VBL
Varun Beverages Limited
Historical option data for VBL
26 Dec 2024 04:13 PM IST
| VBL 26DEC2024 550 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 624.10 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 627.30 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 626.55 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 612.55 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 628.00 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 633.45 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 647.85 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 645.40 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 645.65 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 646.25 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 643.95 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 645.35 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 641.60 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 644.05 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 633.50 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 618.90 | 87.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 621.10 | 87.45 | - | 0 | 0 | 0 | ||||
For Varun Beverages Limited - strike price 550 expiring on 26DEC2024
Delta for 550 CE is -
Historical price for 550 CE is as follows
On 26 Dec VBL was trading at 624.10. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec VBL was trading at 627.30. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec VBL was trading at 626.55. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec VBL was trading at 612.55. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec VBL was trading at 628.00. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec VBL was trading at 633.45. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec VBL was trading at 647.85. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec VBL was trading at 645.40. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec VBL was trading at 645.65. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec VBL was trading at 646.25. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec VBL was trading at 643.95. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec VBL was trading at 645.35. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec VBL was trading at 641.60. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec VBL was trading at 644.05. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec VBL was trading at 633.50. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec VBL was trading at 618.90. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VBL was trading at 621.10. The strike last trading price was 87.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VBL 26DEC2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 624.10 | 0.05 | -0.05 | - | 10 | 0 | 97 |
| 24 Dec | 627.30 | 0.1 | -0.10 | - | 20 | 6 | 96 |
| 23 Dec | 626.55 | 0.2 | -0.10 | - | 58 | 1 | 88 |
| 20 Dec | 612.55 | 0.3 | -0.20 | 45.13 | 2 | 0 | 87 |
| 19 Dec | 628.00 | 0.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 633.45 | 0.5 | -0.50 | 50.16 | 1 | 0 | 87 |
| 17 Dec | 647.85 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 645.40 | 1 | 0.30 | 57.34 | 3 | 0 | 87 |
| 13 Dec | 645.65 | 0.7 | 0.10 | 47.42 | 6 | 1 | 87 |
| 12 Dec | 646.25 | 0.6 | 0.00 | 0.00 | 0 | -3 | 0 |
| 11 Dec | 643.95 | 0.6 | -0.15 | 42.21 | 4 | -1 | 88 |
| 10 Dec | 645.35 | 0.75 | -0.25 | 43.29 | 30 | -1 | 91 |
| 9 Dec | 641.60 | 1 | -0.05 | 43.55 | 35 | -4 | 92 |
| 6 Dec | 644.05 | 1.05 | -0.95 | 40.69 | 114 | -11 | 95 |
| 5 Dec | 633.50 | 2 | -0.95 | 42.34 | 117 | -7 | 121 |
| 4 Dec | 618.90 | 2.95 | -0.05 | 40.40 | 99 | 10 | 129 |
| 3 Dec | 621.10 | 3 | 40.93 | 275 | 117 | 117 | |
For Varun Beverages Limited - strike price 550 expiring on 26DEC2024
Delta for 550 PE is -
Historical price for 550 PE is as follows
On 26 Dec VBL was trading at 624.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 24 Dec VBL was trading at 627.30. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 96
On 23 Dec VBL was trading at 626.55. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 88
On 20 Dec VBL was trading at 612.55. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 45.13, the open interest changed by 0 which decreased total open position to 87
On 19 Dec VBL was trading at 628.00. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec VBL was trading at 633.45. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 50.16, the open interest changed by 0 which decreased total open position to 87
On 17 Dec VBL was trading at 647.85. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec VBL was trading at 645.40. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 57.34, the open interest changed by 0 which decreased total open position to 87
On 13 Dec VBL was trading at 645.65. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 47.42, the open interest changed by 1 which increased total open position to 87
On 12 Dec VBL was trading at 646.25. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Dec VBL was trading at 643.95. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 42.21, the open interest changed by -1 which decreased total open position to 88
On 10 Dec VBL was trading at 645.35. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 43.29, the open interest changed by -1 which decreased total open position to 91
On 9 Dec VBL was trading at 641.60. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 43.55, the open interest changed by -4 which decreased total open position to 92
On 6 Dec VBL was trading at 644.05. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 40.69, the open interest changed by -11 which decreased total open position to 95
On 5 Dec VBL was trading at 633.50. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 42.34, the open interest changed by -7 which decreased total open position to 121
On 4 Dec VBL was trading at 618.90. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 40.40, the open interest changed by 10 which increased total open position to 129
On 3 Dec VBL was trading at 621.10. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 40.93, the open interest changed by 117 which increased total open position to 117
