VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 420 CE | ||||||||||||||||
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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 | 56.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 469.80 | 52.6 | -2.85 | 23.21 | 7 | -4 | 24 | |||||||||
For Varun Beverages Limited - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.00
Historical price for 420 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 56.65, 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
On 14 Sept VBL was trading at 469.80. The strike last trading price was 52.6, which was -2.85 lower than the previous day. The implied volatity was 23.21, the open interest changed by -4 which decreased total open position to 24
| VBL 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 0.25 | -0.05 | 36.48 | 13 | -7 | 347 |
| 14 Sept | 469.80 | 0.65 | 0 | 32.25 | 136 | 23 | 365 |
For Varun Beverages Limited - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.02
Historical price for 420 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by -7 which decreased total open position to 347
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 32.25, the open interest changed by 23 which increased total open position to 365
