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Related Pages for VBL
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VBL
Varun Beverages Limited
519.6 -15.85 (-2.96%)

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Historical option data for VBL

07 Apr 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
VBL 24APR2025 540 CE
Delta: 0.42
Vega: 0.44
Theta: -0.71
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 519.60 16.35 -1.25 50.12 1,036 44 854
4 Apr 535.45 18.1 -4.55 36.51 783 84 810
3 Apr 544.50 22.8 -1.85 36.83 947 63 726
2 Apr 546.90 24.5 3.65 37.75 724 5 661
1 Apr 538.75 21.1 -1.85 36.48 1,028 106 659
28 Mar 539.65 22.7 -1.3 35.34 1,077 46 553
27 Mar 536.30 22.35 1.75 34.82 1,719 118 503
26 Mar 527.90 21.15 4.65 41.13 542 35 377
25 Mar 517.15 16.7 -5.4 40.93 457 130 341
24 Mar 531.10 22.2 -2.9 39.14 271 90 209
21 Mar 537.95 25.9 -5.1 37.37 88 23 119
20 Mar 548.75 31 5 35.68 138 -32 96
19 Mar 540.90 26.15 4.3 34.36 135 46 126
18 Mar 532.50 21.95 9.45 33.49 101 15 80
17 Mar 507.25 12.95 3.45 35.74 85 48 64
13 Mar 488.15 9.5 -0.25 37.92 12 -2 16
12 Mar 478.35 9.75 0.2 42.26 4 1 17
11 Mar 485.20 9.55 0 37.67 5 -1 16
10 Mar 481.90 9.55 -2.4 40.01 9 3 17
7 Mar 487.75 11.9 -0.45 40.29 4 2 14
6 Mar 491.35 12.8 3.3 38.87 13 7 11
5 Mar 476.00 9.5 -0.2 39.86 6 -3 4
4 Mar 477.30 9.7 -36.75 39.93 7 1 1
3 Mar 456.95 46.45 0 10.90 0 0 0
27 Feb 448.30 46.45 0 11.74 0 0 0
14 Feb 488.55 46.45 0 5.16 0 0 0
13 Feb 513.40 46.45 0 2.01 0 0 0
12 Feb 534.50 46.45 0 - 0 0 0
11 Feb 520.35 0 0 1.37 0 0 0
10 Feb 548.45 0 0 - 0 0 0
7 Feb 553.70 0 0 - 0 0 0
6 Feb 568.60 0 0 - 0 0 0
5 Feb 583.65 0 0 - 0 0 0
4 Feb 586.55 0 0 - 0 0 0
3 Feb 582.50 0 0 - 0 0 0
1 Feb 561.40 0 0 - 0 0 0

For Varun Beverages Limited - strike price 540 expiring on 24APR2025

Delta for 540 CE is 0.42

Historical price for 540 CE is as follows

On 7 Apr VBL was trading at 519.60. The strike last trading price was 16.35, which was -1.25 lower than the previous day. The implied volatity was 50.12, the open interest changed by 44 which increased total open position to 854


On 4 Apr VBL was trading at 535.45. The strike last trading price was 18.1, which was -4.55 lower than the previous day. The implied volatity was 36.51, the open interest changed by 84 which increased total open position to 810


On 3 Apr VBL was trading at 544.50. The strike last trading price was 22.8, which was -1.85 lower than the previous day. The implied volatity was 36.83, the open interest changed by 63 which increased total open position to 726


On 2 Apr VBL was trading at 546.90. The strike last trading price was 24.5, which was 3.65 higher than the previous day. The implied volatity was 37.75, the open interest changed by 5 which increased total open position to 661


On 1 Apr VBL was trading at 538.75. The strike last trading price was 21.1, which was -1.85 lower than the previous day. The implied volatity was 36.48, the open interest changed by 106 which increased total open position to 659


