VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 490 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.30
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 17.8 | -8.15 | 21.78 | 122 | 4 | 637 | |||||||||
For Varun Beverages Limited - strike price 490 expiring on 28AUG2025
Delta for 490 CE is 0.76
Historical price for 490 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 17.8, which was -8.15 lower than the previous day. The implied volatity was 21.78, the open interest changed by 4 which increased total open position to 637
| VBL 28AUG2025 490 PE | |||||||
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Delta: -0.26
Vega: 0.32
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 4.1 | 1.45 | 25.21 | 691 | -82 | 590 |
For Varun Beverages Limited - strike price 490 expiring on 28AUG2025
Delta for 490 PE is -0.26
Historical price for 490 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 4.1, which was 1.45 higher than the previous day. The implied volatity was 25.21, the open interest changed by -82 which decreased total open position to 590
