VBL
Varun Beverages Limited
Historical option data for VBL
12 Dec 2025 04:12 PM IST
| VBL 30-DEC-2025 410 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 | 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.04
Gamma: 0.00
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| 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































































































































































































































