VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 510 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.38
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 6.75 | -5.35 | 23.03 | 1,449 | 266 | 808 | |||||||||
For Varun Beverages Limited - strike price 510 expiring on 28AUG2025
Delta for 510 CE is 0.42
Historical price for 510 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 6.75, which was -5.35 lower than the previous day. The implied volatity was 23.03, the open interest changed by 266 which increased total open position to 808
| VBL 28AUG2025 510 PE | |||||||
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Delta: -0.57
Vega: 0.39
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 13.15 | 4.45 | 26.27 | 579 | -35 | 793 |
For Varun Beverages Limited - strike price 510 expiring on 28AUG2025
Delta for 510 PE is -0.57
Historical price for 510 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 13.15, which was 4.45 higher than the previous day. The implied volatity was 26.27, the open interest changed by -35 which decreased total open position to 793
