VBL
Varun Beverages Limited
Historical option data for VBL
26 Dec 2024 04:13 PM IST
| VBL 26DEC2024 660 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 | 0.05 | 0.00 | - | 7 | -1 | 1,058 | |||
| 24 Dec | 627.30 | 0.05 | -0.50 | 29.52 | 588 | -26 | 1,059 | |||
| 23 Dec | 626.55 | 0.55 | -0.05 | 35.60 | 1,160 | 14 | 1,088 | |||
| 20 Dec | 612.55 | 0.6 | -2.05 | 32.70 | 1,056 | -112 | 1,073 | |||
| 19 Dec | 628.00 | 2.65 | -0.60 | 35.42 | 808 | 47 | 1,177 | |||
| 18 Dec | 633.45 | 3.25 | -4.15 | 32.61 | 2,133 | 64 | 1,137 | |||
| 17 Dec | 647.85 | 7.4 | -0.55 | 30.36 | 3,436 | 80 | 1,073 | |||
| 16 Dec | 645.40 | 7.95 | 0.55 | 31.19 | 1,561 | 48 | 994 | |||
| 13 Dec | 645.65 | 7.4 | -2.55 | 25.27 | 1,018 | 24 | 946 | |||
| 12 Dec | 646.25 | 9.95 | 0.25 | 28.64 | 1,059 | -55 | 919 | |||
| 11 Dec | 643.95 | 9.7 | -2.60 | 30.11 | 962 | 160 | 976 | |||
| 10 Dec | 645.35 | 12.3 | 0.15 | 31.97 | 2,571 | 103 | 816 | |||
| 9 Dec | 641.60 | 12.15 | -1.80 | 32.85 | 998 | 90 | 713 | |||
| 6 Dec | 644.05 | 13.95 | 2.05 | 33.08 | 1,174 | 192 | 624 | |||
| 5 Dec | 633.50 | 11.9 | 4.30 | 34.95 | 1,133 | 175 | 427 | |||
| 4 Dec | 618.90 | 7.6 | -1.60 | 34.17 | 392 | 56 | 251 | |||
| 3 Dec | 621.10 | 9.2 | -5.05 | 34.77 | 755 | 85 | 198 | |||
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| 2 Dec | 632.25 | 14.25 | 4.20 | 36.99 | 684 | 103 | 114 | |||
| 29 Nov | 621.20 | 10.05 | 31.55 | 36 | 12 | 12 | ||||
For Varun Beverages Limited - strike price 660 expiring on 26DEC2024
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 26 Dec VBL was trading at 624.10. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1058
On 24 Dec VBL was trading at 627.30. The strike last trading price was 0.05, which was -0.50 lower than the previous day. The implied volatity was 29.52, the open interest changed by -26 which decreased total open position to 1059
On 23 Dec VBL was trading at 626.55. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.60, the open interest changed by 14 which increased total open position to 1088
On 20 Dec VBL was trading at 612.55. The strike last trading price was 0.6, which was -2.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by -112 which decreased total open position to 1073
On 19 Dec VBL was trading at 628.00. The strike last trading price was 2.65, which was -0.60 lower than the previous day. The implied volatity was 35.42, the open interest changed by 47 which increased total open position to 1177
On 18 Dec VBL was trading at 633.45. The strike last trading price was 3.25, which was -4.15 lower than the previous day. The implied volatity was 32.61, the open interest changed by 64 which increased total open position to 1137
On 17 Dec VBL was trading at 647.85. The strike last trading price was 7.4, which was -0.55 lower than the previous day. The implied volatity was 30.36, the open interest changed by 80 which increased total open position to 1073
On 16 Dec VBL was trading at 645.40. The strike last trading price was 7.95, which was 0.55 higher than the previous day. The implied volatity was 31.19, the open interest changed by 48 which increased total open position to 994
On 13 Dec VBL was trading at 645.65. The strike last trading price was 7.4, which was -2.55 lower than the previous day. The implied volatity was 25.27, the open interest changed by 24 which increased total open position to 946
On 12 Dec VBL was trading at 646.25. The strike last trading price was 9.95, which was 0.25 higher than the previous day. The implied volatity was 28.64, the open interest changed by -55 which decreased total open position to 919
On 11 Dec VBL was trading at 643.95. The strike last trading price was 9.7, which was -2.60 lower than the previous day. The implied volatity was 30.11, the open interest changed by 160 which increased total open position to 976
On 10 Dec VBL was trading at 645.35. The strike last trading price was 12.3, which was 0.15 higher than the previous day. The implied volatity was 31.97, the open interest changed by 103 which increased total open position to 816
On 9 Dec VBL was trading at 641.60. The strike last trading price was 12.15, which was -1.80 lower than the previous day. The implied volatity was 32.85, the open interest changed by 90 which increased total open position to 713
On 6 Dec VBL was trading at 644.05. The strike last trading price was 13.95, which was 2.05 higher than the previous day. The implied volatity was 33.08, the open interest changed by 192 which increased total open position to 624
On 5 Dec VBL was trading at 633.50. The strike last trading price was 11.9, which was 4.30 higher than the previous day. The implied volatity was 34.95, the open interest changed by 175 which increased total open position to 427
On 4 Dec VBL was trading at 618.90. The strike last trading price was 7.6, which was -1.60 lower than the previous day. The implied volatity was 34.17, the open interest changed by 56 which increased total open position to 251
On 3 Dec VBL was trading at 621.10. The strike last trading price was 9.2, which was -5.05 lower than the previous day. The implied volatity was 34.77, the open interest changed by 85 which increased total open position to 198
On 2 Dec VBL was trading at 632.25. The strike last trading price was 14.25, which was 4.20 higher than the previous day. The implied volatity was 36.99, the open interest changed by 103 which increased total open position to 114
