VBL
Varun Beverages Limited
Historical option data for VBL
20 Feb 2026 04:13 PM IST
| VBL 24-FEB-2026 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.08
Theta: -0.26
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 453.85 | 0.5 | -0.25 | 25.02 | 658 | -168 | 713 | |||||||||
| 19 Feb | 453.50 | 0.6 | -2.2 | 24.91 | 1,238 | 76 | 895 | |||||||||
| 18 Feb | 463.65 | 2.6 | 0.25 | 21.86 | 3,094 | -270 | 816 | |||||||||
| 17 Feb | 458.05 | 2.25 | -0.4 | 27.3 | 1,101 | -88 | 1,087 | |||||||||
| 16 Feb | 455.85 | 2.6 | 0.4 | 27.36 | 1,408 | -10 | 1,175 | |||||||||
| 13 Feb | 449.30 | 2.15 | -1.8 | 27.79 | 1,778 | 128 | 1,188 | |||||||||
| 12 Feb | 455.70 | 3.9 | -0.95 | 27.21 | 1,249 | -3 | 1,061 | |||||||||
| 11 Feb | 456.90 | 4.65 | -0.6 | 26.97 | 953 | -6 | 1,066 | |||||||||
| 10 Feb | 456.50 | 5.05 | -1.35 | 27.67 | 1,952 | -117 | 1,072 | |||||||||
| 9 Feb | 457.35 | 6.2 | 2.55 | 28.65 | 4,906 | -911 | 1,203 | |||||||||
| 6 Feb | 439.05 | 3.5 | -1.15 | 32.78 | 3,046 | 386 | 2,117 | |||||||||
| 5 Feb | 437.10 | 4.55 | -1.6 | 36.94 | 1,879 | 266 | 1,727 | |||||||||
| 4 Feb | 444.90 | 5.9 | -2.8 | 34.59 | 4,507 | 577 | 1,457 | |||||||||
| 3 Feb | 451.10 | 8.6 | -7.9 | 33.74 | 8,046 | 333 | 872 | |||||||||
| 2 Feb | 466.30 | 17 | -0.65 | 38.6 | 1,747 | 175 | 480 | |||||||||
| 1 Feb | 469.10 | 17.7 | -0.35 | 33.62 | 384 | 20 | 305 | |||||||||
| 30 Jan | 471.25 | 16.8 | -1.05 | 34.37 | 537 | 33 | 285 | |||||||||
| 29 Jan | 467.05 | 18.7 | 0.6 | 34.17 | 514 | 65 | 258 | |||||||||
| 28 Jan | 468.40 | 18.1 | -2.8 | 32.98 | 422 | 58 | 193 | |||||||||
| 27 Jan | 471.65 | 20.75 | -0.5 | 35.96 | 222 | 62 | 137 | |||||||||
| 23 Jan | 474.10 | 21.7 | -1.3 | 31.59 | 44 | 25 | 75 | |||||||||
| 22 Jan | 487.10 | 23 | -5.5 | - | 0 | 0 | 50 | |||||||||
| 21 Jan | 478.00 | 23 | -5.5 | 27.93 | 58 | 40 | 40 | |||||||||
| 20 Jan | 489.10 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 496.00 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 500.40 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 502.40 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 501.20 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 493.80 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 489.00 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 8 Jan | 500.90 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 509.70 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 498.85 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 488.70 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 493.80 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 491.75 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 489.85 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 484.45 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 482.70 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 482.85 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 477.65 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 481.75 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 485.65 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 469.40 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 473.60 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 470.85 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 477.15 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 477.60 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 479.95 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 478.50 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 472.95 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 471.55 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 469.80 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 479.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 479.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 477.50 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 481.40 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 484.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 481.55 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 467.30 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 470 expiring on 24FEB2026
Delta for 470 CE is 0.09
Historical price for 470 CE is as follows
On 20 Feb VBL was trading at 453.85. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 25.02, the open interest changed by -168 which decreased total open position to 713
On 19 Feb VBL was trading at 453.50. The strike last trading price was 0.6, which was -2.2 lower than the previous day. The implied volatity was 24.91, the open interest changed by 76 which increased total open position to 895
On 18 Feb VBL was trading at 463.65. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 21.86, the open interest changed by -270 which decreased total open position to 816
On 17 Feb VBL was trading at 458.05. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 27.3, the open interest changed by -88 which decreased total open position to 1087
On 16 Feb VBL was trading at 455.85. The strike last trading price was 2.6, which was 0.4 higher than the previous day. The implied volatity was 27.36, the open interest changed by -10 which decreased total open position to 1175
