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[--[65.84.65.76]--]
VBL
Varun Beverages Limited

544.5 -6.10 (-1.11%)

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Historical option data for VBL

16 Apr 2025 11:43 AM IST
VBL 24APR2025 560 CE
Delta: 0.32
Vega: 0.29
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
16 Apr 543.85 6 -3.25 36.53 949 82 1,068
15 Apr 550.60 9.2 -1.4 37.01 1,557 -53 988
11 Apr 545.75 10.2 -0.4 36.78 831 -37 1,041
9 Apr 540.20 10.55 -0.9 41.79 954 167 1,079
8 Apr 540.40 11.7 2.65 40.62 947 344 911
7 Apr 519.60 9.6 -0.55 49.03 607 -18 571
4 Apr 535.45 10.85 -2.85 37.86 609 -63 589
3 Apr 544.50 13.95 -1.05 37.39 1,915 196 654
2 Apr 546.90 14.65 2.15 36.79 541 39 454
1 Apr 538.75 12.8 -1.3 36.80 585 43 413
28 Mar 539.65 14 -1.25 35.28 433 32 370
27 Mar 536.30 14.6 1.9 36.21 414 51 339
26 Mar 527.90 13.15 2.85 39.94 358 -40 285
25 Mar 517.15 10.45 -3.45 40.63 236 21 326
24 Mar 531.10 13.65 -3 37.66 265 62 307
21 Mar 537.95 16.35 -4.45 35.85 113 13 248
20 Mar 548.75 20.9 3.35 35.38 148 -2 234
19 Mar 540.90 17.55 3.6 34.86 101 -3 235
18 Mar 532.50 13.95 6.05 33.40 328 210 237
17 Mar 507.25 7.8 0.8 35.56 48 8 26
13 Mar 488.15 7 1.4 40.61 9 0 17
12 Mar 478.35 5.6 -0.7 40.59 5 4 16
11 Mar 485.20 6.3 -0.4 38.53 1 0 11
10 Mar 481.90 6.7 -0.85 41.38 3 -1 10
7 Mar 487.75 7.55 -0.7 39.65 1 0 11
6 Mar 491.35 8.25 0.5 38.48 10 2 11
5 Mar 476.00 7.75 1.25 43.21 2 0 10
4 Mar 477.30 6.5 -30.9 40.27 10 7 7
3 Mar 456.95 37.4 0 0.00 0 0 0
27 Feb 448.30 37.4 0 14.52 0 0 0
14 Feb 488.55 37.4 0 7.25 0 0 0
13 Feb 513.40 37.4 0 4.13 0 0 0
12 Feb 534.50 37.4 0 1.81 0 0 0
11 Feb 520.35 37.4 0 3.53 0 0 0
10 Feb 548.45 37.4 0 - 0 0 0
7 Feb 553.70 37.4 0 - 0 0 0
6 Feb 568.60 37.4 0 - 0 0 0
5 Feb 583.65 37.4 0 - 0 0 0
4 Feb 586.55 37.4 0 - 0 0 0
3 Feb 582.50 37.4 0 - 0 0 0
1 Feb 561.40 37.4 0 - 0 0 0


For Varun Beverages Limited - strike price 560 expiring on 24APR2025

Delta for 560 CE is 0.32

Historical price for 560 CE is as follows

On 16 Apr VBL was trading at 543.85. The strike last trading price was 6, which was -3.25 lower than the previous day. The implied volatity was 36.53, the open interest changed by 82 which increased total open position to 1068


On 15 Apr VBL was trading at 550.60. The strike last trading price was 9.2, which was -1.4 lower than the previous day. The implied volatity was 37.01, the open interest changed by -53 which decreased total open position to 988


On 11 Apr VBL was trading at 545.75. The strike last trading price was 10.2, which was -0.4 lower than the previous day. The implied volatity was 36.78, the open interest changed by -37 which decreased total open position to 1041


On 9 Apr VBL was trading at 540.20. The strike last trading price was 10.55, which was -0.9 lower than the previous day. The implied volatity was 41.79, the open interest changed by 167 which increased total open position to 1079


On 8 Apr VBL was trading at 540.40. The strike last trading price was 11.7, which was 2.65 higher than the previous day. The implied volatity was 40.62, the open interest changed by 344 which increased total open position to 911


