Historical option data for VBL
29 May 2026 04:10 PM IST
| VBL 30-Jun-2026 (31d) 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.01
Theta: -0.31
Gamma: 0.00855
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 528.00 | 20.95 | 0.1 (0.48%) | 29.09 | 679 | 30 | 328 | |||||||||
| 27 May | 534.50 | 21.3 | 1.15 (5.71%) | 26.04 | 536 | -31 | 302 | |||||||||
| 26 May | 531.30 | 19.85 | -0.55 (-2.70%) | 26.42 | 775 | 77 | 333 | |||||||||
| 25 May | 530.70 | 20.75 | -6.55 (-23.99%) | 27.31 | 332 | -46 | 254 | |||||||||
| 22 May | 539.45 | 29 | 10.65 (58.04%) | 30.55 | 1,595 | -1 | 303 | |||||||||
| 21 May | 519.85 | 18.35 | 3.55 (23.99%) | 31.44 | 565 | 291 | 305 | |||||||||
| 20 May | 514.00 | 14.8 | -1.2 (-7.50%) | 30.14 | 20 | 11 | 15 | |||||||||
| 19 May | 514.80 | 16.3 | 11.3 (226.00%) | 30.6 | 5 | 3 | 3 | |||||||||
| 18 May | 511.50 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 503.80 | 0 | -5 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 505.15 | 0 | -5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 489.15 | 0 | -5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 488.35 | 0 | -5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 501.30 | 0 | -5 (-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 530 expiring on 30JUN2026
Delta for 530 CE is 0.56
Historical price for 530 CE is as follows
On 29 May VBL was trading at 528.00. The strike last trading price was 20.95, which was 0.1 higher than the previous day. The implied volatity was 29.09, the open interest changed by 30 which increased total open position to 328
On 27 May VBL was trading at 534.50. The strike last trading price was 21.3, which was 1.15 higher than the previous day. The implied volatity was 26.04, the open interest changed by -31 which decreased total open position to 302
On 26 May VBL was trading at 531.30. The strike last trading price was 19.85, which was -0.55 lower than the previous day. The implied volatity was 26.42, the open interest changed by 77 which increased total open position to 333
On 25 May VBL was trading at 530.70. The strike last trading price was 20.75, which was -6.55 lower than the previous day. The implied volatity was 27.31, the open interest changed by -46 which decreased total open position to 254
On 22 May VBL was trading at 539.45. The strike last trading price was 29, which was 10.65 higher than the previous day. The implied volatity was 30.55, the open interest changed by -1 which decreased total open position to 303
On 21 May VBL was trading at 519.85. The strike last trading price was 18.35, which was 3.55 higher than the previous day. The implied volatity was 31.44, the open interest changed by 291 which increased total open position to 305
On 20 May VBL was trading at 514.00. The strike last trading price was 14.8, which was -1.2 lower than the previous day. The implied volatity was 30.14, the open interest changed by 11 which increased total open position to 15
On 19 May VBL was trading at 514.80. The strike last trading price was 16.3, which was 11.3 higher than the previous day. The implied volatity was 30.6, the open interest changed by 3 which increased total open position to 3
On 18 May VBL was trading at 511.50. 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 15 May VBL was trading at 503.80. The strike last trading price was 0, which was -5 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 -5 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 -5 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 -5 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 -5 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
| VBL 30-Jun-2026 (31d) 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.19
Gamma: 0.0101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 528.00 | 13 | 0 (0.00%) | 24.57 | 628 | 14 | 249 |
| 27 May | 534.50 | 13 | -2 (-13.33%) | 26.15 | 780 | 26 | 235 |
| 26 May | 531.30 | 15 | -2 (-11.76%) | 26.42 | 357 | 51 | 176 |
| 25 May | 530.70 | 16.6 | 2.6 (18.57%) | 28.44 | 310 | -8 | 124 |
| 22 May | 539.45 | 13.4 | -9.6 (-41.74%) | 28 | 351 | 109 | 130 |
| 21 May | 519.85 | 22.9 | -6 (-20.76%) | 27.64 | 21 | 16 | 19 |
| 20 May | 514.00 | 28.9 | 28.9 (-3.67%) | 29.6 | 0 | 0 | 3 |
| 19 May | 514.80 | 28.9 | -1.1 (-3.67%) | 29.6 | 2 | 2 | 3 |
