VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 420 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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| 17 Aug | 501.85 | 82.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 420 expiring on 28AUG2025
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 82.95, 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
| VBL 28AUG2025 420 PE | |||||||
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Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 0.1 | -0.1 | 39.61 | 5 | -4 | 28 |
For Varun Beverages Limited - strike price 420 expiring on 28AUG2025
Delta for 420 PE is -0.01
Historical price for 420 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 39.61, the open interest changed by -4 which decreased total open position to 28
