Historical option data for VBL
22 May 2026 04:10 PM IST
| VBL 26-May-2026 (3d) 505 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 1
Vega: 0
Theta: -0.02
Gamma: 0.00092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 539.45 | 35.85 | 16.85 (88.68%) | 24.2 | 234 | 11 | 69 | |||||||||
| 21 May | 519.85 | 18.9 | 6.9 (57.50%) | 39.19 | 281 | -86 | 59 | |||||||||
| 20 May | 514.00 | 12.5 | -0.5 (-3.85%) | 25.24 | 76 | -32 | 145 | |||||||||
| 19 May | 514.80 | 13.4 | 0.4 (3.08%) | 23.99 | 131 | -30 | 177 | |||||||||
| 18 May | 511.50 | 14.25 | 4.25 (42.50%) | 29.18 | 738 | -46 | 206 | |||||||||
| 15 May | 503.80 | 9.35 | -1.65 (-15.00%) | 26.87 | 707 | -15 | 256 | |||||||||
| 14 May | 505.15 | 11.7 | 5.7 (95.00%) | 30.13 | 993 | 34 | 274 | |||||||||
| 13 May | 489.15 | 6 | 0 (0.00%) | 31.23 | 245 | -6 | 240 | |||||||||
| 12 May | 488.35 | 6.45 | -5.55 (-46.25%) | 31.24 | 496 | 44 | 245 | |||||||||
| 11 May | 501.30 | 12.4 | -4.6 (-27.06%) | 0 | 459 | 4 | 201 | |||||||||
| 8 May | 508.85 | 16.35 | -2 (-10.90%) | 30.62 | 100 | -10 | 198 | |||||||||
| 7 May | 510.60 | 18.75 | 0.25 (1.35%) | 30.94 | 117 | 11 | 207 | |||||||||
| 6 May | 508.95 | 18.5 | -2.05 (-9.98%) | 32.61 | 403 | 28 | 197 | |||||||||
| 5 May | 511.70 | 20.65 | 1.95 (10.43%) | 32.12 | 339 | 24 | 169 | |||||||||
| 4 May | 506.75 | 18.5 | -4.9 (-20.94%) | 34.17 | 147 | 57 | 145 | |||||||||
| 30 Apr | 513.70 | 23.8 | -5.35 (-18.35%) | 32.37 | 115 | 35 | 123 | |||||||||
| 29 Apr | 523.10 | 28.05 | 0.75 (2.75%) | 31.54 | 66 | 9 | 86 | |||||||||
| 28 Apr | 518.55 | 26.9 | -4 (-12.94%) | 32.99 | 124 | 0 | 82 | |||||||||
| 27 Apr | 518.85 | 32.25 | 31.3 (3294.74%) | 39.68 | 671 | 83 | 83 | |||||||||
| 24 Apr | 490.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 484.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 494.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 485.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 466.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 505 expiring on 26MAY2026
Delta for 505 CE is 1
Historical price for 505 CE is as follows
On 22 May VBL was trading at 539.45. The strike last trading price was 35.85, which was 16.85 higher than the previous day. The implied volatity was 24.2, the open interest changed by 11 which increased total open position to 69
On 21 May VBL was trading at 519.85. The strike last trading price was 18.9, which was 6.9 higher than the previous day. The implied volatity was 39.19, the open interest changed by -86 which decreased total open position to 59
On 20 May VBL was trading at 514.00. The strike last trading price was 12.5, which was -0.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by -32 which decreased total open position to 145
On 19 May VBL was trading at 514.80. The strike last trading price was 13.4, which was 0.4 higher than the previous day. The implied volatity was 23.99, the open interest changed by -30 which decreased total open position to 177
On 18 May VBL was trading at 511.50. The strike last trading price was 14.25, which was 4.25 higher than the previous day. The implied volatity was 29.18, the open interest changed by -46 which decreased total open position to 206
On 15 May VBL was trading at 503.80. The strike last trading price was 9.35, which was -1.65 lower than the previous day. The implied volatity was 26.87, the open interest changed by -15 which decreased total open position to 256
On 14 May VBL was trading at 505.15. The strike last trading price was 11.7, which was 5.7 higher than the previous day. The implied volatity was 30.13, the open interest changed by 34 which increased total open position to 274
On 13 May VBL was trading at 489.15. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 31.23, the open interest changed by -6 which decreased total open position to 240
On 12 May VBL was trading at 488.35. The strike last trading price was 6.45, which was -5.55 lower than the previous day. The implied volatity was 31.24, the open interest changed by 44 which increased total open position to 245
On 11 May VBL was trading at 501.30. The strike last trading price was 12.4, which was -4.6 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 201
On 8 May VBL was trading at 508.85. The strike last trading price was 16.35, which was -2 lower than the previous day. The implied volatity was 30.62, the open interest changed by -10 which decreased total open position to 198