On 28 Mar VBL was trading at 539.65. The strike last trading price was 22.7, which was -1.3 lower than the previous day. The implied volatity was 35.34, the open interest changed by 46 which increased total open position to 553


On 27 Mar VBL was trading at 536.30. The strike last trading price was 22.35, which was 1.75 higher than the previous day. The implied volatity was 34.82, the open interest changed by 118 which increased total open position to 503


On 26 Mar VBL was trading at 527.90. The strike last trading price was 21.15, which was 4.65 higher than the previous day. The implied volatity was 41.13, the open interest changed by 35 which increased total open position to 377


On 25 Mar VBL was trading at 517.15. The strike last trading price was 16.7, which was -5.4 lower than the previous day. The implied volatity was 40.93, the open interest changed by 130 which increased total open position to 341


On 24 Mar VBL was trading at 531.10. The strike last trading price was 22.2, which was -2.9 lower than the previous day. The implied volatity was 39.14, the open interest changed by 90 which increased total open position to 209


On 21 Mar VBL was trading at 537.95. The strike last trading price was 25.9, which was -5.1 lower than the previous day. The implied volatity was 37.37, the open interest changed by 23 which increased total open position to 119


On 20 Mar VBL was trading at 548.75. The strike last trading price was 31, which was 5 higher than the previous day. The implied volatity was 35.68, the open interest changed by -32 which decreased total open position to 96


On 19 Mar VBL was trading at 540.90. The strike last trading price was 26.15, which was 4.3 higher than the previous day. The implied volatity was 34.36, the open interest changed by 46 which increased total open position to 126


On 18 Mar VBL was trading at 532.50. The strike last trading price was 21.95, which was 9.45 higher than the previous day. The implied volatity was 33.49, the open interest changed by 15 which increased total open position to 80


On 17 Mar VBL was trading at 507.25. The strike last trading price was 12.95, which was 3.45 higher than the previous day. The implied volatity was 35.74, the open interest changed by 48 which increased total open position to 64


On 13 Mar VBL was trading at 488.15. The strike last trading price was 9.5, which was -0.25 lower than the previous day. The implied volatity was 37.92, the open interest changed by -2 which decreased total open position to 16


On 12 Mar VBL was trading at 478.35. The strike last trading price was 9.75, which was 0.2 higher than the previous day. The implied volatity was 42.26, the open interest changed by 1 which increased total open position to 17


On 11 Mar VBL was trading at 485.20. The strike last trading price was 9.55, which was 0 lower than the previous day. The implied volatity was 37.67, the open interest changed by -1 which decreased total open position to 16


On 10 Mar VBL was trading at 481.90. The strike last trading price was 9.55, which was -2.4 lower than the previous day. The implied volatity was 40.01, the open interest changed by 3 which increased total open position to 17


On 7 Mar VBL was trading at 487.75. The strike last trading price was 11.9, which was -0.45 lower than the previous day. The implied volatity was 40.29, the open interest changed by 2 which increased total open position to 14


On 6 Mar VBL was trading at 491.35. The strike last trading price was 12.8, which was 3.3 higher than the previous day. The implied volatity was 38.87, the open interest changed by 7 which increased total open position to 11


On 5 Mar VBL was trading at 476.00. The strike last trading price was 9.5, which was -0.2 lower than the previous day. The implied volatity was 39.86, the open interest changed by -3 which decreased total open position to 4


On 4 Mar VBL was trading at 477.30. The strike last trading price was 9.7, which was -36.75 lower than the previous day. The implied volatity was 39.93, the open interest changed by 1 which increased total open position to 1


On 3 Mar VBL was trading at 456.95. The strike last trading price was 46.45, which was 0 lower than the previous day. The implied volatity was 10.90, the open interest changed by 0 which decreased total open position to 0


On 27 Feb VBL was trading at 448.30. The strike last trading price was 46.45, which was 0 lower than the previous day. The implied volatity was 11.74, the open interest changed by 0 which decreased total open position to 0


On 14 Feb VBL was trading at 488.55. The strike last trading price was 46.45, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0


