VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.07
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 0.5 | -0.1 | 40.16 | 142 | -26 | 775 | |||||||||
| 14 Sept | 469.80 | 0.6 | -0.3 | 34.03 | 207 | -1 | 798 | |||||||||
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| 17 Aug | 501.85 | 15.35 | 0 | 4.85 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.04
Historical price for 540 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 40.16, the open interest changed by -26 which decreased total open position to 775
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 34.03, the open interest changed by -1 which decreased total open position to 798
On 17 Aug VBL was trading at 501.85. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
| VBL 30SEP2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 67.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 469.80 | 67.7 | 2.65 | 36.03 | 4 | -1 | 106 |
| 17 Aug | 501.85 | 88.3 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 540 expiring on 30SEP2025
Delta for 540 PE is 0.00
Historical price for 540 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 67.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept VBL was trading at 469.80. The strike last trading price was 67.7, which was 2.65 higher than the previous day. The implied volatity was 36.03, the open interest changed by -1 which decreased total open position to 106
On 17 Aug VBL was trading at 501.85. The strike last trading price was 88.3, 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
