VBL
Varun Beverages Limited
Historical option data for VBL
01 Apr 2026 03:22 PM IST
| VBL 28-Apr-2026 (27d) 405 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.44
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 401.80 | 15.1 | 6.6 | 34.88 | 276 | -22 | 89 | |||||||||
| 30 Mar | 384.10 | 8.95 | -3.55 | 36.98 | 135 | 69 | 111 | |||||||||
| 27 Mar | 389.30 | 12.6 | -5 | 39.01 | 40 | -2 | 43 | |||||||||
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| 25 Mar | 401.45 | 17.4 | 2.6 | 35.89 | 69 | 20 | 45 | |||||||||
| 24 Mar | 388.35 | 14.8 | 1.2 | 41.84 | 27 | 7 | 24 | |||||||||
| 23 Mar | 382.20 | 13.6 | -6.05 | 43.77 | 19 | 9 | 16 | |||||||||
| 20 Mar | 401.45 | 19.7 | -45.35 | 36.6 | 9 | 6 | 6 | |||||||||
| 19 Mar | 404.65 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 415.10 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 406.35 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 407.15 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 401.30 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 411.05 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 431.25 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 436.50 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 437.75 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 447.65 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 445.75 | 65.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 405 expiring on 28APR2026
Delta for 405 CE is 0.52
Historical price for 405 CE is as follows
On 1 Apr VBL was trading at 401.80. The strike last trading price was 15.1, which was 6.6 higher than the previous day. The implied volatity was 34.88, the open interest changed by -22 which decreased total open position to 89
On 30 Mar VBL was trading at 384.10. The strike last trading price was 8.95, which was -3.55 lower than the previous day. The implied volatity was 36.98, the open interest changed by 69 which increased total open position to 111
On 27 Mar VBL was trading at 389.30. The strike last trading price was 12.6, which was -5 lower than the previous day. The implied volatity was 39.01, the open interest changed by -2 which decreased total open position to 43
On 25 Mar VBL was trading at 401.45. The strike last trading price was 17.4, which was 2.6 higher than the previous day. The implied volatity was 35.89, the open interest changed by 20 which increased total open position to 45
On 24 Mar VBL was trading at 388.35. The strike last trading price was 14.8, which was 1.2 higher than the previous day. The implied volatity was 41.84, the open interest changed by 7 which increased total open position to 24
On 23 Mar VBL was trading at 382.20. The strike last trading price was 13.6, which was -6.05 lower than the previous day. The implied volatity was 43.77, the open interest changed by 9 which increased total open position to 16
On 20 Mar VBL was trading at 401.45. The strike last trading price was 19.7, which was -45.35 lower than the previous day. The implied volatity was 36.6, the open interest changed by 6 which increased total open position to 6
On 19 Mar VBL was trading at 404.65. The strike last trading price was 65.05, 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 Mar VBL was trading at 415.10. The strike last trading price was 65.05, 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 Mar VBL was trading at 406.35. The strike last trading price was 65.05, 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 Mar VBL was trading at 407.15. The strike last trading price was 65.05, 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 Mar VBL was trading at 401.30. The strike last trading price was 65.05, 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 Mar VBL was trading at 411.05. The strike last trading price was 65.05, 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 Mar VBL was trading at 431.25. The strike last trading price was 65.05, 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 Mar VBL was trading at 436.50. The strike last trading price was 65.05, 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 Mar VBL was trading at 437.75. The strike last trading price was 65.05, 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 Mar VBL was trading at 447.65. The strike last trading price was 65.05, 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 5 Mar VBL was trading at 445.75. The strike last trading price was 65.05, 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 28-Apr-2026 (27d) 405 PE | |||||||
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Delta: -0.48
Vega: 0.44
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 401.80 | 16.1 | -9.95 | 36.68 | 168 | 51 | 71 |
| 30 Mar | 384.10 | 26.05 | 7 | - | 0 | 0 | 0 |
| 27 Mar | 389.30 | 26.05 | 7 | 40.98 | 1 | 0 | 20 |
| 25 Mar | 401.45 | 19.2 | 0.6 | 39.08 | 6 | 4 | 18 |
| 24 Mar | 388.35 | 18.6 | 0.35 | - | 0 | 0 | 14 |
| 23 Mar | 382.20 | 18.6 | 0.35 | - | 0 | 0 | 14 |
| 20 Mar | 401.45 | 18.6 | 0.35 | - | 0 | 0 | 14 |
| 19 Mar | 404.65 | 18.6 | 0.35 | 39.7 | 12 | 5 | 13 |
| 18 Mar | 415.10 | 18.25 | -2.45 | - | 0 | 0 | 8 |
| 17 Mar | 406.35 | 18.25 | -2.45 | - | 6 | 0 | 8 |
| 16 Mar | 407.15 | 18.25 | -2.45 | 38.85 | 6 | 3 | 7 |
| 13 Mar | 401.30 | 20.7 | 14.4 | 37.87 | 4 | 3 | 3 |
| 12 Mar | 411.05 | 6.3 | 0 | 2.31 | 0 | 0 | 0 |
| 11 Mar | 431.25 | 6.3 | 0 | 5.94 | 0 | 0 | 0 |
| 10 Mar | 436.50 | 6.3 | 0 | 7.17 | 0 | 0 | 0 |
| 9 Mar | 437.75 | 6.3 | 0 | 7.49 | 0 | 0 | 0 |
| 6 Mar | 447.65 | 6.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 445.75 | 6.3 | 0 | 8.36 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 405 expiring on 28APR2026
Delta for 405 PE is -0.48
Historical price for 405 PE is as follows
On 1 Apr VBL was trading at 401.80. The strike last trading price was 16.1, which was -9.95 lower than the previous day. The implied volatity was 36.68, the open interest changed by 51 which increased total open position to 71
On 30 Mar VBL was trading at 384.10. The strike last trading price was 26.05, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar VBL was trading at 389.30. The strike last trading price was 26.05, which was 7 higher than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 20
On 25 Mar VBL was trading at 401.45. The strike last trading price was 19.2, which was 0.6 higher than the previous day. The implied volatity was 39.08, the open interest changed by 4 which increased total open position to 18
On 24 Mar VBL was trading at 388.35. The strike last trading price was 18.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Mar VBL was trading at 382.20. The strike last trading price was 18.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Mar VBL was trading at 401.45. The strike last trading price was 18.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Mar VBL was trading at 404.65. The strike last trading price was 18.6, which was 0.35 higher than the previous day. The implied volatity was 39.7, the open interest changed by 5 which increased total open position to 13
On 18 Mar VBL was trading at 415.10. The strike last trading price was 18.25, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar VBL was trading at 406.35. The strike last trading price was 18.25, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar VBL was trading at 407.15. The strike last trading price was 18.25, which was -2.45 lower than the previous day. The implied volatity was 38.85, the open interest changed by 3 which increased total open position to 7
On 13 Mar VBL was trading at 401.30. The strike last trading price was 20.7, which was 14.4 higher than the previous day. The implied volatity was 37.87, the open interest changed by 3 which increased total open position to 3
On 12 Mar VBL was trading at 411.05. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 11 Mar VBL was trading at 431.25. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 10 Mar VBL was trading at 436.50. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 9 Mar VBL was trading at 437.75. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 7.49, the open interest changed by 0 which decreased total open position to 0
On 6 Mar VBL was trading at 447.65. The strike last trading price was 6.3, 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 5 Mar VBL was trading at 445.75. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 8.36, the open interest changed by 0 which decreased total open position to 0
