VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 440 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.14
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 37.05 | 0.65 | 35.24 | 32 | 7 | 81 | |||||||||
| 14 Sept | 469.80 | 33.85 | -4.35 | 25.42 | 12 | 0 | 70 | |||||||||
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| 17 Aug | 501.85 | 52.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.90
Historical price for 440 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 37.05, which was 0.65 higher than the previous day. The implied volatity was 35.24, the open interest changed by 7 which increased total open position to 81
On 14 Sept VBL was trading at 469.80. The strike last trading price was 33.85, which was -4.35 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 70
On 17 Aug VBL was trading at 501.85. The strike last trading price was 52.05, 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 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 0.7 | -0.15 | 30.34 | 240 | -85 | 771 |
| 14 Sept | 469.80 | 1.8 | -0.05 | 28.32 | 265 | 0 | 739 |
| 17 Aug | 501.85 | 2.3 | -1.1 | 31.07 | 13 | 8 | 20 |
For Varun Beverages Limited - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.06
Historical price for 440 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 30.34, the open interest changed by -85 which decreased total open position to 771
On 14 Sept VBL was trading at 469.80. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 739
On 17 Aug VBL was trading at 501.85. The strike last trading price was 2.3, which was -1.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 8 which increased total open position to 20
