VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 118.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 469.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 410 expiring on 30SEP2025
Delta for 410 CE is -
Historical price for 410 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 118.95, 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 14 Sept VBL was trading at 469.80. The strike last trading price was 0, 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 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 2.2 | 0 | 23.37 | 0 | 0 | 0 |
| 14 Sept | 469.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.00
Historical price for 410 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 0
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0, 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
