VBL
Varun Beverages Limited
Historical option data for VBL
16 Apr 2025 11:43 AM IST
VBL 24APR2025 560 CE | ||||||||||
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Delta: 0.32
Vega: 0.29
Theta: -0.70
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.67
Vega: 0.29
Theta: -0.57
Gamma: 0.01
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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