Historical option data for VBL
29 Jun 2026 10:50 AM IST
| VBL 28-Jul-2026 (27d) 505 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.01
Theta: -0.34
Gamma: 0.00852
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 504.60 | 19.5 | -1.5 (-7.14%) | 32.49 | 13 | 6 | 42 | |||||||||
| 25 Jun | 507.65 | 21.45 | -0.55 (-2.50%) | 29.9 | 25 | 12 | 36 | |||||||||
| 24 Jun | 506.70 | 21.55 | -2.45 (-10.21%) | 31.17 | 24 | 16 | 23 | |||||||||
| 23 Jun | 504.30 | 24.5 | -16.5 (-40.24%) | 38.14 | 3 | 1 | 5 | |||||||||
| 22 Jun | 512.95 | 41.1 | 0.1 (0.24%) | - | 10 | 0 | 4 | |||||||||
| 19 Jun | 529.50 | 41.1 | 0.1 (0.24%) | - | 10 | 0 | 4 | |||||||||
| 18 Jun | 531.55 | 41.1 | 0.1 (0.24%) | - | 10 | 0 | 4 | |||||||||
| 17 Jun | 544.05 | 41.1 | 0.1 (0.24%) | - | 10 | 0 | 4 | |||||||||
| 16 Jun | 541.05 | 41.1 | 0.1 (0.24%) | - | 10 | 0 | 4 | |||||||||
| 15 Jun | 541.00 | 41.1 | 0.1 (0.24%) | - | 10 | 0 | 4 | |||||||||
| 12 Jun | 522.20 | 41.1 | 0.1 (0.24%) | 42.19 | 10 | 0 | 4 | |||||||||
| 11 Jun | 519.90 | 41.1 | -9.9 (-19.41%) | 42.19 | 10 | 4 | 4 | |||||||||
For Varun Beverages Limited - strike price 505 expiring on 28JUL2026
Delta for 505 CE is 0.53
Historical price for 505 CE is as follows
On 29 Jun VBL was trading at 504.60. The strike last trading price was 19.5, which was -1.5 lower than the previous day. The implied volatity was 32.49, the open interest changed by 6 which increased total open position to 42
On 25 Jun VBL was trading at 507.65. The strike last trading price was 21.45, which was -0.55 lower than the previous day. The implied volatity was 29.9, the open interest changed by 12 which increased total open position to 36
On 24 Jun VBL was trading at 506.70. The strike last trading price was 21.55, which was -2.45 lower than the previous day. The implied volatity was 31.17, the open interest changed by 16 which increased total open position to 23
On 23 Jun VBL was trading at 504.30. The strike last trading price was 24.5, which was -16.5 lower than the previous day. The implied volatity was 38.14, the open interest changed by 1 which increased total open position to 5
On 22 Jun VBL was trading at 512.95. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jun VBL was trading at 529.50. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Jun VBL was trading at 531.55. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Jun VBL was trading at 544.05. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Jun VBL was trading at 541.05. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun VBL was trading at 541.00. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun VBL was trading at 522.20. The strike last trading price was 41.1, which was 0.1 higher than the previous day. The implied volatity was 42.19, the open interest changed by 0 which decreased total open position to 4
On 11 Jun VBL was trading at 519.90. The strike last trading price was 41.1, which was -9.9 lower than the previous day. The implied volatity was 42.19, the open interest changed by 4 which increased total open position to 4
| VBL 28-Jul-2026 (27d) 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 504.60 | 7.45 | 7.45 | - | 1 | 0 | 1 |
| 25 Jun | 507.65 | 7.45 | 7.45 | - | 1 | 0 | 1 |
| 24 Jun | 506.70 | 7.45 | 7.45 | - | 1 | 0 | 1 |
| 23 Jun | 504.30 | 7.45 | 7.45 | - | 1 | 0 | 1 |
| 22 Jun | 512.95 | 7.45 | 7.45 | - | 1 | 0 | 1 |
| 19 Jun | 529.50 | 7.45 | 7.45 (-61.50%) | 27.45 | 1 | 0 | 1 |
| 18 Jun | 531.55 | 7.45 | -11.9 (-61.50%) | 27.45 | 1 | 0 | 0 |
| 17 Jun | 544.05 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 541.05 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 541.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 522.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 519.90 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 505 expiring on 28JUL2026
Delta for 505 PE is -
Historical price for 505 PE is as follows
On 29 Jun VBL was trading at 504.60. The strike last trading price was 7.45, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Jun VBL was trading at 507.65. The strike last trading price was 7.45, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Jun VBL was trading at 506.70. The strike last trading price was 7.45, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jun VBL was trading at 504.30. The strike last trading price was 7.45, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun VBL was trading at 512.95. The strike last trading price was 7.45, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jun VBL was trading at 529.50. The strike last trading price was 7.45, which was 7.45 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 1
On 18 Jun VBL was trading at 531.55. The strike last trading price was 7.45, which was -11.9 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 0
On 17 Jun VBL was trading at 544.05. 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 16 Jun VBL was trading at 541.05. 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 15 Jun VBL was trading at 541.00. 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 12 Jun VBL was trading at 522.20. 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 11 Jun VBL was trading at 519.90. 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
