VBL
Varun Beverages Limited
Historical option data for VBL
16 Apr 2025 11:43 AM IST
| VBL 24APR2025 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.06
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Apr | 543.85 | 0.45 | -0.4 | 45.62 | 775 | 6 | 481 | |||
| 15 Apr | 550.60 | 0.85 | -0.25 | 44.94 | 428 | -6 | 475 | |||
| 11 Apr | 545.75 | 1 | -0.4 | 40.35 | 154 | -6 | 481 | |||
| 9 Apr | 540.20 | 1.35 | -0.4 | 43.60 | 135 | 9 | 487 | |||
| 8 Apr | 540.40 | 1.75 | 0.05 | 43.37 | 277 | 2 | 478 | |||
| 7 Apr | 519.60 | 1.65 | 0.35 | 49.92 | 220 | -9 | 477 | |||
| 4 Apr | 535.45 | 1.3 | -0.95 | 38.00 | 119 | -3 | 486 | |||
| 3 Apr | 544.50 | 2.25 | -0.3 | 38.87 | 61 | 2 | 489 | |||
| 2 Apr | 546.90 | 2.55 | 0.6 | 38.66 | 357 | 33 | 487 | |||
| 1 Apr | 538.75 | 2 | -0.9 | 37.79 | 1,078 | 340 | 454 | |||
| 28 Mar | 539.65 | 2.8 | -0.95 | 37.56 | 154 | 11 | 114 | |||
| 27 Mar | 536.30 | 3.65 | 0.5 | 40.05 | 57 | 43 | 104 | |||
| 26 Mar | 527.90 | 3.35 | 0.85 | 42.56 | 26 | 2 | 61 | |||
| 25 Mar | 517.15 | 2.5 | -0.65 | 42.73 | 85 | -16 | 59 | |||
| 24 Mar | 531.10 | 3 | -0.9 | 38.84 | 3 | 0 | 76 | |||
| 21 Mar | 537.95 | 4.3 | -0.9 | 38.31 | 27 | 3 | 75 | |||
| 20 Mar | 548.75 | 5.15 | 1.25 | 35.96 | 96 | 70 | 72 | |||
| 19 Mar | 540.90 | 3.9 | -14.35 | 34.92 | 3 | 2 | 2 | |||
| 12 Feb | 534.50 | 0 | 0 | 7.68 | 0 | 0 | 0 | |||
| 11 Feb | 520.35 | 0 | 0 | 9.83 | 0 | 0 | 0 | |||
| 10 Feb | 548.45 | 0 | 0 | 5.94 | 0 | 0 | 0 | |||
| 7 Feb | 553.70 | 0 | 0 | 5.49 | 0 | 0 | 0 | |||
| 6 Feb | 568.60 | 0 | 0 | 3.98 | 0 | 0 | 0 | |||
| 5 Feb | 583.65 | 0 | 0 | 2.56 | 0 | 0 | 0 | |||
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| 4 Feb | 586.55 | 0 | 0 | 2.06 | 0 | 0 | 0 | |||
| 3 Feb | 582.50 | 0 | 0 | 2.70 | 0 | 0 | 0 | |||
| 1 Feb | 561.40 | 0 | 0 | 4.30 | 0 | 0 | 0 | |||
For Varun Beverages Limited - strike price 620 expiring on 24APR2025
Delta for 620 CE is 0.03
Historical price for 620 CE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 45.62, the open interest changed by 6 which increased total open position to 481
On 15 Apr VBL was trading at 550.60. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 44.94, the open interest changed by -6 which decreased total open position to 475
On 11 Apr VBL was trading at 545.75. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 40.35, the open interest changed by -6 which decreased total open position to 481
On 9 Apr VBL was trading at 540.20. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 43.60, the open interest changed by 9 which increased total open position to 487
On 8 Apr VBL was trading at 540.40. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 43.37, the open interest changed by 2 which increased total open position to 478
On 7 Apr VBL was trading at 519.60. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 49.92, the open interest changed by -9 which decreased total open position to 477
On 4 Apr VBL was trading at 535.45. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 38.00, the open interest changed by -3 which decreased total open position to 486
On 3 Apr VBL was trading at 544.50. The strike last trading price was 2.25, which was -0.3 lower than the previous day. The implied volatity was 38.87, the open interest changed by 2 which increased total open position to 489
On 2 Apr VBL was trading at 546.90. The strike last trading price was 2.55, which was 0.6 higher than the previous day. The implied volatity was 38.66, the open interest changed by 33 which increased total open position to 487
On 1 Apr VBL was trading at 538.75. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 37.79, the open interest changed by 340 which increased total open position to 454
On 28 Mar VBL was trading at 539.65. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 37.56, the open interest changed by 11 which increased total open position to 114
On 27 Mar VBL was trading at 536.30. The strike last trading price was 3.65, which was 0.5 higher than the previous day. The implied volatity was 40.05, the open interest changed by 43 which increased total open position to 104
On 26 Mar VBL was trading at 527.90. The strike last trading price was 3.35, which was 0.85 higher than the previous day. The implied volatity was 42.56, the open interest changed by 2 which increased total open position to 61
On 25 Mar VBL was trading at 517.15. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 42.73, the open interest changed by -16 which decreased total open position to 59
On 24 Mar VBL was trading at 531.10. The strike last trading price was 3, which was -0.9 lower than the previous day. The implied volatity was 38.84, the open interest changed by 0 which decreased total open position to 76
On 21 Mar VBL was trading at 537.95. The strike last trading price was 4.3, which was -0.9 lower than the previous day. The implied volatity was 38.31, the open interest changed by 3 which increased total open position to 75
On 20 Mar VBL was trading at 548.75. The strike last trading price was 5.15, which was 1.25 higher than the previous day. The implied volatity was 35.96, the open interest changed by 70 which increased total open position to 72
