VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.22
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 2.45 | -0.15 | 30.30 | 1,120 | 10 | 2,405 | |||||||||
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| 14 Sept | 469.80 | 3.2 | -1.25 | 28.63 | 1,716 | 213 | 2,168 | |||||||||
| 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 0.18
Historical price for 500 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 30.30, the open interest changed by 10 which increased total open position to 2405
On 14 Sept VBL was trading at 469.80. The strike last trading price was 3.2, which was -1.25 lower than the previous day. The implied volatity was 28.63, the open interest changed by 213 which increased total open position to 2168
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: -0.81
Vega: 0.22
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 26.2 | -0.45 | 30.55 | 93 | -6 | 396 |
| 14 Sept | 469.80 | 30.55 | 2.9 | 29.52 | 46 | -1 | 413 |
| 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 -0.81
Historical price for 500 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 26.2, which was -0.45 lower than the previous day. The implied volatity was 30.55, the open interest changed by -6 which decreased total open position to 396
On 14 Sept VBL was trading at 469.80. The strike last trading price was 30.55, which was 2.9 higher than the previous day. The implied volatity was 29.52, the open interest changed by -1 which decreased total open position to 413
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
