Historical option data for VBL
26 May 2026 04:10 PM IST
| VBL 30-Jun-2026 (34d) 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.01
Theta: -0.27
Gamma: 0.00815
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 531.30 | 26.2 | 0.5 (1.95%) | 27.69 | 147 | 4 | 144 | |||||||||
| 25 May | 530.70 | 25.7 | -8.55 (-24.96%) | 26.17 | 147 | -40 | 141 | |||||||||
| 22 May | 539.45 | 35.2 | 12.1 (52.38%) | 30.17 | 576 | -60 | 183 | |||||||||
| 21 May | 519.85 | 23.15 | 3.4 (17.22%) | 31.78 | 506 | 82 | 244 | |||||||||
| 20 May | 514.00 | 19.65 | -0.35 (-1.75%) | 30.48 | 155 | 110 | 162 | |||||||||
| 19 May | 514.80 | 20 | 1 (5.26%) | 29.92 | 58 | 20 | 51 | |||||||||
| 18 May | 511.50 | 19.05 | 4.05 (27.00%) | 30.31 | 41 | 19 | 30 | |||||||||
| 15 May | 503.80 | 14.9 | 1.25 (9.16%) | 28.94 | 4 | 0 | 7 | |||||||||
| 14 May | 505.15 | 13.65 | 0 (0.00%) | 0 | 0 | 0 | 7 | |||||||||
| 13 May | 489.15 | 13.65 | -2.7 (-16.51%) | 0 | 1 | 1 | 7 | |||||||||
| 12 May | 488.35 | 16.35 | -18.65 (-53.29%) | 0 | 9 | 5 | 6 | |||||||||
| 11 May | 501.30 | 35 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 508.85 | 35 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 510.60 | 35 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 508.95 | 35 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 511.70 | 35 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 506.75 | 35 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 513.70 | 35 | 0 (0.00%) | 37.45 | 0 | 0 | 1 | |||||||||
| 29 Apr | 523.10 | 35 | 32.7 (1421.74%) | 37.45 | 1 | 0 | 0 | |||||||||
| 28 Apr | 518.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 518.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 490.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 520 expiring on 30JUN2026
Delta for 520 CE is 0.64
Historical price for 520 CE is as follows
On 26 May VBL was trading at 531.30. The strike last trading price was 26.2, which was 0.5 higher than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 144
On 25 May VBL was trading at 530.70. The strike last trading price was 25.7, which was -8.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by -40 which decreased total open position to 141
On 22 May VBL was trading at 539.45. The strike last trading price was 35.2, which was 12.1 higher than the previous day. The implied volatity was 30.17, the open interest changed by -60 which decreased total open position to 183
On 21 May VBL was trading at 519.85. The strike last trading price was 23.15, which was 3.4 higher than the previous day. The implied volatity was 31.78, the open interest changed by 82 which increased total open position to 244
On 20 May VBL was trading at 514.00. The strike last trading price was 19.65, which was -0.35 lower than the previous day. The implied volatity was 30.48, the open interest changed by 110 which increased total open position to 162
On 19 May VBL was trading at 514.80. The strike last trading price was 20, which was 1 higher than the previous day. The implied volatity was 29.92, the open interest changed by 20 which increased total open position to 51
On 18 May VBL was trading at 511.50. The strike last trading price was 19.05, which was 4.05 higher than the previous day. The implied volatity was 30.31, the open interest changed by 19 which increased total open position to 30
On 15 May VBL was trading at 503.80. The strike last trading price was 14.9, which was 1.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 7
On 14 May VBL was trading at 505.15. The strike last trading price was 13.65, 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 7
On 13 May VBL was trading at 489.15. The strike last trading price was 13.65, which was -2.7 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 7
On 12 May VBL was trading at 488.35. The strike last trading price was 16.35, which was -18.65 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 6
On 11 May VBL was trading at 501.30. The strike last trading price was 35, 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 1
On 8 May VBL was trading at 508.85. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May VBL was trading at 510.60. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May VBL was trading at 508.95. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May VBL was trading at 511.70. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May VBL was trading at 506.75. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr VBL was trading at 513.70. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 1
On 29 Apr VBL was trading at 523.10. The strike last trading price was 35, which was 32.7 higher than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 0
On 28 Apr VBL was trading at 518.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
