VBL
Varun Beverages Limited
Historical option data for VBL
16 Apr 2025 11:43 AM IST
| VBL 24APR2025 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Apr | 543.85 | 81.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 550.60 | 81.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 545.75 | 81.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 540.20 | 81.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 540.40 | 81.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Apr | 519.60 | 81.55 | 39.05 | - | 1 | 0 | 0 | |||
| 4 Apr | 535.45 | 42.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 544.50 | 42.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 546.90 | 42.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 538.75 | 42.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 539.65 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 536.30 | 42.5 | 0 | - | 0 | 0 | 0 | |||
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| 26 Mar | 527.90 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 517.15 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 531.10 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 537.95 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 548.75 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 540.90 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 532.50 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 507.25 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 478.35 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 485.20 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 487.75 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 491.35 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 476.00 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 477.30 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 456.95 | 42.5 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 436.05 | 42.5 | 0 | - | 0 | 0 | 0 | |||
For Varun Beverages Limited - strike price 430 expiring on 24APR2025
Delta for 430 CE is 0.00
Historical price for 430 CE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 81.55, 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 81.55, 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 11 Apr VBL was trading at 545.75. The strike last trading price was 81.55, 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 81.55, 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 81.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Apr VBL was trading at 519.60. The strike last trading price was 81.55, which was 39.05 higher than the previous day. The implied volatity was -, 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 42.5, 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 3 Apr VBL was trading at 544.50. The strike last trading price was 42.5, 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 42.5, 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 1 Apr VBL was trading at 538.75. The strike last trading price was 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 21 Mar VBL was trading at 537.95. The strike last trading price was 42.5, 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 20 Mar VBL was trading at 548.75. The strike last trading price was 42.5, 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 42.5, 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 18 Mar VBL was trading at 532.50. The strike last trading price was 42.5, 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 42.5, 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 Mar VBL was trading at 478.35. The strike last trading price was 42.5, 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 Mar VBL was trading at 485.20. The strike last trading price was 42.5, 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 7 Mar VBL was trading at 487.75. The strike last trading price was 42.5, 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 6 Mar VBL was trading at 491.35. The strike last trading price was 42.5, 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 5 Mar VBL was trading at 476.00. The strike last trading price was 42.5, 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 Mar VBL was trading at 477.30. The strike last trading price was 42.5, 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 3 Mar VBL was trading at 456.95. The strike last trading price was 42.5, 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 28 Feb VBL was trading at 436.05. The strike last trading price was 42.5, 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 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Apr | 543.85 | 0.4 | -0.15 | - | 2 | 0 | 36 |
| 15 Apr | 550.60 | 0.55 | -0.75 | - | 5 | 40 | 40 |
| 11 Apr | 545.75 | 1.3 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 540.20 | 1.3 | 0 | 0.00 | 0 | -20 | 0 |
| 8 Apr | 540.40 | 1.3 | -1.45 | - | 34 | -20 | 40 |
| 7 Apr | 519.60 | 2.7 | 1.95 | 67.76 | 118 | 46 | 59 |
| 4 Apr | 535.45 | 0.75 | -0.55 | 51.77 | 1 | 0 | 13 |
| 3 Apr | 544.50 | 1.3 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 546.90 | 1.3 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 538.75 | 1.3 | 0 | 0.00 | 0 | 3 | 0 |
| 28 Mar | 539.65 | 1.3 | -1.35 | 51.64 | 13 | 3 | 8 |
| 27 Mar | 536.30 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 527.90 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 517.15 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 531.10 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 537.95 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 548.75 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 540.90 | 2.65 | 0 | 0.00 | 0 | 5 | 0 |
| 18 Mar | 532.50 | 2.65 | -16.8 | 49.76 | 5 | 4 | 4 |
| 17 Mar | 507.25 | 19.45 | 0 | 14.79 | 0 | 0 | 0 |
| 12 Mar | 478.35 | 19.45 | 0 | 9.71 | 0 | 0 | 0 |
| 11 Mar | 485.20 | 19.45 | 0 | 10.70 | 0 | 0 | 0 |
| 7 Mar | 487.75 | 19.45 | 0 | 10.26 | 0 | 0 | 0 |
| 6 Mar | 491.35 | 19.45 | 0 | 10.82 | 0 | 0 | 0 |
| 5 Mar | 476.00 | 19.45 | 0 | 8.76 | 0 | 0 | 0 |
| 4 Mar | 477.30 | 19.45 | 0 | 8.64 | 0 | 0 | 0 |
| 3 Mar | 456.95 | 19.45 | 0 | 5.75 | 0 | 0 | 0 |
| 28 Feb | 436.05 | 19.45 | 0 | 1.66 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 430 expiring on 24APR2025
Delta for 430 PE is -
Historical price for 430 PE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 15 Apr VBL was trading at 550.60. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 11 Apr VBL was trading at 545.75. The strike last trading price was 1.3, 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 1.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -20 which decreased total open position to 0
On 8 Apr VBL was trading at 540.40. The strike last trading price was 1.3, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 40
On 7 Apr VBL was trading at 519.60. The strike last trading price was 2.7, which was 1.95 higher than the previous day. The implied volatity was 67.76, the open interest changed by 46 which increased total open position to 59
On 4 Apr VBL was trading at 535.45. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 51.77, the open interest changed by 0 which decreased total open position to 13
On 3 Apr VBL was trading at 544.50. The strike last trading price was 1.3, 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 1.3, 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 1 Apr VBL was trading at 538.75. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Mar VBL was trading at 539.65. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 51.64, the open interest changed by 3 which increased total open position to 8
On 27 Mar VBL was trading at 536.30. The strike last trading price was 2.65, 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 26 Mar VBL was trading at 527.90. The strike last trading price was 2.65, 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 25 Mar VBL was trading at 517.15. The strike last trading price was 2.65, 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 2.65, 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 21 Mar VBL was trading at 537.95. The strike last trading price was 2.65, 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 20 Mar VBL was trading at 548.75. The strike last trading price was 2.65, 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 2.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Mar VBL was trading at 532.50. The strike last trading price was 2.65, which was -16.8 lower than the previous day. The implied volatity was 49.76, the open interest changed by 4 which increased total open position to 4
On 17 Mar VBL was trading at 507.25. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 14.79, the open interest changed by 0 which decreased total open position to 0
On 12 Mar VBL was trading at 478.35. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 9.71, the open interest changed by 0 which decreased total open position to 0
On 11 Mar VBL was trading at 485.20. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 0
On 7 Mar VBL was trading at 487.75. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 10.26, the open interest changed by 0 which decreased total open position to 0
On 6 Mar VBL was trading at 491.35. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 10.82, the open interest changed by 0 which decreased total open position to 0
On 5 Mar VBL was trading at 476.00. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 8.76, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VBL was trading at 477.30. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0
On 3 Mar VBL was trading at 456.95. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 28 Feb VBL was trading at 436.05. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
