VBL
Varun Beverages Limited
Historical option data for VBL
16 Apr 2025 11:43 AM IST
| VBL 24APR2025 490 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 | |||
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| 16 Apr | 543.85 | 55.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 550.60 | 55.7 | 0 | 0.00 | 0 | 2 | 0 | |||
| 11 Apr | 545.75 | 55.7 | 3.85 | - | 4 | 2 | 40 | |||
| 9 Apr | 540.20 | 51.85 | 0 | 0.00 | 0 | -2 | 0 | |||
| 8 Apr | 540.40 | 51.85 | 8.8 | - | 2 | -1 | 39 | |||
| 7 Apr | 519.60 | 43.25 | -12.35 | 48.49 | 139 | 13 | 39 | |||
| 4 Apr | 535.45 | 55.6 | 0 | 0.00 | 0 | 11 | 0 | |||
| 3 Apr | 544.50 | 55.6 | -5.65 | - | 18 | 11 | 26 | |||
| 2 Apr | 546.90 | 61.4 | 4.2 | 40.40 | 6 | -2 | 14 | |||
| 1 Apr | 538.75 | 57.4 | 0.2 | 0.00 | 0 | -3 | 0 | |||
| 28 Mar | 539.65 | 57.4 | 3.9 | 36.26 | 24 | -3 | 13 | |||
| 27 Mar | 536.30 | 53.5 | 9.5 | 22.20 | 5 | 2 | 16 | |||
| 26 Mar | 527.90 | 44 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 517.15 | 44 | -21.7 | 43.69 | 1 | 0 | 13 | |||
| 24 Mar | 531.10 | 65.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 537.95 | 65.7 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 548.75 | 65.7 | 5.7 | 33.00 | 1 | 0 | 14 | |||
| 19 Mar | 540.90 | 60 | 8.65 | 34.61 | 3 | 0 | 16 | |||
| 18 Mar | 532.50 | 51.35 | 18.85 | 27.96 | 7 | 0 | 16 | |||
| 17 Mar | 507.25 | 32.5 | 2.5 | 29.66 | 13 | 3 | 20 | |||
| 13 Mar | 488.15 | 30 | 7.6 | 42.54 | 11 | 9 | 16 | |||
| 12 Mar | 478.35 | 22.4 | -2.85 | 37.66 | 3 | 0 | 7 | |||
| 11 Mar | 485.20 | 25 | 8.35 | 35.02 | 18 | 7 | 7 | |||
| 10 Mar | 481.90 | 16.65 | 0 | 0.61 | 0 | 0 | 0 | |||
| 7 Mar | 487.75 | 16.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 491.35 | 16.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 476.00 | 16.65 | 0 | 1.30 | 0 | 0 | 0 | |||
| 4 Mar | 477.30 | 16.65 | 0 | 1.34 | 0 | 0 | 0 | |||
| 3 Mar | 456.95 | 16.65 | 0 | 4.53 | 0 | 0 | 0 | |||
For Varun Beverages Limited - strike price 490 expiring on 24APR2025
Delta for 490 CE is 0.00
Historical price for 490 CE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 55.7, 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 55.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Apr VBL was trading at 545.75. The strike last trading price was 55.7, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 40
On 9 Apr VBL was trading at 540.20. The strike last trading price was 51.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 8 Apr VBL was trading at 540.40. The strike last trading price was 51.85, which was 8.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 39
On 7 Apr VBL was trading at 519.60. The strike last trading price was 43.25, which was -12.35 lower than the previous day. The implied volatity was 48.49, the open interest changed by 13 which increased total open position to 39
On 4 Apr VBL was trading at 535.45. The strike last trading price was 55.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 3 Apr VBL was trading at 544.50. The strike last trading price was 55.6, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 26
On 2 Apr VBL was trading at 546.90. The strike last trading price was 61.4, which was 4.2 higher than the previous day. The implied volatity was 40.40, the open interest changed by -2 which decreased total open position to 14
On 1 Apr VBL was trading at 538.75. The strike last trading price was 57.4, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 28 Mar VBL was trading at 539.65. The strike last trading price was 57.4, which was 3.9 higher than the previous day. The implied volatity was 36.26, the open interest changed by -3 which decreased total open position to 13
On 27 Mar VBL was trading at 536.30. The strike last trading price was 53.5, which was 9.5 higher than the previous day. The implied volatity was 22.20, the open interest changed by 2 which increased total open position to 16
On 26 Mar VBL was trading at 527.90. The strike last trading price was 44, 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 25 Mar VBL was trading at 517.15. The strike last trading price was 44, which was -21.7 lower than the previous day. The implied volatity was 43.69, the open interest changed by 0 which decreased total open position to 13
On 24 Mar VBL was trading at 531.10. The strike last trading price was 65.7, 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 21 Mar VBL was trading at 537.95. The strike last trading price was 65.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Mar VBL was trading at 548.75. The strike last trading price was 65.7, which was 5.7 higher than the previous day. The implied volatity was 33.00, the open interest changed by 0 which decreased total open position to 14
