[--[65.84.65.76]--]
VBL
Varun Beverages Limited

501.85 -9.25 (-1.81%)

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Historical option data for VBL

17 Aug 2025 12:58 AM IST
VBL 28AUG2025 470 CE
Delta: 0.94
Vega: 0.11
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.09
Vega: 0.16
Theta: -0.14
Gamma: 0.01
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