Historical option data for VBL
02 Jun 2026 12:32 PM IST
| VBL 30-Jun-2026 (28d) 525 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0.01
Theta: -0.33
Gamma: 0.00883
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 532.50 | 22.3 | 4.6 (25.99%) | 29.43 | 422 | 34 | 156 | |||||||||
| 1 Jun | 525.50 | 17.6 | -3.6 (-16.98%) | 29.42 | 295 | 22 | 125 | |||||||||
| 29 May | 528.00 | 22.4 | -1.35 (-5.68%) | 26.99 | 158 | 30 | 102 | |||||||||
| 27 May | 534.50 | 24.25 | 1.55 (6.83%) | 26.27 | 116 | 11 | 73 | |||||||||
| 26 May | 531.30 | 22.2 | -0.8 (-3.48%) | 26.43 | 110 | 26 | 63 | |||||||||
| 25 May | 530.70 | 23.15 | -8.55 (-26.97%) | 27.87 | 97 | -7 | 35 | |||||||||
| 22 May | 539.45 | 31.35 | 8.85 (39.33%) | 29.72 | 109 | 41 | 43 | |||||||||
| 21 May | 519.85 | 22.5 | -5.4 (-19.35%) | 34.26 | 2 | 1 | 1 | |||||||||
| 18 May | 511.50 | 27.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 503.80 | 27.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 505.15 | 27.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 489.15 | 27.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 488.35 | 27.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 501.30 | 27.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 508.85 | 27.9 | 27.9 | - | 0 | 0 | 0 | |||||||||
| 7 May | 510.60 | 27.9 | 27.9 | - | 0 | 0 | 0 | |||||||||
| 6 May | 508.95 | 27.9 | 27.9 | - | 0 | 0 | 0 | |||||||||
| 5 May | 511.70 | 27.9 | 27.9 | - | 0 | 0 | 0 | |||||||||
| 4 May | 506.75 | 27.9 | 27.9 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 513.70 | 27.9 | 27.9 (-15.33%) | 31.38 | 0 | 0 | 0 | |||||||||
| 29 Apr | 523.10 | 27.9 | -5.05 (-15.33%) | 31.38 | 2 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 525 expiring on 30JUN2026
Delta for 525 CE is 0.6
Historical price for 525 CE is as follows
On 2 Jun VBL was trading at 532.50. The strike last trading price was 22.3, which was 4.6 higher than the previous day. The implied volatity was 29.43, the open interest changed by 34 which increased total open position to 156
On 1 Jun VBL was trading at 525.50. The strike last trading price was 17.6, which was -3.6 lower than the previous day. The implied volatity was 29.42, the open interest changed by 22 which increased total open position to 125
On 29 May VBL was trading at 528.00. The strike last trading price was 22.4, which was -1.35 lower than the previous day. The implied volatity was 26.99, the open interest changed by 30 which increased total open position to 102
On 27 May VBL was trading at 534.50. The strike last trading price was 24.25, which was 1.55 higher than the previous day. The implied volatity was 26.27, the open interest changed by 11 which increased total open position to 73
On 26 May VBL was trading at 531.30. The strike last trading price was 22.2, which was -0.8 lower than the previous day. The implied volatity was 26.43, the open interest changed by 26 which increased total open position to 63
On 25 May VBL was trading at 530.70. The strike last trading price was 23.15, which was -8.55 lower than the previous day. The implied volatity was 27.87, the open interest changed by -7 which decreased total open position to 35
On 22 May VBL was trading at 539.45. The strike last trading price was 31.35, which was 8.85 higher than the previous day. The implied volatity was 29.72, the open interest changed by 41 which increased total open position to 43
On 21 May VBL was trading at 519.85. The strike last trading price was 22.5, which was -5.4 lower than the previous day. The implied volatity was 34.26, the open interest changed by 1 which increased total open position to 1
On 18 May VBL was trading at 511.50. The strike last trading price was 27.9, 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 May VBL was trading at 503.80. The strike last trading price was 27.9, 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 May VBL was trading at 505.15. The strike last trading price was 27.9, 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 0
On 13 May VBL was trading at 489.15. The strike last trading price was 27.9, 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 0
On 12 May VBL was trading at 488.35. The strike last trading price was 27.9, 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 0
On 11 May VBL was trading at 501.30. The strike last trading price was 27.9, 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 0
On 8 May VBL was trading at 508.85. The strike last trading price was 27.9, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May VBL was trading at 510.60. The strike last trading price was 27.9, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May VBL was trading at 508.95. The strike last trading price was 27.9, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May VBL was trading at 511.70. The strike last trading price was 27.9, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May VBL was trading at 506.75. The strike last trading price was 27.9, which was 27.9 higher than the previous day. The implied volatity was -, 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 27.9, which was 27.9 higher than the previous day. The implied volatity was 31.38, 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 27.9, which was -5.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 0