On 7 Apr VBL was trading at 519.60. The strike last trading price was 9.6, which was -0.55 lower than the previous day. The implied volatity was 49.03, the open interest changed by -18 which decreased total open position to 571


On 4 Apr VBL was trading at 535.45. The strike last trading price was 10.85, which was -2.85 lower than the previous day. The implied volatity was 37.86, the open interest changed by -63 which decreased total open position to 589


On 3 Apr VBL was trading at 544.50. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 37.39, the open interest changed by 196 which increased total open position to 654


On 2 Apr VBL was trading at 546.90. The strike last trading price was 14.65, which was 2.15 higher than the previous day. The implied volatity was 36.79, the open interest changed by 39 which increased total open position to 454


On 1 Apr VBL was trading at 538.75. The strike last trading price was 12.8, which was -1.3 lower than the previous day. The implied volatity was 36.80, the open interest changed by 43 which increased total open position to 413


On 28 Mar VBL was trading at 539.65. The strike last trading price was 14, which was -1.25 lower than the previous day. The implied volatity was 35.28, the open interest changed by 32 which increased total open position to 370


On 27 Mar VBL was trading at 536.30. The strike last trading price was 14.6, which was 1.9 higher than the previous day. The implied volatity was 36.21, the open interest changed by 51 which increased total open position to 339


On 26 Mar VBL was trading at 527.90. The strike last trading price was 13.15, which was 2.85 higher than the previous day. The implied volatity was 39.94, the open interest changed by -40 which decreased total open position to 285


On 25 Mar VBL was trading at 517.15. The strike last trading price was 10.45, which was -3.45 lower than the previous day. The implied volatity was 40.63, the open interest changed by 21 which increased total open position to 326


On 24 Mar VBL was trading at 531.10. The strike last trading price was 13.65, which was -3 lower than the previous day. The implied volatity was 37.66, the open interest changed by 62 which increased total open position to 307


On 21 Mar VBL was trading at 537.95. The strike last trading price was 16.35, which was -4.45 lower than the previous day. The implied volatity was 35.85, the open interest changed by 13 which increased total open position to 248


On 20 Mar VBL was trading at 548.75. The strike last trading price was 20.9, which was 3.35 higher than the previous day. The implied volatity was 35.38, the open interest changed by -2 which decreased total open position to 234


On 19 Mar VBL was trading at 540.90. The strike last trading price was 17.55, which was 3.6 higher than the previous day. The implied volatity was 34.86, the open interest changed by -3 which decreased total open position to 235


On 18 Mar VBL was trading at 532.50. The strike last trading price was 13.95, which was 6.05 higher than the previous day. The implied volatity was 33.40, the open interest changed by 210 which increased total open position to 237


On 17 Mar VBL was trading at 507.25. The strike last trading price was 7.8, which was 0.8 higher than the previous day. The implied volatity was 35.56, the open interest changed by 8 which increased total open position to 26


On 13 Mar VBL was trading at 488.15. The strike last trading price was 7, which was 1.4 higher than the previous day. The implied volatity was 40.61, the open interest changed by 0 which decreased total open position to 17


On 12 Mar VBL was trading at 478.35. The strike last trading price was 5.6, which was -0.7 lower than the previous day. The implied volatity was 40.59, the open interest changed by 4 which increased total open position to 16


On 11 Mar VBL was trading at 485.20. The strike last trading price was 6.3, which was -0.4 lower than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 11


On 10 Mar VBL was trading at 481.90. The strike last trading price was 6.7, which was -0.85 lower than the previous day. The implied volatity was 41.38, the open interest changed by -1 which decreased total open position to 10


On 7 Mar VBL was trading at 487.75. The strike last trading price was 7.55, which was -0.7 lower than the previous day. The implied volatity was 39.65, the open interest changed by 0 which decreased total open position to 11


On 6 Mar VBL was trading at 491.35. The strike last trading price was 8.25, which was 0.5 higher than the previous day. The implied volatity was 38.48, the open interest changed by 2 which increased total open position to 11


On 5 Mar VBL was trading at 476.00. The strike last trading price was 7.75, which was 1.25 higher than the previous day. The implied volatity was 43.21, the open interest changed by 0 which decreased total open position to 10


