Historical option data for VBL
18 Jun 2026 09:29 AM IST
| VBL 30-Jun-2026 (12d) 535 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0
Theta: -0.41
Gamma: 0.0118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 549.55 | 20.7 | 2.85 (15.97%) | 28.03 | 28 | 3 | 451 | |||||||||
| 17 Jun | 544.05 | 18.4 | 3.4 (22.67%) | 29.42 | 982 | -173 | 448 | |||||||||
| 16 Jun | 541.05 | 14.6 | -2.8 (-16.09%) | 25.35 | 759 | -73 | 620 | |||||||||
| 15 Jun | 541.00 | 16.85 | 8.75 (108.02%) | 31.44 | 2,756 | -531 | 696 | |||||||||
| 12 Jun | 522.20 | 7.6 | -0.9 (-10.59%) | 27.05 | 773 | 5 | 1,226 | |||||||||
| 11 Jun | 519.90 | 9 | -2.25 (-20.00%) | 29.62 | 1,413 | -154 | 1,221 | |||||||||
| 10 Jun | 526.25 | 11.55 | -1 (-7.97%) | 28.35 | 5,623 | 1,066 | 1,380 | |||||||||
| 9 Jun | 529.75 | 11.6 | 1.65 (16.58%) | 26.8 | 459 | 2 | 311 | |||||||||
| 8 Jun | 522.15 | 9.3 | -1.55 (-14.29%) | 29.88 | 725 | 14 | 306 | |||||||||
| 5 Jun | 523.30 | 10.4 | -3.6 (-25.71%) | 28.06 | 531 | -15 | 292 | |||||||||
| 4 Jun | 528.40 | 14.65 | -3.15 (-17.70%) | 28.96 | 735 | -39 | 306 | |||||||||
| 3 Jun | 533.40 | 18.05 | -2.05 (-10.20%) | 29.96 | 864 | 133 | 347 | |||||||||
| 2 Jun | 537.00 | 20.6 | 7.7 (59.69%) | 30.08 | 1,094 | -19 | 241 | |||||||||
| 1 Jun | 525.50 | 13 | -3.15 (-19.50%) | 29.08 | 586 | 44 | 263 | |||||||||
| 29 May | 528.00 | 17 | -1.25 (-6.85%) | 26.82 | 475 | 44 | 219 | |||||||||
| 27 May | 534.50 | 18.4 | 0.75 (4.25%) | 25.81 | 378 | 50 | 176 | |||||||||
| 26 May | 531.30 | 17.65 | -0.5 (-2.75%) | 27.09 | 274 | 43 | 125 | |||||||||
| 25 May | 530.70 | 18.25 | -6.4 (-25.96%) | 27.63 | 198 | 44 | 96 | |||||||||
| 22 May | 539.45 | 25.6 | -3 (-10.49%) | 29.69 | 303 | 53 | 53 | |||||||||
| 18 May | 511.50 | 0 | -28.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 503.80 | 0 | -28.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 505.15 | 0 | -28.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 489.15 | 0 | -28.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 488.35 | 0 | -28.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 501.30 | 0 | -28.6 (-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 535 expiring on 30JUN2026
Delta for 535 CE is 0.72
Historical price for 535 CE is as follows
On 18 Jun VBL was trading at 549.55. The strike last trading price was 20.7, which was 2.85 higher than the previous day. The implied volatity was 28.03, the open interest changed by 3 which increased total open position to 451
On 17 Jun VBL was trading at 544.05. The strike last trading price was 18.4, which was 3.4 higher than the previous day. The implied volatity was 29.42, the open interest changed by -173 which decreased total open position to 448
On 16 Jun VBL was trading at 541.05. The strike last trading price was 14.6, which was -2.8 lower than the previous day. The implied volatity was 25.35, the open interest changed by -73 which decreased total open position to 620
On 15 Jun VBL was trading at 541.00. The strike last trading price was 16.85, which was 8.75 higher than the previous day. The implied volatity was 31.44, the open interest changed by -531 which decreased total open position to 696
On 12 Jun VBL was trading at 522.20. The strike last trading price was 7.6, which was -0.9 lower than the previous day. The implied volatity was 27.05, the open interest changed by 5 which increased total open position to 1226
On 11 Jun VBL was trading at 519.90. The strike last trading price was 9, which was -2.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by -154 which decreased total open position to 1221
On 10 Jun VBL was trading at 526.25. The strike last trading price was 11.55, which was -1 lower than the previous day. The implied volatity was 28.35, the open interest changed by 1066 which increased total open position to 1380
On 9 Jun VBL was trading at 529.75. The strike last trading price was 11.6, which was 1.65 higher than the previous day. The implied volatity was 26.8, the open interest changed by 2 which increased total open position to 311
On 8 Jun VBL was trading at 522.15. The strike last trading price was 9.3, which was -1.55 lower than the previous day. The implied volatity was 29.88, the open interest changed by 14 which increased total open position to 306
