VBL

Varun Beverages Limited

479.95 +1.45 (0.30%)

L: 473.45 H: 481.55

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Historical option data for VBL
12 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 390 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

12 Dec	479.95	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	1 1,025
11 Dec	478.50	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	1 1,025
10 Dec	472.95	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	1 1,025
9 Dec	471.55	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	0 0
8 Dec	469.80	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	1 1,025
4 Dec	479.90	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	0 0
1 Dec	484.15	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	0 0
28 Nov	481.55	67.8 ₹ 69,495	-2.2 -2255.00	-	0 0	0 0	0 0
26 Nov	465.50	67.8 ₹ 69,495	-2.2 -2255.00	-	2 2,050	0 0	1 1,025
25 Nov	449.05	70 ₹ 71,750	-0.25 -256.25	-	0 0	0 0	0 0
24 Nov	446.10	70 ₹ 71,750	-0.25 -256.25	-	0 0	0 0	0 0
21 Nov	447.65	70 ₹ 71,750	-0.25 -256.25	-	0 0	0 0	0 0
6 Oct	438.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 390 expiring on 30DEC2025

Delta for 390 CE is -

Historical price for 390 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 67.8, which was -2.2 lower 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 67.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec VBL was trading at 472.95. The strike last trading price was 67.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec VBL was trading at 471.55. The strike last trading price was 67.8, which was -2.2 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 67.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 4 Dec VBL was trading at 479.90. The strike last trading price was 67.8, which was -2.2 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 67.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov VBL was trading at 481.55. The strike last trading price was 67.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov VBL was trading at 465.50. The strike last trading price was 67.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 25 Nov VBL was trading at 449.05. The strike last trading price was 70, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov VBL was trading at 446.10. The strike last trading price was 70, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov VBL was trading at 447.65. The strike last trading price was 70, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Oct VBL was trading at 438.95. The strike last trading price was 0, 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 390 PE
Delta: -0.01 Vega: 0.03 Theta: -0.03 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	0.15 ₹ 153.75	-0.05 -51.25	41.96	6 6,150	-2 -2,050	64 65,600
11 Dec	478.50	0.2 ₹ 205	0 0.00	-	0 0	0 0	66 67,650
10 Dec	472.95	0.2 ₹ 205	0 0.00	38.19	3 3,075	-1 -1,025	67 68,675
9 Dec	471.55	0.2 ₹ 205	0 0.00	37.80	4 4,100	-1 -1,025	68 69,700
8 Dec	469.80	0.2 ₹ 205	0.1 102.50	36.12	2 2,050	-1 -1,025	69 70,725
4 Dec	479.90	0.1 ₹ 102.5	-0.15 -153.75	33.14	28 28,700	-19 -19,475	70 71,750
1 Dec	484.15	0.25 ₹ 256.25	-0.05 -51.25	-	0 0	-5 -5,125	0 0
28 Nov	481.55	0.25 ₹ 256.25	-0.05 -51.25	34.49	8 8,200	-5 -5,125	89 91,225
26 Nov	465.50	0.3 ₹ 307.5	-0.3 -307.50	30.00	31 31,775	3 3,075	94 96,350
25 Nov	449.05	0.6 ₹ 615	-0.1 -102.50	27.61	59 60,475	41 42,025	80 82,000
24 Nov	446.10	0.65 ₹ 666.25	-0.3 -307.50	27.06	42 43,050	29 29,725	39 39,975
21 Nov	447.65	0.95 ₹ 973.75	-0.05 -51.25	28.74	13 13,325	9 9,225	10 10,250
6 Oct	438.95	10.65 ₹ 10,916.25	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 390 expiring on 30DEC2025

Delta for 390 PE is -0.01

Historical price for 390 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.96, the open interest changed by -2 which decreased total open position to 64

On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66

On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 38.19, the open interest changed by -1 which decreased total open position to 67

On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 37.80, the open interest changed by -1 which decreased total open position to 68

On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 36.12, the open interest changed by -1 which decreased total open position to 69

On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 33.14, the open interest changed by -19 which decreased total open position to 70

On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0

On 28 Nov VBL was trading at 481.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 34.49, the open interest changed by -5 which decreased total open position to 89

On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 94

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 27.61, the open interest changed by 41 which increased total open position to 80

On 24 Nov VBL was trading at 446.10. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 27.06, the open interest changed by 29 which increased total open position to 39

On 21 Nov VBL was trading at 447.65. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 28.74, the open interest changed by 9 which increased total open position to 10

On 6 Oct VBL was trading at 438.95. The strike last trading price was 10.65, 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

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