VBL
Varun Beverages Limited
Historical option data for VBL
16 Apr 2025 11:43 AM IST
| VBL 24APR2025 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.03
Theta: -0.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Apr | 543.85 | 0.2 | -0.4 | 48.44 | 6,533 | -38 | 741 | |||
| 15 Apr | 550.60 | 0.65 | 0.2 | 51.78 | 1,258 | 383 | 780 | |||
| 11 Apr | 545.75 | 0.45 | -0.1 | 41.93 | 226 | -26 | 397 | |||
| 9 Apr | 540.20 | 0.55 | -0.25 | 43.37 | 91 | 9 | 423 | |||
| 8 Apr | 540.40 | 0.8 | 0 | 43.61 | 146 | 56 | 413 | |||
| 7 Apr | 519.60 | 0.8 | 0.15 | 49.70 | 217 | 4 | 358 | |||
| 4 Apr | 535.45 | 0.55 | -0.5 | 37.98 | 283 | -46 | 354 | |||
| 3 Apr | 544.50 | 1.05 | -0.25 | 38.88 | 238 | -12 | 398 | |||
| 2 Apr | 546.90 | 1.2 | 0.1 | 38.52 | 481 | 40 | 412 | |||
| 1 Apr | 538.75 | 1.1 | -0.55 | 39.03 | 625 | 152 | 372 | |||
| 28 Mar | 539.65 | 1.5 | -0.85 | 37.98 | 275 | 125 | 220 | |||
| 27 Mar | 536.30 | 2.3 | 0.3 | 41.42 | 91 | 14 | 95 | |||
| 26 Mar | 527.90 | 2 | 0.7 | 43.04 | 65 | -23 | 81 | |||
| 25 Mar | 517.15 | 1.25 | -1.05 | 41.81 | 93 | 44 | 104 | |||
| 24 Mar | 531.10 | 2.25 | -0.3 | 41.73 | 55 | 20 | 60 | |||
|
|
||||||||||
| 21 Mar | 537.95 | 2.55 | -0.95 | 38.03 | 33 | 8 | 38 | |||
| 20 Mar | 548.75 | 3.4 | 0.65 | 37.41 | 64 | 19 | 29 | |||
| 19 Mar | 540.90 | 2.75 | -11.3 | 37.30 | 13 | 8 | 8 | |||
| 10 Feb | 548.45 | 14.05 | 0 | 7.68 | 0 | 0 | 0 | |||
| 7 Feb | 553.70 | 14.05 | 0 | 7.22 | 0 | 0 | 0 | |||
| 6 Feb | 568.60 | 14.05 | 0 | 5.78 | 0 | 0 | 0 | |||
| 5 Feb | 583.65 | 14.05 | 0 | 4.42 | 0 | 0 | 0 | |||
| 4 Feb | 586.55 | 14.05 | 0 | 3.77 | 0 | 0 | 0 | |||
| 3 Feb | 582.50 | 14.05 | 0 | 4.53 | 0 | 0 | 0 | |||
| 1 Feb | 561.40 | 14.05 | 0 | 6.02 | 0 | 0 | 0 | |||
For Varun Beverages Limited - strike price 640 expiring on 24APR2025
Delta for 640 CE is 0.01
Historical price for 640 CE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 0.2, which was -0.4 lower than the previous day. The implied volatity was 48.44, the open interest changed by -38 which decreased total open position to 741
On 15 Apr VBL was trading at 550.60. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 51.78, the open interest changed by 383 which increased total open position to 780
On 11 Apr VBL was trading at 545.75. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 41.93, the open interest changed by -26 which decreased total open position to 397
On 9 Apr VBL was trading at 540.20. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 43.37, the open interest changed by 9 which increased total open position to 423
On 8 Apr VBL was trading at 540.40. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 43.61, the open interest changed by 56 which increased total open position to 413
On 7 Apr VBL was trading at 519.60. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 49.70, the open interest changed by 4 which increased total open position to 358
On 4 Apr VBL was trading at 535.45. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 37.98, the open interest changed by -46 which decreased total open position to 354
On 3 Apr VBL was trading at 544.50. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 38.88, the open interest changed by -12 which decreased total open position to 398
On 2 Apr VBL was trading at 546.90. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 38.52, the open interest changed by 40 which increased total open position to 412
On 1 Apr VBL was trading at 538.75. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 39.03, the open interest changed by 152 which increased total open position to 372
On 28 Mar VBL was trading at 539.65. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 37.98, the open interest changed by 125 which increased total open position to 220
On 27 Mar VBL was trading at 536.30. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 41.42, the open interest changed by 14 which increased total open position to 95
On 26 Mar VBL was trading at 527.90. The strike last trading price was 2, which was 0.7 higher than the previous day. The implied volatity was 43.04, the open interest changed by -23 which decreased total open position to 81
On 25 Mar VBL was trading at 517.15. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 41.81, the open interest changed by 44 which increased total open position to 104
On 24 Mar VBL was trading at 531.10. The strike last trading price was 2.25, which was -0.3 lower than the previous day. The implied volatity was 41.73, the open interest changed by 20 which increased total open position to 60
