VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 470 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.11
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 35.25 | -8.55 | 23.25 | 40 | 1 | 519 | |||||||||
For Varun Beverages Limited - strike price 470 expiring on 28AUG2025
Delta for 470 CE is 0.94
Historical price for 470 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 35.25, which was -8.55 lower than the previous day. The implied volatity was 23.25, the open interest changed by 1 which increased total open position to 519
| VBL 28AUG2025 470 PE | |||||||
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Delta: -0.09
Vega: 0.16
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 1.1 | 0.2 | 27.36 | 345 | 7 | 521 |
For Varun Beverages Limited - strike price 470 expiring on 28AUG2025
Delta for 470 PE is -0.09
Historical price for 470 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 27.36, the open interest changed by 7 which increased total open position to 521