On 7 May VBL was trading at 510.60. The strike last trading price was 18.75, which was 0.25 higher than the previous day. The implied volatity was 30.94, the open interest changed by 11 which increased total open position to 207
On 6 May VBL was trading at 508.95. The strike last trading price was 18.5, which was -2.05 lower than the previous day. The implied volatity was 32.61, the open interest changed by 28 which increased total open position to 197
On 5 May VBL was trading at 511.70. The strike last trading price was 20.65, which was 1.95 higher than the previous day. The implied volatity was 32.12, the open interest changed by 24 which increased total open position to 169
On 4 May VBL was trading at 506.75. The strike last trading price was 18.5, which was -4.9 lower than the previous day. The implied volatity was 34.17, the open interest changed by 57 which increased total open position to 145
On 30 Apr VBL was trading at 513.70. The strike last trading price was 23.8, which was -5.35 lower than the previous day. The implied volatity was 32.37, the open interest changed by 35 which increased total open position to 123
On 29 Apr VBL was trading at 523.10. The strike last trading price was 28.05, which was 0.75 higher than the previous day. The implied volatity was 31.54, the open interest changed by 9 which increased total open position to 86
On 28 Apr VBL was trading at 518.55. The strike last trading price was 26.9, which was -4 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 82
On 27 Apr VBL was trading at 518.85. The strike last trading price was 32.25, which was 31.3 higher than the previous day. The implied volatity was 39.68, the open interest changed by 83 which increased total open position to 83
On 24 Apr VBL was trading at 490.45. The strike last trading price was 0, 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 Apr VBL was trading at 484.25. The strike last trading price was 0, 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 Apr VBL was trading at 494.95. The strike last trading price was 0, 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 Apr VBL was trading at 485.10. The strike last trading price was 0, 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 Apr VBL was trading at 466.55. The strike last trading price was 0, 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 26-May-2026 (3d) 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0
Theta: -0.04
Gamma: 0.0028
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 539.45 | 0.15 | -2.15 (-93.48%) | 31.37 | 534 | -83 | 105 |
| 21 May | 519.85 | 2.35 | -1.95 (-45.35%) | 30.72 | 793 | 60 | 189 |
| 20 May | 514.00 | 3.75 | -0.55 (-12.79%) | 28.19 | 432 | -133 | 128 |
| 19 May | 514.80 | 4.15 | -2.6 (-38.52%) | 29.06 | 463 | 125 | 261 |
| 18 May | 511.50 | 5.9 | -5.3 (-47.32%) | 31.94 | 485 | 0 | 133 |
| 15 May | 503.80 | 11.3 | 0.9 (8.65%) | 31.42 | 367 | 12 | 136 |
| 14 May | 505.15 | 10.1 | -7.85 (-43.73%) | 28.74 | 319 | 13 | 123 |
| 13 May | 489.15 | 18.65 | -1.65 (-8.13%) | 0 | 77 | -9 | 110 |
| 12 May | 488.35 | 19.1 | 5.35 (38.91%) | 0 | 241 | 3 | 119 |
| 11 May | 501.30 | 12.55 | 2.1 (20.10%) | 0 | 583 | -29 | 117 |
| 8 May | 508.85 | 10.55 | 0.25 (2.43%) | 28.31 | 178 | 21 | 148 |
| 7 May | 510.60 | 9.95 | -0.65 (-6.13%) | 28.45 | 152 | -16 | 126 |
| 6 May | 508.95 | 10.25 | -1.1 (-9.69%) | 27.9 | 563 | 10 | 141 |
| 5 May | 511.70 | 11.3 | -2.65 (-19.00%) | 30.55 | 607 | 5 | 142 |
| 4 May | 506.75 | 13.8 | 1.75 (14.52%) | 30.53 | 254 | 33 | 139 |
| 30 Apr | 513.70 | 11.55 | 2 (20.94%) | 31.09 | 236 | 1 | 107 |
| 29 Apr | 523.10 | 10.35 | -1.6 (-13.39%) | 32.08 | 294 | 37 | 101 |
| 28 Apr | 518.55 | 11.85 | -3.95 (-25.00%) | 33.5 | 208 | 42 | 63 |
| 27 Apr | 518.85 | 15.45 | -100.8 (-86.71%) | 39.55 | 35 | 21 | 21 |
| 24 Apr | 490.45 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 484.25 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 494.95 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 485.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 466.55 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 505 expiring on 26MAY2026
Delta for 505 PE is -0.02
Historical price for 505 PE is as follows
On 22 May VBL was trading at 539.45. The strike last trading price was 0.15, which was -2.15 lower than the previous day. The implied volatity was 31.37, the open interest changed by -83 which decreased total open position to 105