| 18 May | 511.50 | 30 | -10 (-25.00%) | 30.57 | 3 | 0 | 3 |
| 15 May | 503.80 | 40 | 0 (0.00%) | - | 0 | 0 | 3 |
| 14 May | 505.15 | 40 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 13 May | 489.15 | 40 | 8.6 (27.39%) | 0 | 1 | 1 | 3 |
| 12 May | 488.35 | 31.4 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 501.30 | 31.4 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 508.85 | 31.4 | -8.3 (-20.91%) | - | 0 | 0 | 2 |
| 7 May | 510.60 | 31.4 | -8.3 (-20.91%) | 23.34 | 0 | 0 | 2 |
| 6 May | 508.95 | 31.4 | 4.4 (16.30%) | 23.34 | 1 | 0 | 1 |
| 5 May | 511.70 | 27 | -7.2 (-21.05%) | - | 0 | 0 | 1 |
| 4 May | 506.75 | 27 | -7.2 (-21.05%) | - | 0 | 0 | 1 |
| 30 Apr | 513.70 | 27 | -7.2 (-21.05%) | 29.51 | 0 | 0 | 1 |
| 29 Apr | 523.10 | 27 | -78.55 (-74.42%) | 29.51 | 1 | 0 | 0 |
For Varun Beverages Limited - strike price 530 expiring on 30JUN2026
Delta for 530 PE is -0.43
Historical price for 530 PE is as follows
On 29 May VBL was trading at 528.00. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 24.57, the open interest changed by 14 which increased total open position to 249
On 27 May VBL was trading at 534.50. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 26.15, the open interest changed by 26 which increased total open position to 235
On 26 May VBL was trading at 531.30. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 26.42, the open interest changed by 51 which increased total open position to 176
On 25 May VBL was trading at 530.70. The strike last trading price was 16.6, which was 2.6 higher than the previous day. The implied volatity was 28.44, the open interest changed by -8 which decreased total open position to 124
On 22 May VBL was trading at 539.45. The strike last trading price was 13.4, which was -9.6 lower than the previous day. The implied volatity was 28, the open interest changed by 109 which increased total open position to 130
On 21 May VBL was trading at 519.85. The strike last trading price was 22.9, which was -6 lower than the previous day. The implied volatity was 27.64, the open interest changed by 16 which increased total open position to 19
On 20 May VBL was trading at 514.00. The strike last trading price was 28.9, which was 28.9 higher than the previous day. The implied volatity was 29.6, the open interest changed by 0 which decreased total open position to 3
On 19 May VBL was trading at 514.80. The strike last trading price was 28.9, which was -1.1 lower than the previous day. The implied volatity was 29.6, the open interest changed by 2 which increased total open position to 3
On 18 May VBL was trading at 511.50. The strike last trading price was 30, which was -10 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 3
On 15 May VBL was trading at 503.80. The strike last trading price was 40, 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 14 May VBL was trading at 505.15. The strike last trading price was 40, 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 3
On 13 May VBL was trading at 489.15. The strike last trading price was 40, which was 8.6 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 12 May VBL was trading at 488.35. The strike last trading price was 31.4, 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 2
On 11 May VBL was trading at 501.30. The strike last trading price was 31.4, 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 2
On 8 May VBL was trading at 508.85. The strike last trading price was 31.4, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May VBL was trading at 510.60. The strike last trading price was 31.4, which was -8.3 lower than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 2
On 6 May VBL was trading at 508.95. The strike last trading price was 31.4, which was 4.4 higher than the previous day. The implied volatity was 23.34, 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 27, which was -7.2 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 27, which was -7.2 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 27, which was -7.2 lower than the previous day. The implied volatity was 29.51, 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 27, which was -78.55 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 0