On 5 Jun VBL was trading at 523.30. The strike last trading price was 10.4, which was -3.6 lower than the previous day. The implied volatity was 28.06, the open interest changed by -15 which decreased total open position to 292
On 4 Jun VBL was trading at 528.40. The strike last trading price was 14.65, which was -3.15 lower than the previous day. The implied volatity was 28.96, the open interest changed by -39 which decreased total open position to 306
On 3 Jun VBL was trading at 533.40. The strike last trading price was 18.05, which was -2.05 lower than the previous day. The implied volatity was 29.96, the open interest changed by 133 which increased total open position to 347
On 2 Jun VBL was trading at 537.00. The strike last trading price was 20.6, which was 7.7 higher than the previous day. The implied volatity was 30.08, the open interest changed by -19 which decreased total open position to 241
On 1 Jun VBL was trading at 525.50. The strike last trading price was 13, which was -3.15 lower than the previous day. The implied volatity was 29.08, the open interest changed by 44 which increased total open position to 263
On 29 May VBL was trading at 528.00. The strike last trading price was 17, which was -1.25 lower than the previous day. The implied volatity was 26.82, the open interest changed by 44 which increased total open position to 219
On 27 May VBL was trading at 534.50. The strike last trading price was 18.4, which was 0.75 higher than the previous day. The implied volatity was 25.81, the open interest changed by 50 which increased total open position to 176
On 26 May VBL was trading at 531.30. The strike last trading price was 17.65, which was -0.5 lower than the previous day. The implied volatity was 27.09, the open interest changed by 43 which increased total open position to 125
On 25 May VBL was trading at 530.70. The strike last trading price was 18.25, which was -6.4 lower than the previous day. The implied volatity was 27.63, the open interest changed by 44 which increased total open position to 96
On 22 May VBL was trading at 539.45. The strike last trading price was 25.6, which was -3 lower than the previous day. The implied volatity was 29.69, the open interest changed by 53 which increased total open position to 53
On 18 May VBL was trading at 511.50. The strike last trading price was 0, which was -28.6 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 -28.6 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 -28.6 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 -28.6 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 -28.6 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 -28.6 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 (12d) 535 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0
Theta: -0.32
Gamma: 0.01192
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 549.55 | 5 | -1 (-16.67%) | 27.63 | 81 | 21 | 309 |
| 17 Jun | 544.05 | 6 | -2 (-25.00%) | 25.85 | 1,391 | -1 | 289 |
| 16 Jun | 541.05 | 8 | -1 (-11.11%) | 26.29 | 890 | 28 | 285 |
| 15 Jun | 541.00 | 9 | -8 (-47.06%) | 27.12 | 1,056 | 10 | 259 |
| 12 Jun | 522.20 | 18 | -3 (-14.29%) | 24.07 | 89 | 5 | 249 |
| 11 Jun | 519.90 | 20 | 2 (11.11%) | 25.87 | 257 | -28 | 246 |
| 10 Jun | 526.25 | 17 | 2 (13.33%) | 28.49 | 853 | 89 | 275 |
| 9 Jun | 529.75 | 16 | -5 (-23.81%) | 26.37 | 70 | 0 | 185 |
| 8 Jun | 522.15 | 22 | 2 (10.00%) | 27.26 | 153 | -16 | 186 |
| 5 Jun | 523.30 | 21 | 4 (23.53%) | 25.19 | 216 | -26 | 202 |
| 4 Jun | 528.40 | 16 | 2 (14.29%) | 25.55 | 236 | -16 | 228 |
| 3 Jun | 533.40 | 14 | 1 (7.69%) | 24.89 | 716 | 29 | 244 |
| 2 Jun | 537.00 | 12 | -7 (-36.84%) | 24.56 | 709 | 94 | 214 |
| 1 Jun | 525.50 | 20 | 3 (17.65%) | 25.23 | 312 | -42 | 121 |
| 29 May | 528.00 | 16 | 0 (0.00%) | 25.07 | 567 | 29 | 165 |
| 27 May | 534.50 | 16 | -2 (-11.11%) | 26.39 | 205 | 44 | 136 |
| 26 May | 531.30 | 18 | -1 (-5.26%) | 27.14 | 145 | 21 | 92 |
| 25 May | 530.70 | 18.95 | 2.95 (18.44%) | 28.25 | 161 | 3 | 72 |
| 22 May | 539.45 | 15.2 | -24.8 (-62.00%) | 27.53 | 106 | 67 | 67 |
| 18 May | 511.50 | 0 | -39.75 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 503.80 | 0 | -39.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 505.15 | 0 | -39.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 489.15 | 0 | -39.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 488.35 | 0 | -39.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 501.30 | 0 | -39.75 (-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 535 expiring on 30JUN2026
