`
Related Pages for VBL
[--[65.84.65.76]--]
VBL
Varun Beverages Limited
532.85 -11.65 (-2.14%)

Back to Option Chain

Historical option data for VBL

04 Apr 2025 10:33 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
VBL 24APR2025 520 CE
Delta: 0.66
Vega: 0.46
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 532.80 26.4 -9.35 35.16 47 10 135
3 Apr 544.50 35.75 -1.65 38.11 12 -3 124
2 Apr 546.90 37.05 4.55 37.97 48 11 127
1 Apr 538.75 32.95 -1.45 36.94 221 -92 117
28 Mar 539.65 34.7 -1.3 35.96 121 -28 209
27 Mar 536.30 34.2 3.4 35.37 228 85 240
26 Mar 527.90 32 6.85 42.93 736 0 155
25 Mar 517.15 25.6 -6.45 41.71 204 88 154
24 Mar 531.10 31.95 -5.2 38.35 57 44 66
21 Mar 537.95 38.7 -6.3 38.20 13 0 22
20 Mar 548.75 45 5 38.35 13 -1 22
19 Mar 540.90 40 7.6 38.07 32 -5 23
18 Mar 532.50 32.4 14.4 33.73 79 27 28
17 Mar 507.25 18 -39 32.39 1 0 0
13 Mar 488.15 57 0 4.57 0 0 0
12 Mar 478.35 57 0 5.98 0 0 0
11 Mar 485.20 57 0 4.61 0 0 0
10 Mar 481.90 57 0 5.53 0 0 0
7 Mar 487.75 57 0 4.50 0 0 0
6 Mar 491.35 57 0 3.64 0 0 0
5 Mar 476.00 57 0 5.95 0 0 0
4 Mar 477.30 57 0 5.93 0 0 0
3 Mar 456.95 57 0 8.55 0 0 0
27 Feb 448.30 57 0 9.56 0 0 0
14 Feb 488.55 0 0 3.08 0 0 0
13 Feb 513.40 0 0 - 0 0 0
12 Feb 534.50 0 0 - 0 0 0
11 Feb 520.35 0 0 - 0 0 0
10 Feb 548.45 0 0 - 0 0 0
7 Feb 553.70 0 0 - 0 0 0
6 Feb 568.60 0 0 - 0 0 0
5 Feb 583.65 0 0 - 0 0 0
4 Feb 586.55 0 0 - 0 0 0
3 Feb 582.50 0 0 - 0 0 0
1 Feb 561.40 0 0 - 0 0 0

For Varun Beverages Limited - strike price 520 expiring on 24APR2025

Delta for 520 CE is 0.66

Historical price for 520 CE is as follows

On 4 Apr VBL was trading at 532.80. The strike last trading price was 26.4, which was -9.35 lower than the previous day. The implied volatity was 35.16, the open interest changed by 10 which increased total open position to 135


On 3 Apr VBL was trading at 544.50. The strike last trading price was 35.75, which was -1.65 lower than the previous day. The implied volatity was 38.11, the open interest changed by -3 which decreased total open position to 124


On 2 Apr VBL was trading at 546.90. The strike last trading price was 37.05, which was 4.55 higher than the previous day. The implied volatity was 37.97, the open interest changed by 11 which increased total open position to 127


On 1 Apr VBL was trading at 538.75. The strike last trading price was 32.95, which was -1.45 lower than the previous day. The implied volatity was 36.94, the open interest changed by -92 which decreased total open position to 117


On 28 Mar VBL was trading at 539.65. The strike last trading price was 34.7, which was -1.3 lower than the previous day. The implied volatity was 35.96, the open interest changed by -28 which decreased total open position to 209


On 27 Mar VBL was trading at 536.30. The strike last trading price was 34.2, which was 3.4 higher than the previous day. The implied volatity was 35.37, the open interest changed by 85 which increased total open position to 240


On 26 Mar VBL was trading at 527.90. The strike last trading price was 32, which was 6.85 higher than the previous day. The implied volatity was 42.93, the open interest changed by 0 which decreased total open position to 155


On 25 Mar VBL was trading at 517.15. The strike last trading price was 25.6, which was -6.45 lower than the previous day. The implied volatity was 41.71, the open interest changed by 88 which increased total open position to 154