On 4 Mar VBL was trading at 477.30. The strike last trading price was 6.5, which was -30.9 lower than the previous day. The implied volatity was 40.27, the open interest changed by 7 which increased total open position to 7


On 3 Mar VBL was trading at 456.95. The strike last trading price was 37.4, which was 0 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 27 Feb VBL was trading at 448.30. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 14.52, 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 37.4, which was 0 lower than the previous day. The implied volatity was 7.25, 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 37.4, which was 0 lower than the previous day. The implied volatity was 4.13, 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 37.4, which was 0 lower than the previous day. The implied volatity was 1.81, 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 37.4, which was 0 lower than the previous day. The implied volatity was 3.53, 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 37.4, 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 37.4, 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 37.4, 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 37.4, 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 37.4, 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 37.4, 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 37.4, 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 560 PE
Delta: -0.67
Vega: 0.29
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
16 Apr 543.85 21.2 3.7 37.56 107 15 220
15 Apr 550.60 17.1 -6.6 36.35 276 -46 205
11 Apr 545.75 23.15 -8.5 40.27 551 140 251
9 Apr 540.20 31.65 1.25 46.90 8 -1 111
8 Apr 540.40 30.4 -17.6 46.70 20 3 107
7 Apr 519.60 45.75 10.85 53.49 64 -10 104
4 Apr 535.45 34.9 6.35 45.79 1 0 113
3 Apr 544.50 28.7 1.2 41.24 25 4 112
2 Apr 546.90 27.5 -4.1 39.48 23 9 109
1 Apr 538.75 31.55 -0.3 40.10 20 1 96
28 Mar 539.65 31.95 -4.3 39.02 25 5 95
27 Mar 536.30 36.25 -2.1 44.79 14 10 90
26 Mar 527.90 38.35 -11.15 36.52 54 46 74
25 Mar 517.15 49.5 14.15 42.66 22 9 27
24 Mar 531.10 35.35 -1.35 33.55 19 14 18
21 Mar 537.95 36.7 9.45 41.30 17 -8 6
20 Mar 548.75 27.25 -20.2 34.92 16 13 13
19 Mar 540.90 47.45 0 - 0 0 0
18 Mar 532.50 47.45 0 - 0 0 0
17 Mar 507.25 47.45 0 - 0 0 0
13 Mar 488.15 47.45 0 - 0 0 0
12 Mar 478.35 47.45 0 - 0 0 0
11 Mar 485.20 47.45 0 - 0 0 0
10 Mar 481.90 47.45 0 - 0 0 0
7 Mar 487.75 47.45 0 - 0 0 0
6 Mar 491.35 47.45 0 - 0 0 0
5 Mar 476.00 47.45 0 - 0 0 0
4 Mar 477.30 47.45 0 - 0 0 0
3 Mar 456.95 47.45 0 0.00 0 0 0
27 Feb 448.30 47.45 0 - 0 0 0
14 Feb 488.55 47.45 0 - 0 0 0
13 Feb 513.40 47.45 0 - 0 0 0
12 Feb 534.50 47.45 0 - 0 0 0
11 Feb 520.35 47.45 0 - 0 0 0
10 Feb 548.45 47.45 0 - 0 0 0
7 Feb 553.70 0 0 0.76 0 0 0
6 Feb 568.60 0 0 2.42 0 0 0
5 Feb 583.65 0 0 3.63 0 0 0
4 Feb 586.55 0 0 4.22 0 0 0
3 Feb 582.50 0 0 3.39 0 0 0
1 Feb 561.40 0 0 1.85 0 0 0


For Varun Beverages Limited - strike price 560 expiring on 24APR2025

Delta for 560 PE is -0.67

Historical price for 560 PE is as follows

On 16 Apr VBL was trading at 543.85. The strike last trading price was 21.2, which was 3.7 higher than the previous day. The implied volatity was 37.56, the open interest changed by 15 which increased total open position to 220


On 15 Apr VBL was trading at 550.60. The strike last trading price was 17.1, which was -6.6 lower than the previous day. The implied volatity was 36.35, the open interest changed by -46 which decreased total open position to 205


On 11 Apr VBL was trading at 545.75. The strike last trading price was 23.15, which was -8.5 lower than the previous day. The implied volatity was 40.27, the open interest changed by 140 which increased total open position to 251