| VBL 30-Jun-2026 (28d) 525 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.01
Theta: -0.2
Gamma: 0.01022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 532.50 | 11 | -3 (-21.43%) | 25.23 | 468 | 36 | 204 |
| 1 Jun | 525.50 | 14 | 2 (16.67%) | 24.88 | 382 | 61 | 169 |
| 29 May | 528.00 | 11 | 0 (0.00%) | 25.26 | 286 | 16 | 105 |
| 27 May | 534.50 | 11 | -2 (-15.38%) | 25.8 | 187 | 19 | 69 |
| 26 May | 531.30 | 13 | -1 (-7.14%) | 26.26 | 112 | 15 | 50 |
| 25 May | 530.70 | 14.25 | 2.25 (18.75%) | 28.31 | 79 | 3 | 33 |
| 22 May | 539.45 | 11.4 | -8.6 (-43.00%) | 28.13 | 61 | 22 | 25 |
| 21 May | 519.85 | 20.3 | -13.85 (-40.56%) | 27.7 | 5 | 1 | 1 |
| 18 May | 511.50 | 0 | -34.15 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 503.80 | 0 | -34.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 505.15 | 0 | -34.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 489.15 | 0 | -34.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 488.35 | 0 | -34.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 501.30 | 0 | -34.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 508.85 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 510.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 508.95 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 511.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 506.75 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 513.70 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 523.10 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 525 expiring on 30JUN2026
Delta for 525 PE is -0.39
Historical price for 525 PE is as follows
On 2 Jun VBL was trading at 532.50. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 25.23, the open interest changed by 36 which increased total open position to 204
On 1 Jun VBL was trading at 525.50. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 24.88, the open interest changed by 61 which increased total open position to 169
On 29 May VBL was trading at 528.00. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 25.26, the open interest changed by 16 which increased total open position to 105
On 27 May VBL was trading at 534.50. The strike last trading price was 11, which was -2 lower than the previous day. The implied volatity was 25.8, the open interest changed by 19 which increased total open position to 69
On 26 May VBL was trading at 531.30. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 26.26, the open interest changed by 15 which increased total open position to 50
On 25 May VBL was trading at 530.70. The strike last trading price was 14.25, which was 2.25 higher than the previous day. The implied volatity was 28.31, the open interest changed by 3 which increased total open position to 33
On 22 May VBL was trading at 539.45. The strike last trading price was 11.4, which was -8.6 lower than the previous day. The implied volatity was 28.13, the open interest changed by 22 which increased total open position to 25
On 21 May VBL was trading at 519.85. The strike last trading price was 20.3, which was -13.85 lower than the previous day. The implied volatity was 27.7, the open interest changed by 1 which increased total open position to 1
On 18 May VBL was trading at 511.50. The strike last trading price was 0, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May VBL was trading at 503.80. The strike last trading price was 0, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May VBL was trading at 505.15. The strike last trading price was 0, which was -34.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May VBL was trading at 489.15. The strike last trading price was 0, which was -34.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May VBL was trading at 488.35. The strike last trading price was 0, which was -34.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May VBL was trading at 501.30. The strike last trading price was 0, which was -34.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May VBL was trading at 508.85. 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 7 May VBL was trading at 510.60. 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 6 May VBL was trading at 508.95. 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 5 May VBL was trading at 511.70. 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 4 May VBL was trading at 506.75. 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 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
