[--[65.84.65.76]--]
VBL
Varun Beverages Limited

501.85 -9.25 (-1.81%)

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Historical option data for VBL

17 Aug 2025 12:58 AM IST
VBL 28AUG2025 560 CE
Delta: 0.05
Vega: 0.11
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Aug 501.85 0.7 -0.5 31.87 337 37 764


For Varun Beverages Limited - strike price 560 expiring on 28AUG2025

Delta for 560 CE is 0.05

Historical price for 560 CE is as follows

On 17 Aug VBL was trading at 501.85. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 31.87, the open interest changed by 37 which increased total open position to 764


VBL 28AUG2025 560 PE
Delta: -0.94
Vega: 0.12
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Aug 501.85 55.8 8 33.49 6 0 18


For Varun Beverages Limited - strike price 560 expiring on 28AUG2025

Delta for 560 PE is -0.94

Historical price for 560 PE is as follows

On 17 Aug VBL was trading at 501.85. The strike last trading price was 55.8, which was 8 higher than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 18