VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 510 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.16
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 1.55 | -0.2 | 33.04 | 523 | -23 | 2,189 | |||||||||
| 14 Sept | 469.80 | 2.1 | -0.8 | 30.12 | 1,173 | 71 | 1,966 | |||||||||
| 17 Aug | 501.85 | 18.4 | -6.3 | 25.95 | 4 | 3 | 3 | |||||||||
For Varun Beverages Limited - strike price 510 expiring on 30SEP2025
Delta for 510 CE is 0.12
Historical price for 510 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 33.04, the open interest changed by -23 which decreased total open position to 2189
On 14 Sept VBL was trading at 469.80. The strike last trading price was 2.1, which was -0.8 lower than the previous day. The implied volatity was 30.12, the open interest changed by 71 which increased total open position to 1966
On 17 Aug VBL was trading at 501.85. The strike last trading price was 18.4, which was -6.3 lower than the previous day. The implied volatity was 25.95, the open interest changed by 3 which increased total open position to 3
| VBL 30SEP2025 510 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.16
Theta: -0.11
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 35.5 | -0.45 | 32.32 | 30 | -3 | 178 |
| 14 Sept | 469.80 | 36.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 501.85 | 26 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 510 expiring on 30SEP2025
Delta for 510 PE is -0.89
Historical price for 510 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 35.5, which was -0.45 lower than the previous day. The implied volatity was 32.32, the open interest changed by -3 which decreased total open position to 178
On 14 Sept VBL was trading at 469.80. The strike last trading price was 36.05, 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
On 17 Aug VBL was trading at 501.85. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
