Historical option data for VBL
23 Jun 2026 01:28 PM IST
| VBL 28-Jul-2026 (35d) 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0.01
Theta: -0.3
Gamma: 0.00805
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 508.50 | 15.75 | -2.25 (-12.50%) | 31.01 | 251 | 60 | 336 | |||||||||
| 22 Jun | 512.95 | 17.85 | -11.15 (-38.45%) | 31.4 | 463 | 255 | 275 | |||||||||
| 19 Jun | 529.50 | 29.45 | -0.55 (-1.83%) | 32.65 | 11 | 5 | 20 | |||||||||
| 18 Jun | 531.55 | 30.3 | -9.7 (-24.25%) | 32.25 | 13 | 4 | 15 | |||||||||
| 17 Jun | 544.05 | 40 | 5 (14.29%) | 31.88 | 10 | 0 | 11 | |||||||||
| 16 Jun | 541.05 | 34.6 | -2.4 (-6.49%) | 31.19 | 7 | 5 | 11 | |||||||||
| 15 Jun | 541.00 | 37.1 | 11.1 (42.69%) | 31.99 | 16 | 3 | 5 | |||||||||
| 12 Jun | 522.20 | 26 | -5 (-16.13%) | 30.91 | 2 | 1 | 2 | |||||||||
| 11 Jun | 519.90 | 30.55 | -12.45 (-28.95%) | 38.54 | 1 | 1 | 1 | |||||||||
For Varun Beverages Limited - strike price 520 expiring on 28JUL2026
Delta for 520 CE is 0.45
Historical price for 520 CE is as follows
On 23 Jun VBL was trading at 508.50. The strike last trading price was 15.75, which was -2.25 lower than the previous day. The implied volatity was 31.01, the open interest changed by 60 which increased total open position to 336
On 22 Jun VBL was trading at 512.95. The strike last trading price was 17.85, which was -11.15 lower than the previous day. The implied volatity was 31.4, the open interest changed by 255 which increased total open position to 275
On 19 Jun VBL was trading at 529.50. The strike last trading price was 29.45, which was -0.55 lower than the previous day. The implied volatity was 32.65, the open interest changed by 5 which increased total open position to 20
On 18 Jun VBL was trading at 531.55. The strike last trading price was 30.3, which was -9.7 lower than the previous day. The implied volatity was 32.25, the open interest changed by 4 which increased total open position to 15
On 17 Jun VBL was trading at 544.05. The strike last trading price was 40, which was 5 higher than the previous day. The implied volatity was 31.88, the open interest changed by 0 which decreased total open position to 11
On 16 Jun VBL was trading at 541.05. The strike last trading price was 34.6, which was -2.4 lower than the previous day. The implied volatity was 31.19, the open interest changed by 5 which increased total open position to 11
On 15 Jun VBL was trading at 541.00. The strike last trading price was 37.1, which was 11.1 higher than the previous day. The implied volatity was 31.99, the open interest changed by 3 which increased total open position to 5
On 12 Jun VBL was trading at 522.20. The strike last trading price was 26, which was -5 lower than the previous day. The implied volatity was 30.91, the open interest changed by 1 which increased total open position to 2
On 11 Jun VBL was trading at 519.90. The strike last trading price was 30.55, which was -12.45 lower than the previous day. The implied volatity was 38.54, the open interest changed by 1 which increased total open position to 1
| VBL 28-Jul-2026 (35d) 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.01
Theta: -0.21
Gamma: 0.00866
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 508.50 | 23 | 0.85 (3.84%) | 28.76 | 53 | 16 | 128 |
| 22 Jun | 512.95 | 21.8 | 6.8 (45.33%) | 29.48 | 328 | 52 | 113 |
| 19 Jun | 529.50 | 14.75 | 1.45 (10.90%) | 29.53 | 49 | 16 | 61 |
| 18 Jun | 531.55 | 13.4 | 3.4 (34.00%) | 28.71 | 64 | 10 | 45 |
| 17 Jun | 544.05 | 10 | -2.2 (-18.03%) | 28.5 | 36 | 6 | 35 |
| 16 Jun | 541.05 | 12.2 | 1.1 (9.91%) | 29.09 | 9 | 0 | 29 |
| 15 Jun | 541.00 | 11.1 | -6.8 (-37.99%) | 29.28 | 36 | 16 | 30 |
| 12 Jun | 522.20 | 17.9 | -19.2 (-51.75%) | 27.55 | 15 | 13 | 13 |
| 11 Jun | 519.90 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 520 expiring on 28JUL2026
Delta for 520 PE is -0.56
Historical price for 520 PE is as follows
On 23 Jun VBL was trading at 508.50. The strike last trading price was 23, which was 0.85 higher than the previous day. The implied volatity was 28.76, the open interest changed by 16 which increased total open position to 128
On 22 Jun VBL was trading at 512.95. The strike last trading price was 21.8, which was 6.8 higher than the previous day. The implied volatity was 29.48, the open interest changed by 52 which increased total open position to 113
On 19 Jun VBL was trading at 529.50. The strike last trading price was 14.75, which was 1.45 higher than the previous day. The implied volatity was 29.53, the open interest changed by 16 which increased total open position to 61
On 18 Jun VBL was trading at 531.55. The strike last trading price was 13.4, which was 3.4 higher than the previous day. The implied volatity was 28.71, the open interest changed by 10 which increased total open position to 45
On 17 Jun VBL was trading at 544.05. The strike last trading price was 10, which was -2.2 lower than the previous day. The implied volatity was 28.5, the open interest changed by 6 which increased total open position to 35
On 16 Jun VBL was trading at 541.05. The strike last trading price was 12.2, which was 1.1 higher than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 29
On 15 Jun VBL was trading at 541.00. The strike last trading price was 11.1, which was -6.8 lower than the previous day. The implied volatity was 29.28, the open interest changed by 16 which increased total open position to 30
On 12 Jun VBL was trading at 522.20. The strike last trading price was 17.9, which was -19.2 lower than the previous day. The implied volatity was 27.55, the open interest changed by 13 which increased total open position to 13
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
