interest changed by 0 which decreased total open position to 30
On 11 Mar VEDL was trading at 721.55. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 10 Mar VEDL was trading at 722.00. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 9 Mar VEDL was trading at 709.40. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 6 Mar VEDL was trading at 721.00. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 0
On 5 Mar VEDL was trading at 711.25. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 33.26, the open interest changed by 14 which increased total open position to 22
On 4 Mar VEDL was trading at 701.00. The strike last trading price was 12, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Mar VEDL was trading at 723.35. The strike last trading price was 12, which was 2.2 higher than the previous day. The implied volatity was 32.08, the open interest changed by -1 which decreased total open position to 8
On 27 Feb VEDL was trading at 718.40. The strike last trading price was 9.8, which was -0.75 lower than the previous day. The implied volatity was 27.2, the open interest changed by 1 which increased total open position to 9
On 26 Feb VEDL was trading at 737.45. The strike last trading price was 10.55, which was -0.85 lower than the previous day. The implied volatity was 32.94, the open interest changed by 5 which increased total open position to 9
On 25 Feb VEDL was trading at 727.80. The strike last trading price was 11.4, which was -15.6 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 3
On 24 Feb VEDL was trading at 695.10. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb VEDL was trading at 681.25. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb VEDL was trading at 682.45. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb VEDL was trading at 676.15. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb VEDL was trading at 678.00. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb VEDL was trading at 668.20. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb VEDL was trading at 679.80. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb VEDL was trading at 673.65. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb VEDL was trading at 702.75. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb VEDL was trading at 701.15. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was 35.34, the open interest changed by 0 which decreased total open position to 2
On 10 Feb VEDL was trading at 690.15. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb VEDL was trading at 679.75. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 0
On 6 Feb VEDL was trading at 671.05. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
