VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 490 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.28
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 3.9 | -0.3 | 27.92 | 1,103 | -27 | 1,353 | |||||||||
| 14 Sept | 469.80 | 5 | -1.8 | 27.37 | 973 | 169 | 1,073 | |||||||||
| 17 Aug | 501.85 | 31.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 490 expiring on 30SEP2025
Delta for 490 CE is 0.28
Historical price for 490 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 3.9, which was -0.3 lower than the previous day. The implied volatity was 27.92, the open interest changed by -27 which decreased total open position to 1353
On 14 Sept VBL was trading at 469.80. The strike last trading price was 5, which was -1.8 lower than the previous day. The implied volatity was 27.37, the open interest changed by 169 which increased total open position to 1073
On 17 Aug VBL was trading at 501.85. The strike last trading price was 31.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VBL 30SEP2025 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.27
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 17.55 | -0.9 | 26.18 | 108 | -8 | 305 |
| 14 Sept | 469.80 | 22.45 | 2.15 | 28.24 | 83 | -21 | 362 |
| 17 Aug | 501.85 | 18 | 0 | 3.27 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 490 expiring on 30SEP2025
Delta for 490 PE is -0.73
Historical price for 490 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 17.55, which was -0.9 lower than the previous day. The implied volatity was 26.18, the open interest changed by -8 which decreased total open position to 305
On 14 Sept VBL was trading at 469.80. The strike last trading price was 22.45, which was 2.15 higher than the previous day. The implied volatity was 28.24, the open interest changed by -21 which decreased total open position to 362
On 17 Aug VBL was trading at 501.85. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