On 29 Nov VBL was trading at 621.20. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was 31.55, the open interest changed by 12 which increased total open position to 12
| VBL 26DEC2024 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 624.10 | 35 | 3.00 | - | 8 | 0 | 88 |
| 24 Dec | 627.30 | 32 | -0.25 | - | 1 | 0 | 89 |
| 23 Dec | 626.55 | 32.25 | -14.10 | 29.08 | 4 | -1 | 88 |
| 20 Dec | 612.55 | 46.35 | 11.45 | 50.95 | 40 | -20 | 94 |
| 19 Dec | 628.00 | 34.9 | 3.60 | 39.22 | 5 | -4 | 115 |
| 18 Dec | 633.45 | 31.3 | 11.55 | 35.23 | 48 | -4 | 119 |
| 17 Dec | 647.85 | 19.75 | 0.15 | 31.87 | 326 | 48 | 123 |
| 16 Dec | 645.40 | 19.6 | -1.10 | 28.06 | 97 | -11 | 74 |
| 13 Dec | 645.65 | 20.7 | -0.50 | 28.63 | 101 | 41 | 86 |
| 12 Dec | 646.25 | 21.2 | -1.50 | 30.22 | 21 | 3 | 44 |
| 11 Dec | 643.95 | 22.7 | -1.95 | 27.47 | 7 | -3 | 42 |
| 10 Dec | 645.35 | 24.65 | -3.20 | 33.85 | 41 | 4 | 44 |
| 9 Dec | 641.60 | 27.85 | 0.85 | 35.69 | 14 | 3 | 39 |
| 6 Dec | 644.05 | 27 | -9.00 | 31.97 | 31 | 12 | 38 |
| 5 Dec | 633.50 | 36 | -7.05 | 36.52 | 11 | -1 | 25 |
| 4 Dec | 618.90 | 43.05 | -0.45 | 29.73 | 23 | 15 | 26 |
| 3 Dec | 621.10 | 43.5 | 7.80 | 35.04 | 6 | 5 | 11 |
| 2 Dec | 632.25 | 35.7 | -8.90 | 32.97 | 21 | 6 | 6 |
| 29 Nov | 621.20 | 44.6 | - | 0 | 0 | 0 | |
For Varun Beverages Limited - strike price 660 expiring on 26DEC2024
Delta for 660 PE is -
Historical price for 660 PE is as follows
On 26 Dec VBL was trading at 624.10. The strike last trading price was 35, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 24 Dec VBL was trading at 627.30. The strike last trading price was 32, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 23 Dec VBL was trading at 626.55. The strike last trading price was 32.25, which was -14.10 lower than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 88
On 20 Dec VBL was trading at 612.55. The strike last trading price was 46.35, which was 11.45 higher than the previous day. The implied volatity was 50.95, the open interest changed by -20 which decreased total open position to 94
On 19 Dec VBL was trading at 628.00. The strike last trading price was 34.9, which was 3.60 higher than the previous day. The implied volatity was 39.22, the open interest changed by -4 which decreased total open position to 115
On 18 Dec VBL was trading at 633.45. The strike last trading price was 31.3, which was 11.55 higher than the previous day. The implied volatity was 35.23, the open interest changed by -4 which decreased total open position to 119
On 17 Dec VBL was trading at 647.85. The strike last trading price was 19.75, which was 0.15 higher than the previous day. The implied volatity was 31.87, the open interest changed by 48 which increased total open position to 123
On 16 Dec VBL was trading at 645.40. The strike last trading price was 19.6, which was -1.10 lower than the previous day. The implied volatity was 28.06, the open interest changed by -11 which decreased total open position to 74
On 13 Dec VBL was trading at 645.65. The strike last trading price was 20.7, which was -0.50 lower than the previous day. The implied volatity was 28.63, the open interest changed by 41 which increased total open position to 86
On 12 Dec VBL was trading at 646.25. The strike last trading price was 21.2, which was -1.50 lower than the previous day. The implied volatity was 30.22, the open interest changed by 3 which increased total open position to 44
On 11 Dec VBL was trading at 643.95. The strike last trading price was 22.7, which was -1.95 lower than the previous day. The implied volatity was 27.47, the open interest changed by -3 which decreased total open position to 42
On 10 Dec VBL was trading at 645.35. The strike last trading price was 24.65, which was -3.20 lower than the previous day. The implied volatity was 33.85, the open interest changed by 4 which increased total open position to 44
On 9 Dec VBL was trading at 641.60. The strike last trading price was 27.85, which was 0.85 higher than the previous day. The implied volatity was 35.69, the open interest changed by 3 which increased total open position to 39
On 6 Dec VBL was trading at 644.05. The strike last trading price was 27, which was -9.00 lower than the previous day. The implied volatity was 31.97, the open interest changed by 12 which increased total open position to 38
On 5 Dec VBL was trading at 633.50. The strike last trading price was 36, which was -7.05 lower than the previous day. The implied volatity was 36.52, the open interest changed by -1 which decreased total open position to 25
On 4 Dec VBL was trading at 618.90. The strike last trading price was 43.05, which was -0.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by 15 which increased total open position to 26
On 3 Dec VBL was trading at 621.10. The strike last trading price was 43.5, which was 7.80 higher than the previous day. The implied volatity was 35.04, the open interest changed by 5 which increased total open position to 11
On 2 Dec VBL was trading at 632.25. The strike last trading price was 35.7, which was -8.90 lower than the previous day. The implied volatity was 32.97, the open interest changed by 6 which increased total open position to 6
On 29 Nov VBL was trading at 621.20. The strike last trading price was 44.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
