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Related Pages for VBL
[--[65.84.65.76]--]
VBL
Varun Beverages Limited
540.65 -8.10 (-1.48%)

Option Chain for VBL

21 Mar 2025 01:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 875
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 83.40 0.00 360 -0.10 0.10 - 2 0 268 -
0.00 0 0 0 0.00 83.90 0.00 370 0.00 0.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 116.50 0.00 380 0.00 0.15 - 7 1 708 -
0.00 0 0 0 0.00 106.15 0.00 390 0.00 0.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 123.95 0.00 400 -0.05 0.15 - 9 0 1,086 -
0.00 0 0 0 0.00 86.25 0.00 410 0.00 0.20 0.00 0 -5 0 0.00
- 51 0 3 - 130.00 5.00 420 -0.05 0.20 - 101 -15 980 -
0.00 0 0 0 0.00 114.50 0.00 430 -0.05 0.20 - 37 -26 376 -
- 181 0 5 - 109.00 -6.55 440 -0.05 0.25 - 64 -45 779 -
- 754 0 2 - 99.40 1.10 450 -0.20 0.25 - 75 -13 1,164 -
0.00 0 -4 0 0.00 81.35 0.00 460 -0.15 0.30 - 165 -64 297 -
- 347 0 1 - 78.55 1.55 470 -0.20 0.30 56.92 122 -70 576 -0.02
0.93 343 -4 9 67.75 66.55 -4.70 480 -0.40 0.35 51.22 481 -275 1,767 -0.03
- 211 -3 6 - 61.30 1.80 490 -0.35 0.50 47.06 251 -136 622 -0.04
0.86 766 -8 29 64.23 48.45 -0.45 500 -0.45 0.75 43.09 711 -104 1,273 -0.06
0.99 623 -9 48 22.15 35.20 -3.15 510 -0.60 1.20 39.48 273 36 586 -0.09
0.90 521 2 30 29.42 26.20 -4.20 520 -0.45 2.35 38.13 555 -8 794 -0.16
0.76 511 -6 201 31.82 18.40 -4.15 530 -0.05 4.55 37.71 398 -28 811 -0.27
0.60 527 -33 499 32.09 11.80 -3.75 540 0.75 8.20 37.96 955 24 605 -0.41
0.43 1,167 138 1,727 34.44 7.50 -2.70 550 1.55 13.50 38.83 537 37 896 -0.56
0.29 1,118 70 1,106 36.81 4.70 -1.85 560 2.40 20.80 42.20 159 26 246 -0.68
0.19 1,115 -4 585 38.70 2.85 -1.20 570 2.15 27.70 39.22 47 7 163 -0.80
0.13 666 129 478 41.00 1.75 -0.65 580 0.65 34.70 0.00 0 13 0 0.00
0.08 423 5 123 42.99 1.10 -0.30 590 -0.10 43.05 0.00 0 15 0 0.00
0.06 739 -73 417 45.77 0.75 -0.20 600 2.05 50.70 - 4 0 117 -
0.04 226 -11 85 50.03 0.60 -0.05 610 0.00 75.80 - 0 0 0 -
0.03 272 1 57 50.77 0.35 -0.15 620 0.00 43.05 - 0 0 0 -
0.02 31 0 15 54.70 0.30 -0.15 630 0.00 180.00 0.00 0 0 0 0.00
- 31 0 5 - 0.20 -0.10 640 0.00 53.35 - 0 0 0 -
0.00 0 0 0 0.00 0.35 0.00 650 0.00 108.70 0.00 0 0 0 0.00
- 129 -7 28 - 0.20 -0.05 660 0.00 222.45 0.00 0 0 0 0.00
10,752 14,114
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.