On 13 Feb VBL was trading at 449.30. The strike last trading price was 2.15, which was -1.8 lower than the previous day. The implied volatity was 27.79, the open interest changed by 128 which increased total open position to 1188
On 12 Feb VBL was trading at 455.70. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 27.21, the open interest changed by -3 which decreased total open position to 1061
On 11 Feb VBL was trading at 456.90. The strike last trading price was 4.65, which was -0.6 lower than the previous day. The implied volatity was 26.97, the open interest changed by -6 which decreased total open position to 1066
On 10 Feb VBL was trading at 456.50. The strike last trading price was 5.05, which was -1.35 lower than the previous day. The implied volatity was 27.67, the open interest changed by -117 which decreased total open position to 1072
On 9 Feb VBL was trading at 457.35. The strike last trading price was 6.2, which was 2.55 higher than the previous day. The implied volatity was 28.65, the open interest changed by -911 which decreased total open position to 1203
On 6 Feb VBL was trading at 439.05. The strike last trading price was 3.5, which was -1.15 lower than the previous day. The implied volatity was 32.78, the open interest changed by 386 which increased total open position to 2117
On 5 Feb VBL was trading at 437.10. The strike last trading price was 4.55, which was -1.6 lower than the previous day. The implied volatity was 36.94, the open interest changed by 266 which increased total open position to 1727
On 4 Feb VBL was trading at 444.90. The strike last trading price was 5.9, which was -2.8 lower than the previous day. The implied volatity was 34.59, the open interest changed by 577 which increased total open position to 1457
On 3 Feb VBL was trading at 451.10. The strike last trading price was 8.6, which was -7.9 lower than the previous day. The implied volatity was 33.74, the open interest changed by 333 which increased total open position to 872
On 2 Feb VBL was trading at 466.30. The strike last trading price was 17, which was -0.65 lower than the previous day. The implied volatity was 38.6, the open interest changed by 175 which increased total open position to 480
On 1 Feb VBL was trading at 469.10. The strike last trading price was 17.7, which was -0.35 lower than the previous day. The implied volatity was 33.62, the open interest changed by 20 which increased total open position to 305
On 30 Jan VBL was trading at 471.25. The strike last trading price was 16.8, which was -1.05 lower than the previous day. The implied volatity was 34.37, the open interest changed by 33 which increased total open position to 285
On 29 Jan VBL was trading at 467.05. The strike last trading price was 18.7, which was 0.6 higher than the previous day. The implied volatity was 34.17, the open interest changed by 65 which increased total open position to 258
On 28 Jan VBL was trading at 468.40. The strike last trading price was 18.1, which was -2.8 lower than the previous day. The implied volatity was 32.98, the open interest changed by 58 which increased total open position to 193
On 27 Jan VBL was trading at 471.65. The strike last trading price was 20.75, which was -0.5 lower than the previous day. The implied volatity was 35.96, the open interest changed by 62 which increased total open position to 137
On 23 Jan VBL was trading at 474.10. The strike last trading price was 21.7, which was -1.3 lower than the previous day. The implied volatity was 31.59, the open interest changed by 25 which increased total open position to 75
On 22 Jan VBL was trading at 487.10. The strike last trading price was 23, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 21 Jan VBL was trading at 478.00. The strike last trading price was 23, which was -5.5 lower than the previous day. The implied volatity was 27.93, the open interest changed by 40 which increased total open position to 40
On 20 Jan VBL was trading at 489.10. The strike last trading price was 28.5, 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 Jan VBL was trading at 496.00. The strike last trading price was 28.5, 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 16 Jan VBL was trading at 500.40. The strike last trading price was 28.5, 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 14 Jan VBL was trading at 502.40. The strike last trading price was 28.5, 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 13 Jan VBL was trading at 501.20. The strike last trading price was 28.5, 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 Jan VBL was trading at 493.80. The strike last trading price was 28.5, 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 9 Jan VBL was trading at 489.00. The strike last trading price was 28.5, 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 8 Jan VBL was trading at 500.90. The strike last trading price was 28.5, 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 Jan VBL was trading at 509.70. The strike last trading price was 28.5, 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 Jan VBL was trading at 498.85. The strike last trading price was 28.5, 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 