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VARUN BEVERAGES LIMITED Option Chain

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₹ 513.4
534.5
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

420PCR: --

0.55

lock
****

0.03

5.25

53.71%

-0.026

0.001

-0.115

0.060

0.328

-1.954

0.002

0.736

166.75%

0.00

0.02

lock
****

104.80

440PCR: 50.00

0.75

lock
****

0.88

464.63

45.90%

-0.041

0.002

-0.143

0.087

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

450PCR: --

1.00

lock
****

0.23

246.75

41.99%

-0.052

0.003

-0.160

0.107

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

460PCR: --

1.70

lock
****

1.94

385.00

41.50%

-0.085

0.004

-0.232

0.156

0.207

-0.297

0.005

0.874

40.04%

28.88

0.17

lock
****

45.25

470PCR: 19.63

2.80

lock
****

3.26

222.25

40.53%

-0.129

0.005

-0.306

0.211

0.283

-0.430

0.007

0.797

42.48%

18.38

0.09

lock
****

37.65

480PCR: 47.70

4.30

lock
****

4.17

566.13

39.79%

-0.189

0.007

-0.386

0.272

0.349

-0.599

0.007

0.701

48.10%

17.50

0.20

lock
****

32.25

490PCR: 9.70

6.55

lock
****

1.95

424.38

39.06%

-0.265

0.008

-0.459

0.329

0.375

-0.527

0.009

0.641

39.31%

240.63

8.68

lock
****

22.55

500PCR: 1.29

9.70

lock
****

11.17

2,275.00

38.82%

-0.358

0.010

-0.520

0.375

0.398

-0.531

0.011

0.543

37.35%

277.38

1.06

lock
****

16.25

510PCR: 5.10

13.60

lock
****

5.40

1,196.13

37.35%

-0.458

0.011

-0.531

0.398

0.395

-0.524

0.011

0.436

37.11%

1,448.13

4.24

lock
****

11.60

520PCR: 1.88

18.70

lock
****

8.00

1,479.63

36.38%

-0.566

0.011

-0.513

0.395

0.365

-0.481

0.010

0.335

36.87%

1,504.13

5.23

lock
****

7.95

530PCR: 0.51

25.20

lock
****

2.68

598.50

35.64%

-0.671

0.010

-0.463

0.363

0.319

-0.425

0.009

0.249

37.35%

1,291.50

8.84

lock
****

5.50

540PCR: 0.45

32.30

lock
****

4.00

203.88

35.89%

-0.759

0.009

-0.401

0.313

0.268

-0.369

0.007

0.185

38.57%

2,121.00

12.83

lock
****

3.80

550PCR: 0.27

39.25

lock
****

3.51

69.13

30.76%

-0.872

0.007

-0.231

0.210

0.218

-0.308

0.005

0.135

39.55%

1,018.50

5.72

lock
****

2.70

560PCR: 0.37

46.40

lock
****

2.09

43.75

0.00%

-1.000

0.000

0.000

0.000

0.177

-0.259

0.004

0.100

41.02%

674.63

5.84

lock
****

1.85

570PCR: 0.22

54.00

lock
****

1.26

7.00

0.00%

-1.000

0.000

0.000

0.000

0.138

-0.207

0.003

0.072

41.99%

488.25

6.05

lock
****

1.30

580PCR: 0.19

46.00

lock
****

1.17

0.00

0.00%

-1.000

0.000

0.000

0.000

0.113

-0.178

0.003

0.056

43.95%

273.00

3.00

lock
****

1.05

590PCR: 0.15

74.05

lock
****

0.46

2.63

0.00%

-1.000

0.000

0.000

0.000

0.094

-0.153

0.002

0.044

45.90%

491.75

10.20

lock
****

0.80

600PCR: 0.12

83.70

lock
****

1.25

52.50

0.00%

-1.000

0.000

0.000

0.000

0.084

-0.146

0.002

0.038

48.83%

100.63

1.96

lock
****

0.70

610PCR: 0.13

75.05

lock
****

0.25

0.00

0.00%

-1.000

0.000

0.000

0.000

0.072

-0.130

0.001

0.032

50.78%

43.75

1.58

lock
****

0.60

620PCR: 0.35

84.70

lock
****

0.55

0.00

0.00%

-1.000

0.000

0.000

0.000

0.056

-0.104

0.001

0.024

51.76%

20.13

1.93

lock
****

0.45

630PCR: 0.56

95.80

lock
****

1.08

0.00

0.00%

-1.000

0.000

0.000

0.000

0.053

-0.103

0.001

0.022

54.69%

53.38

1.20

lock
****

0.40

640PCR: 0.12

88.50

lock
****

0.15

0.00

0.00%

-1.000

0.000

0.000

0.000

0.053

-0.112

0.001

0.022

58.59%

28.00

3.63

lock
****

0.45

650PCR: 0.01

83.00

lock
****

0.04

0.00

0.00%

-1.000

0.000

0.000

0.000

0.040

-0.085

0.001

0.016

58.59%

11.38

1.56

lock
****

0.35

660PCR: 0.06

132.80

lock
****

0.10

0.88

0.00%

-1.000

0.000

0.000

0.000

0.033

-0.073

0.001

0.013

62.50%

0.00

0.35

lock
****

0.25

680PCR: 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
₹511.20 - ₹538.15
52w Range
₹511.15 - ₹681.12
Volume
9,467,636

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Underlying Assets & Securities

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VARUN BEVERAGES LIMITED

513.40

-21.10 (-3.95%)

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 ₹513.40.

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 550.00 strike for VARUN BEVERAGES LIMITED call options have an OI of 12.83 Lakhs. The 500.00 strike for VARUN BEVERAGES LIMITED put options has an OI of 11.17 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 510.00. The call price is ₹16.25 and the put price is ₹13.60.

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 510.00 strike is 5.10.

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

The implied volatility (IV) of at-the-money VARUN BEVERAGES LIMITED call is 37.35% and 37.35% 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 510.00 and the call option is priced at ₹16.25. If VARUN BEVERAGES LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.5428. The value of 0.5428 is the option's 'Delta'.