Historical option data for VBL
22 May 2026 04:10 PM IST
| VBL 26-May-2026 (3d) 515 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 1
Vega: 0
Theta: -0.02
Gamma: 0.00122
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 539.45 | 26.35 | 14.35 (119.58%) | 17.48 | 948 | -227 | 283 | |||||||||
| 21 May | 519.85 | 12.95 | 5.95 (85.00%) | 40.14 | 2,127 | 196 | 510 | |||||||||
| 20 May | 514.00 | 7.05 | -0.95 (-11.88%) | 25.24 | 1,152 | -15 | 315 | |||||||||
| 19 May | 514.80 | 7.85 | -0.15 (-1.88%) | 26.07 | 1,107 | 7 | 325 | |||||||||
| 18 May | 511.50 | 8.75 | 2.75 (45.83%) | 29.37 | 1,177 | 70 | 319 | |||||||||
| 15 May | 503.80 | 5.85 | -1.15 (-16.43%) | 28.49 | 476 | -19 | 249 | |||||||||
| 14 May | 505.15 | 7.6 | 4.6 (153.33%) | 30.79 | 357 | 19 | 267 | |||||||||
| 13 May | 489.15 | 3.5 | -0.5 (-12.50%) | 31.19 | 186 | 20 | 251 | |||||||||
| 12 May | 488.35 | 4.15 | -3.85 (-48.12%) | 0 | 310 | -12 | 231 | |||||||||
| 11 May | 501.30 | 8.3 | -3.7 (-30.83%) | 0 | 654 | -13 | 243 | |||||||||
| 8 May | 508.85 | 11.25 | -1.75 (-13.46%) | 30.06 | 358 | -15 | 257 | |||||||||
| 7 May | 510.60 | 13.25 | 0.15 (1.15%) | 31.49 | 288 | 16 | 269 | |||||||||
| 6 May | 508.95 | 13.35 | -1.8 (-11.88%) | 32.08 | 379 | -1 | 257 | |||||||||
| 5 May | 511.70 | 15.4 | 1.6 (11.59%) | 32.09 | 533 | -62 | 260 | |||||||||
| 4 May | 506.75 | 13.6 | -5.05 (-27.08%) | 33.61 | 787 | 191 | 324 | |||||||||
| 30 Apr | 513.70 | 19.45 | -4.25 (-17.93%) | 32.51 | 453 | 43 | 176 | |||||||||
| 29 Apr | 523.10 | 21.65 | -0.15 (-0.69%) | 30.75 | 355 | 27 | 127 | |||||||||
| 28 Apr | 518.55 | 22.05 | -3.6 (-14.04%) | 33.28 | 447 | 20 | 99 | |||||||||
| 27 Apr | 518.85 | 25.6 | 13.55 (112.45%) | 37.79 | 480 | 69 | 79 | |||||||||
| 24 Apr | 490.45 | 12.05 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 23 Apr | 484.25 | 12.05 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 22 Apr | 494.95 | 12.05 | 0 (0.00%) | 36.64 | 0 | 0 | 10 | |||||||||
| 21 Apr | 485.10 | 12.05 | 10.55 (703.33%) | 36.64 | 10 | 0 | 0 | |||||||||
| 20 Apr | 466.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 515 expiring on 26MAY2026
Delta for 515 CE is 1
Historical price for 515 CE is as follows
On 22 May VBL was trading at 539.45. The strike last trading price was 26.35, which was 14.35 higher than the previous day. The implied volatity was 17.48, the open interest changed by -227 which decreased total open position to 283
On 21 May VBL was trading at 519.85. The strike last trading price was 12.95, which was 5.95 higher than the previous day. The implied volatity was 40.14, the open interest changed by 196 which increased total open position to 510
On 20 May VBL was trading at 514.00. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 25.24, the open interest changed by -15 which decreased total open position to 315
On 19 May VBL was trading at 514.80. The strike last trading price was 7.85, which was -0.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by 7 which increased total open position to 325
On 18 May VBL was trading at 511.50. The strike last trading price was 8.75, which was 2.75 higher than the previous day. The implied volatity was 29.37, the open interest changed by 70 which increased total open position to 319
On 15 May VBL was trading at 503.80. The strike last trading price was 5.85, which was -1.15 lower than the previous day. The implied volatity was 28.49, the open interest changed by -19 which decreased total open position to 249
On 14 May VBL was trading at 505.15. The strike last trading price was 7.6, which was 4.6 higher than the previous day. The implied volatity was 30.79, the open interest changed by 19 which increased total open position to 267
On 13 May VBL was trading at 489.15. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 31.19, the open interest changed by 20 which increased total open position to 251
On 12 May VBL was trading at 488.35. The strike last trading price was 4.15, which was -3.85 lower than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 231
