VBL
Varun Beverages Limited
Historical option data for VBL
12 Dec 2025 04:12 PM IST
| VBL 30-DEC-2025 400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 479.95 | 79.4 | 9.65 | - | 0 | 0 | 8 | |||||||||
| 11 Dec | 478.50 | 79.4 | 9.65 | - | 0 | 0 | 8 | |||||||||
| 10 Dec | 472.95 | 79.4 | 9.65 | 72.18 | 3 | 1 | 8 | |||||||||
| 9 Dec | 471.55 | 69.75 | -15.75 | - | 7 | 3 | 6 | |||||||||
| 8 Dec | 469.80 | 85.5 | 16.7 | - | 0 | 0 | 3 | |||||||||
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| 5 Dec | 479.95 | 85.5 | 16.7 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 479.90 | 85.5 | 16.7 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 477.50 | 85.5 | 16.7 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 481.40 | 85.5 | 16.7 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 484.15 | 85.5 | 16.7 | - | 0 | -2 | 0 | |||||||||
| 28 Nov | 481.55 | 85.5 | 16.7 | 42.48 | 2 | -1 | 4 | |||||||||
| 27 Nov | 467.30 | 68.8 | 1.7 | - | 1 | 0 | 4 | |||||||||
| 26 Nov | 465.50 | 67.1 | 18 | - | 3 | 0 | 5 | |||||||||
| 25 Nov | 449.05 | 49.1 | -1.9 | - | 3 | 1 | 3 | |||||||||
| 24 Nov | 446.10 | 51 | -2 | - | 1 | 0 | 1 | |||||||||
| 21 Nov | 447.65 | 53 | -4 | 25.86 | 1 | 0 | 1 | |||||||||
| 20 Nov | 451.50 | 57 | -6.15 | 23.93 | 1 | 0 | 0 | |||||||||
| 19 Nov | 454.55 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 457.90 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 461.70 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 459.40 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 453.00 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 459.30 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 470.60 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 463.25 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 470.20 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 471.00 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 474.75 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 469.65 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 485.25 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 495.45 | 63.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 454.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 459.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 461.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 441.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 445.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 434.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 438.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 443.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 400 expiring on 30DEC2025
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 12 Dec VBL was trading at 479.95. The strike last trading price was 79.4, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Dec VBL was trading at 478.50. The strike last trading price was 79.4, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Dec VBL was trading at 472.95. The strike last trading price was 79.4, which was 9.65 higher than the previous day. The implied volatity was 72.18, the open interest changed by 1 which increased total open position to 8
On 9 Dec VBL was trading at 471.55. The strike last trading price was 69.75, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6
On 8 Dec VBL was trading at 469.80. The strike last trading price was 85.5, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec VBL was trading at 479.95. The strike last trading price was 85.5, which was 16.7 higher 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 85.5, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VBL was trading at 477.50. The strike last trading price was 85.5, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec VBL was trading at 481.40. The strike last trading price was 85.5, which was 16.7 higher 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 85.5, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 28 Nov VBL was trading at 481.55. The strike last trading price was 85.5, which was 16.7 higher than the previous day. The implied volatity was 42.48, the open interest changed by -1 which decreased total open position to 4
On 27 Nov VBL was trading at 467.30. The strike last trading price was 68.8, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Nov VBL was trading at 465.50. The strike last trading price was 67.1, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Nov VBL was trading at 449.05. The strike last trading price was 49.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 24 Nov VBL was trading at 446.10. The strike last trading price was 51, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Nov VBL was trading at 447.65. The strike last trading price was 53, which was -4 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 1
On 20 Nov VBL was trading at 451.50. The strike last trading price was 57, which was -6.15 lower than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 0
