VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 520 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.33
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 4.1 | -3.45 | 24.75 | 1,553 | 232 | 1,400 | |||||||||
For Varun Beverages Limited - strike price 520 expiring on 28AUG2025
Delta for 520 CE is 0.28
Historical price for 520 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 4.1, which was -3.45 lower than the previous day. The implied volatity was 24.75, the open interest changed by 232 which increased total open position to 1400
| VBL 28AUG2025 520 PE | |||||||
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Delta: -0.72
Vega: 0.33
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 19.45 | 5.15 | 25.47 | 292 | -34 | 378 |
For Varun Beverages Limited - strike price 520 expiring on 28AUG2025
Delta for 520 PE is -0.72
Historical price for 520 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 19.45, which was 5.15 higher than the previous day. The implied volatity was 25.47, the open interest changed by -34 which decreased total open position to 378
