VBL
Varun Beverages Limited
633.5
14.60 (2.36%)
Option Chain for VBL
05 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 875 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 114.80 | 0.00 | 520 | -0.35 | 0.50 | 42.32 | 82 | -11 | 169 | -0.02 |
| - | 0 | 0 | 0 | - | 105.45 | 0.00 | 530 | 0.00 | 1.85 | 20.81 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 96.30 | 0.00 | 540 | -0.60 | 1.25 | 41.96 | 243 | 30 | 121 | -0.05 |
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| - | 0 | 0 | 0 | - | 87.45 | 0.00 | 550 | -0.95 | 2.00 | 42.34 | 117 | -7 | 121 | -0.07 |
| - | 0 | 0 | 0 | - | 78.90 | 0.00 | 560 | -1.75 | 2.55 | 40.66 | 532 | 4 | 334 | -0.09 |
| - | 0 | 0 | 0 | - | 70.70 | 0.00 | 570 | -2.00 | 3.70 | 40.51 | 189 | -6 | 265 | -0.12 |
| 0.85 | 875 | 1 | 10 | 39.66 | 61.30 | 11.80 | 580 | -3.05 | 5.10 | 40.01 | 437 | 26 | 317 | -0.15 |
| 0.00 | 0 | 0 | 0 | 0.00 | 42.95 | 0.00 | 590 | -3.65 | 6.90 | 39.51 | 144 | 29 | 179 | -0.20 |
| 0.75 | 174 | -37 | 181 | 39.39 | 45.80 | 10.65 | 600 | -4.60 | 8.75 | 38.13 | 783 | 64 | 547 | -0.24 |
| 0.70 | 91 | -9 | 44 | 37.32 | 37.85 | 9.30 | 610 | -5.50 | 11.30 | 37.22 | 280 | 41 | 165 | -0.30 |
| 0.63 | 374 | -85 | 514 | 36.88 | 31.30 | 8.40 | 620 | -6.75 | 14.45 | 36.37 | 449 | 8 | 387 | -0.36 |
| 0.57 | 357 | 6 | 2,179 | 36.33 | 25.35 | 7.55 | 630 | -7.60 | 18.50 | 35.94 | 510 | 55 | 227 | -0.43 |
| 0.49 | 775 | 229 | 2,737 | 35.86 | 20.15 | 6.40 | 640 | -8.45 | 23.50 | 35.90 | 368 | 44 | 178 | -0.51 |
| 0.42 | 688 | 83 | 2,961 | 35.20 | 15.55 | 5.30 | 650 | -10.00 | 28.60 | 34.83 | 64 | 15 | 157 | -0.58 |
| 0.35 | 427 | 175 | 1,133 | 34.95 | 11.90 | 4.30 | 660 | -7.05 | 36.00 | 36.52 | 11 | -1 | 25 | -0.64 |
| 0.29 | 445 | 212 | 1,327 | 34.96 | 9.05 | 3.55 | 670 | -9.20 | 43.55 | 37.53 | 16 | 9 | 20 | -0.70 |
| 0.23 | 391 | 38 | 874 | 35.48 | 7.00 | 3.00 | 680 | -9.40 | 49.85 | 34.94 | 5 | 0 | 13 | -0.77 |
| 0.19 | 83 | 41 | 231 | 35.79 | 5.30 | 2.40 | 690 | 0.00 | 66.15 | - | 0 | 0 | 0 | - |
| 0.15 | 1,159 | 211 | 2,623 | 36.31 | 4.05 | 1.95 | 700 | -6.85 | 67.25 | 36.92 | 12 | 5 | 5 | -0.85 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 710 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 795 | 139 | 1,598 | 37.18 | 2.30 | 1.20 | 720 | 0.00 | 90.95 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 730 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 335 | 266 | 894 | 38.97 | 1.45 | 0.75 | 740 | 0.00 | 108.80 | - | 0 | 0 | 0 | - |
| 6,969 | 3,230 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