On 19 Mar VBL was trading at 540.90. The strike last trading price was 60, which was 8.65 higher than the previous day. The implied volatity was 34.61, the open interest changed by 0 which decreased total open position to 16
On 18 Mar VBL was trading at 532.50. The strike last trading price was 51.35, which was 18.85 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 16
On 17 Mar VBL was trading at 507.25. The strike last trading price was 32.5, which was 2.5 higher than the previous day. The implied volatity was 29.66, the open interest changed by 3 which increased total open position to 20
On 13 Mar VBL was trading at 488.15. The strike last trading price was 30, which was 7.6 higher than the previous day. The implied volatity was 42.54, the open interest changed by 9 which increased total open position to 16
On 12 Mar VBL was trading at 478.35. The strike last trading price was 22.4, which was -2.85 lower than the previous day. The implied volatity was 37.66, the open interest changed by 0 which decreased total open position to 7
On 11 Mar VBL was trading at 485.20. The strike last trading price was 25, which was 8.35 higher than the previous day. The implied volatity was 35.02, the open interest changed by 7 which increased total open position to 7
On 10 Mar VBL was trading at 481.90. The strike last trading price was 16.65, which was 0 lower than the previous day. The implied volatity was 0.61, 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 16.65, 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 16.65, 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 16.65, which was 0 lower than the previous day. The implied volatity was 1.30, 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 16.65, which was 0 lower than the previous day. The implied volatity was 1.34, 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 16.65, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
| VBL 24APR2025 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.11
Theta: -0.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Apr | 543.85 | 1.2 | -0.05 | 48.73 | 80 | -2 | 94 |
| 15 Apr | 550.60 | 1.2 | -1.8 | 50.64 | 68 | -11 | 96 |
| 11 Apr | 545.75 | 2.9 | -1.3 | 50.67 | 49 | -14 | 107 |
| 9 Apr | 540.20 | 4.25 | -0.1 | 48.62 | 69 | -14 | 120 |
| 8 Apr | 540.40 | 4.3 | -7.45 | 49.19 | 157 | 40 | 136 |
| 7 Apr | 519.60 | 11 | 6.7 | 56.92 | 276 | -44 | 95 |
| 4 Apr | 535.45 | 4.35 | 0.75 | 42.03 | 79 | 28 | 142 |
| 3 Apr | 544.50 | 3.75 | -0.3 | 42.58 | 50 | 6 | 114 |
| 2 Apr | 546.90 | 4.05 | -1.2 | 43.28 | 113 | -3 | 108 |
| 1 Apr | 538.75 | 5.1 | -0.75 | 43.10 | 140 | -6 | 113 |
| 28 Mar | 539.65 | 5.65 | -2.35 | 41.86 | 129 | 85 | 119 |
| 27 Mar | 536.30 | 8.2 | -1.4 | 47.25 | 35 | -2 | 36 |
| 26 Mar | 527.90 | 9.7 | -1.8 | 44.71 | 32 | -3 | 38 |
| 25 Mar | 517.15 | 11.45 | 3.7 | 41.92 | 111 | -12 | 42 |
| 24 Mar | 531.10 | 7.75 | 0 | 40.44 | 1 | 0 | 54 |
| 21 Mar | 537.95 | 7.8 | 2.2 | 42.63 | 20 | -7 | 56 |
| 20 Mar | 548.75 | 5.6 | -1.85 | 40.22 | 58 | 46 | 62 |
| 19 Mar | 540.90 | 7.45 | -9.05 | 41.12 | 14 | 13 | 17 |
| 18 Mar | 532.50 | 16.5 | 0 | 0.00 | 0 | 2 | 0 |
| 17 Mar | 507.25 | 16.5 | -9.15 | 41.29 | 6 | 2 | 4 |
| 13 Mar | 488.15 | 25.65 | 0 | 0.00 | 0 | 2 | 0 |
| 12 Mar | 478.35 | 25.65 | -27.35 | 34.62 | 3 | 1 | 1 |
| 11 Mar | 485.20 | 53 | 0 | 0.59 | 0 | 0 | 0 |
| 10 Mar | 481.90 | 53 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 487.75 | 53 | 0 | 0.47 | 0 | 0 | 0 |
| 6 Mar | 491.35 | 53 | 0 | 1.31 | 0 | 0 | 0 |
| 5 Mar | 476.00 | 53 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 477.30 | 53 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 456.95 | 53 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 490 expiring on 24APR2025
Delta for 490 PE is -0.07
Historical price for 490 PE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 48.73, the open interest changed by -2 which decreased total open position to 94
On 15 Apr VBL was trading at 550.60. The strike last trading price was 1.2, which was -1.8 lower than the previous day. The implied volatity was 50.64, the open interest changed by -11 which decreased total open position to 96
On 11 Apr VBL was trading at 545.75. The strike last trading price was 2.9, which was -1.3 lower than the previous day. The implied volatity was 50.67, the open interest changed by -14 which decreased total open position to 107
