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VARUN BEVERAGES LIMITED Option Chain

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₹ 612.55
628
settings
LTP
Greeks
OI
--
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
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0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

510PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

520PCR: --

0.10

lock
****

0.87

3.50

54.69%

-0.008

0.001

-0.079

0.017

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

530PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

540PCR: --

0.40

lock
****

0.67

0.00

52.73%

-0.025

0.001

-0.206

0.047

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

550PCR: --

0.30

lock
****

0.76

4.38

44.92%

-0.024

0.002

-0.164

0.044

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

560PCR: --

0.45

lock
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1.65

19.25

39.06%

-0.029

0.002

-0.167

0.051

0.229

-1.530

0.005

0.787

80.08%

7.88

0.04

lock
****

44.80

570PCR: 52.00

0.60

lock
****

2.28

300.13

37.11%

-0.051

0.004

-0.257

0.083

0.000

0.000

0.000

1.000

0.00%

391.13

2.85

lock
****

35.10

580PCR: 0.86

1.00

lock
****

2.44

191.63

34.18%

-0.085

0.006

-0.351

0.123

0.281

-1.808

0.006

0.682

77.15%

8.75

0.05

lock
****

26.05

590PCR: 33.50

1.55

lock
****

1.76

212.63

29.79%

-0.132

0.009

-0.418

0.168

0.253

-0.650

0.013

0.745

30.76%

33.25

0.95

lock
****

17.35

600PCR: 6.29

2.70

lock
****

6.00

728.88

27.10%

-0.230

0.014

-0.541

0.239

0.299

-0.561

0.021

0.624

22.46%

163.63

0.78

lock
****

9.95

610PCR: 4.19

5.20

lock
****

3.26

691.25

25.39%

-0.390

0.019

-0.640

0.303

0.306

-0.598

0.021

0.406

23.44%

671.13

3.83

lock
****

5.50

620PCR: 1.61

9.85

lock
****

6.19

1,078.00

24.41%

-0.591

0.020

-0.624

0.306

0.243

-0.509

0.015

0.236

25.15%

945.88

3.02

lock
****

3.10

630PCR: 0.66

18.50

lock
****

1.98

539.88

29.79%

-0.726

0.014

-0.653

0.263

0.174

-0.404

0.010

0.138

27.83%

1,176.88

9.10

lock
****

1.65

640PCR: 0.42

26.25

lock
****

3.78

196.88

29.79%

-0.845

0.010

-0.467

0.188

0.134

-0.360

0.007

0.096

32.23%

1,124.38

13.12

lock
****

1.05

650PCR: 0.19

36.50

lock
****

2.50

19.25

49.32%

-0.798

0.007

-0.912

0.222

0.084

-0.232

0.004

0.052

33.20%

924.00

9.39

lock
****

0.60

660PCR: 0.09

46.35

lock
****

0.82

35.00

52.73%

-0.842

0.006

-0.836

0.190

0.066

-0.204

0.003

0.038

37.11%

411.25

4.34

lock
****

0.40

670PCR: 0.12

46.25

lock
****

0.53

0.00

0.00%

-1.000

0.000

0.000

0.000

0.045

-0.147

0.002

0.024

39.06%

407.75

6.17

lock
****

0.30

680PCR: 0.03

50.70

lock
****

0.18

0.00

0.00%

-1.000

0.000

0.000

0.000

0.045

-0.167

0.002

0.024

44.92%

128.63

1.06

lock
****

0.30

690PCR: 0.12

44.30

lock
****

0.13

0.00

0.00%

-1.000

0.000

0.000

0.000

0.046

-0.194

0.002

0.025

50.78%

328.13

9.38

lock
****

0.40

700PCR: 0.01

70.00

lock
****

0.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.092

-0.556

0.002

0.059

72.27%

0.00

0.01

lock
****

1.40

710PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.027

-0.122

0.001

0.013

54.69%

281.75

3.47

lock
****

0.20

720PCR: 0.01

79.20

lock
****

0.02

0.00

0.00%

-1.000

0.000

0.000

0.000

0.010

-0.045

0.000

0.004

54.69%

225.75

1.91

lock
****

0.10

740PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

VARUN BEVERAGES LIMITED - Statistics

Day Range
₹609.15 - ₹633.00
52w Range
₹478.55 - ₹681.10
Volume
4,016,697

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Underlying Assets & Securities

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VARUN BEVERAGES LIMITED

612.55

-15.45 (-2.46%)

VARUN BEVERAGES LIMITED Options

VARUN BEVERAGES LIMITED Futures

Frequently Asked Questions

What is the current spot price for VARUN BEVERAGES LIMITED?chevron-up

The current spot price for VARUN BEVERAGES LIMITED is ₹612.55.

What is the minimum option lot size for VARUN BEVERAGES LIMITED?chevron-up

The minimum lot size for VARUN BEVERAGES LIMITED is 875.

Which VARUN BEVERAGES LIMITED call and put option contract has the highest open interest?chevron-up

The 650.00 strike for VARUN BEVERAGES LIMITED call options have an OI of 13.12 Lakhs. The 620.00 strike for VARUN BEVERAGES LIMITED put options has an OI of 6.19 Lakhs

What is the current at-the-money (ATM) strike for VARUN BEVERAGES LIMITED and what is its price?chevron-up

The current ATM strike for VARUN BEVERAGES LIMITED is 610.00. The call price is ₹9.95 and the put price is ₹5.20.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for VARUN BEVERAGES LIMITED?chevron-up

The PCR for the 610.00 strike is 4.19.

What is the implied volatility of VARUN BEVERAGES LIMITED?chevron-up

The implied volatility (IV) of at-the-money VARUN BEVERAGES LIMITED call is 22.46% and 25.39% for puts.

How much will the price change of the at-the-money (ATM) strike for VARUN BEVERAGES LIMITED call options if VARUN BEVERAGES LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 610.00 and the call option is priced at ₹9.95. If VARUN BEVERAGES LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.6235. The value of 0.6235 is the option's 'Delta'.