VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.19
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 27.7 | 0.4 | 31.11 | 63 | 2 | 150 | |||||||||
| 14 Sept | 469.80 | 25.7 | -4.1 | 26.53 | 39 | 7 | 115 | |||||||||
| 17 Aug | 501.85 | 84.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.86
Historical price for 450 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 27.7, which was 0.4 higher than the previous day. The implied volatity was 31.11, the open interest changed by 2 which increased total open position to 150
On 14 Sept VBL was trading at 469.80. The strike last trading price was 25.7, which was -4.1 lower than the previous day. The implied volatity was 26.53, the open interest changed by 7 which increased total open position to 115
On 17 Aug VBL was trading at 501.85. The strike last trading price was 84.45, 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 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.16
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 1.35 | -0.25 | 27.71 | 518 | 57 | 728 |
| 14 Sept | 469.80 | 3.2 | 0.1 | 27.09 | 306 | 40 | 555 |
| 17 Aug | 501.85 | 7.25 | 0 | 9.60 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -0.12
Historical price for 450 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 27.71, the open interest changed by 57 which increased total open position to 728
On 14 Sept VBL was trading at 469.80. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 27.09, the open interest changed by 40 which increased total open position to 555
On 17 Aug VBL was trading at 501.85. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 9.60, the open interest changed by 0 which decreased total open position to 0