Jan VBL was trading at 488.70. The strike last trading price was 28.5, 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 2 Jan VBL was trading at 493.80. The strike last trading price was 28.5, 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 1 Jan VBL was trading at 491.75. The strike last trading price was 28.5, 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 31 Dec VBL was trading at 489.85. The strike last trading price was 28.5, 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 30 Dec VBL was trading at 484.45. The strike last trading price was 28.5, 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 29 Dec VBL was trading at 482.70. The strike last trading price was 28.5, 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 Dec VBL was trading at 482.85. The strike last trading price was 28.5, 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 Dec VBL was trading at 477.65. The strike last trading price was 28.5, 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 23 Dec VBL was trading at 481.75. The strike last trading price was 28.5, 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 22 Dec VBL was trading at 485.65. The strike last trading price was 28.5, 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 Dec VBL was trading at 469.40. The strike last trading price was 28.5, 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 Dec VBL was trading at 473.60. The strike last trading price was 28.5, 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 Dec VBL was trading at 470.85. The strike last trading price was 28.5, 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 16 Dec VBL was trading at 477.15. The strike last trading price was 28.5, 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 15 Dec VBL was trading at 477.60. The strike last trading price was 28.5, 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 Dec VBL was trading at 479.95. The strike last trading price was 28.5, 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 Dec VBL was trading at 478.50. The strike last trading price was 28.5, 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 10 Dec VBL was trading at 472.95. The strike last trading price was 28.5, 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 9 Dec VBL was trading at 471.55. The strike last trading price was 28.5, 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 8 Dec VBL was trading at 469.80. The strike last trading price was 28.5, 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 Dec VBL was trading at 479.95. The strike last trading price was -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VBL was trading at 477.50. The strike last trading price was 28.5, 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 2 Dec VBL was trading at 481.40. The strike last trading price was 28.5, 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 1 Dec VBL was trading at 484.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov VBL was trading at 481.55. The strike last trading price was 28.5, 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 Nov VBL was trading at 467.30. The strike last trading price was 28.5, 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 24FEB2026 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.9
Vega: 0.09
Theta: -0.17
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 453.85 | 16.85 | -1.65 | 26.41 | 53 | -18 | 268 |
| 19 Feb | 453.50 | 19.6 | 10.05 | 36.79 | 78 | -1 | 287 |
| 18 Feb | 463.65 | 10.45 | -4.15 | 28.2 | 143 | -9 | 290 |
| 17 Feb | 458.05 | 14.8 | -1.75 | 23.18 | 24 | -1 | 299 |
| 16 Feb | 455.85 | 17.1 | -6 | 32.28 | 69 | -5 | 301 |
| 13 Feb | 449.30 | 23.35 | 6.3 | 32.44 | 50 | -7 | 307 |
| 12 Feb | 455.70 | 17.2 | 0.95 | 26.65 | 42 | 0 | 314 |
| 11 Feb | 456.90 | 16.45 | -1.55 | 27.03 | 62 | -14 | 316 |
| 10 Feb | 456.50 | 18.3 | -0.3 | 30.9 | 203 | -13 | 331 |
| 9 Feb | 457.35 | 19 | -13.75 | 34.06 | 166 | -39 | 343 |
| 6 Feb | 439.05 | 32.65 | -1.9 | 34.43 | 49 | 3 | 382 |
| 5 Feb | 437.10 | 34.55 | 6.3 | 34.85 | 15 | 1 | 379 |
| 4 Feb | 444.90 | 28.3 | 2.95 | 31.87 | 101 | -18 | 379 |
| 3 Feb | 451.10 | 25.75 | 6.95 | 39.45 | 4,456 | 65 | 402 |
| 2 Feb | 466.30 | 19.7 | 1.75 | 41.72 | 934 | 136 | 331 |
| 1 Feb | 469.10 | 16.3 | -1.2 | 38.54 | 132 | 26 | 194 |
| 30 Jan | 471.25 | 18.95 | 1.7 | 39.01 | 671 | 41 | 169 |
| 29 Jan | 467.05 | 17.3 | 0.9 | 37.87 | 199 | 4 | 131 |
| 28 Jan | 468.40 | 16.1 | 0.65 | 34.29 | 304 | 18 | 128 |
| 27 Jan | 471.65 | 15.8 | -0.4 | 34.39 | 390 | 45 | 109 |
| 23 Jan | 474.10 | 16.15 | 2.95 | 35.71 | 104 | 56 | 60 |
| 22 Jan | 487.10 | 13.2 | 6.25 | - | 0 | 0 | 4 |
| 21 Jan | 478.00 | 13.2 | 6.25 | 33.3 | 9 | 3 | 5 |
| 20 Jan | 489.10 | 6.95 | -35.4 | - | 0 | 0 | 2 |
| 19 Jan | 496.00 | 6.95 | -35.4 | 29.32 | 3 | 2 | 2 |
| 16 Jan | 500.40 | 42.35 | 0 | 6.32 | 0 | 0 | 0 |
| 14 Jan | 502.40 | 42.35 | 0 | 6.54 | 0 | 0 | 0 |
| 13 Jan | 501.20 | 42.35 | 0 | 5.61 | 0 | 0 | 0 |
| 12 Jan | 493.80 | 42.35 | 0 | 5.18 | 0 | 0 | 0 |
| 9 Jan | 489.00 | 42.35 | 0 | 4.43 | 0 | 0 | 0 |
| 8 Jan | 500.90 | 42.35 | 0 | 6.19 | 0 | 0 | 0 |
| 7 Jan | 509.70 | 42.35 | 0 | 7.56 | 0 | 0 | 0 |
| 6 Jan | 498.85 | 42.35 | 0 | 6.19 | 0 | 0 | 0 |
