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[--[65.84.65.76]--]
VBL
Varun Beverages Limited

545.7 -4.90 (-0.89%)

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Historical option data for VBL

16 Apr 2025 12:13 PM IST
VBL 24APR2025 380 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
16 Apr 545.70 167.9 0 0.00 0 0 0
15 Apr 550.60 167.9 0 0.00 0 0 0
9 Apr 540.20 167.9 0 0.00 0 0 0
8 Apr 540.40 167.9 0 0.00 0 0 0
7 Apr 519.60 167.9 0 0.00 0 0 0
4 Apr 535.45 167.9 0 0.00 0 0 0
2 Apr 546.90 167.9 0 0.00 0 0 0
28 Mar 539.65 167.9 0 - 0 0 0
27 Mar 536.30 167.9 0 - 0 0 0
26 Mar 527.90 167.9 0 - 0 0 0
25 Mar 517.15 167.9 0 - 0 0 0
24 Mar 531.10 167.9 0 - 0 0 0
19 Mar 540.90 167.9 0 - 0 0 0
17 Mar 507.25 167.9 0 - 0 0 0


For Varun Beverages Limited - strike price 380 expiring on 24APR2025

Delta for 380 CE is 0.00

Historical price for 380 CE is as follows

On 16 Apr VBL was trading at 545.70. The strike last trading price was 167.9, 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 15 Apr VBL was trading at 550.60. The strike last trading price was 167.9, 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 9 Apr VBL was trading at 540.20. The strike last trading price was 167.9, 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 8 Apr VBL was trading at 540.40. The strike last trading price was 167.9, 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 7 Apr VBL was trading at 519.60. The strike last trading price was 167.9, 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 4 Apr VBL was trading at 535.45. The strike last trading price was 167.9, 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 2 Apr VBL was trading at 546.90. The strike last trading price was 167.9, 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 28 Mar VBL was trading at 539.65. The strike last trading price was 167.9, 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 27 Mar VBL was trading at 536.30. The strike last trading price was 167.9, 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 26 Mar VBL was trading at 527.90. The strike last trading price was 167.9, 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 25 Mar VBL was trading at 517.15. The strike last trading price was 167.9, 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 24 Mar VBL was trading at 531.10. The strike last trading price was 167.9, 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 19 Mar VBL was trading at 540.90. The strike last trading price was 167.9, 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 17 Mar VBL was trading at 507.25. The strike last trading price was 167.9, 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 24APR2025 380 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
16 Apr 545.70 0.7 0 0.00 0 0 0
15 Apr 550.60 0.7 0 0.00 0 0 0
9 Apr 540.20 0.7 0 - 1 0 78
8 Apr 540.40 0.7 -0.7 - 17 12 77
7 Apr 519.60 1.4 1.05 - 25 8 65
4 Apr 535.45 0.35 -0.25 - 8 0 57
2 Apr 546.90 0.6 -0.05 - 1 0 56
28 Mar 539.65 0.65 -0.1 - 15 12 54
27 Mar 536.30 0.75 -0.05 - 5 4 41
26 Mar 527.90 0.8 -1.05 - 36 33 34
25 Mar 517.15 1.85 0 0.00 0 0 0
24 Mar 531.10 1.85 0 0.00 0 0 0
19 Mar 540.90 1.85 0 0.00 0 0 0
17 Mar 507.25 1.85 0.85 57.83 2 0 0


For Varun Beverages Limited - strike price 380 expiring on 24APR2025

Delta for 380 PE is 0.00

Historical price for 380 PE is as follows

On 16 Apr VBL was trading at 545.70. The strike last trading price was 0.7, 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 15 Apr VBL was trading at 550.60. The strike last trading price was 0.7, 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 9 Apr VBL was trading at 540.20. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 8 Apr VBL was trading at 540.40. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 77


On 7 Apr VBL was trading at 519.60. The strike last trading price was 1.4, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 65


On 4 Apr VBL was trading at 535.45. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57


On 2 Apr VBL was trading at 546.90. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 28 Mar VBL was trading at 539.65. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 54


On 27 Mar VBL was trading at 536.30. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 41


On 26 Mar VBL was trading at 527.90. The strike last trading price was 0.8, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 34


On 25 Mar VBL was trading at 517.15. The strike last trading price was 1.85, 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 24 Mar VBL was trading at 531.10. The strike last trading price was 1.85, 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 19 Mar VBL was trading at 540.90. The strike last trading price was 1.85, 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 Mar VBL was trading at 507.25. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 57.83, the open interest changed by 0 which decreased total open position to 0