| VBL 30-Jun-2026 (34d) 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.01
Theta: -0.18
Gamma: 0.00853
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 531.30 | 11 | -1 (-8.33%) | 26.57 | 376 | 83 | 360 |
| 25 May | 530.70 | 12.15 | 2.15 (21.50%) | 28.24 | 373 | -33 | 277 |
| 22 May | 539.45 | 9.75 | -8.25 (-45.83%) | 27.99 | 982 | 182 | 310 |
| 21 May | 519.85 | 18.9 | -3.85 (-16.92%) | 29.4 | 266 | 91 | 118 |
| 20 May | 514.00 | 22.75 | 2.15 (10.44%) | 30.31 | 13 | 6 | 27 |
| 19 May | 514.80 | 20.6 | -4.7 (-18.58%) | 29.49 | 16 | 6 | 21 |
| 18 May | 511.50 | 24.4 | -3.1 (-11.27%) | 31.45 | 15 | 10 | 15 |
| 15 May | 503.80 | 27.5 | 2.5 (10.00%) | 30.32 | 3 | 1 | 5 |
| 14 May | 505.15 | 25 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 13 May | 489.15 | 25 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 12 May | 488.35 | 25 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 11 May | 501.30 | 25 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 8 May | 508.85 | 25 | 25 | - | 0 | 0 | 4 |
| 7 May | 510.60 | 25 | 25 | - | 0 | 0 | 4 |
| 6 May | 508.95 | 25 | 25 (0.00%) | 28.45 | 0 | 0 | 4 |
| 5 May | 511.70 | 25 | 0 (0.00%) | 28.45 | 3 | 0 | 1 |
| 4 May | 506.75 | 25 | -103.9 (-80.61%) | 24.69 | 1 | 0 | 0 |
| 30 Apr | 513.70 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 523.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 518.55 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 518.85 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 490.45 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 520 expiring on 30JUN2026
Delta for 520 PE is -0.36
Historical price for 520 PE is as follows
On 26 May VBL was trading at 531.30. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 26.57, the open interest changed by 83 which increased total open position to 360
On 25 May VBL was trading at 530.70. The strike last trading price was 12.15, which was 2.15 higher than the previous day. The implied volatity was 28.24, the open interest changed by -33 which decreased total open position to 277
On 22 May VBL was trading at 539.45. The strike last trading price was 9.75, which was -8.25 lower than the previous day. The implied volatity was 27.99, the open interest changed by 182 which increased total open position to 310
On 21 May VBL was trading at 519.85. The strike last trading price was 18.9, which was -3.85 lower than the previous day. The implied volatity was 29.4, the open interest changed by 91 which increased total open position to 118
On 20 May VBL was trading at 514.00. The strike last trading price was 22.75, which was 2.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by 6 which increased total open position to 27
On 19 May VBL was trading at 514.80. The strike last trading price was 20.6, which was -4.7 lower than the previous day. The implied volatity was 29.49, the open interest changed by 6 which increased total open position to 21
On 18 May VBL was trading at 511.50. The strike last trading price was 24.4, which was -3.1 lower than the previous day. The implied volatity was 31.45, the open interest changed by 10 which increased total open position to 15
On 15 May VBL was trading at 503.80. The strike last trading price was 27.5, which was 2.5 higher than the previous day. The implied volatity was 30.32, the open interest changed by 1 which increased total open position to 5
On 14 May VBL was trading at 505.15. The strike last trading price was 25, 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 4
On 13 May VBL was trading at 489.15. The strike last trading price was 25, 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 4
On 12 May VBL was trading at 488.35. The strike last trading price was 25, 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 4
On 11 May VBL was trading at 501.30. The strike last trading price was 25, 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 4
On 8 May VBL was trading at 508.85. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 May VBL was trading at 510.60. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 May VBL was trading at 508.95. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 4
On 5 May VBL was trading at 511.70. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 1
On 4 May VBL was trading at 506.75. The strike last trading price was 25, which was -103.9 lower than the previous day. The implied volatity was 24.69, the open interest changed by 0 which decreased total open position to 0
On 30 Apr VBL was trading at 513.70. 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 29 Apr VBL was trading at 523.10. 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 28 Apr VBL was trading at 518.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
