[--[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 420 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 61 4.8 - 1 0 58
11 Dec 478.50 56.2 -9.9 - 0 0 58
10 Dec 472.95 56.2 -9.9 - 0 0 58
9 Dec 471.55 56.2 -9.9 - 0 0 0
8 Dec 469.80 56.2 -9.9 - 0 0 58
5 Dec 479.95 56.2 -9.9 - 0 0 0
4 Dec 479.90 56.2 -9.9 - 0 0 0
3 Dec 477.50 56.2 -9.9 - 5 0 58
2 Dec 481.40 66.1 16.1 - 0 0 0
1 Dec 484.15 66.1 16.1 - 0 -6 0
28 Nov 481.55 66.1 16.1 35.83 17 -6 58
27 Nov 467.30 50 0 - 19 5 64
26 Nov 465.50 50 17.75 24.60 78 26 59
25 Nov 449.05 32.25 -0.1 13.63 6 4 33
24 Nov 446.10 32.35 -0.65 21.25 3 1 29
21 Nov 447.65 33 -5 16.69 2 1 27
20 Nov 451.50 38 -3 20.17 30 14 16
19 Nov 454.55 41 -9.3 23.69 2 1 1
18 Nov 457.90 50.3 0 - 0 0 0
17 Nov 461.70 50.3 0 - 0 0 0
14 Nov 459.40 50.3 0 - 0 0 0
13 Nov 453.00 50.3 0 - 0 0 0
12 Nov 459.30 50.3 0 - 0 0 0
11 Nov 470.60 50.3 0 - 0 0 0
10 Nov 463.25 50.3 0 - 0 0 0
7 Nov 470.20 50.3 0 - 0 0 0
6 Nov 471.85 50.3 0 - 0 0 0
4 Nov 471.00 50.3 0 - 0 0 0
3 Nov 474.75 50.3 0 - 0 0 0
31 Oct 469.65 50.3 0 - 0 0 0
30 Oct 485.25 50.3 0 - 0 0 0
29 Oct 495.45 50.3 0 - 0 0 0
28 Oct 454.15 50.3 0 - 0 0 0
27 Oct 459.35 50.3 0 - 0 0 0
20 Oct 456.35 50.3 0 - 0 0 0
17 Oct 461.55 50.3 0 - 0 0 0
16 Oct 461.30 50.3 0 - 0 0 0
14 Oct 441.60 50.3 0 - 0 0 0
13 Oct 442.45 50.3 0 - 0 0 0
9 Oct 445.90 50.3 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 420 expiring on 30DEC2025

Delta for 420 CE is -

Historical price for 420 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 61, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 11 Dec VBL was trading at 478.50. The strike last trading price was 56.2, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 10 Dec VBL was trading at 472.95. The strike last trading price was 56.2, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 9 Dec VBL was trading at 471.55. The strike last trading price was 56.2, which was -9.9 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 56.2, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 5 Dec VBL was trading at 479.95. The strike last trading price was 56.2, which was -9.9 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 56.2, which was -9.9 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 56.2, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 2 Dec VBL was trading at 481.40. The strike last trading price was 66.1, which was 16.1 higher 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 66.1, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 28 Nov VBL was trading at 481.55. The strike last trading price was 66.1, which was 16.1 higher than the previous day. The implied volatity was 35.83, the open interest changed by -6 which decreased total open position to 58


On 27 Nov VBL was trading at 467.30. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 64


On 26 Nov VBL was trading at 465.50. The strike last trading price was 50, which was 17.75 higher than the previous day. The implied volatity was 24.60, the open interest changed by 26 which increased total open position to 59


On 25 Nov VBL was trading at 449.05. The strike last trading price was 32.25, which was -0.1 lower than the previous day. The implied volatity was 13.63, the open interest changed by 4 which increased total open position to 33


On 24 Nov VBL was trading at 446.10. The strike last trading price was 32.35, which was -0.65 lower than the previous day. The implied volatity was 21.25, the open interest changed by 1 which increased total open position to 29


On 21 Nov VBL was trading at 447.65. The strike last trading price was 33, which was -5 lower than the previous day. The implied volatity was 16.69, the open interest changed by 1 which increased total open position to 27


On 20 Nov VBL was trading at 451.50. The strike last trading price was 38, which was -3 lower than the previous day. The implied volatity was 20.17, the open interest changed by 14 which increased total open position to 16


On 19 Nov VBL was trading at 454.55. The strike last trading price was 41, which was -9.3 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 1


