VBL
Varun Beverages Limited
Historical option data for VBL
26 Dec 2024 04:13 PM IST
| VBL 26DEC2024 700 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 | - | 18 | 5 | 886 | |||
| 24 Dec | 627.30 | 0.05 | -0.05 | - | 140 | -94 | 888 | |||
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| 23 Dec | 626.55 | 0.1 | -0.30 | - | 330 | -90 | 983 | |||
| 20 Dec | 612.55 | 0.4 | -0.05 | 50.36 | 375 | -120 | 1,072 | |||
| 19 Dec | 628.00 | 0.45 | -0.20 | 41.49 | 501 | -183 | 1,192 | |||
| 18 Dec | 633.45 | 0.65 | -0.55 | 39.42 | 677 | -76 | 1,375 | |||
| 17 Dec | 647.85 | 1.2 | -0.10 | 33.98 | 1,080 | -8 | 1,453 | |||
| 16 Dec | 645.40 | 1.3 | -0.20 | 33.43 | 1,121 | 100 | 1,463 | |||
| 13 Dec | 645.65 | 1.5 | -0.75 | 29.86 | 762 | -98 | 1,364 | |||
| 12 Dec | 646.25 | 2.25 | -0.10 | 31.47 | 1,114 | -25 | 1,462 | |||
| 11 Dec | 643.95 | 2.35 | -1.15 | 32.54 | 615 | 57 | 1,489 | |||
| 10 Dec | 645.35 | 3.5 | -0.30 | 34.12 | 1,627 | 0 | 1,432 | |||
| 9 Dec | 641.60 | 3.8 | -0.75 | 35.33 | 1,071 | 14 | 1,431 | |||
| 6 Dec | 644.05 | 4.55 | 0.50 | 34.40 | 2,029 | 256 | 1,417 | |||
| 5 Dec | 633.50 | 4.05 | 1.95 | 36.31 | 2,623 | 211 | 1,159 | |||
| 4 Dec | 618.90 | 2.1 | -0.80 | 34.58 | 1,060 | 14 | 948 | |||
| 3 Dec | 621.10 | 2.9 | -2.15 | 35.50 | 1,785 | 511 | 934 | |||
| 2 Dec | 632.25 | 5.05 | 1.35 | 36.81 | 1,729 | 371 | 424 | |||
| 29 Nov | 621.20 | 3.7 | 33.69 | 113 | 52 | 52 | ||||
For Varun Beverages Limited - strike price 700 expiring on 26DEC2024
Delta for 700 CE is -
Historical price for 700 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 5 which increased total open position to 886
On 24 Dec VBL was trading at 627.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -94 which decreased total open position to 888
On 23 Dec VBL was trading at 626.55. The strike last trading price was 0.1, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 983
On 20 Dec VBL was trading at 612.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 50.36, the open interest changed by -120 which decreased total open position to 1072
On 19 Dec VBL was trading at 628.00. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 41.49, the open interest changed by -183 which decreased total open position to 1192
On 18 Dec VBL was trading at 633.45. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 39.42, the open interest changed by -76 which decreased total open position to 1375
On 17 Dec VBL was trading at 647.85. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 33.98, the open interest changed by -8 which decreased total open position to 1453
On 16 Dec VBL was trading at 645.40. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 33.43, the open interest changed by 100 which increased total open position to 1463
On 13 Dec VBL was trading at 645.65. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 29.86, the open interest changed by -98 which decreased total open position to 1364
On 12 Dec VBL was trading at 646.25. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 31.47, the open interest changed by -25 which decreased total open position to 1462
On 11 Dec VBL was trading at 643.95. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 32.54, the open interest changed by 57 which increased total open position to 1489
On 10 Dec VBL was trading at 645.35. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 34.12, the open interest changed by 0 which decreased total open position to 1432
On 9 Dec VBL was trading at 641.60. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 35.33, the open interest changed by 14 which increased total open position to 1431
On 6 Dec VBL was trading at 644.05. The strike last trading price was 4.55, which was 0.50 higher than the previous day. The implied volatity was 34.40, the open interest changed by 256 which increased total open position to 1417
On 5 Dec VBL was trading at 633.50. The strike last trading price was 4.05, which was 1.95 higher than the previous day. The implied volatity was 36.31, the open interest changed by 211 which increased total open position to 1159
On 4 Dec VBL was trading at 618.90. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 34.58, the open interest changed by 14 which increased total open position to 948
On 3 Dec VBL was trading at 621.10. The strike last trading price was 2.9, which was -2.15 lower than the previous day. The implied volatity was 35.50, the open interest changed by 511 which increased total open position to 934
