VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 530 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.25
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 2.3 | -2.35 | 25.70 | 1,478 | 149 | 1,725 | |||||||||
For Varun Beverages Limited - strike price 530 expiring on 28AUG2025
Delta for 530 CE is 0.17
Historical price for 530 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 2.3, which was -2.35 lower than the previous day. The implied volatity was 25.70, the open interest changed by 149 which increased total open position to 1725
| VBL 28AUG2025 530 PE | |||||||
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Delta: -0.79
Vega: 0.28
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 28.3 | 6.95 | 29.18 | 42 | -1 | 104 |
For Varun Beverages Limited - strike price 530 expiring on 28AUG2025
Delta for 530 PE is -0.79
Historical price for 530 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 28.3, which was 6.95 higher than the previous day. The implied volatity was 29.18, the open interest changed by -1 which decreased total open position to 104