On 13 Feb VBL was trading at 513.40. The strike last trading price was 46.45, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 12 Feb VBL was trading at 534.50. The strike last trading price was 46.45, 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 11 Feb VBL was trading at 520.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 10 Feb VBL was trading at 548.45. 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


On 7 Feb VBL was trading at 553.70. 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 6 Feb VBL was trading at 568.60. 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 5 Feb VBL was trading at 583.65. 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 Feb VBL was trading at 586.55. 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 3 Feb VBL was trading at 582.50. 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 1 Feb VBL was trading at 561.40. 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 24APR2025 540 PE
Delta: -0.57
Vega: 0.44
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 519.60 32.85 11.1 54.66 254 -31 281
4 Apr 535.45 20.9 3.35 41.31 513 -55 314
3 Apr 544.50 17.7 0.8 40.74 420 71 369
2 Apr 546.90 16.75 -3.75 39.08 410 20 280
1 Apr 538.75 20.5 -0.05 40.65 609 67 260
28 Mar 539.65 20.85 -1.85 39.09 500 11 193
27 Mar 536.30 22.1 -5.85 39.93 73 6 182
26 Mar 527.90 28.4 -6.55 41.17 38 8 176
25 Mar 517.15 34.9 8.75 41.40 171 79 168
24 Mar 531.10 25.95 3.3 38.36 106 -16 89
21 Mar 537.95 22.55 2.5 36.76 64 7 105
20 Mar 548.75 20.2 -2.15 39.28 74 -4 98
19 Mar 540.90 22.3 -5.8 37.28 69 18 101
18 Mar 532.50 26.55 -28.45 38.06 91 -1 82
17 Mar 507.25 55 0 0.00 0 69 0
13 Mar 488.15 55 -1.05 37.63 80 60 74
12 Mar 478.35 56.05 -1.9 23.13 2 0 13
11 Mar 485.20 57.95 0 0.00 0 13 0
10 Mar 481.90 57.95 21.1 32.14 13 1 1
7 Mar 487.75 36.85 0 - 0 0 0
6 Mar 491.35 36.85 0 - 0 0 0
5 Mar 476.00 36.85 0 - 0 0 0
4 Mar 477.30 36.85 0 - 0 0 0
3 Mar 456.95 36.85 0 - 0 0 0
27 Feb 448.30 36.85 0 - 0 0 0
14 Feb 488.55 36.85 0 - 0 0 0
13 Feb 513.40 36.85 0 - 0 0 0
12 Feb 534.50 36.85 0 0.59 0 0 0
11 Feb 520.35 36.85 0 - 0 0 0
10 Feb 548.45 36.85 0 1.85 0 0 0
7 Feb 553.70 36.85 0 2.87 0 0 0
6 Feb 568.60 36.85 0 4.29 0 0 0
5 Feb 583.65 36.85 0 5.68 0 0 0
4 Feb 586.55 36.85 0 6.23 0 0 0
3 Feb 582.50 36.85 0 5.43 0 0 0
1 Feb 561.40 36.85 0 3.82 0 0 0

For Varun Beverages Limited - strike price 540 expiring on 24APR2025

Delta for 540 PE is -0.57

Historical price for 540 PE is as follows

On 7 Apr VBL was trading at 519.60. The strike last trading price was 32.85, which was 11.1 higher than the previous day. The implied volatity was 54.66, the open interest changed by -31 which decreased total open position to 281


On 4 Apr VBL was trading at 535.45. The strike last trading price was 20.9, which was 3.35 higher than the previous day. The implied volatity was 41.31, the open interest changed by -55 which decreased total open position to 314


On 3 Apr VBL was trading at 544.50. The strike last trading price was 17.7, which was 0.8 higher than the previous day. The implied volatity was 40.74, the open interest changed by 71 which increased total open position to 369


