VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 460 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.24
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 19 | 0.1 | 26.58 | 268 | -40 | 175 | |||||||||
| 14 Sept | 469.80 | 18.35 | -3.35 | 26.34 | 107 | 35 | 107 | |||||||||
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| 17 Aug | 501.85 | 41.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.78
Historical price for 460 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 19, which was 0.1 higher than the previous day. The implied volatity was 26.58, the open interest changed by -40 which decreased total open position to 175
On 14 Sept VBL was trading at 469.80. The strike last trading price was 18.35, which was -3.35 lower than the previous day. The implied volatity was 26.34, the open interest changed by 35 which increased total open position to 107
On 17 Aug VBL was trading at 501.85. The strike last trading price was 41.85, 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
| VBL 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.24
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 2.65 | -0.45 | 25.54 | 578 | -64 | 887 |
| 14 Sept | 469.80 | 5.6 | 0.35 | 26.24 | 402 | 62 | 652 |
| 17 Aug | 501.85 | 4.9 | 1.8 | 30.40 | 8 | 3 | 5 |
For Varun Beverages Limited - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.22
Historical price for 460 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 25.54, the open interest changed by -64 which decreased total open position to 887
On 14 Sept VBL was trading at 469.80. The strike last trading price was 5.6, which was 0.35 higher than the previous day. The implied volatity was 26.24, the open interest changed by 62 which increased total open position to 652
On 17 Aug VBL was trading at 501.85. The strike last trading price was 4.9, which was 1.8 higher than the previous day. The implied volatity was 30.40, the open interest changed by 3 which increased total open position to 5
