VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.33
Theta: -0.44
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 6.8 | -0.45 | 25.82 | 2,503 | 84 | 1,394 | |||||||||
| 14 Sept | 469.80 | 7.95 | -2.4 | 26.62 | 1,395 | 122 | 1,046 | |||||||||
| 17 Aug | 501.85 | 33.5 | -9.45 | 20.91 | 2 | 2 | 8 | |||||||||
For Varun Beverages Limited - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.44
Historical price for 480 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 6.8, which was -0.45 lower than the previous day. The implied volatity was 25.82, the open interest changed by 84 which increased total open position to 1394
On 14 Sept VBL was trading at 469.80. The strike last trading price was 7.95, which was -2.4 lower than the previous day. The implied volatity was 26.62, the open interest changed by 122 which increased total open position to 1046
On 17 Aug VBL was trading at 501.85. The strike last trading price was 33.5, which was -9.45 lower than the previous day. The implied volatity was 20.91, the open interest changed by 2 which increased total open position to 8
| VBL 30SEP2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.33
Theta: -0.31
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 10.6 | -0.55 | 26.03 | 322 | 19 | 605 |
| 14 Sept | 469.80 | 15.2 | 1.5 | 26.77 | 194 | -30 | 542 |
| 17 Aug | 501.85 | 47 | 0 | 4.94 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.56
Historical price for 480 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 10.6, which was -0.55 lower than the previous day. The implied volatity was 26.03, the open interest changed by 19 which increased total open position to 605
On 14 Sept VBL was trading at 469.80. The strike last trading price was 15.2, which was 1.5 higher than the previous day. The implied volatity was 26.77, the open interest changed by -30 which decreased total open position to 542
On 17 Aug VBL was trading at 501.85. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