| 5 Jan | 488.70 | 42.35 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 493.80 | 42.35 | 0 | 4.95 | 0 | 0 | 0 |
| 1 Jan | 491.75 | 42.35 | 0 | 4.66 | 0 | 0 | 0 |
| 31 Dec | 489.85 | 42.35 | 0 | 4.41 | 0 | 0 | 0 |
| 30 Dec | 484.45 | 42.35 | 0 | 3.49 | 0 | 0 | 0 |
| 29 Dec | 482.70 | 42.35 | 0 | 3.23 | 0 | 0 | 0 |
| 26 Dec | 482.85 | 42.35 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 477.65 | 42.35 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 481.75 | 42.35 | 0 | 2.78 | 0 | 0 | 0 |
| 22 Dec | 485.65 | 42.35 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 469.40 | 42.35 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 473.60 | 42.35 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 470.85 | 42.35 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 477.15 | 42.35 | 0 | 2.14 | 0 | 0 | 0 |
| 15 Dec | 477.60 | 42.35 | 0 | 2.43 | 0 | 0 | 0 |
| 12 Dec | 479.95 | 42.35 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 478.50 | 42.35 | 0 | 2.81 | 0 | 0 | 0 |
| 10 Dec | 472.95 | 42.35 | 0 | 1.66 | 0 | 0 | 0 |
| 9 Dec | 471.55 | 42.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 469.80 | 42.35 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 479.95 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 479.90 | - | - | - | 0 | 0 | 0 |
| 3 Dec | 477.50 | 42.35 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 481.40 | 42.35 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 484.15 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 481.55 | 42.35 | 0 | 2.99 | 0 | 0 | 0 |
| 27 Nov | 467.30 | 42.35 | 0 | 1.19 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 470 expiring on 24FEB2026
Delta for 470 PE is -0.9
Historical price for 470 PE is as follows
On 20 Feb VBL was trading at 453.85. The strike last trading price was 16.85, which was -1.65 lower than the previous day. The implied volatity was 26.41, the open interest changed by -18 which decreased total open position to 268
On 19 Feb VBL was trading at 453.50. The strike last trading price was 19.6, which was 10.05 higher than the previous day. The implied volatity was 36.79, the open interest changed by -1 which decreased total open position to 287
On 18 Feb VBL was trading at 463.65. The strike last trading price was 10.45, which was -4.15 lower than the previous day. The implied volatity was 28.2, the open interest changed by -9 which decreased total open position to 290
On 17 Feb VBL was trading at 458.05. The strike last trading price was 14.8, which was -1.75 lower than the previous day. The implied volatity was 23.18, the open interest changed by -1 which decreased total open position to 299
On 16 Feb VBL was trading at 455.85. The strike last trading price was 17.1, which was -6 lower than the previous day. The implied volatity was 32.28, the open interest changed by -5 which decreased total open position to 301
On 13 Feb VBL was trading at 449.30. The strike last trading price was 23.35, which was 6.3 higher than the previous day. The implied volatity was 32.44, the open interest changed by -7 which decreased total open position to 307
On 12 Feb VBL was trading at 455.70. The strike last trading price was 17.2, which was 0.95 higher than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 314
On 11 Feb VBL was trading at 456.90. The strike last trading price was 16.45, which was -1.55 lower than the previous day. The implied volatity was 27.03, the open interest changed by -14 which decreased total open position to 316
On 10 Feb VBL was trading at 456.50. The strike last trading price was 18.3, which was -0.3 lower than the previous day. The implied volatity was 30.9, the open interest changed by -13 which decreased total open position to 331
On 9 Feb VBL was trading at 457.35. The strike last trading price was 19, which was -13.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by -39 which decreased total open position to 343
On 6 Feb VBL was trading at 439.05. The strike last trading price was 32.65, which was -1.9 lower than the previous day. The implied volatity was 34.43, the open interest changed by 3 which increased total open position to 382
On 5 Feb VBL was trading at 437.10. The strike last trading price was 34.55, which was 6.3 higher than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 379
On 4 Feb VBL was trading at 444.90. The strike last trading price was 28.3, which was 2.95 higher than the previous day. The implied volatity was 31.87, the open interest changed by -18 which decreased total open position to 379
On 3 Feb VBL was trading at 451.10. The strike last trading price was 25.75, which was 6.95 higher than the previous day. The implied volatity was 39.45, the open interest changed by 65 which increased total open position to 402
On 2 Feb VBL was trading at 466.30. The strike last trading price was 19.7, which was 1.75 higher than the previous day. The implied volatity was 41.72, the open interest changed by 136 which increased total open position to 331
On 1 Feb VBL was trading at 469.10. The strike last trading price was 16.3, which was -1.2 lower than the previous day. The implied volatity was 38.54, the open interest changed by 26 which increased total open position to 194
