[--[65.84.65.76]--]

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
VBL 30-DEC-2025 400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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 -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