VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 474.45 | 0.25 | -0.05 | 44.27 | 27 | 5 | 366 | |||||||||
| 14 Sept | 469.80 | 0.3 | -0.2 | 36.95 | 69 | -11 | 377 | |||||||||
| 17 Aug | 501.85 | 4.25 | -1.15 | 26.59 | 6 | 3 | 45 | |||||||||
For Varun Beverages Limited - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.02
Historical price for 560 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.27, the open interest changed by 5 which increased total open position to 366
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 36.95, the open interest changed by -11 which decreased total open position to 377
On 17 Aug VBL was trading at 501.85. The strike last trading price was 4.25, which was -1.15 lower than the previous day. The implied volatity was 26.59, the open interest changed by 3 which increased total open position to 45
| VBL 30SEP2025 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 81.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 469.80 | 81.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 501.85 | 104.25 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 560 expiring on 30SEP2025
Delta for 560 PE is 0.00
Historical price for 560 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 81.35, 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 81.35, 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 17 Aug VBL was trading at 501.85. The strike last trading price was 104.25, 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