On 24 Mar VBL was trading at 531.10. The strike last trading price was 31.95, which was -5.2 lower than the previous day. The implied volatity was 38.35, the open interest changed by 44 which increased total open position to 66


On 21 Mar VBL was trading at 537.95. The strike last trading price was 38.7, which was -6.3 lower than the previous day. The implied volatity was 38.20, the open interest changed by 0 which decreased total open position to 22


On 20 Mar VBL was trading at 548.75. The strike last trading price was 45, which was 5 higher than the previous day. The implied volatity was 38.35, the open interest changed by -1 which decreased total open position to 22


On 19 Mar VBL was trading at 540.90. The strike last trading price was 40, which was 7.6 higher than the previous day. The implied volatity was 38.07, the open interest changed by -5 which decreased total open position to 23


On 18 Mar VBL was trading at 532.50. The strike last trading price was 32.4, which was 14.4 higher than the previous day. The implied volatity was 33.73, the open interest changed by 27 which increased total open position to 28


On 17 Mar VBL was trading at 507.25. The strike last trading price was 18, which was -39 lower than the previous day. The implied volatity was 32.39, the open interest changed by 0 which decreased total open position to 0


On 13 Mar VBL was trading at 488.15. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 12 Mar VBL was trading at 478.35. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0


On 11 Mar VBL was trading at 485.20. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 4.61, 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 57, which was 0 lower than the previous day. The implied volatity was 5.53, 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 57, which was 0 lower than the previous day. The implied volatity was 4.50, 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 57, which was 0 lower than the previous day. The implied volatity was 3.64, 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 57, which was 0 lower than the previous day. The implied volatity was 5.95, 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 57, which was 0 lower than the previous day. The implied volatity was 5.93, 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 57, which was 0 lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 0


On 27 Feb VBL was trading at 448.30. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 9.56, the open interest changed by 0 which decreased total open position to 0


On 14 Feb VBL was trading at 488.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0


On 13 Feb VBL was trading at 513.40. 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 Feb VBL was trading at 534.50. 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 Feb VBL was trading at 520.35. 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 10 Feb VBL was trading at 548.45. 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 7 Feb VBL was trading at 553.70. 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 6 Feb VBL was trading at 568.60. 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 5 Feb VBL was trading at 583.65. 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 4 Feb VBL was trading at 586.55. 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


On 3 Feb VBL was trading at 582.50. 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 1 Feb VBL was trading at 561.40. 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 24APR2025 520 PE
Delta: -0.36
Vega: 0.47
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 532.80 13 3 40.47 183 -33 205
3 Apr 544.50 9.9 0.05 40.70 312 90 238
2 Apr 546.90 9.7 -2.35 40.17 147 -13 148
1 Apr 538.75 11.95 -0.6 40.53 364 -41 156
28 Mar 539.65 12.65 -2.7 39.49 244 8 197
27 Mar 536.30 15.25 -3.45 43.15 154 -11 189
26 Mar 527.90 18.95 -4.85 42.17 166 -1 200
25 Mar 517.15 23.95 8.05 42.15 301 138 200
24 Mar 531.10 16.85 2.85 39.20 77 4 61
21 Mar 537.95 14 1.2 37.90 37 6 56
20 Mar 548.75 12.75 -1.95 39.59 57 -6 49
19 Mar 540.90 14.75 -13 38.65 72 55 55
18 Mar 532.50 27.75 0 3.34 0 0 0
17 Mar 507.25 27.75 0 - 0 0 0
13 Mar 488.15 27.75 0 - 0 0 0
12 Mar 478.35 27.75 0 - 0 0 0
11 Mar 485.20 27.75 0 - 0 0 0
10 Mar 481.90 27.75 0 - 0 0 0
7 Mar 487.75 27.75 0 - 0 0 0
6 Mar 491.35 27.75 0 - 0 0 0
5 Mar 476.00 27.75 0 - 0 0 0
4 Mar 477.30 27.75 0 - 0 0 0
3 Mar 456.95 27.75 0 - 0 0 0
27 Feb 448.30 27.75 0 - 0 0 0
14 Feb 488.55 27.75 0 - 0 0 0
13 Feb 513.40 27.75 0 0.31 0 0 0
12 Feb 534.50 27.75 0 3.13 0 0 0
11 Feb 520.35 27.75 0 1.54 0 0 0
10 Feb 548.45 27.75 0 4.02 0 0 0
7 Feb 553.70 27.75 0 5.07 0 0 0
6 Feb 568.60 27.75 0 6.40 0 0 0
5 Feb 583.65 27.75 0 7.69 0 0 0
4 Feb 586.55 27.75 0 8.20 0 0 0
3 Feb 582.50 27.75 0 7.43 0 0 0
1 Feb 561.40 27.75 0 5.89 0 0 0