On 2 Apr VBL was trading at 546.90. The strike last trading price was 16.75, which was -3.75 lower than the previous day. The implied volatity was 39.08, the open interest changed by 20 which increased total open position to 280


On 1 Apr VBL was trading at 538.75. The strike last trading price was 20.5, which was -0.05 lower than the previous day. The implied volatity was 40.65, the open interest changed by 67 which increased total open position to 260


On 28 Mar VBL was trading at 539.65. The strike last trading price was 20.85, which was -1.85 lower than the previous day. The implied volatity was 39.09, the open interest changed by 11 which increased total open position to 193


On 27 Mar VBL was trading at 536.30. The strike last trading price was 22.1, which was -5.85 lower than the previous day. The implied volatity was 39.93, the open interest changed by 6 which increased total open position to 182


On 26 Mar VBL was trading at 527.90. The strike last trading price was 28.4, which was -6.55 lower than the previous day. The implied volatity was 41.17, the open interest changed by 8 which increased total open position to 176


On 25 Mar VBL was trading at 517.15. The strike last trading price was 34.9, which was 8.75 higher than the previous day. The implied volatity was 41.40, the open interest changed by 79 which increased total open position to 168


On 24 Mar VBL was trading at 531.10. The strike last trading price was 25.95, which was 3.3 higher than the previous day. The implied volatity was 38.36, the open interest changed by -16 which decreased total open position to 89


On 21 Mar VBL was trading at 537.95. The strike last trading price was 22.55, which was 2.5 higher than the previous day. The implied volatity was 36.76, the open interest changed by 7 which increased total open position to 105


On 20 Mar VBL was trading at 548.75. The strike last trading price was 20.2, which was -2.15 lower than the previous day. The implied volatity was 39.28, the open interest changed by -4 which decreased total open position to 98


On 19 Mar VBL was trading at 540.90. The strike last trading price was 22.3, which was -5.8 lower than the previous day. The implied volatity was 37.28, the open interest changed by 18 which increased total open position to 101


On 18 Mar VBL was trading at 532.50. The strike last trading price was 26.55, which was -28.45 lower than the previous day. The implied volatity was 38.06, the open interest changed by -1 which decreased total open position to 82


On 17 Mar VBL was trading at 507.25. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 69 which increased total open position to 0


On 13 Mar VBL was trading at 488.15. The strike last trading price was 55, which was -1.05 lower than the previous day. The implied volatity was 37.63, the open interest changed by 60 which increased total open position to 74


On 12 Mar VBL was trading at 478.35. The strike last trading price was 56.05, which was -1.9 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 13


On 11 Mar VBL was trading at 485.20. The strike last trading price was 57.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 10 Mar VBL was trading at 481.90. The strike last trading price was 57.95, which was 21.1 higher than the previous day. The implied volatity was 32.14, the open interest changed by 1 which increased total open position to 1


On 7 Mar VBL was trading at 487.75. The strike last trading price was 36.85, 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 Mar VBL was trading at 491.35. The strike last trading price was 36.85, 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 Mar VBL was trading at 476.00. The strike last trading price was 36.85, 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 Mar VBL was trading at 477.30. The strike last trading price was 36.85, 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 3 Mar VBL was trading at 456.95. The strike last trading price was 36.85, 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 27 Feb VBL was trading at 448.30. The strike last trading price was 36.85, 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 Feb VBL was trading at 488.55. The strike last trading price was 36.85, 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 13 Feb VBL was trading at 513.40. The strike last trading price was 36.85, 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 12 Feb VBL was trading at 534.50. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 11 Feb VBL was trading at 520.35. The strike last trading price was 36.85, 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 10 Feb VBL was trading at 548.45. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 7 Feb VBL was trading at 553.70. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0


On 6 Feb VBL was trading at 568.60. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0


On 5 Feb VBL was trading at 583.65. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0


On 4 Feb VBL was trading at 586.55. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0


On 3 Feb VBL was trading at 582.50. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0


On 1 Feb VBL was trading at 561.40. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0