VBL
Varun Beverages Limited
470.35
-2.80 (-0.59%)
Option Chain for VBL
17 Jun 2025 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 875 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | OI pcrCOI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta |
| 0.96 | 8 | 0 | 1 | 61.38 | 71.75 | -1.25 | 23.63 400 - | -0.05 | 0.25 | 50.75 | 4 | 0 | 189 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 129.45 | 0.00 | - 410 - | -0.05 | 0.25 | 44.09 | 24 | 9 | 35 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 49.90 | 0.00 | - 420 - | -0.05 | 0.40 | 40.68 | 103 | -20 | 86 | -0.03 |
| - | 34 | 7 | 15 | - | 41.10 | -4.40 | 13.53 430 -5.71 | 0.00 | 0.65 | 37.16 | 326 | -40 | 460 | -0.05 |
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| 0.93 | 23 | 0 | 42 | 29.78 | 31.90 | -2.60 | 16.30 440 - | -0.15 | 0.90 | 32.02 | 190 | 2 | 375 | -0.08 |
| 0.85 | 392 | -15 | 162 | 29.30 | 23.00 | -1.20 | 1.79 450 7.27 | 0.05 | 2.00 | 30.75 | 489 | -109 | 701 | -0.16 |
| 0.73 | 206 | -8 | 469 | 25.76 | 14.45 | -3.10 | 7.15 460 7.38 | 0.25 | 4.20 | 29.91 | 1,051 | -59 | 1,472 | -0.29 |
| 0.53 | 904 | -20 | 2,058 | 26.79 | 8.55 | -2.30 | 0.98 470 -8.90 | 0.80 | 8.25 | 30.22 | 1,726 | 178 | 883 | -0.47 |
| 0.35 | 3,041 | -127 | 4,043 | 28.56 | 4.85 | -1.60 | 0.53 480 -1.62 | 1.45 | 14.20 | 31.04 | 1,089 | 206 | 1,603 | -0.64 |
| 0.22 | 2,212 | 8 | 1,994 | 31.18 | 2.85 | -1.05 | 0.17 490 1.25 | 1.60 | 21.95 | 33.23 | 196 | 10 | 370 | -0.76 |
| 0.14 | 3,990 | -243 | 2,469 | 34.31 | 1.80 | -0.65 | 0.16 500 -0.12 | 2.45 | 31.40 | 39.74 | 163 | 28 | 620 | -0.82 |
| 0.09 | 1,018 | -10 | 459 | 36.23 | 1.05 | -0.50 | 0.20 510 -1.30 | 1.10 | 40.30 | 41.21 | 55 | 13 | 200 | -0.88 |
| 0.06 | 1,522 | 18 | 533 | 38.48 | 0.65 | -0.35 | 0.18 520 1.00 | 0.25 | 46.45 | - | 64 | 18 | 277 | - |
| 0.03 | 891 | 72 | 242 | 40.48 | 0.40 | -0.25 | - 530 - | 0.15 | 52.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 456 | 23 | 114 | 44.64 | 0.35 | -0.15 | 0.09 540 0.17 | 7.25 | 69.05 | 47.93 | 9 | 4 | 43 | -0.96 |
| 0.02 | 1,698 | 27 | 133 | 48.39 | 0.30 | -0.10 | - 550 - | 0.00 | 79.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 460 | -122 | 387 | 50.04 | 0.20 | -0.15 | 0.01 560 - | 3.60 | 83.60 | - | 2 | 0 | 5 | - |
| - | 146 | -1 | 2 | - | 0.20 | 0.05 | - 570 - | 0.00 | 84.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -2 | 0 | 0.00 | 0.10 | 0.00 | - 580 - | 0.00 | 66.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.15 | 0.00 | - 590 - | 0.00 | 70.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 345 | -5 | 8 | - | 0.10 | 0.00 | - 600 - | 0.00 | 127.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 17,346 | 7,319 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