For Varun Beverages Limited - strike price 520 expiring on 24APR2025

Delta for 520 PE is -0.36

Historical price for 520 PE is as follows

On 4 Apr VBL was trading at 532.80. The strike last trading price was 13, which was 3 higher than the previous day. The implied volatity was 40.47, the open interest changed by -33 which decreased total open position to 205


On 3 Apr VBL was trading at 544.50. The strike last trading price was 9.9, which was 0.05 higher than the previous day. The implied volatity was 40.70, the open interest changed by 90 which increased total open position to 238


On 2 Apr VBL was trading at 546.90. The strike last trading price was 9.7, which was -2.35 lower than the previous day. The implied volatity was 40.17, the open interest changed by -13 which decreased total open position to 148


On 1 Apr VBL was trading at 538.75. The strike last trading price was 11.95, which was -0.6 lower than the previous day. The implied volatity was 40.53, the open interest changed by -41 which decreased total open position to 156


On 28 Mar VBL was trading at 539.65. The strike last trading price was 12.65, which was -2.7 lower than the previous day. The implied volatity was 39.49, the open interest changed by 8 which increased total open position to 197


On 27 Mar VBL was trading at 536.30. The strike last trading price was 15.25, which was -3.45 lower than the previous day. The implied volatity was 43.15, the open interest changed by -11 which decreased total open position to 189


On 26 Mar VBL was trading at 527.90. The strike last trading price was 18.95, which was -4.85 lower than the previous day. The implied volatity was 42.17, the open interest changed by -1 which decreased total open position to 200


On 25 Mar VBL was trading at 517.15. The strike last trading price was 23.95, which was 8.05 higher than the previous day. The implied volatity was 42.15, the open interest changed by 138 which increased total open position to 200


On 24 Mar VBL was trading at 531.10. The strike last trading price was 16.85, which was 2.85 higher than the previous day. The implied volatity was 39.20, the open interest changed by 4 which increased total open position to 61


On 21 Mar VBL was trading at 537.95. The strike last trading price was 14, which was 1.2 higher than the previous day. The implied volatity was 37.90, the open interest changed by 6 which increased total open position to 56


On 20 Mar VBL was trading at 548.75. The strike last trading price was 12.75, which was -1.95 lower than the previous day. The implied volatity was 39.59, the open interest changed by -6 which decreased total open position to 49


On 19 Mar VBL was trading at 540.90. The strike last trading price was 14.75, which was -13 lower than the previous day. The implied volatity was 38.65, the open interest changed by 55 which increased total open position to 55


On 18 Mar VBL was trading at 532.50. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 17 Mar VBL was trading at 507.25. The strike last trading price was 27.75, 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 Mar VBL was trading at 488.15. The strike last trading price was 27.75, 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 Mar VBL was trading at 478.35. The strike last trading price was 27.75, 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 Mar VBL was trading at 485.20. The strike last trading price was 27.75, 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 Mar VBL was trading at 481.90. The strike last trading price was 27.75, 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 27.75, 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 27.75, 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 27.75, 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 27.75, 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 27.75, 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 Feb VBL was trading at 448.30. The strike last trading price was 27.75, 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 Feb VBL was trading at 488.55. The strike last trading price was 27.75, 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 Feb VBL was trading at 513.40. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 12 Feb VBL was trading at 534.50. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 11 Feb VBL was trading at 520.35. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


On 10 Feb VBL was trading at 548.45. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0


On 7 Feb VBL was trading at 553.70. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0


On 6 Feb VBL was trading at 568.60. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0


On 5 Feb VBL was trading at 583.65. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0


On 4 Feb VBL was trading at 586.55. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0


On 3 Feb VBL was trading at 582.50. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 0


On 1 Feb VBL was trading at 561.40. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0