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Related Pages for VBL
[--[65.84.65.76]--]
VBL
Varun Beverages Limited
519.6 -15.85 (-2.96%)

Option Chain for VBL

07 Apr 2025 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 875
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 185.35 0.00 340 0.45 0.95 - 36 27 30 -
0.00 0 0 0 0.00 0.00 0.00 350 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 187.05 0.00 360 0.45 1.20 - 8 5 10 -
- 0 0 0 - 86.25 0.00 370 0.80 1.30 - 13 5 10 -
0.00 0 0 0 0.00 167.90 0.00 380 1.05 1.40 - 25 8 65 -
0.00 0 0 0 0.00 69.85 0.00 390 0.50 1.55 - 19 10 17 -
0.00 0 0 0 0.00 149.20 0.00 400 1.15 1.70 - 661 -35 1,286 -
- 0 0 0 - 55.20 0.00 410 0.00 12.40 30.00 0 0 0 -0.00
- 0 0 0 - 131.10 0.00 420 1.30 2.30 - 91 13 34 -
- 0 0 1 - 81.55 39.05 430 1.95 2.70 67.76 118 46 59 -0.07
- 0 0 0 - 113.80 0.00 440 2.75 3.25 64.81 82 21 67 -0.09
0.98 529 0 36 36.60 75.45 -10.35 450 3.35 4.05 62.47 734 111 556 -0.11
- 18 2 15 - 62.55 -13.05 460 4.10 5.30 61.18 511 5 194 -0.14
0.91 26 6 33 40.48 57.25 -14.40 470 4.75 6.50 58.64 341 46 273 -0.17
0.81 32 -3 41 51.37 51.70 -13.50 480 6.20 9.05 59.38 562 -65 513 -0.22
0.76 39 13 139 48.49 43.25 -12.35 490 6.70 11.00 56.92 276 -44 95 -0.26
0.69 414 33 592 52.14 37.75 -4.50 500 7.90 14.20 56.57 1,146 -20 753 -0.32
0.63 84 71 695 50.59 30.95 -4.55 510 8.75 17.65 55.43 625 29 260 -0.38
0.56 178 40 590 51.91 26.05 -2.20 520 10.25 22.50 56.10 660 -26 232 -0.44
0.49 276 11 761 50.54 20.65 -2.00 530 10.10 26.75 54.02 436 11 647 -0.51
0.42 854 44 1,036 50.12 16.35 -1.25 540 11.10 32.85 54.66 254 -31 281 -0.57
0.35 1,027 -9 1,031 49.67 12.70 -1.05 550 12.15 38.85 53.70 96 12 413 -0.63
0.29 571 -18 607 49.03 9.60 -0.55 560 10.85 45.75 53.49 64 -10 104 -0.69
0.24 273 -16 373 48.87 7.25 -0.45 570 18.75 54.40 56.60 12 5 16 -0.73
0.19 866 -14 541 49.08 5.50 -0.35 580 14.40 62.40 57.07 10 2 15 -0.77
0.15 180 -32 264 48.61 3.95 -0.25 590 20.00 80.55 85.13 8 5 7 -0.71
0.12 1,448 14 556 50.31 3.25 0.10 600 24.25 92.50 96.17 7 -5 118 -0.70
0.09 156 -23 209 50.20 2.35 0.15 610 0.00 156.50 0.00 0 0 0 0.00
0.07 477 -9 220 49.92 1.65 0.35 620 0.00 84.45 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 630 0.00 0.00 0.00 0 0 0 0.00
0.04 358 4 217 49.70 0.80 0.15 640 0.00 107.00 0.00 0 0 0 0.00
7,806 6,055
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.