VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 530 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.09
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 0.7 | -0.05 | 37.92 | 249 | 14 | 877 | |||||||||
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| 14 Sept | 469.80 | 0.85 | -0.4 | 32.35 | 390 | -94 | 970 | |||||||||
| 17 Aug | 501.85 | 33.8 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.05
Historical price for 530 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 37.92, the open interest changed by 14 which increased total open position to 877
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 32.35, the open interest changed by -94 which decreased total open position to 970
On 17 Aug VBL was trading at 501.85. The strike last trading price was 33.8, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
| VBL 30SEP2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 53.65 | -0.95 | - | 35 | -8 | 70 |
| 14 Sept | 469.80 | 59.45 | 5.2 | 42.16 | 10 | -3 | 93 |
| 17 Aug | 501.85 | 35.8 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -
Historical price for 530 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 53.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 70
On 14 Sept VBL was trading at 469.80. The strike last trading price was 59.45, which was 5.2 higher than the previous day. The implied volatity was 42.16, the open interest changed by -3 which decreased total open position to 93
On 17 Aug VBL was trading at 501.85. The strike last trading price was 35.8, 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