On 19 Mar VBL was trading at 540.90. The strike last trading price was 3.9, which was -14.35 lower than the previous day. The implied volatity was 34.92, the open interest changed by 2 which increased total open position to 2
On 12 Feb VBL was trading at 534.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.68, 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 9.83, 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 5.94, 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 5.49, 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 3.98, 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 2.56, 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 2.06, 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 2.70, 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 4.30, the open interest changed by 0 which decreased total open position to 0
| VBL 24APR2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Apr | 543.85 | 74.35 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 550.60 | 74.35 | 0 | 0.00 | 0 | -1 | 0 |
| 11 Apr | 545.75 | 74.35 | -10.1 | 52.62 | 2 | 0 | 2 |
| 9 Apr | 540.20 | 84.45 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 540.40 | 84.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 519.60 | 84.45 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Apr | 535.45 | 84.45 | 7.7 | 52.24 | 1 | 0 | 1 |
| 3 Apr | 544.50 | 76.75 | 0.7 | 46.70 | 1 | 0 | 2 |
| 2 Apr | 546.90 | 76.05 | -11.25 | 47.11 | 2 | 0 | 0 |
| 1 Apr | 538.75 | 87.3 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 539.65 | 87.3 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 536.30 | 87.3 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 527.90 | 87.3 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 517.15 | 87.3 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 531.10 | 87.3 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 537.95 | 87.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 548.75 | 87.3 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 540.90 | 87.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 534.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 520.35 | 0 | 0 | - | 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 620 expiring on 24APR2025
Delta for 620 PE is 0.00
Historical price for 620 PE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 74.35, 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 15 Apr VBL was trading at 550.60. The strike last trading price was 74.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Apr VBL was trading at 545.75. The strike last trading price was 74.35, which was -10.1 lower than the previous day. The implied volatity was 52.62, the open interest changed by 0 which decreased total open position to 2
On 9 Apr VBL was trading at 540.20. The strike last trading price was 84.45, 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 8 Apr VBL was trading at 540.40. The strike last trading price was 84.45, 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 7 Apr VBL was trading at 519.60. The strike last trading price was 84.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Apr VBL was trading at 535.45. The strike last trading price was 84.45, which was 7.7 higher than the previous day. The implied volatity was 52.24, the open interest changed by 0 which decreased total open position to 1
On 3 Apr VBL was trading at 544.50. The strike last trading price was 76.75, which was 0.7 higher than the previous day. The implied volatity was 46.70, the open interest changed by 0 which decreased total open position to 2
On 2 Apr VBL was trading at 546.90. The strike last trading price was 76.05, which was -11.25 lower than the previous day. The implied volatity was 47.11, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VBL was trading at 538.75. The strike last trading price was 87.3, 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 28 Mar VBL was trading at 539.65. The strike last trading price was 87.3, 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 Mar VBL was trading at 536.30. The strike last trading price was 87.3, 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 26 Mar VBL was trading at 527.90. The strike last trading price was 87.3, 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 25 Mar VBL was trading at 517.15. The strike last trading price was 87.3, 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 24 Mar VBL was trading at 531.10. The strike last trading price was 87.3, 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 21 Mar VBL was trading at 537.95. The strike last trading price was 87.3, 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 20 Mar VBL was trading at 548.75. The strike last trading price was 87.3, 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 19 Mar VBL was trading at 540.90. The strike last trading price was 87.3, 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 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 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 -, 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
