VBL

Varun Beverages Limited

470.85 -6.30 (-1.32%)

L: 466.8 H: 478.7

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Historical option data for VBL
17 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

VBL 30-DEC-2025 380 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	470.85	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0
16 Dec	477.15	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0
12 Dec	479.95	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0
11 Dec	478.50	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0

10 Dec	472.95	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0
8 Dec	469.80	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0
4 Dec	479.90	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0
1 Dec	484.15	77.75 ₹ 79,693.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 380 expiring on 30DEC2025

Delta for 380 CE is -

Historical price for 380 CE is as follows

On 17 Dec VBL was trading at 470.85. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 16 Dec VBL was trading at 477.15. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec VBL was trading at 479.95. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Dec VBL was trading at 478.50. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Dec VBL was trading at 472.95. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec VBL was trading at 469.80. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec VBL was trading at 479.90. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec VBL was trading at 484.15. The strike last trading price was 77.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

VBL 30DEC2025 380 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	470.85	0.1 ₹ 102.5	0.05 51.25	-	0 0	0 0	1 1,025
16 Dec	477.15	0.1 ₹ 102.5	0.05 51.25	-	0 0	0 0	1 1,025
12 Dec	479.95	0.1 ₹ 102.5	0.05 51.25	-	0 0	0 0	1 1,025
11 Dec	478.50	0.1 ₹ 102.5	0.05 51.25	42.39	1 1,025	0 0	2 2,050
10 Dec	472.95	0.05 ₹ 51.25	-0.1 -102.50	-	0 0	0 0	2 2,050
8 Dec	469.80	0.05 ₹ 51.25	-0.1 -102.50	-	0 0	0 0	2 2,050
4 Dec	479.90	0.05 ₹ 51.25	-0.1 -102.50	34.03	2 2,050	1 1,025	3 3,075
1 Dec	484.15	0.15 ₹ 153.75	-0.85 -871.25	37.67	2 2,050	0 0	1 1,025

For Varun Beverages Limited - strike price 380 expiring on 30DEC2025

Delta for 380 PE is -

Historical price for 380 PE is as follows

On 17 Dec VBL was trading at 470.85. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec VBL was trading at 477.15. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 42.39, the open interest changed by 0 which decreased total open position to 2

On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 34.03, the open interest changed by 1 which increased total open position to 3

On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.15, which was -0.85 lower than the previous day. The implied volatity was 37.67, the open interest changed by 0 which decreased total open position to 1

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