On 11 May VBL was trading at 501.30. The strike last trading price was 8.3, which was -3.7 lower than the previous day. The implied volatity was 0, the open interest changed by -13 which decreased total open position to 243
On 8 May VBL was trading at 508.85. The strike last trading price was 11.25, which was -1.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by -15 which decreased total open position to 257
On 7 May VBL was trading at 510.60. The strike last trading price was 13.25, which was 0.15 higher than the previous day. The implied volatity was 31.49, the open interest changed by 16 which increased total open position to 269
On 6 May VBL was trading at 508.95. The strike last trading price was 13.35, which was -1.8 lower than the previous day. The implied volatity was 32.08, the open interest changed by -1 which decreased total open position to 257
On 5 May VBL was trading at 511.70. The strike last trading price was 15.4, which was 1.6 higher than the previous day. The implied volatity was 32.09, the open interest changed by -62 which decreased total open position to 260
On 4 May VBL was trading at 506.75. The strike last trading price was 13.6, which was -5.05 lower than the previous day. The implied volatity was 33.61, the open interest changed by 191 which increased total open position to 324
On 30 Apr VBL was trading at 513.70. The strike last trading price was 19.45, which was -4.25 lower than the previous day. The implied volatity was 32.51, the open interest changed by 43 which increased total open position to 176
On 29 Apr VBL was trading at 523.10. The strike last trading price was 21.65, which was -0.15 lower than the previous day. The implied volatity was 30.75, the open interest changed by 27 which increased total open position to 127
On 28 Apr VBL was trading at 518.55. The strike last trading price was 22.05, which was -3.6 lower than the previous day. The implied volatity was 33.28, the open interest changed by 20 which increased total open position to 99
On 27 Apr VBL was trading at 518.85. The strike last trading price was 25.6, which was 13.55 higher than the previous day. The implied volatity was 37.79, the open interest changed by 69 which increased total open position to 79
On 24 Apr VBL was trading at 490.45. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Apr VBL was trading at 484.25. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 22 Apr VBL was trading at 494.95. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 36.64, the open interest changed by 0 which decreased total open position to 10
On 21 Apr VBL was trading at 485.10. The strike last trading price was 12.05, which was 10.55 higher than the previous day. The implied volatity was 36.64, 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) 515 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0
Theta: -0.11
Gamma: 0.00598
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 539.45 | 0.3 | -5.25 (-94.59%) | 27.04 | 2,749 | 371 | 641 |
| 21 May | 519.85 | 5.8 | -2.8 (-32.56%) | 32.97 | 1,743 | 61 | 269 |
| 20 May | 514.00 | 8.15 | -0.6 (-6.86%) | 29.11 | 265 | 51 | 209 |
| 19 May | 514.80 | 8.6 | -3.2 (-27.12%) | 30.44 | 488 | -18 | 158 |
| 18 May | 511.50 | 10.8 | -6.75 (-38.46%) | 33.71 | 133 | 11 | 177 |
| 15 May | 503.80 | 17.75 | -9.35 (-34.50%) | 33.22 | 79 | 10 | 166 |
| 14 May | 505.15 | 27.1 | 0 (0.00%) | 0 | 0 | 0 | 156 |
| 13 May | 489.15 | 27.1 | -0.95 (-3.39%) | 0 | 41 | -2 | 157 |
| 12 May | 488.35 | 26.75 | 7 (35.44%) | 0 | 105 | -6 | 159 |
| 11 May | 501.30 | 18.5 | 3.25 (21.31%) | 0 | 232 | -11 | 165 |
| 8 May | 508.85 | 15.3 | 0.8 (5.52%) | 27.33 | 142 | -26 | 177 |
| 7 May | 510.60 | 14.25 | -0.9 (-5.94%) | 26.78 | 144 | 7 | 205 |
| 6 May | 508.95 | 14.95 | -0.9 (-5.68%) | 26.26 | 248 | -39 | 204 |
| 5 May | 511.70 | 15.75 | -3.3 (-17.32%) | 30.88 | 271 | -5 | 246 |
| 4 May | 506.75 | 18.9 | 2.65 (16.31%) | 30.03 | 566 | 112 | 254 |
| 30 Apr | 513.70 | 15.6 | 2.2 (16.42%) | 30.94 | 469 | -6 | 136 |
| 29 Apr | 523.10 | 14.15 | -2.3 (-13.98%) | 31.8 | 399 | 34 | 141 |
| 28 Apr | 518.55 | 16.25 | -92.85 (-85.11%) | 33.86 | 297 | 105 | 105 |
| 27 Apr | 518.85 | 0 | 0 | - | 0 | 0 | 0 |