Delta for 535 PE is -0.28
Historical price for 535 PE is as follows
On 18 Jun VBL was trading at 549.55. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 27.63, the open interest changed by 21 which increased total open position to 309
On 17 Jun VBL was trading at 544.05. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 25.85, the open interest changed by -1 which decreased total open position to 289
On 16 Jun VBL was trading at 541.05. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 28 which increased total open position to 285
On 15 Jun VBL was trading at 541.00. The strike last trading price was 9, which was -8 lower than the previous day. The implied volatity was 27.12, the open interest changed by 10 which increased total open position to 259
On 12 Jun VBL was trading at 522.20. The strike last trading price was 18, which was -3 lower than the previous day. The implied volatity was 24.07, the open interest changed by 5 which increased total open position to 249
On 11 Jun VBL was trading at 519.90. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 25.87, the open interest changed by -28 which decreased total open position to 246
On 10 Jun VBL was trading at 526.25. The strike last trading price was 17, which was 2 higher than the previous day. The implied volatity was 28.49, the open interest changed by 89 which increased total open position to 275
On 9 Jun VBL was trading at 529.75. The strike last trading price was 16, which was -5 lower than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 185
On 8 Jun VBL was trading at 522.15. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 27.26, the open interest changed by -16 which decreased total open position to 186
On 5 Jun VBL was trading at 523.30. The strike last trading price was 21, which was 4 higher than the previous day. The implied volatity was 25.19, the open interest changed by -26 which decreased total open position to 202
On 4 Jun VBL was trading at 528.40. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 25.55, the open interest changed by -16 which decreased total open position to 228
On 3 Jun VBL was trading at 533.40. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 24.89, the open interest changed by 29 which increased total open position to 244
On 2 Jun VBL was trading at 537.00. The strike last trading price was 12, which was -7 lower than the previous day. The implied volatity was 24.56, the open interest changed by 94 which increased total open position to 214
On 1 Jun VBL was trading at 525.50. The strike last trading price was 20, which was 3 higher than the previous day. The implied volatity was 25.23, the open interest changed by -42 which decreased total open position to 121
On 29 May VBL was trading at 528.00. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 29 which increased total open position to 165
On 27 May VBL was trading at 534.50. The strike last trading price was 16, which was -2 lower than the previous day. The implied volatity was 26.39, the open interest changed by 44 which increased total open position to 136
On 26 May VBL was trading at 531.30. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was 27.14, the open interest changed by 21 which increased total open position to 92
On 25 May VBL was trading at 530.70. The strike last trading price was 18.95, which was 2.95 higher than the previous day. The implied volatity was 28.25, the open interest changed by 3 which increased total open position to 72
On 22 May VBL was trading at 539.45. The strike last trading price was 15.2, which was -24.8 lower than the previous day. The implied volatity was 27.53, the open interest changed by 67 which increased total open position to 67
On 18 May VBL was trading at 511.50. The strike last trading price was 0, which was -39.75 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 -39.75 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 -39.75 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 -39.75 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 -39.75 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 -39.75 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