On 19 Nov VBL was trading at 454.55. The strike last trading price was 63.15, 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 18 Nov VBL was trading at 457.90. The strike last trading price was 63.15, 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 17 Nov VBL was trading at 461.70. The strike last trading price was 63.15, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 63.15, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 63.15, 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 Nov VBL was trading at 459.30. The strike last trading price was 63.15, 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 Nov VBL was trading at 470.60. The strike last trading price was 63.15, 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 Nov VBL was trading at 463.25. The strike last trading price was 63.15, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 63.15, 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 Nov VBL was trading at 471.00. The strike last trading price was 63.15, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 63.15, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 63.15, 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 30 Oct VBL was trading at 485.25. The strike last trading price was 63.15, 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 29 Oct VBL was trading at 495.45. The strike last trading price was 63.15, 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 28 Oct VBL was trading at 454.15. 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
On 27 Oct VBL was trading at 459.35. 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
On 16 Oct VBL was trading at 461.30. 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
On 14 Oct VBL was trading at 441.60. 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
On 9 Oct VBL was trading at 445.90. 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
On 8 Oct VBL was trading at 434.85. 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
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
On 3 Oct VBL was trading at 443.45. 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 400 PE | |||||||
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Delta: -0.01
Vega: 0.03
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 479.95 | 0.15 | -0.1 | 37.84 | 29 | 0 | 156 |
| 11 Dec | 478.50 | 0.3 | 0.05 | 40.06 | 6 | -1 | 156 |
| 10 Dec | 472.95 | 0.25 | 0 | 35.09 | 18 | -5 | 157 |
| 9 Dec | 471.55 | 0.25 | -0.1 | 34.25 | 45 | 8 | 163 |
| 8 Dec | 469.80 | 0.35 | 0.1 | 34.80 | 11 | 0 | 156 |
| 5 Dec | 479.95 | 0.25 | -0.05 | 34.19 | 25 | -10 | 157 |
| 4 Dec | 479.90 | 0.3 | 0.1 | 34.42 | 30 | -7 | 168 |
| 3 Dec | 477.50 | 0.2 | -0.05 | 31.73 | 2 | 0 | 176 |
| 2 Dec | 481.40 | 0.25 | 0 | 33.16 | 25 | -17 | 174 |
| 1 Dec | 484.15 | 0.25 | -0.05 | 33.06 | 8 | -4 | 191 |
| 28 Nov | 481.55 | 0.25 | -0.15 | 31.01 | 53 | -34 | 196 |
| 27 Nov | 467.30 | 0.4 | -0.05 | 28.42 | 29 | -14 | 231 |
| 26 Nov | 465.50 | 0.45 | -0.55 | 28.18 | 172 | -33 | 244 |
| 25 Nov | 449.05 | 1 | -0.15 | 26.38 | 118 | 25 | 271 |
| 24 Nov | 446.10 | 1.15 | -0.1 | 26.21 | 90 | 0 | 246 |
| 21 Nov | 447.65 | 1.15 | -0.2 | 25.86 | 121 | 24 | 236 |
| 20 Nov | 451.50 | 1.25 | 0 | 27.66 | 82 | 38 | 211 |
| 19 Nov | 454.55 | 1.25 | 0 | 28.02 | 165 | 71 | 173 |
| 18 Nov | 457.90 | 1.25 | 0.1 | 28.70 | 47 | 27 | 102 |
| 17 Nov | 461.70 | 1.15 | -0.2 | 29.24 | 6 | 2 | 74 |
| 14 Nov | 459.40 | 1.35 | -0.6 | 28.85 | 11 | -2 | 71 |
| 13 Nov | 453.00 | 1.95 | 0.5 | 29.48 | 20 | 9 | 72 |
| 12 Nov | 459.30 | 1.45 | 0.2 | 28.73 | 29 | 12 | 63 |
| 11 Nov | 470.60 | 1.25 | -0.2 | 30.66 | 10 | -3 | 51 |
| 10 Nov | 463.25 | 1.4 | 0.1 | 29.09 | 6 | 2 | 53 |
| 7 Nov | 470.20 | 1.3 | -0.2 | 30.25 | 1 | 0 | 52 |
| 4 Nov | 471.00 | 1.5 | 0.1 | 30.42 | 5 | -3 | 53 |
| 3 Nov | 474.75 | 1.4 | -0.25 | 30.91 | 12 | 4 | 57 |
| 31 Oct | 469.65 | 1.65 | 0.05 | - | 43 | 3 | 56 |
| 30 Oct | 485.25 | 1.6 | 0.2 | 32.95 | 16 | -12 | 52 |
| 29 Oct | 495.45 | 1.4 | -3.05 | 34.65 | 81 | -14 | 64 |
| 28 Oct | 454.15 | 4.45 | 1.35 | 33.50 | 87 | 72 | 77 |
| 27 Oct | 459.35 | 3.1 | -0.8 | - | 5 | 2 | 4 |
| 16 Oct | 461.30 | 3.9 | -1.15 | 31.69 | 2 | -1 | 3 |
| 14 Oct | 441.60 | 5.05 | -1.9 | 27.72 | 1 | 0 | 3 |
| 9 Oct | 445.90 | 6.95 | -0.15 | 32.35 | 2 | 1 | 2 |
| 8 Oct | 434.85 | 7.1 | -6.3 | 28.30 | 2 | 1 | 1 |
| 6 Oct | 438.95 | 13.4 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 443.45 | 13.4 | 0 | 6.49 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 400 expiring on 30DEC2025
Delta for 400 PE is -0.01
Historical price for 400 PE is as follows
On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 156
On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 40.06, the open interest changed by -1 which decreased total open position to 156
On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 35.09, the open interest changed by -5 which decreased total open position to 157
On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 34.25, the open interest changed by 8 which increased total open position to 163
On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 34.80, the open interest changed by 0 which decreased total open position to 156
On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 34.19, the open interest changed by -10 which decreased total open position to 157
On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 34.42, the open interest changed by -7 which decreased total open position to 168
On 3 Dec VBL was trading at 477.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 176