| 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 515 expiring on 26MAY2026
Delta for 515 PE is -0.05
Historical price for 515 PE is as follows
On 22 May VBL was trading at 539.45. The strike last trading price was 0.3, which was -5.25 lower than the previous day. The implied volatity was 27.04, the open interest changed by 371 which increased total open position to 641
On 21 May VBL was trading at 519.85. The strike last trading price was 5.8, which was -2.8 lower than the previous day. The implied volatity was 32.97, the open interest changed by 61 which increased total open position to 269
On 20 May VBL was trading at 514.00. The strike last trading price was 8.15, which was -0.6 lower than the previous day. The implied volatity was 29.11, the open interest changed by 51 which increased total open position to 209
On 19 May VBL was trading at 514.80. The strike last trading price was 8.6, which was -3.2 lower than the previous day. The implied volatity was 30.44, the open interest changed by -18 which decreased total open position to 158
On 18 May VBL was trading at 511.50. The strike last trading price was 10.8, which was -6.75 lower than the previous day. The implied volatity was 33.71, the open interest changed by 11 which increased total open position to 177
On 15 May VBL was trading at 503.80. The strike last trading price was 17.75, which was -9.35 lower than the previous day. The implied volatity was 33.22, the open interest changed by 10 which increased total open position to 166
On 14 May VBL was trading at 505.15. The strike last trading price was 27.1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 156
On 13 May VBL was trading at 489.15. The strike last trading price was 27.1, which was -0.95 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 157
On 12 May VBL was trading at 488.35. The strike last trading price was 26.75, which was 7 higher than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 159
On 11 May VBL was trading at 501.30. The strike last trading price was 18.5, which was 3.25 higher than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 165
On 8 May VBL was trading at 508.85. The strike last trading price was 15.3, which was 0.8 higher than the previous day. The implied volatity was 27.33, the open interest changed by -26 which decreased total open position to 177
On 7 May VBL was trading at 510.60. The strike last trading price was 14.25, which was -0.9 lower than the previous day. The implied volatity was 26.78, the open interest changed by 7 which increased total open position to 205
On 6 May VBL was trading at 508.95. The strike last trading price was 14.95, which was -0.9 lower than the previous day. The implied volatity was 26.26, the open interest changed by -39 which decreased total open position to 204
On 5 May VBL was trading at 511.70. The strike last trading price was 15.75, which was -3.3 lower than the previous day. The implied volatity was 30.88, the open interest changed by -5 which decreased total open position to 246
On 4 May VBL was trading at 506.75. The strike last trading price was 18.9, which was 2.65 higher than the previous day. The implied volatity was 30.03, the open interest changed by 112 which increased total open position to 254
On 30 Apr VBL was trading at 513.70. The strike last trading price was 15.6, which was 2.2 higher than the previous day. The implied volatity was 30.94, the open interest changed by -6 which decreased total open position to 136
On 29 Apr VBL was trading at 523.10. The strike last trading price was 14.15, which was -2.3 lower than the previous day. The implied volatity was 31.8, the open interest changed by 34 which increased total open position to 141
On 28 Apr VBL was trading at 518.55. The strike last trading price was 16.25, which was -92.85 lower than the previous day. The implied volatity was 33.86, the open interest changed by 105 which increased total open position to 105
On 27 Apr VBL was trading at 518.85. 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 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