On 30 Jan VBL was trading at 471.25. The strike last trading price was 18.95, which was 1.7 higher than the previous day. The implied volatity was 39.01, the open interest changed by 41 which increased total open position to 169
On 29 Jan VBL was trading at 467.05. The strike last trading price was 17.3, which was 0.9 higher than the previous day. The implied volatity was 37.87, the open interest changed by 4 which increased total open position to 131
On 28 Jan VBL was trading at 468.40. The strike last trading price was 16.1, which was 0.65 higher than the previous day. The implied volatity was 34.29, the open interest changed by 18 which increased total open position to 128
On 27 Jan VBL was trading at 471.65. The strike last trading price was 15.8, which was -0.4 lower than the previous day. The implied volatity was 34.39, the open interest changed by 45 which increased total open position to 109
On 23 Jan VBL was trading at 474.10. The strike last trading price was 16.15, which was 2.95 higher than the previous day. The implied volatity was 35.71, the open interest changed by 56 which increased total open position to 60
On 22 Jan VBL was trading at 487.10. The strike last trading price was 13.2, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Jan VBL was trading at 478.00. The strike last trading price was 13.2, which was 6.25 higher than the previous day. The implied volatity was 33.3, the open interest changed by 3 which increased total open position to 5
On 20 Jan VBL was trading at 489.10. The strike last trading price was 6.95, which was -35.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan VBL was trading at 496.00. The strike last trading price was 6.95, which was -35.4 lower than the previous day. The implied volatity was 29.32, the open interest changed by 2 which increased total open position to 2
On 16 Jan VBL was trading at 500.40. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 14 Jan VBL was trading at 502.40. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
On 13 Jan VBL was trading at 501.20. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 12 Jan VBL was trading at 493.80. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 9 Jan VBL was trading at 489.00. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 8 Jan VBL was trading at 500.90. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 7 Jan VBL was trading at 509.70. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
On 6 Jan VBL was trading at 498.85. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 5 Jan VBL was trading at 488.70. The strike last trading price was 42.35, 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 2 Jan VBL was trading at 493.80. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
On 1 Jan VBL was trading at 491.75. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 31 Dec VBL was trading at 489.85. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 30 Dec VBL was trading at 484.45. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 29 Dec VBL was trading at 482.70. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 26 Dec VBL was trading at 482.85. The strike last trading price was 42.35, 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 Dec VBL was trading at 477.65. The strike last trading price was 42.35, 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 23 Dec VBL was trading at 481.75. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 22 Dec VBL was trading at 485.65. The strike last trading price was 42.35, 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 Dec VBL was trading at 469.40. The strike last trading price was 42.35, 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 Dec VBL was trading at 473.60. The strike last trading price was 42.35, 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 Dec VBL was trading at 470.85. The strike last trading price was 42.35, 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 42.35, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
On 15 Dec VBL was trading at 477.60. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 2.43, 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 42.35, 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 42.35, which was 0 lower than the previous day. The implied volatity was 2.81, 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 42.35, 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
On 9 Dec VBL was trading at 471.55. The strike last trading price was 42.35, 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 42.35, 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 Dec VBL was trading at 479.95. The strike last trading price was -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VBL was trading at 477.50. The strike last trading price was 42.35, 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 2 Dec VBL was trading at 481.40. The strike last trading price was 42.35, 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov VBL was trading at 481.55. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 27 Nov VBL was trading at 467.30. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