On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 33.16, the open interest changed by -17 which decreased total open position to 174
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 33.06, the open interest changed by -4 which decreased total open position to 191
On 28 Nov VBL was trading at 481.55. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.01, the open interest changed by -34 which decreased total open position to 196
On 27 Nov VBL was trading at 467.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by -14 which decreased total open position to 231
On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.45, which was -0.55 lower than the previous day. The implied volatity was 28.18, the open interest changed by -33 which decreased total open position to 244
On 25 Nov VBL was trading at 449.05. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 26.38, the open interest changed by 25 which increased total open position to 271
On 24 Nov VBL was trading at 446.10. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 26.21, the open interest changed by 0 which decreased total open position to 246
On 21 Nov VBL was trading at 447.65. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 25.86, the open interest changed by 24 which increased total open position to 236
On 20 Nov VBL was trading at 451.50. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 27.66, the open interest changed by 38 which increased total open position to 211
On 19 Nov VBL was trading at 454.55. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 28.02, the open interest changed by 71 which increased total open position to 173
On 18 Nov VBL was trading at 457.90. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 28.70, the open interest changed by 27 which increased total open position to 102
On 17 Nov VBL was trading at 461.70. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 74
On 14 Nov VBL was trading at 459.40. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 28.85, the open interest changed by -2 which decreased total open position to 71
On 13 Nov VBL was trading at 453.00. The strike last trading price was 1.95, which was 0.5 higher than the previous day. The implied volatity was 29.48, the open interest changed by 9 which increased total open position to 72
On 12 Nov VBL was trading at 459.30. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 28.73, the open interest changed by 12 which increased total open position to 63
On 11 Nov VBL was trading at 470.60. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 30.66, the open interest changed by -3 which decreased total open position to 51
On 10 Nov VBL was trading at 463.25. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 29.09, the open interest changed by 2 which increased total open position to 53
On 7 Nov VBL was trading at 470.20. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 52
On 4 Nov VBL was trading at 471.00. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 30.42, the open interest changed by -3 which decreased total open position to 53
On 3 Nov VBL was trading at 474.75. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 30.91, the open interest changed by 4 which increased total open position to 57
On 31 Oct VBL was trading at 469.65. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 56
On 30 Oct VBL was trading at 485.25. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 32.95, the open interest changed by -12 which decreased total open position to 52
On 29 Oct VBL was trading at 495.45. The strike last trading price was 1.4, which was -3.05 lower than the previous day. The implied volatity was 34.65, the open interest changed by -14 which decreased total open position to 64
On 28 Oct VBL was trading at 454.15. The strike last trading price was 4.45, which was 1.35 higher than the previous day. The implied volatity was 33.50, the open interest changed by 72 which increased total open position to 77
On 27 Oct VBL was trading at 459.35. The strike last trading price was 3.1, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 16 Oct VBL was trading at 461.30. The strike last trading price was 3.9, which was -1.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by -1 which decreased total open position to 3
On 14 Oct VBL was trading at 441.60. The strike last trading price was 5.05, which was -1.9 lower than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 3
On 9 Oct VBL was trading at 445.90. The strike last trading price was 6.95, which was -0.15 lower than the previous day. The implied volatity was 32.35, the open interest changed by 1 which increased total open position to 2
On 8 Oct VBL was trading at 434.85. The strike last trading price was 7.1, which was -6.3 lower than the previous day. The implied volatity was 28.30, the open interest changed by 1 which increased total open position to 1
On 6 Oct VBL was trading at 438.95. The strike last trading price was 13.4, 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 3 Oct VBL was trading at 443.45. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0































































































































































































































