VBL
Varun Beverages Limited
Historical option data for VBL
30 Mar 2026 04:12 PM IST
| VBL 28-Apr-2026 (28d) 410 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.38
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 384.10 | 7.75 | -3.2 | 37.64 | 236 | 24 | 224 | |||||||||
| 27 Mar | 389.30 | 11 | -4.85 | 39.31 | 87 | 7 | 195 | |||||||||
| 25 Mar | 401.45 | 15.1 | 4.25 | 35.79 | 180 | 54 | 187 | |||||||||
| 24 Mar | 388.35 | 11 | 0.15 | 37.47 | 65 | 10 | 132 | |||||||||
| 23 Mar | 382.20 | 10.75 | -6.45 | 41.01 | 30 | 4 | 122 | |||||||||
| 20 Mar | 401.45 | 17 | -1.3 | 35.84 | 90 | 11 | 117 | |||||||||
| 19 Mar | 404.65 | 19.6 | -3.9 | 36.3 | 213 | 3 | 105 | |||||||||
| 18 Mar | 415.10 | 23.75 | 4.3 | 33.42 | 180 | 41 | 100 | |||||||||
| 17 Mar | 406.35 | 19.9 | -2.35 | 34.71 | 42 | 26 | 58 | |||||||||
| 16 Mar | 407.15 | 21.7 | 2.35 | 37.41 | 46 | 25 | 31 | |||||||||
| 13 Mar | 401.30 | 19.4 | -5.6 | 36.87 | 9 | 5 | 6 | |||||||||
| 12 Mar | 411.05 | 25 | -7.85 | 37.5 | 1 | 0 | 1 | |||||||||
| 11 Mar | 431.25 | 32.85 | -43.95 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 436.50 | 32.85 | -43.95 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 437.75 | 32.85 | -43.95 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 447.65 | 32.85 | -43.95 | - | 1 | 0 | 0 | |||||||||
| 5 Mar | 445.75 | 32.85 | -43.95 | - | 1 | 1 | 0 | |||||||||
| 4 Mar | 429.75 | 32.85 | -43.95 | 26.18 | 1 | 0 | 0 | |||||||||
| 2 Mar | 445.30 | 76.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 451.40 | 76.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 460.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 455.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 459.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 457.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 453.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 19 Feb | 453.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 463.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 458.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 455.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 449.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 455.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 456.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 456.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 457.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 439.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 437.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 444.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 451.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 466.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 471.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 467.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 410 expiring on 28APR2026
Delta for 410 CE is 0.31
Historical price for 410 CE is as follows
On 30 Mar VBL was trading at 384.10. The strike last trading price was 7.75, which was -3.2 lower than the previous day. The implied volatity was 37.64, the open interest changed by 24 which increased total open position to 224
On 27 Mar VBL was trading at 389.30. The strike last trading price was 11, which was -4.85 lower than the previous day. The implied volatity was 39.31, the open interest changed by 7 which increased total open position to 195
On 25 Mar VBL was trading at 401.45. The strike last trading price was 15.1, which was 4.25 higher than the previous day. The implied volatity was 35.79, the open interest changed by 54 which increased total open position to 187
On 24 Mar VBL was trading at 388.35. The strike last trading price was 11, which was 0.15 higher than the previous day. The implied volatity was 37.47, the open interest changed by 10 which increased total open position to 132
On 23 Mar VBL was trading at 382.20. The strike last trading price was 10.75, which was -6.45 lower than the previous day. The implied volatity was 41.01, the open interest changed by 4 which increased total open position to 122
On 20 Mar VBL was trading at 401.45. The strike last trading price was 17, which was -1.3 lower than the previous day. The implied volatity was 35.84, the open interest changed by 11 which increased total open position to 117
On 19 Mar VBL was trading at 404.65. The strike last trading price was 19.6, which was -3.9 lower than the previous day. The implied volatity was 36.3, the open interest changed by 3 which increased total open position to 105
On 18 Mar VBL was trading at 415.10. The strike last trading price was 23.75, which was 4.3 higher than the previous day. The implied volatity was 33.42, the open interest changed by 41 which increased total open position to 100
On 17 Mar VBL was trading at 406.35. The strike last trading price was 19.9, which was -2.35 lower than the previous day. The implied volatity was 34.71, the open interest changed by 26 which increased total open position to 58
On 16 Mar VBL was trading at 407.15. The strike last trading price was 21.7, which was 2.35 higher than the previous day. The implied volatity was 37.41, the open interest changed by 25 which increased total open position to 31
On 13 Mar VBL was trading at 401.30. The strike last trading price was 19.4, which was -5.6 lower than the previous day. The implied volatity was 36.87, the open interest changed by 5 which increased total open position to 6
On 12 Mar VBL was trading at 411.05. The strike last trading price was 25, which was -7.85 lower than the previous day. The implied volatity was 37.5, the open interest changed by 0 which decreased total open position to 1