On 21 May VBL was trading at 519.85. The strike last trading price was 2.35, which was -1.95 lower than the previous day. The implied volatity was 30.72, the open interest changed by 60 which increased total open position to 189
On 20 May VBL was trading at 514.00. The strike last trading price was 3.75, which was -0.55 lower than the previous day. The implied volatity was 28.19, the open interest changed by -133 which decreased total open position to 128
On 19 May VBL was trading at 514.80. The strike last trading price was 4.15, which was -2.6 lower than the previous day. The implied volatity was 29.06, the open interest changed by 125 which increased total open position to 261
On 18 May VBL was trading at 511.50. The strike last trading price was 5.9, which was -5.3 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 133
On 15 May VBL was trading at 503.80. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was 31.42, the open interest changed by 12 which increased total open position to 136
On 14 May VBL was trading at 505.15. The strike last trading price was 10.1, which was -7.85 lower than the previous day. The implied volatity was 28.74, the open interest changed by 13 which increased total open position to 123
On 13 May VBL was trading at 489.15. The strike last trading price was 18.65, which was -1.65 lower than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 110
On 12 May VBL was trading at 488.35. The strike last trading price was 19.1, which was 5.35 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 119
On 11 May VBL was trading at 501.30. The strike last trading price was 12.55, which was 2.1 higher than the previous day. The implied volatity was 0, the open interest changed by -29 which decreased total open position to 117
On 8 May VBL was trading at 508.85. The strike last trading price was 10.55, which was 0.25 higher than the previous day. The implied volatity was 28.31, the open interest changed by 21 which increased total open position to 148
On 7 May VBL was trading at 510.60. The strike last trading price was 9.95, which was -0.65 lower than the previous day. The implied volatity was 28.45, the open interest changed by -16 which decreased total open position to 126
On 6 May VBL was trading at 508.95. The strike last trading price was 10.25, which was -1.1 lower than the previous day. The implied volatity was 27.9, the open interest changed by 10 which increased total open position to 141
On 5 May VBL was trading at 511.70. The strike last trading price was 11.3, which was -2.65 lower than the previous day. The implied volatity was 30.55, the open interest changed by 5 which increased total open position to 142
On 4 May VBL was trading at 506.75. The strike last trading price was 13.8, which was 1.75 higher than the previous day. The implied volatity was 30.53, the open interest changed by 33 which increased total open position to 139
On 30 Apr VBL was trading at 513.70. The strike last trading price was 11.55, which was 2 higher than the previous day. The implied volatity was 31.09, the open interest changed by 1 which increased total open position to 107
On 29 Apr VBL was trading at 523.10. The strike last trading price was 10.35, which was -1.6 lower than the previous day. The implied volatity was 32.08, the open interest changed by 37 which increased total open position to 101
On 28 Apr VBL was trading at 518.55. The strike last trading price was 11.85, which was -3.95 lower than the previous day. The implied volatity was 33.5, the open interest changed by 42 which increased total open position to 63
On 27 Apr VBL was trading at 518.85. The strike last trading price was 15.45, which was -100.8 lower than the previous day. The implied volatity was 39.55, the open interest changed by 21 which increased total open position to 21
On 24 Apr VBL was trading at 490.45. The strike last trading price was 0, 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 Apr VBL was trading at 484.25. The strike last trading price was 0, 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 Apr VBL was trading at 494.95. The strike last trading price was 0, 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 Apr VBL was trading at 485.10. The strike last trading price was 0, 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 Apr VBL was trading at 466.55. The strike last trading price was 0, 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
