Historical option data for VBL
22 Jun 2026 01:19 PM IST
| VBL 28-Jul-2026 (36d) 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.01
Theta: -0.3
Gamma: 0.00743
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 509.40 | 13.2 | -10.8 (-45.00%) | 32 | 295 | 158 | 215 | |||||||||
| 19 Jun | 529.50 | 24.15 | -0.85 (-3.40%) | 32.68 | 57 | 15 | 55 | |||||||||
| 18 Jun | 531.55 | 25 | -12 (-32.43%) | 31.81 | 53 | 37 | 40 | |||||||||
| 17 Jun | 544.05 | 36.95 | 7.95 (27.41%) | 30.65 | 3 | -1 | 3 | |||||||||
| 16 Jun | 541.05 | 29.2 | -0.8 (-2.67%) | 32.4 | 1 | 1 | 4 | |||||||||
| 15 Jun | 541.00 | 29.8 | 7.8 (35.45%) | 31.62 | 1 | 0 | 3 | |||||||||
| 12 Jun | 522.20 | 21.8 | -3.2 (-12.80%) | 30.78 | 3 | 1 | 3 | |||||||||
| 11 Jun | 519.90 | 25.35 | 0.35 (1.40%) | - | 2 | 0 | 2 | |||||||||
| 10 Jun | 526.25 | 25.35 | 0.35 (1.40%) | - | 2 | 0 | 2 | |||||||||
| 9 Jun | 529.75 | 25.35 | 0 (0.00%) | 37.09 | 2 | 0 | 2 | |||||||||
| 8 Jun | 522.15 | 25.35 | -13.15 (-34.16%) | 37.09 | 2 | 1 | 1 | |||||||||
| 5 Jun | 523.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 528.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 530 expiring on 28JUL2026
Delta for 530 CE is 0.39
Historical price for 530 CE is as follows
On 22 Jun VBL was trading at 509.40. The strike last trading price was 13.2, which was -10.8 lower than the previous day. The implied volatity was 32, the open interest changed by 158 which increased total open position to 215
On 19 Jun VBL was trading at 529.50. The strike last trading price was 24.15, which was -0.85 lower than the previous day. The implied volatity was 32.68, the open interest changed by 15 which increased total open position to 55
On 18 Jun VBL was trading at 531.55. The strike last trading price was 25, which was -12 lower than the previous day. The implied volatity was 31.81, the open interest changed by 37 which increased total open position to 40
On 17 Jun VBL was trading at 544.05. The strike last trading price was 36.95, which was 7.95 higher than the previous day. The implied volatity was 30.65, the open interest changed by -1 which decreased total open position to 3
On 16 Jun VBL was trading at 541.05. The strike last trading price was 29.2, which was -0.8 lower than the previous day. The implied volatity was 32.4, the open interest changed by 1 which increased total open position to 4
On 15 Jun VBL was trading at 541.00. The strike last trading price was 29.8, which was 7.8 higher than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 3
On 12 Jun VBL was trading at 522.20. The strike last trading price was 21.8, which was -3.2 lower than the previous day. The implied volatity was 30.78, the open interest changed by 1 which increased total open position to 3
On 11 Jun VBL was trading at 519.90. The strike last trading price was 25.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun VBL was trading at 526.25. The strike last trading price was 25.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun VBL was trading at 529.75. The strike last trading price was 25.35, which was 0 lower than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 2
On 8 Jun VBL was trading at 522.15. The strike last trading price was 25.35, which was -13.15 lower than the previous day. The implied volatity was 37.09, the open interest changed by 1 which increased total open position to 1
On 5 Jun VBL was trading at 523.30. 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 Jun VBL was trading at 528.40. 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 28-Jul-2026 (36d) 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.01
Theta: -0.22
Gamma: 0.00809
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 509.40 | 24.2 | 5.35 (28.38%) | 29.82 | 16 | 3 | 20 |
| 19 Jun | 529.50 | 19 | -0.1 (-0.52%) | 29.64 | 16 | 5 | 17 |
| 18 Jun | 531.55 | 19.1 | 5.95 (45.25%) | 30.85 | 7 | 1 | 12 |
| 17 Jun | 544.05 | 13.15 | 0 (0.00%) | 31.98 | 1 | 0 | 11 |
| 16 Jun | 541.05 | 13.15 | 13.15 (-28.14%) | 26.65 | 5 | 0 | 11 |
| 15 Jun | 541.00 | 13.15 | -5.15 (-28.14%) | 26.65 | 5 | 1 | 10 |
| 12 Jun | 522.20 | 18.3 | 18.3 | - | 6 | 0 | 9 |
| 11 Jun | 519.90 | 18.3 | 18.3 (-14.88%) | 30.79 | 6 | 0 | 9 |
| 10 Jun | 526.25 | 18.3 | -3.2 (-14.88%) | 30.79 | 6 | 6 | 9 |
| 9 Jun | 529.75 | 21.5 | 21.5 (0.00%) | - | 3 | 0 | 3 |
| 8 Jun | 522.15 | 21.5 | 0 (0.00%) | - | 3 | 0 | 3 |
| 5 Jun | 523.30 | 21.5 | 0 (0.00%) | 28.56 | 3 | 0 | 3 |
| 4 Jun | 528.40 | 21.5 | -20.85 (-49.23%) | 28.56 | 3 | 3 | 3 |
For Varun Beverages Limited - strike price 530 expiring on 28JUL2026
Delta for 530 PE is -0.55
Historical price for 530 PE is as follows
On 22 Jun VBL was trading at 509.40. The strike last trading price was 24.2, which was 5.35 higher than the previous day. The implied volatity was 29.82, the open interest changed by 3 which increased total open position to 20
On 19 Jun VBL was trading at 529.50. The strike last trading price was 19, which was -0.1 lower than the previous day. The implied volatity was 29.64, the open interest changed by 5 which increased total open position to 17
On 18 Jun VBL was trading at 531.55. The strike last trading price was 19.1, which was 5.95 higher than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 12
On 17 Jun VBL was trading at 544.05. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 31.98, 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 13.15, which was 13.15 higher than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 11
On 15 Jun VBL was trading at 541.00. The strike last trading price was 13.15, which was -5.15 lower than the previous day. The implied volatity was 26.65, the open interest changed by 1 which increased total open position to 10
On 12 Jun VBL was trading at 522.20. The strike last trading price was 18.3, which was 18.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Jun VBL was trading at 519.90. The strike last trading price was 18.3, which was 18.3 higher than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 9
On 10 Jun VBL was trading at 526.25. The strike last trading price was 18.3, which was -3.2 lower than the previous day. The implied volatity was 30.79, the open interest changed by 6 which increased total open position to 9
On 9 Jun VBL was trading at 529.75. The strike last trading price was 21.5, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun VBL was trading at 522.15. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun VBL was trading at 523.30. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 3
On 4 Jun VBL was trading at 528.40. The strike last trading price was 21.5, which was -20.85 lower than the previous day. The implied volatity was 28.56, the open interest changed by 3 which increased total open position to 3
