VBL
Varun Beverages Limited
Historical option data for VBL
17 Dec 2025 09:03 AM IST
| VBL 30-DEC-2025 380 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 477.15 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 477.15 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 479.95 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 478.50 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Dec | 472.95 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 469.80 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 479.90 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 484.15 | 77.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 380 expiring on 30DEC2025
Delta for 380 CE is -
Historical price for 380 CE is as follows
On 17 Dec VBL was trading at 477.15. The strike last trading price was 77.75, 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
On 16 Dec VBL was trading at 477.15. The strike last trading price was 77.75, 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
On 12 Dec VBL was trading at 479.95. The strike last trading price was 77.75, 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
On 11 Dec VBL was trading at 478.50. The strike last trading price was 77.75, 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
On 10 Dec VBL was trading at 472.95. The strike last trading price was 77.75, 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
On 8 Dec VBL was trading at 469.80. The strike last trading price was 77.75, 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
On 4 Dec VBL was trading at 479.90. The strike last trading price was 77.75, 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
On 1 Dec VBL was trading at 484.15. The strike last trading price was 77.75, 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
| VBL 30DEC2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 477.15 | 0.1 | 0.05 | - | 0 | 0 | 1 |
| 16 Dec | 477.15 | 0.1 | 0.05 | - | 0 | 0 | 1 |
| 12 Dec | 479.95 | 0.1 | 0.05 | - | 0 | 0 | 1 |
| 11 Dec | 478.50 | 0.1 | 0.05 | 42.39 | 1 | 0 | 2 |
| 10 Dec | 472.95 | 0.05 | -0.1 | - | 0 | 0 | 2 |
| 8 Dec | 469.80 | 0.05 | -0.1 | - | 0 | 0 | 2 |
| 4 Dec | 479.90 | 0.05 | -0.1 | 34.03 | 2 | 1 | 3 |
| 1 Dec | 484.15 | 0.15 | -0.85 | 37.67 | 2 | 0 | 1 |
For Varun Beverages Limited - strike price 380 expiring on 30DEC2025
Delta for 380 PE is -
Historical price for 380 PE is as follows
On 17 Dec VBL was trading at 477.15. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec VBL was trading at 477.15. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 42.39, the open interest changed by 0 which decreased total open position to 2
On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 34.03, the open interest changed by 1 which increased total open position to 3
On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.15, which was -0.85 lower than the previous day. The implied volatity was 37.67, the open interest changed by 0 which decreased total open position to 1































































































































































































































