[--[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 410 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 56.5 0 - 0 0 0
11 Dec 478.50 56.5 0 - 0 0 0
10 Dec 472.95 56.5 0 - 0 0 0
9 Dec 471.55 56.5 0 - 0 0 0
8 Dec 469.80 56.5 0 - 0 0 0
5 Dec 479.95 56.5 0 - 0 0 0
4 Dec 479.90 56.5 0 - 0 0 0
3 Dec 477.50 56.5 0 - 0 0 0
2 Dec 481.40 56.5 0 - 0 0 0
1 Dec 484.15 56.5 0 - 0 0 0
28 Nov 481.55 56.5 0 - 0 0 0
27 Nov 467.30 56.5 0 - 0 0 0
26 Nov 465.50 56.5 0 - 0 0 0
25 Nov 449.05 56.5 0 - 0 0 0
24 Nov 446.10 56.5 0 - 0 0 0
21 Nov 447.65 56.5 0 - 0 0 0
20 Nov 451.50 56.5 0 - 0 0 0
19 Nov 454.55 56.5 0 - 0 0 0
18 Nov 457.90 56.5 0 - 0 0 0
17 Nov 461.70 56.5 0 - 0 0 0
14 Nov 459.40 56.5 0 - 0 0 0
13 Nov 453.00 56.5 0 - 0 0 0
12 Nov 459.30 56.5 0 - 0 0 0
11 Nov 470.60 56.5 0 - 0 0 0
10 Nov 463.25 56.5 0 - 0 0 0
7 Nov 470.20 56.5 0 - 0 0 0
4 Nov 471.00 56.5 0 - 0 0 0
3 Nov 474.75 56.5 0 - 0 0 0
31 Oct 469.65 56.5 0 - 0 0 0
30 Oct 485.25 56.5 0 - 0 0 0
29 Oct 495.45 56.5 0 - 0 0 0
28 Oct 454.15 56.5 0 - 0 0 0
27 Oct 459.35 56.5 0 - 0 0 0
16 Oct 461.30 56.5 0 - 0 0 0
14 Oct 441.60 56.5 0 - 0 0 0
9 Oct 445.90 56.5 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 410 expiring on 30DEC2025

Delta for 410 CE is -

Historical price for 410 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 56.5, 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 56.5, 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 56.5, 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 Dec VBL was trading at 471.55. The strike last trading price was 56.5, 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 56.5, 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 Dec VBL was trading at 479.95. The strike last trading price was 56.5, 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 56.5, 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 Dec VBL was trading at 477.50. The strike last trading price was 56.5, 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 2 Dec VBL was trading at 481.40. The strike last trading price was 56.5, 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 56.5, 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 Nov VBL was trading at 481.55. The strike last trading price was 56.5, 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 Nov VBL was trading at 467.30. The strike last trading price was 56.5, 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 26 Nov VBL was trading at 465.50. The strike last trading price was 56.5, 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 25 Nov VBL was trading at 449.05. The strike last trading price was 56.5, 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 24 Nov VBL was trading at 446.10. The strike last trading price was 56.5, 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 21 Nov VBL was trading at 447.65. The strike last trading price was 56.5, 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 20 Nov VBL was trading at 451.50. The strike last trading price was 56.5, 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 19 Nov VBL was trading at 454.55. The strike last trading price was 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 56.5, 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 410 PE
Delta: -0.01
Vega: 0.04
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 0.2 -0.2 34.87 11 -3 206
11 Dec 478.50 0.4 -0.15 37.16 40 -6 208
10 Dec 472.95 0.55 0.1 34.87 1 0 213
9 Dec 471.55 0.45 0 32.97 49 -13 213
8 Dec 469.80 0.45 0.1 31.79 4 0 226
5 Dec 479.95 0.35 0 31.92 2 1 227
4 Dec 479.90 0.35 0.05 31.16 28 21 223
3 Dec 477.50 0.3 0 29.81 27 21 202
2 Dec 481.40 0.3 -0.05 30.22 66 57 181
1 Dec 484.15 0.35 -0.1 30.87 8 -5 125
28 Nov 481.55 0.45 -0.15 30.00 97 -12 135
27 Nov 467.30 0.6 -0.1 26.64 33 14 146
26 Nov 465.50 0.7 -0.95 26.62 162 20 136
25 Nov 449.05 1.7 -0.15 25.38 82 -31 117
24 Nov 446.10 1.8 -0.3 24.70 47 27 148
21 Nov 447.65 2.1 -0.15 25.61 52 39 116
20 Nov 451.50 2.15 0.15 27.28 52 7 76
19 Nov 454.55 2 0.05 27.17 58 36 71
18 Nov 457.90 1.95 -0.15 27.78 55 26 36
17 Nov 461.70 2.1 -0.65 - 0 0 0
14 Nov 459.40 2.1 -0.65 28.12 8 0 10
13 Nov 453.00 2.75 0.4 28.16 9 4 9
12 Nov 459.30 2.35 -14.25 28.41 5 3 3
11 Nov 470.60 16.6 0 11.11 0 0 0
10 Nov 463.25 16.6 0 10.04 0 0 0
7 Nov 470.20 16.6 0 10.94 0 0 0
4 Nov 471.00 16.6 0 10.70 0 0 0
3 Nov 474.75 16.6 0 11.09 0 0 0
31 Oct 469.65 16.6 0 - 0 0 0
30 Oct 485.25 16.6 0 - 0 0 0
29 Oct 495.45 16.6 0 13.86 0 0 0
28 Oct 454.15 16.6 0 - 0 0 0
27 Oct 459.35 16.6 0 - 0 0 0
16 Oct 461.30 16.6 0 - 0 0 0
14 Oct 441.60 16.6 0 5.95 0 0 0
9 Oct 445.90 16.6 0 6.12 0 0 0
8 Oct 434.85 16.6 0 - 0 0 0
6 Oct 438.95 0 0 - 0 0 0
3 Oct 443.45 0 0 5.76 0 0 0


