VBL
Varun Beverages Limited
Historical option data for VBL
18 Oct 2025 04:59 PM IST
| VBL 28-OCT-2025 455 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 18 Oct | 461.55 | 10.55 | -2 | - | 541 | -45 | 112 | |||||||||
| 15 Oct | 441.60 | 4.85 | -1.1 | - | 327 | -37 | 173 | |||||||||
For Varun Beverages Limited - strike price 455 expiring on 28OCT2025
Delta for 455 CE is -
Historical price for 455 CE is as follows
On 18 Oct VBL was trading at 461.55. The strike last trading price was 10.55, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 112
On 15 Oct VBL was trading at 441.60. The strike last trading price was 4.85, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 173
| VBL 28OCT2025 455 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Oct | 461.55 | 4.5 | -1.3 | - | 1,133 | 38 | 131 |
| 15 Oct | 441.60 | 17.05 | 0.35 | - | 9 | -1 | 69 |
For Varun Beverages Limited - strike price 455 expiring on 28OCT2025
Delta for 455 PE is -
Historical price for 455 PE is as follows
On 18 Oct VBL was trading at 461.55. The strike last trading price was 4.5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 131
On 15 Oct VBL was trading at 441.60. The strike last trading price was 17.05, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 69
