VBL
Varun Beverages Limited
Historical option data for VBL
10 Apr 2026 04:10 PM IST
| VBL 28-Apr-2026 (17d) 415 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0
Theta: -0.32
Gamma: 0.00993
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 431.60 | 24.4 | 5.549999999999997 | 34.39 | 63 | 2 | 103 | |||||||||
| 9 Apr | 422.90 | 18.9 | 1.3 | 34.73 | 157 | 1 | 102 | |||||||||
| 8 Apr | 421.90 | 18.15 | 9.5 | 30.22 | 326 | -22 | 102 | |||||||||
| 7 Apr | 400.85 | 9 | -1 | 35.43 | 84 | 7 | 123 | |||||||||
| 6 Apr | 401.00 | 9.45 | -1.8 | 36.42 | 267 | 43 | 122 | |||||||||
| 2 Apr | 403.70 | 10.9 | 0.4 | 33.56 | 83 | 8 | 79 | |||||||||
| 1 Apr | 401.80 | 10.55 | 4.4 | 34.22 | 140 | 9 | 73 | |||||||||
| 30 Mar | 384.10 | 6.25 | -2.9 | 37.01 | 78 | 35 | 67 | |||||||||
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| 27 Mar | 389.30 | 9.2 | -4.05 | 38.71 | 35 | 12 | 31 | |||||||||
| 25 Mar | 401.45 | 13.3 | 3.95 | 36.26 | 18 | 7 | 19 | |||||||||
| 24 Mar | 388.35 | 9.35 | -0.8 | 37.25 | 28 | 1 | 11 | |||||||||
| 23 Mar | 382.20 | 10.15 | -2.75 | 42.91 | 6 | 4 | 10 | |||||||||
| 20 Mar | 401.45 | 12.9 | -2.7 | 31.98 | 1 | 0 | 6 | |||||||||
| 19 Mar | 404.65 | 15.6 | -2.1 | - | 0 | 0 | 6 | |||||||||
| 18 Mar | 415.10 | 15.6 | -2.1 | - | 0 | 0 | 6 | |||||||||
| 17 Mar | 406.35 | 15.6 | -2.1 | 31.12 | 2 | 0 | 4 | |||||||||
| 16 Mar | 407.15 | 17.7 | 0.7 | 34.84 | 2 | 1 | 3 | |||||||||
| 13 Mar | 401.30 | 17 | -40.35 | 36.39 | 2 | 1 | 1 | |||||||||
| 12 Mar | 411.05 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 431.25 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 436.50 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 437.75 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 447.65 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 445.75 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 429.75 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 445.30 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 451.40 | 57.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 415 expiring on 28APR2026
Delta for 415 CE is 0.73
Historical price for 415 CE is as follows
On 10 Apr VBL was trading at 431.60. The strike last trading price was 24.4, which was 5.549999999999997 higher than the previous day. The implied volatity was 34.39, the open interest changed by 2 which increased total open position to 103
On 9 Apr VBL was trading at 422.90. The strike last trading price was 18.9, which was 1.3 higher than the previous day. The implied volatity was 34.73, the open interest changed by 1 which increased total open position to 102
On 8 Apr VBL was trading at 421.90. The strike last trading price was 18.15, which was 9.5 higher than the previous day. The implied volatity was 30.22, the open interest changed by -22 which decreased total open position to 102
On 7 Apr VBL was trading at 400.85. The strike last trading price was 9, which was -1 lower than the previous day. The implied volatity was 35.43, the open interest changed by 7 which increased total open position to 123
On 6 Apr VBL was trading at 401.00. The strike last trading price was 9.45, which was -1.8 lower than the previous day. The implied volatity was 36.42, the open interest changed by 43 which increased total open position to 122
On 2 Apr VBL was trading at 403.70. The strike last trading price was 10.9, which was 0.4 higher than the previous day. The implied volatity was 33.56, the open interest changed by 8 which increased total open position to 79
On 1 Apr VBL was trading at 401.80. The strike last trading price was 10.55, which was 4.4 higher than the previous day. The implied volatity was 34.22, the open interest changed by 9 which increased total open position to 73
On 30 Mar VBL was trading at 384.10. The strike last trading price was 6.25, which was -2.9 lower than the previous day. The implied volatity was 37.01, the open interest changed by 35 which increased total open position to 67
On 27 Mar VBL was trading at 389.30. The strike last trading price was 9.2, which was -4.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 12 which increased total open position to 31
On 25 Mar VBL was trading at 401.45. The strike last trading price was 13.3, which was 3.95 higher than the previous day. The implied volatity was 36.26, the open interest changed by 7 which increased total open position to 19
On 24 Mar VBL was trading at 388.35. The strike last trading price was 9.35, which was -0.8 lower than the previous day. The implied volatity was 37.25, the open interest changed by 1 which increased total open position to 11
