VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 550 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.14
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 501.85 | 1 | -0.8 | 30.05 | 535 | -1 | 1,240 | |||||||||
For Varun Beverages Limited - strike price 550 expiring on 28AUG2025
Delta for 550 CE is 0.08
Historical price for 550 CE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 1, which was -0.8 lower than the previous day. The implied volatity was 30.05, the open interest changed by -1 which decreased total open position to 1240
| VBL 28AUG2025 550 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 |
| 17 Aug | 501.85 | 38.45 | 1.35 | 0.00 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 550 expiring on 28AUG2025
Delta for 550 PE is 0.00
Historical price for 550 PE is as follows
On 17 Aug VBL was trading at 501.85. The strike last trading price was 38.45, which was 1.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
