VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 480 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.19
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 25.9 | -8.25 | 21.50 | 1,011 | -373 | 1,596 | |||||||||
For Varun Beverages Limited - strike price 480 expiring on 28AUG2025
Delta for 480 CE is 0.89
Historical price for 480 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 25.9, which was -8.25 lower than the previous day. The implied volatity was 21.50, the open interest changed by -373 which decreased total open position to 1596
| VBL 28AUG2025 480 PE | |||||||
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Delta: -0.15
Vega: 0.23
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 2.05 | 0.5 | 25.71 | 790 | -53 | 522 |
For Varun Beverages Limited - strike price 480 expiring on 28AUG2025
Delta for 480 PE is -0.15
Historical price for 480 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 2.05, which was 0.5 higher than the previous day. The implied volatity was 25.71, the open interest changed by -53 which decreased total open position to 522