On 23 Mar VBL was trading at 382.20. The strike last trading price was 10.15, which was -2.75 lower than the previous day. The implied volatity was 42.91, the open interest changed by 4 which increased total open position to 10
On 20 Mar VBL was trading at 401.45. The strike last trading price was 12.9, which was -2.7 lower than the previous day. The implied volatity was 31.98, the open interest changed by 0 which decreased total open position to 6
On 19 Mar VBL was trading at 404.65. The strike last trading price was 15.6, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Mar VBL was trading at 415.10. The strike last trading price was 15.6, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Mar VBL was trading at 406.35. The strike last trading price was 15.6, which was -2.1 lower than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 4
On 16 Mar VBL was trading at 407.15. The strike last trading price was 17.7, which was 0.7 higher than the previous day. The implied volatity was 34.84, the open interest changed by 1 which increased total open position to 3
On 13 Mar VBL was trading at 401.30. The strike last trading price was 17, which was -40.35 lower than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 1
On 12 Mar VBL was trading at 411.05. The strike last trading price was 57.35, 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 57.35, 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 57.35, 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 57.35, 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 57.35, 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 57.35, 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 Mar VBL was trading at 429.75. The strike last trading price was 57.35, 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 Mar VBL was trading at 445.30. The strike last trading price was 57.35, 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 57.35, 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 (17d) 415 PE | |||||||
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Delta: -0.26
Vega: 0
Theta: -0.23
Gamma: 0.01047
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 431.60 | 4.9 | -3.6500000000000004 | 31.69 | 496 | 112 | 259 |
| 9 Apr | 422.90 | 8.55 | -0.7 | 34.19 | 312 | 20 | 149 |
| 8 Apr | 421.90 | 8.25 | -13.15 | 33.4 | 294 | 25 | 133 |
| 7 Apr | 400.85 | 21.1 | -0.8 | 38.47 | 48 | 17 | 107 |
| 6 Apr | 401.00 | 22.45 | 1.6 | 40.22 | 117 | 16 | 87 |
| 2 Apr | 403.70 | 20 | -1.55 | 36.02 | 53 | 20 | 69 |
| 1 Apr | 401.80 | 21.25 | -13.75 | 35.42 | 43 | 9 | 50 |
| 30 Mar | 384.10 | 35 | 2.35 | 39.86 | 1 | 0 | 41 |
| 27 Mar | 389.30 | 32.65 | 10.6 | 41.02 | 6 | -1 | 42 |
| 25 Mar | 401.45 | 22.05 | -7.9 | 33.34 | 1 | 0 | 43 |
| 24 Mar | 388.35 | 29.95 | -5.35 | 33.34 | 1 | 0 | 43 |
| 23 Mar | 382.20 | 35.3 | 10.05 | 35.95 | 5 | -1 | 43 |
| 20 Mar | 401.45 | 25.25 | -1.45 | - | 0 | 0 | 44 |
| 19 Mar | 404.65 | 25.25 | -1.45 | - | 0 | 0 | 44 |
| 18 Mar | 415.10 | 25.25 | -1.45 | - | 0 | 0 | 44 |
| 17 Mar | 406.35 | 25.25 | -1.45 | - | 1 | 0 | 44 |
| 16 Mar | 407.15 | 25.25 | -1.45 | 41.86 | 1 | 0 | 44 |
| 13 Mar | 401.30 | 26.9 | 7.1 | 39.21 | 23 | -3 | 44 |
| 12 Mar | 411.05 | 19.8 | 9.8 | 34.63 | 33 | 7 | 51 |
| 11 Mar | 431.25 | 10 | 0.9 | 30.53 | 13 | 2 | 43 |
| 10 Mar | 436.50 | 8.95 | -1.85 | 32.69 | 18 | 11 | 40 |
| 9 Mar | 437.75 | 10.75 | 1.6 | 36.49 | 10 | 2 | 28 |
| 6 Mar | 447.65 | 9.15 | 2.65 | - | 1 | 0 | 0 |
| 5 Mar | 445.75 | 9.15 | 2.65 | - | 1 | 0 | 0 |
| 4 Mar | 429.75 | 9.15 | 2.65 | 27.13 | 1 | 0 | 26 |
| 2 Mar | 445.30 | 6.5 | 1.75 | 29.09 | 3 | 1 | 24 |
| 27 Feb | 451.40 | 4.75 | -3.75 | 26.99 | 23 | 22 | 22 |
For Varun Beverages Limited - strike price 415 expiring on 28APR2026
Delta for 415 PE is -0.26
Historical price for 415 PE is as follows
On 10 Apr VBL was trading at 431.60. The strike last trading price was 4.9, which was -3.6500000000000004 lower than the previous day. The implied volatity was 31.69, the open interest changed by 112 which increased total open position to 259
On 9 Apr VBL was trading at 422.90. The strike last trading price was 8.55, which was -0.7 lower than the previous day. The implied volatity was 34.19, the open interest changed by 20 which increased total open position to 149
On 8 Apr VBL was trading at 421.90. The strike last trading price was 8.25, which was -13.15 lower than the previous day. The implied volatity was 33.4, the open interest changed by 25 which increased total open position to 133
