VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 430 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 | |||||||||
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| 21 Sept | 474.45 | 44.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 469.80 | 43 | -5.55 | 24.87 | 15 | 0 | 22 | |||||||||
For Varun Beverages Limited - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.00
Historical price for 430 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 44.15, 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 43, which was -5.55 lower than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 22
| VBL 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 0.45 | -0.1 | 34.00 | 131 | -73 | 164 |
| 14 Sept | 469.80 | 1.1 | 0 | 30.42 | 62 | 15 | 76 |
For Varun Beverages Limited - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.04
Historical price for 430 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 34.00, the open interest changed by -73 which decreased total open position to 164
On 14 Sept VBL was trading at 469.80. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 30.42, the open interest changed by 15 which increased total open position to 76