On 21 Mar VBL was trading at 537.95. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 38.03, the open interest changed by 8 which increased total open position to 38
On 20 Mar VBL was trading at 548.75. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 37.41, the open interest changed by 19 which increased total open position to 29
On 19 Mar VBL was trading at 540.90. The strike last trading price was 2.75, which was -11.3 lower than the previous day. The implied volatity was 37.30, the open interest changed by 8 which increased total open position to 8
On 10 Feb VBL was trading at 548.45. The strike last trading price was 14.05, 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 7 Feb VBL was trading at 553.70. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 7.22, 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 14.05, which was 0 lower than the previous day. The implied volatity was 5.78, 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 14.05, which was 0 lower than the previous day. The implied volatity was 4.42, 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 14.05, which was 0 lower than the previous day. The implied volatity was 3.77, 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 14.05, which was 0 lower than the previous day. The implied volatity was 4.53, 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 14.05, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
| VBL 24APR2025 640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Apr | 543.85 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 550.60 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 545.75 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 540.20 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 540.40 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 519.60 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 535.45 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 544.50 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 546.90 | 107 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 538.75 | 107 | 0 | 0.00 | 0 | 9 | 0 |
| 28 Mar | 539.65 | 107 | 0 | 0.00 | 0 | 9 | 0 |
| 27 Mar | 536.30 | 107 | 4.2 | 66.30 | 9 | 0 | 0 |
| 26 Mar | 527.90 | 102.8 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 517.15 | 102.8 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 531.10 | 102.8 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 537.95 | 102.8 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 548.75 | 102.8 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 540.90 | 102.8 | 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 640 expiring on 24APR2025
Delta for 640 PE is 0.00
Historical price for 640 PE is as follows
On 16 Apr VBL was trading at 543.85. The strike last trading price was 107, 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 107, 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 11 Apr VBL was trading at 545.75. The strike last trading price was 107, 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 9 Apr VBL was trading at 540.20. The strike last trading price was 107, 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 107, 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 107, 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 4 Apr VBL was trading at 535.45. The strike last trading price was 107, 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 3 Apr VBL was trading at 544.50. The strike last trading price was 107, 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 2 Apr VBL was trading at 546.90. The strike last trading price was 107, 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 1 Apr VBL was trading at 538.75. The strike last trading price was 107, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 28 Mar VBL was trading at 539.65. The strike last trading price was 107, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 27 Mar VBL was trading at 536.30. The strike last trading price was 107, which was 4.2 higher than the previous day. The implied volatity was 66.30, 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 102.8, 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 102.8, 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 102.8, 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 102.8, 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 102.8, 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 102.8, 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
