VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.12
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 0.95 | -0.15 | 34.62 | 506 | -51 | 1,852 | |||||||||
| 14 Sept | 469.80 | 1.3 | -0.55 | 31.05 | 1,026 | -72 | 1,923 | |||||||||
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| 17 Aug | 501.85 | 13.75 | -4.6 | 25.45 | 31 | 11 | 33 | |||||||||
For Varun Beverages Limited - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.08
Historical price for 520 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 34.62, the open interest changed by -51 which decreased total open position to 1852
On 14 Sept VBL was trading at 469.80. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 31.05, the open interest changed by -72 which decreased total open position to 1923
On 17 Aug VBL was trading at 501.85. The strike last trading price was 13.75, which was -4.6 lower than the previous day. The implied volatity was 25.45, the open interest changed by 11 which increased total open position to 33
| VBL 30SEP2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.10
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 44.35 | -0.7 | 32.48 | 32 | -9 | 149 |
| 14 Sept | 469.80 | 49.55 | 4.95 | 37.38 | 10 | -6 | 193 |
| 17 Aug | 501.85 | 27.85 | 8.95 | 30.59 | 3 | -1 | 9 |
For Varun Beverages Limited - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.94
Historical price for 520 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 44.35, which was -0.7 lower than the previous day. The implied volatity was 32.48, the open interest changed by -9 which decreased total open position to 149
On 14 Sept VBL was trading at 469.80. The strike last trading price was 49.55, which was 4.95 higher than the previous day. The implied volatity was 37.38, the open interest changed by -6 which decreased total open position to 193
On 17 Aug VBL was trading at 501.85. The strike last trading price was 27.85, which was 8.95 higher than the previous day. The implied volatity was 30.59, the open interest changed by -1 which decreased total open position to 9
