VBL
Varun Beverages Limited
Historical option data for VBL
21 Sep 2025 04:14 PM IST
| VBL 30SEP2025 580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 474.45 | 0.15 | -0.05 | 48.80 | 27 | -10 | 305 | |||||||||
| 14 Sept | 469.80 | 0.2 | 0 | 40.90 | 14 | -12 | 369 | |||||||||
For Varun Beverages Limited - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.01
Historical price for 580 CE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 48.80, the open interest changed by -10 which decreased total open position to 305
On 14 Sept VBL was trading at 469.80. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 40.90, the open interest changed by -12 which decreased total open position to 369
| VBL 30SEP2025 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 474.45 | 94.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 469.80 | 94.8 | 0 | 0.00 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 580 expiring on 30SEP2025
Delta for 580 PE is 0.00
Historical price for 580 PE is as follows
On 21 Sept VBL was trading at 474.45. The strike last trading price was 94.8, 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 94.8, 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
