VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 28OCT2025 480 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.62
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 16.45 | 0.3 | 26.61 | 217 | 23 | 200 | |||||||||
| 14 Sept | 469.80 | 17 | -2.2 | 28.00 | 7 | 2 | 30 | |||||||||
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| 17 Aug | 501.85 | 69.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 480 expiring on 28OCT2025
Delta for 480 CE is 0.52
Historical price for 480 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 16.45, which was 0.3 higher than the previous day. The implied volatity was 26.61, the open interest changed by 23 which increased total open position to 200
On 14 Sept VBL was trading at 469.80. The strike last trading price was 17, which was -2.2 lower than the previous day. The implied volatity was 28.00, the open interest changed by 2 which increased total open position to 30
On 17 Aug VBL was trading at 501.85. The strike last trading price was 69.55, 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 28OCT2025 480 PE | |||||||
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Delta: -0.49
Vega: 0.62
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 17.7 | -0.65 | 28.20 | 53 | 25 | 95 |
| 14 Sept | 469.80 | 21 | 1.3 | 28.69 | 1 | 1 | 22 |
| 17 Aug | 501.85 | 19.9 | 0 | 4.02 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 480 expiring on 28OCT2025
Delta for 480 PE is -0.49
Historical price for 480 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 17.7, which was -0.65 lower than the previous day. The implied volatity was 28.20, the open interest changed by 25 which increased total open position to 95
On 14 Sept VBL was trading at 469.80. The strike last trading price was 21, which was 1.3 higher than the previous day. The implied volatity was 28.69, the open interest changed by 1 which increased total open position to 22
On 17 Aug VBL was trading at 501.85. The strike last trading price was 19.9, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
