VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.31
Theta: -0.40
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 11.05 | -0.95 | 23.08 | 1,703 | -65 | 862 | |||||||||
| 14 Sept | 469.80 | 12.4 | -2.9 | 26.39 | 891 | 227 | 559 | |||||||||
| 17 Aug | 501.85 | 69.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 470 expiring on 30SEP2025
Delta for 470 CE is 0.64
Historical price for 470 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 11.05, which was -0.95 lower than the previous day. The implied volatity was 23.08, the open interest changed by -65 which decreased total open position to 862
On 14 Sept VBL was trading at 469.80. The strike last trading price was 12.4, which was -2.9 lower than the previous day. The implied volatity was 26.39, the open interest changed by 227 which increased total open position to 559
On 17 Aug VBL was trading at 501.85. The strike last trading price was 69.2, 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
| VBL 30SEP2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.31
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 5.55 | -0.65 | 24.89 | 901 | -27 | 1,057 |
| 14 Sept | 469.80 | 9.5 | 0.9 | 26.05 | 774 | 32 | 817 |
| 17 Aug | 501.85 | 5.75 | 0.55 | 27.87 | 2 | 0 | 2 |
For Varun Beverages Limited - strike price 470 expiring on 30SEP2025
Delta for 470 PE is -0.38
Historical price for 470 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 5.55, which was -0.65 lower than the previous day. The implied volatity was 24.89, the open interest changed by -27 which decreased total open position to 1057
On 14 Sept VBL was trading at 469.80. The strike last trading price was 9.5, which was 0.9 higher than the previous day. The implied volatity was 26.05, the open interest changed by 32 which increased total open position to 817
On 17 Aug VBL was trading at 501.85. The strike last trading price was 5.75, which was 0.55 higher than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 2