On 7 Apr VBL was trading at 400.85. The strike last trading price was 21.1, which was -0.8 lower than the previous day. The implied volatity was 38.47, the open interest changed by 17 which increased total open position to 107
On 6 Apr VBL was trading at 401.00. The strike last trading price was 22.45, which was 1.6 higher than the previous day. The implied volatity was 40.22, the open interest changed by 16 which increased total open position to 87
On 2 Apr VBL was trading at 403.70. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was 36.02, the open interest changed by 20 which increased total open position to 69
On 1 Apr VBL was trading at 401.80. The strike last trading price was 21.25, which was -13.75 lower than the previous day. The implied volatity was 35.42, the open interest changed by 9 which increased total open position to 50
On 30 Mar VBL was trading at 384.10. The strike last trading price was 35, which was 2.35 higher than the previous day. The implied volatity was 39.86, the open interest changed by 0 which decreased total open position to 41
On 27 Mar VBL was trading at 389.30. The strike last trading price was 32.65, which was 10.6 higher than the previous day. The implied volatity was 41.02, the open interest changed by -1 which decreased total open position to 42
On 25 Mar VBL was trading at 401.45. The strike last trading price was 22.05, which was -7.9 lower than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 43
On 24 Mar VBL was trading at 388.35. The strike last trading price was 29.95, which was -5.35 lower than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 43
On 23 Mar VBL was trading at 382.20. The strike last trading price was 35.3, which was 10.05 higher than the previous day. The implied volatity was 35.95, the open interest changed by -1 which decreased total open position to 43
On 20 Mar VBL was trading at 401.45. The strike last trading price was 25.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 19 Mar VBL was trading at 404.65. The strike last trading price was 25.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 18 Mar VBL was trading at 415.10. The strike last trading price was 25.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 17 Mar VBL was trading at 406.35. The strike last trading price was 25.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 16 Mar VBL was trading at 407.15. The strike last trading price was 25.25, which was -1.45 lower than the previous day. The implied volatity was 41.86, the open interest changed by 0 which decreased total open position to 44
On 13 Mar VBL was trading at 401.30. The strike last trading price was 26.9, which was 7.1 higher than the previous day. The implied volatity was 39.21, the open interest changed by -3 which decreased total open position to 44
On 12 Mar VBL was trading at 411.05. The strike last trading price was 19.8, which was 9.8 higher than the previous day. The implied volatity was 34.63, the open interest changed by 7 which increased total open position to 51
On 11 Mar VBL was trading at 431.25. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 30.53, the open interest changed by 2 which increased total open position to 43
On 10 Mar VBL was trading at 436.50. The strike last trading price was 8.95, which was -1.85 lower than the previous day. The implied volatity was 32.69, the open interest changed by 11 which increased total open position to 40
On 9 Mar VBL was trading at 437.75. The strike last trading price was 10.75, which was 1.6 higher than the previous day. The implied volatity was 36.49, the open interest changed by 2 which increased total open position to 28
On 6 Mar VBL was trading at 447.65. The strike last trading price was 9.15, which was 2.65 higher 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 9.15, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VBL was trading at 429.75. The strike last trading price was 9.15, which was 2.65 higher than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 26
On 2 Mar VBL was trading at 445.30. The strike last trading price was 6.5, which was 1.75 higher than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 24
On 27 Feb VBL was trading at 451.40. The strike last trading price was 4.75, which was -3.75 lower than the previous day. The implied volatity was 26.99, the open interest changed by 22 which increased total open position to 22