On 2 Dec VBL was trading at 632.25. The strike last trading price was 5.05, which was 1.35 higher than the previous day. The implied volatity was 36.81, the open interest changed by 371 which increased total open position to 424
On 29 Nov VBL was trading at 621.20. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was 33.69, the open interest changed by 52 which increased total open position to 52
| VBL 26DEC2024 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 624.10 | 77 | 7.00 | - | 1 | 0 | 12 |
| 24 Dec | 627.30 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 626.55 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 612.55 | 70 | 0.00 | 0.00 | 0 | -2 | 0 |
| 19 Dec | 628.00 | 70 | 8.80 | - | 4 | -1 | 13 |
| 18 Dec | 633.45 | 61.2 | 8.20 | - | 4 | 2 | 13 |
| 17 Dec | 647.85 | 53 | 0.80 | 34.79 | 14 | 5 | 9 |
| 16 Dec | 645.40 | 52.2 | -1.65 | - | 3 | 1 | 4 |
| 13 Dec | 645.65 | 53.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Dec | 646.25 | 53.85 | 0.85 | 36.11 | 3 | 0 | 4 |
| 11 Dec | 643.95 | 53 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 645.35 | 53 | -14.25 | 28.11 | 1 | 0 | 3 |
| 9 Dec | 641.60 | 67.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 644.05 | 67.25 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 633.50 | 67.25 | -6.85 | 36.92 | 12 | 5 | 5 |
| 4 Dec | 618.90 | 74.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 621.10 | 74.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 632.25 | 74.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 621.20 | 74.1 | - | 0 | 0 | 0 | |
For Varun Beverages Limited - strike price 700 expiring on 26DEC2024
Delta for 700 PE is -
Historical price for 700 PE is as follows
On 26 Dec VBL was trading at 624.10. The strike last trading price was 77, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 24 Dec VBL was trading at 627.30. The strike last trading price was 70, which was 0.00 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 23 Dec VBL was trading at 626.55. The strike last trading price was 70, which was 0.00 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 20 Dec VBL was trading at 612.55. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec VBL was trading at 628.00. The strike last trading price was 70, which was 8.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 18 Dec VBL was trading at 633.45. The strike last trading price was 61.2, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 17 Dec VBL was trading at 647.85. The strike last trading price was 53, which was 0.80 higher than the previous day. The implied volatity was 34.79, the open interest changed by 5 which increased total open position to 9
On 16 Dec VBL was trading at 645.40. The strike last trading price was 52.2, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 13 Dec VBL was trading at 645.65. The strike last trading price was 53.85, which was 0.00 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 12 Dec VBL was trading at 646.25. The strike last trading price was 53.85, which was 0.85 higher than the previous day. The implied volatity was 36.11, the open interest changed by 0 which decreased total open position to 4
On 11 Dec VBL was trading at 643.95. The strike last trading price was 53, which was 0.00 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 10 Dec VBL was trading at 645.35. The strike last trading price was 53, which was -14.25 lower than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 3
On 9 Dec VBL was trading at 641.60. The strike last trading price was 67.25, which was 0.00 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 6 Dec VBL was trading at 644.05. The strike last trading price was 67.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec VBL was trading at 633.50. The strike last trading price was 67.25, which was -6.85 lower than the previous day. The implied volatity was 36.92, the open interest changed by 5 which increased total open position to 5
On 4 Dec VBL was trading at 618.90. The strike last trading price was 74.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VBL was trading at 621.10. The strike last trading price was 74.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec VBL was trading at 632.25. The strike last trading price was 74.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov VBL was trading at 621.20. The strike last trading price was 74.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
