VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 73.5 | 2.3 | - | 1 | 0 | 9 | |||||||||
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| 14 Sept | 469.80 | 79.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 73.5, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 14 Sept VBL was trading at 469.80. The strike last trading price was 79.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VBL 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 0.2 | -0.1 | 46.79 | 58 | -37 | 106 |
| 14 Sept | 469.80 | 0.35 | 0 | 38.44 | 21 | 14 | 123 |
For Varun Beverages Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.01
Historical price for 400 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 46.79, the open interest changed by -37 which decreased total open position to 106
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 38.44, the open interest changed by 14 which increased total open position to 123