On 9 Apr VBL was trading at 540.20. The strike last trading price was 4.25, which was -0.1 lower than the previous day. The implied volatity was 48.62, the open interest changed by -14 which decreased total open position to 120
On 8 Apr VBL was trading at 540.40. The strike last trading price was 4.3, which was -7.45 lower than the previous day. The implied volatity was 49.19, the open interest changed by 40 which increased total open position to 136
On 7 Apr VBL was trading at 519.60. The strike last trading price was 11, which was 6.7 higher than the previous day. The implied volatity was 56.92, the open interest changed by -44 which decreased total open position to 95
On 4 Apr VBL was trading at 535.45. The strike last trading price was 4.35, which was 0.75 higher than the previous day. The implied volatity was 42.03, the open interest changed by 28 which increased total open position to 142
On 3 Apr VBL was trading at 544.50. The strike last trading price was 3.75, which was -0.3 lower than the previous day. The implied volatity was 42.58, the open interest changed by 6 which increased total open position to 114
On 2 Apr VBL was trading at 546.90. The strike last trading price was 4.05, which was -1.2 lower than the previous day. The implied volatity was 43.28, the open interest changed by -3 which decreased total open position to 108
On 1 Apr VBL was trading at 538.75. The strike last trading price was 5.1, which was -0.75 lower than the previous day. The implied volatity was 43.10, the open interest changed by -6 which decreased total open position to 113
On 28 Mar VBL was trading at 539.65. The strike last trading price was 5.65, which was -2.35 lower than the previous day. The implied volatity was 41.86, the open interest changed by 85 which increased total open position to 119
On 27 Mar VBL was trading at 536.30. The strike last trading price was 8.2, which was -1.4 lower than the previous day. The implied volatity was 47.25, the open interest changed by -2 which decreased total open position to 36
On 26 Mar VBL was trading at 527.90. The strike last trading price was 9.7, which was -1.8 lower than the previous day. The implied volatity was 44.71, the open interest changed by -3 which decreased total open position to 38
On 25 Mar VBL was trading at 517.15. The strike last trading price was 11.45, which was 3.7 higher than the previous day. The implied volatity was 41.92, the open interest changed by -12 which decreased total open position to 42
On 24 Mar VBL was trading at 531.10. The strike last trading price was 7.75, which was 0 lower than the previous day. The implied volatity was 40.44, the open interest changed by 0 which decreased total open position to 54
On 21 Mar VBL was trading at 537.95. The strike last trading price was 7.8, which was 2.2 higher than the previous day. The implied volatity was 42.63, the open interest changed by -7 which decreased total open position to 56
On 20 Mar VBL was trading at 548.75. The strike last trading price was 5.6, which was -1.85 lower than the previous day. The implied volatity was 40.22, the open interest changed by 46 which increased total open position to 62
On 19 Mar VBL was trading at 540.90. The strike last trading price was 7.45, which was -9.05 lower than the previous day. The implied volatity was 41.12, the open interest changed by 13 which increased total open position to 17
On 18 Mar VBL was trading at 532.50. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Mar VBL was trading at 507.25. The strike last trading price was 16.5, which was -9.15 lower than the previous day. The implied volatity was 41.29, the open interest changed by 2 which increased total open position to 4
On 13 Mar VBL was trading at 488.15. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Mar VBL was trading at 478.35. The strike last trading price was 25.65, which was -27.35 lower than the previous day. The implied volatity was 34.62, the open interest changed by 1 which increased total open position to 1
On 11 Mar VBL was trading at 485.20. The strike last trading price was 53, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 10 Mar VBL was trading at 481.90. The strike last trading price was 53, 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 53, which was 0 lower than the previous day. The implied volatity was 0.47, 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 53, which was 0 lower than the previous day. The implied volatity was 1.31, 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 53, 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 53, 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 53, 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