On 9 Apr VBL was trading at 540.20. The strike last trading price was 31.65, which was 1.25 higher than the previous day. The implied volatity was 46.90, the open interest changed by -1 which decreased total open position to 111


On 8 Apr VBL was trading at 540.40. The strike last trading price was 30.4, which was -17.6 lower than the previous day. The implied volatity was 46.70, the open interest changed by 3 which increased total open position to 107


On 7 Apr VBL was trading at 519.60. The strike last trading price was 45.75, which was 10.85 higher than the previous day. The implied volatity was 53.49, the open interest changed by -10 which decreased total open position to 104


On 4 Apr VBL was trading at 535.45. The strike last trading price was 34.9, which was 6.35 higher than the previous day. The implied volatity was 45.79, the open interest changed by 0 which decreased total open position to 113


On 3 Apr VBL was trading at 544.50. The strike last trading price was 28.7, which was 1.2 higher than the previous day. The implied volatity was 41.24, the open interest changed by 4 which increased total open position to 112


On 2 Apr VBL was trading at 546.90. The strike last trading price was 27.5, which was -4.1 lower than the previous day. The implied volatity was 39.48, the open interest changed by 9 which increased total open position to 109


On 1 Apr VBL was trading at 538.75. The strike last trading price was 31.55, which was -0.3 lower than the previous day. The implied volatity was 40.10, the open interest changed by 1 which increased total open position to 96


On 28 Mar VBL was trading at 539.65. The strike last trading price was 31.95, which was -4.3 lower than the previous day. The implied volatity was 39.02, the open interest changed by 5 which increased total open position to 95


On 27 Mar VBL was trading at 536.30. The strike last trading price was 36.25, which was -2.1 lower than the previous day. The implied volatity was 44.79, the open interest changed by 10 which increased total open position to 90


On 26 Mar VBL was trading at 527.90. The strike last trading price was 38.35, which was -11.15 lower than the previous day. The implied volatity was 36.52, the open interest changed by 46 which increased total open position to 74


On 25 Mar VBL was trading at 517.15. The strike last trading price was 49.5, which was 14.15 higher than the previous day. The implied volatity was 42.66, the open interest changed by 9 which increased total open position to 27


On 24 Mar VBL was trading at 531.10. The strike last trading price was 35.35, which was -1.35 lower than the previous day. The implied volatity was 33.55, the open interest changed by 14 which increased total open position to 18


On 21 Mar VBL was trading at 537.95. The strike last trading price was 36.7, which was 9.45 higher than the previous day. The implied volatity was 41.30, the open interest changed by -8 which decreased total open position to 6


On 20 Mar VBL was trading at 548.75. The strike last trading price was 27.25, which was -20.2 lower than the previous day. The implied volatity was 34.92, the open interest changed by 13 which increased total open position to 13


On 19 Mar VBL was trading at 540.90. The strike last trading price was 47.45, 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 18 Mar VBL was trading at 532.50. The strike last trading price was 47.45, 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 17 Mar VBL was trading at 507.25. The strike last trading price was 47.45, 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 13 Mar VBL was trading at 488.15. The strike last trading price was 47.45, 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 12 Mar VBL was trading at 478.35. The strike last trading price was 47.45, 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 Mar VBL was trading at 485.20. The strike last trading price was 47.45, 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 10 Mar VBL was trading at 481.90. The strike last trading price was 47.45, 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 7 Mar VBL was trading at 487.75. The strike last trading price was 47.45, 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 6 Mar VBL was trading at 491.35. The strike last trading price was 47.45, 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 5 Mar VBL was trading at 476.00. The strike last trading price was 47.45, 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 4 Mar VBL was trading at 477.30. The strike last trading price was 47.45, 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 3 Mar VBL was trading at 456.95. The strike last trading price was 47.45, which was 0 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 27 Feb VBL was trading at 448.30. The strike last trading price was 47.45, 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 14 Feb VBL was trading at 488.55. The strike last trading price was 47.45, 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 13 Feb VBL was trading at 513.40. The strike last trading price was 47.45, 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 12 Feb VBL was trading at 534.50. The strike last trading price was 47.45, 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 47.45, 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 10 Feb VBL was trading at 548.45. The strike last trading price was 47.45, 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 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 0.76, 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 2.42, 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 3.63, 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 4.22, 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 3.39, 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 1.85, the open interest changed by 0 which decreased total open position to 0