VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 30SEP2025 500 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.70
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 23.2 | -7.5 | 25.49 | 23 | 9 | 138 | |||||||||
For Varun Beverages Limited - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.60
Historical price for 500 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 23.2, which was -7.5 lower than the previous day. The implied volatity was 25.49, the open interest changed by 9 which increased total open position to 138
| VBL 30SEP2025 500 PE | |||||||
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Delta: -0.41
Vega: 0.70
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 15.9 | 3.9 | 28.35 | 23 | 16 | 48 |
For Varun Beverages Limited - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.41
Historical price for 500 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 15.9, which was 3.9 higher than the previous day. The implied volatity was 28.35, the open interest changed by 16 which increased total open position to 48