On 11 Mar VBL was trading at 431.25. The strike last trading price was 32.85, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar VBL was trading at 436.50. The strike last trading price was 32.85, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar VBL was trading at 437.75. The strike last trading price was 32.85, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar VBL was trading at 447.65. The strike last trading price was 32.85, which was -43.95 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 32.85, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar VBL was trading at 429.75. The strike last trading price was 32.85, which was -43.95 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 0
On 2 Mar VBL was trading at 445.30. The strike last trading price was 76.8, 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 Feb VBL was trading at 451.40. The strike last trading price was 76.8, 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 Feb VBL was trading at 460.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb VBL was trading at 455.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb VBL was trading at 459.10. 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 23 Feb VBL was trading at 457.30. 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 20 Feb VBL was trading at 453.85. 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 19 Feb VBL was trading at 453.50. 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 18 Feb VBL was trading at 463.65. 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 17 Feb VBL was trading at 458.05. 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 Feb VBL was trading at 455.85. 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 13 Feb VBL was trading at 449.30. 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 12 Feb VBL was trading at 455.70. 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 11 Feb VBL was trading at 456.90. 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 10 Feb VBL was trading at 456.50. 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 Feb VBL was trading at 457.35. 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 6 Feb VBL was trading at 439.05. 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 5 Feb VBL was trading at 437.10. 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 4 Feb VBL was trading at 444.90. 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 3 Feb VBL was trading at 451.10. 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 2 Feb VBL was trading at 466.30. 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 30 Jan VBL was trading at 471.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan VBL was trading at 467.05. 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 28-Apr-2026 (28d) 410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.7
Vega: 0.38
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 384.10 | 29.85 | 1.1 | 35.92 | 36 | 3 | 85 |
| 27 Mar | 389.30 | 28.75 | 7.45 | 39.84 | 9 | -1 | 82 |
| 25 Mar | 401.45 | 21.7 | -4.3 | 38.66 | 28 | 21 | 83 |
| 24 Mar | 388.35 | 26 | -4 | 32.29 | 32 | 2 | 61 |
| 23 Mar | 382.20 | 30 | 7.7 | 32.04 | 15 | 5 | 59 |
| 20 Mar | 401.45 | 22.3 | 1.1 | 38.62 | 24 | 11 | 54 |
| 19 Mar | 404.65 | 21 | 6 | 39.52 | 26 | 13 | 41 |
| 18 Mar | 415.10 | 15 | -6 | 35.72 | 19 | 13 | 27 |
| 17 Mar | 406.35 | 21 | 5 | - | 3 | 0 | 14 |
| 16 Mar | 407.15 | 21 | 5 | 39.1 | 3 | 1 | 14 |
| 13 Mar | 401.30 | 16 | -2.5 | 24.23 | 1 | 0 | 12 |
| 12 Mar | 411.05 | 18.5 | 8.55 | 36.63 | 7 | 3 | 13 |
| 11 Mar | 431.25 | 9.95 | 0.45 | 33.42 | 1 | 0 | 9 |
| 10 Mar | 436.50 | 9.5 | 3.9 | - | 1 | 0 | 9 |
| 9 Mar | 437.75 | 9.5 | 3.9 | 36.98 | 1 | 0 | 8 |
| 6 Mar | 447.65 | 5.6 | -4.6 | - | 2 | 0 | 8 |
| 5 Mar | 445.75 | 5.6 | -4.6 | 30.64 | 2 | 0 | 8 |
| 4 Mar | 429.75 | 10.2 | 6.35 | 31.75 | 11 | 3 | 6 |
| 2 Mar | 445.30 | 3.85 | -5.05 | - | 3 | 3 | 2 |
| 27 Feb | 451.40 | 3.85 | -5.05 | 27.02 | 3 | 2 | 2 |
| 26 Feb | 460.45 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 455.85 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 459.10 | 8.9 | 0 | 8.17 | 0 | 0 | 0 |
| 23 Feb | 457.30 | 0 | 0 | 8.63 | 0 | 0 | 0 |
| 20 Feb | 453.85 | 0 | 0 | 8.09 | 0 | 0 | 0 |
| 19 Feb | 453.50 | 0 | 0 | 7.99 | 0 | 0 | 0 |
| 18 Feb | 463.65 | 0 | 0 | 8.38 | 0 | 0 | 0 |
| 17 Feb | 458.05 | 0 | 0 | 8.42 | 0 | 0 | 0 |
| 16 Feb | 455.85 | 0 | 0 | 8.15 | 0 | 0 | 0 |
| 13 Feb | 449.30 | 0 | 0 | 7.11 | 0 | 0 | 0 |
| 12 Feb | 455.70 | 0 | 0 | 8.1 | 0 | 0 | 0 |
| 11 Feb | 456.90 | 0 | 0 | 8.03 | 0 | 0 | 0 |
| 10 Feb | 456.50 | 0 | 0 | 8.31 | 0 | 0 | 0 |
| 9 Feb | 457.35 | 0 | 0 | 8.11 | 0 | 0 | 0 |
| 6 Feb | 439.05 | 0 | 0 | 5.03 | 0 | 0 | 0 |
| 5 Feb | 437.10 | 0 | 0 | 6.27 | 0 | 0 | 0 |
| 4 Feb | 444.90 | 0 | 0 | 6.05 | 0 | 0 | 0 |
| 3 Feb | 451.10 | 0 | 0 | 6.32 | 0 | 0 | 0 |
| 2 Feb | 466.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 471.25 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 467.05 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 410 expiring on 28APR2026
Delta for 410 PE is -0.7
Historical price for 410 PE is as follows
On 30 Mar VBL was trading at 384.10. The strike last trading price was 29.85, which was 1.1 higher than the previous day. The implied volatity was 35.92, the open interest changed by 3 which increased total open position to 85
On 27 Mar VBL was trading at 389.30. The strike last trading price was 28.75, which was 7.45 higher than the previous day. The implied volatity was 39.84, the open interest changed by -1 which decreased total open position to 82
