VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.19
Theta: -0.20
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 501.85 | 1.4 | -1.4 | 27.42 | 647 | -47 | 1,085 | |||||||||
For Varun Beverages Limited - strike price 540 expiring on 28AUG2025
Delta for 540 CE is 0.11
Historical price for 540 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 1.4, which was -1.4 lower than the previous day. The implied volatity was 27.42, the open interest changed by -47 which decreased total open position to 1085
| VBL 28AUG2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 501.85 | 29.7 | 0.6 | 0.00 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 540 expiring on 28AUG2025
Delta for 540 PE is 0.00
Historical price for 540 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 29.7, which was 0.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