For Varun Beverages Limited - strike price 410 expiring on 30DEC2025

Delta for 410 PE is -0.01

Historical price for 410 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 34.87, the open interest changed by -3 which decreased total open position to 206


On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 37.16, the open interest changed by -6 which decreased total open position to 208


On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 213


On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 32.97, the open interest changed by -13 which decreased total open position to 213


On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 226


On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 227


On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.16, the open interest changed by 21 which increased total open position to 223


On 3 Dec VBL was trading at 477.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 29.81, the open interest changed by 21 which increased total open position to 202


On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by 57 which increased total open position to 181


On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 30.87, the open interest changed by -5 which decreased total open position to 125


On 28 Nov VBL was trading at 481.55. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 30.00, the open interest changed by -12 which decreased total open position to 135


On 27 Nov VBL was trading at 467.30. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 26.64, the open interest changed by 14 which increased total open position to 146


On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.7, which was -0.95 lower than the previous day. The implied volatity was 26.62, the open interest changed by 20 which increased total open position to 136


On 25 Nov VBL was trading at 449.05. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 25.38, the open interest changed by -31 which decreased total open position to 117


On 24 Nov VBL was trading at 446.10. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 24.70, the open interest changed by 27 which increased total open position to 148


On 21 Nov VBL was trading at 447.65. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 25.61, the open interest changed by 39 which increased total open position to 116


On 20 Nov VBL was trading at 451.50. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 27.28, the open interest changed by 7 which increased total open position to 76


On 19 Nov VBL was trading at 454.55. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 27.17, the open interest changed by 36 which increased total open position to 71


On 18 Nov VBL was trading at 457.90. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 27.78, the open interest changed by 26 which increased total open position to 36


On 17 Nov VBL was trading at 461.70. The strike last trading price was 2.1, which was -0.65 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 2.1, which was -0.65 lower than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 10


On 13 Nov VBL was trading at 453.00. The strike last trading price was 2.75, which was 0.4 higher than the previous day. The implied volatity was 28.16, the open interest changed by 4 which increased total open position to 9


On 12 Nov VBL was trading at 459.30. The strike last trading price was 2.35, which was -14.25 lower than the previous day. The implied volatity was 28.41, the open interest changed by 3 which increased total open position to 3


On 11 Nov VBL was trading at 470.60. The strike last trading price was 16.6, which was 0 lower than the previous day. The implied volatity was 11.11, 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 16.6, which was 0 lower than the previous day. The implied volatity was 10.04, 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 16.6, which was 0 lower than the previous day. The implied volatity was 10.94, 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 16.6, which was 0 lower than the previous day. The implied volatity was 10.70, 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 16.6, which was 0 lower than the previous day. The implied volatity was 11.09, 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 16.6, 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 16.6, 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 16.6, which was 0 lower than the previous day. The implied volatity was 13.86, 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 16.6, 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 16.6, 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 16.6, 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 16.6, which was 0 lower than the previous day. The implied volatity was 5.95, 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 16.6, which was 0 lower than the previous day. The implied volatity was 6.12, 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 16.6, 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 5.76, the open interest changed by 0 which decreased total open position to 0