On 25 Mar VBL was trading at 401.45. The strike last trading price was 21.7, which was -4.3 lower than the previous day. The implied volatity was 38.66, the open interest changed by 21 which increased total open position to 83
On 24 Mar VBL was trading at 388.35. The strike last trading price was 26, which was -4 lower than the previous day. The implied volatity was 32.29, the open interest changed by 2 which increased total open position to 61
On 23 Mar VBL was trading at 382.20. The strike last trading price was 30, which was 7.7 higher than the previous day. The implied volatity was 32.04, the open interest changed by 5 which increased total open position to 59
On 20 Mar VBL was trading at 401.45. The strike last trading price was 22.3, which was 1.1 higher than the previous day. The implied volatity was 38.62, the open interest changed by 11 which increased total open position to 54
On 19 Mar VBL was trading at 404.65. The strike last trading price was 21, which was 6 higher than the previous day. The implied volatity was 39.52, the open interest changed by 13 which increased total open position to 41
On 18 Mar VBL was trading at 415.10. The strike last trading price was 15, which was -6 lower than the previous day. The implied volatity was 35.72, the open interest changed by 13 which increased total open position to 27
On 17 Mar VBL was trading at 406.35. The strike last trading price was 21, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 16 Mar VBL was trading at 407.15. The strike last trading price was 21, which was 5 higher than the previous day. The implied volatity was 39.1, the open interest changed by 1 which increased total open position to 14
On 13 Mar VBL was trading at 401.30. The strike last trading price was 16, which was -2.5 lower than the previous day. The implied volatity was 24.23, the open interest changed by 0 which decreased total open position to 12
On 12 Mar VBL was trading at 411.05. The strike last trading price was 18.5, which was 8.55 higher than the previous day. The implied volatity was 36.63, the open interest changed by 3 which increased total open position to 13
On 11 Mar VBL was trading at 431.25. The strike last trading price was 9.95, which was 0.45 higher than the previous day. The implied volatity was 33.42, the open interest changed by 0 which decreased total open position to 9
On 10 Mar VBL was trading at 436.50. The strike last trading price was 9.5, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Mar VBL was trading at 437.75. The strike last trading price was 9.5, which was 3.9 higher than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 8
On 6 Mar VBL was trading at 447.65. The strike last trading price was 5.6, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Mar VBL was trading at 445.75. The strike last trading price was 5.6, which was -4.6 lower than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 8
On 4 Mar VBL was trading at 429.75. The strike last trading price was 10.2, which was 6.35 higher than the previous day. The implied volatity was 31.75, the open interest changed by 3 which increased total open position to 6
On 2 Mar VBL was trading at 445.30. The strike last trading price was 3.85, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 2
On 27 Feb VBL was trading at 451.40. The strike last trading price was 3.85, which was -5.05 lower than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 2
On 26 Feb VBL was trading at 460.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb VBL was trading at 455.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb VBL was trading at 459.10. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 8.17, the open interest changed by 0 which decreased total open position to 0
On 23 Feb VBL was trading at 457.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0
On 20 Feb VBL was trading at 453.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.09, the open interest changed by 0 which decreased total open position to 0
On 19 Feb VBL was trading at 453.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 18 Feb VBL was trading at 463.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.38, the open interest changed by 0 which decreased total open position to 0
On 17 Feb VBL was trading at 458.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 16 Feb VBL was trading at 455.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.15, the open interest changed by 0 which decreased total open position to 0
On 13 Feb VBL was trading at 449.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
On 12 Feb VBL was trading at 455.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.1, the open interest changed by 0 which decreased total open position to 0
On 11 Feb VBL was trading at 456.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
On 10 Feb VBL was trading at 456.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 0
On 9 Feb VBL was trading at 457.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0
On 6 Feb VBL was trading at 439.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 5 Feb VBL was trading at 437.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 4 Feb VBL was trading at 444.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 3 Feb VBL was trading at 451.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 2 Feb VBL was trading at 466.30. 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 30 Jan VBL was trading at 471.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan VBL was trading at 467.05. 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
