VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 550 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.05
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 474.45 | 0.35 | 0 | 42.22 | 42 | -4 | 582 | |||||||||
| 14 Sept | 469.80 | 0.5 | -0.1 | 36.56 | 102 | -7 | 617 | |||||||||
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| 17 Aug | 501.85 | 25.6 | 0 | 6.28 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.03
Historical price for 550 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 42.22, the open interest changed by -4 which decreased total open position to 582
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 36.56, the open interest changed by -7 which decreased total open position to 617
On 17 Aug VBL was trading at 501.85. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
| VBL 30SEP2025 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 |
| 21 Sept | 474.45 | 79.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 469.80 | 78.05 | 6.05 | 43.30 | 5 | 2 | 96 |
| 17 Aug | 501.85 | 47.4 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 550 expiring on 30SEP2025
Delta for 550 PE is 0.00
Historical price for 550 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 79.55, 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 78.05, which was 6.05 higher than the previous day. The implied volatity was 43.30, the open interest changed by 2 which increased total open position to 96
On 17 Aug VBL was trading at 501.85. The strike last trading price was 47.4, 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
