VEDL options
Vedanta option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹5.75 | ±2.54% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹220.75 – ₹232.25 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹250 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹260 | 25,09,300 contracts — the largest put position on the chain |
| Heaviest call strike | ₹260 | 52,22,150 contracts — the largest call position on the chain |
| Put-call ratio | 0.44 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 30.76% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹5.75
- Implied range
- ₹221 – ₹232
- Max pain
- ₹250
- Implied volatility
- 30.76%
±2.54% over 4 days, from the ₹225 straddle
What option prices imply, not a forecast of where the stock will trade
₹24 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹260Heaviest call ₹260ATM ₹225 · PCR 0.44
At the close on Friday, 23 October 2026, Vedanta options were pricing a move of ±₹5.75 by the Tuesday, 27 October 2026 expiry — a range of ₹220.75 to ₹232.25 against a closing price of ₹226.50. The figure is the at-the-money straddle at the ₹225 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹250, ₹23.50 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹260 with 25,09,300 contracts, and the heaviest call position at ₹260 with 52,22,150 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 30.76% for the Tuesday, 27 October 2026 expiry. Realised volatility for Vedanta is not yet available for comparison.
This page is a record of where Vedanta's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are Vedanta options pricing this expiry?
- ±₹5.75, or 2.54%, giving a range of ₹220.75 to ₹232.25 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹225 strike.
- What is Vedanta's max pain?
- ₹250 at the last close, against a closing price of ₹226.50. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Vedanta option chain?
- The largest put position sits at ₹260 with 25,09,300 contracts, and the largest call position at ₹260 with 52,22,150 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for Vedanta options?
- 1,150 shares per lot, with strikes in steps of ₹5. At the implied move of ±₹5.75, one lot corresponds to ±₹6,613 of notional movement.