VBL
Varun Beverages Limited
Historical option data for VBL
28 Sep 2025 10:09 PM IST
| VBL 28-OCT-2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.51
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 444.75 | 9.7 | -3.45 | 27.87 | 649 | 154 | 703 | |||||||||
| 21 Sept | 474.45 | 28 | 0.7 | 27.41 | 8 | 3 | 22 | |||||||||
| 14 Sept | 469.80 | 83.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 501.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 460 expiring on 28OCT2025
Delta for 460 CE is 0.39
Historical price for 460 CE is as follows
On 28 Sept VBL was trading at 444.75. The strike last trading price was 9.7, which was -3.45 lower than the previous day. The implied volatity was 27.87, the open interest changed by 154 which increased total open position to 703
On 21 Sept VBL was trading at 474.45. The strike last trading price was 28, which was 0.7 higher than the previous day. The implied volatity was 27.41, the open interest changed by 3 which increased total open position to 22
On 14 Sept VBL was trading at 469.80. The strike last trading price was 83.2, 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
On 17 Aug VBL was trading at 501.85. The strike last trading price was 0, 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 28OCT2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.51
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 444.75 | 23.1 | 5.4 | 31.25 | 213 | 67 | 459 |
| 21 Sept | 474.45 | 8.75 | -0.6 | 27.48 | 27 | 0 | 160 |
| 14 Sept | 469.80 | 11.6 | 0.1 | 28.41 | 67 | 47 | 84 |
| 17 Aug | 501.85 | 13.85 | 0 | 6.38 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 460 expiring on 28OCT2025
Delta for 460 PE is -0.59
Historical price for 460 PE is as follows
On 28 Sept VBL was trading at 444.75. The strike last trading price was 23.1, which was 5.4 higher than the previous day. The implied volatity was 31.25, the open interest changed by 67 which increased total open position to 459
On 21 Sept VBL was trading at 474.45. The strike last trading price was 8.75, which was -0.6 lower than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 160
On 14 Sept VBL was trading at 469.80. The strike last trading price was 11.6, which was 0.1 higher than the previous day. The implied volatity was 28.41, the open interest changed by 47 which increased total open position to 84
On 17 Aug VBL was trading at 501.85. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
