VBL
Varun Beverages Limited
Historical option data for VBL
17 Aug 2025 12:58 AM IST
| VBL 28AUG2025 560 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.11
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 | |||||||
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Delta: -0.94
Vega: 0.12
Theta: 0.00
Gamma: 0.00
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| 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