On 18 Nov VBL was trading at 457.90. The strike last trading price was 50.3, 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 17 Nov VBL was trading at 461.70. The strike last trading price was 50.3, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 50.3, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 50.3, 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 12 Nov VBL was trading at 459.30. The strike last trading price was 50.3, 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 11 Nov VBL was trading at 470.60. The strike last trading price was 50.3, 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 10 Nov VBL was trading at 463.25. The strike last trading price was 50.3, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 50.3, 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 6 Nov VBL was trading at 471.85. The strike last trading price was 50.3, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 50.3, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 50.3, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 50.3, 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 30 Oct VBL was trading at 485.25. The strike last trading price was 50.3, 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 29 Oct VBL was trading at 495.45. The strike last trading price was 50.3, 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 28 Oct VBL was trading at 454.15. The strike last trading price was 50.3, 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 27 Oct VBL was trading at 459.35. The strike last trading price was 50.3, 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 20 Oct VBL was trading at 456.35. The strike last trading price was 50.3, 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 17 Oct VBL was trading at 461.55. The strike last trading price was 50.3, 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 16 Oct VBL was trading at 461.30. The strike last trading price was 50.3, 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 14 Oct VBL was trading at 441.60. The strike last trading price was 50.3, 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 13 Oct VBL was trading at 442.45. The strike last trading price was 50.3, 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 9 Oct VBL was trading at 445.90. The strike last trading price was 50.3, 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 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 420 PE
Delta: -0.03
Vega: 0.08
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 0.5 0 35.34 16 -3 332
11 Dec 478.50 0.5 -0.25 33.75 33 0 334
10 Dec 472.95 0.8 0.15 33.15 61 11 333
9 Dec 471.55 0.7 -0.05 30.88 116 22 320
8 Dec 469.80 0.7 0.2 29.71 47 0 297
5 Dec 479.95 0.5 -0.2 29.67 35 7 301
4 Dec 479.90 0.7 0.2 30.84 65 -27 293
3 Dec 477.50 0.5 -0.05 28.10 8 0 319
2 Dec 481.40 0.55 0 29.49 25 -12 319
1 Dec 484.15 0.55 -0.1 29.52 22 -1 331
28 Nov 481.55 0.65 -0.3 28.16 193 -4 332
27 Nov 467.30 1 -0.15 25.39 143 17 342
26 Nov 465.50 1.15 -1.6 25.38 453 -75 324
25 Nov 449.05 2.75 -0.25 24.18 165 -44 395
24 Nov 446.10 3.05 -0.4 23.89 196 108 438
21 Nov 447.65 3.45 -0.05 24.93 91 44 328
20 Nov 451.50 3.3 0.25 26.26 57 46 284
19 Nov 454.55 3.05 0.05 26.11 67 41 236
18 Nov 457.90 3 0.35 26.91 105 66 195
17 Nov 461.70 2.65 -0.3 27.25 14 0 129
14 Nov 459.40 2.95 -1.45 26.70 31 5 125
13 Nov 453.00 4.25 1 27.79 107 55 119
12 Nov 459.30 3.25 0.2 26.98 46 28 62
11 Nov 470.60 3.05 0.35 30.02 1 0 34
10 Nov 463.25 2.7 0 26.27 1 0 34
7 Nov 470.20 2.8 -0.1 28.75 7 1 34
6 Nov 471.85 2.9 -0.2 28.98 17 11 32
4 Nov 471.00 3.1 -0.3 28.87 11 6 22
3 Nov 474.75 3.4 1.05 - 0 2 0
31 Oct 469.65 3.4 1.05 - 13 1 15
30 Oct 485.25 2.35 0.15 29.28 11 2 12
29 Oct 495.45 2.2 -4.8 31.75 83 -42 11
28 Oct 454.15 7 0.5 30.55 50 32 54
27 Oct 459.35 6.5 -1.4 31.36 4 1 21
20 Oct 456.35 7.9 1.7 31.38 2 1 19
17 Oct 461.55 6.2 -0.3 29.30 18 9 12
16 Oct 461.30 6.5 -3.5 29.86 2 0 5
14 Oct 441.60 10 0.05 27.64 3 2 5
13 Oct 442.45 9.95 -0.05 28.53 1 0 2
9 Oct 445.90 10 -10.25 29.14 3 2 2
8 Oct 434.85 20.25 0 - 0 0 0
6 Oct 438.95 0 0 - 0 0 0
3 Oct 443.45 0 0 4.49 0 0 0


For Varun Beverages Limited - strike price 420 expiring on 30DEC2025

Delta for 420 PE is -0.03

Historical price for 420 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 35.34, the open interest changed by -3 which decreased total open position to 332


On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 334


On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 33.15, the open interest changed by 11 which increased total open position to 333


On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 30.88, the open interest changed by 22 which increased total open position to 320


On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 297


On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 29.67, the open interest changed by 7 which increased total open position to 301


On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 30.84, the open interest changed by -27 which decreased total open position to 293


On 3 Dec VBL was trading at 477.50. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 319


On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 29.49, the open interest changed by -12 which decreased total open position to 319


On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 29.52, the open interest changed by -1 which decreased total open position to 331


On 28 Nov VBL was trading at 481.55. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 28.16, the open interest changed by -4 which decreased total open position to 332


On 27 Nov VBL was trading at 467.30. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 25.39, the open interest changed by 17 which increased total open position to 342


On 26 Nov VBL was trading at 465.50. The strike last trading price was 1.15, which was -1.6 lower than the previous day. The implied volatity was 25.38, the open interest changed by -75 which decreased total open position to 324


On 25 Nov VBL was trading at 449.05. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 24.18, the open interest changed by -44 which decreased total open position to 395


On 24 Nov VBL was trading at 446.10. The strike last trading price was 3.05, which was -0.4 lower than the previous day. The implied volatity was 23.89, the open interest changed by 108 which increased total open position to 438


On 21 Nov VBL was trading at 447.65. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 24.93, the open interest changed by 44 which increased total open position to 328


On 20 Nov VBL was trading at 451.50. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 26.26, the open interest changed by 46 which increased total open position to 284


On 19 Nov VBL was trading at 454.55. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 26.11, the open interest changed by 41 which increased total open position to 236


On 18 Nov VBL was trading at 457.90. The strike last trading price was 3, which was 0.35 higher than the previous day. The implied volatity was 26.91, the open interest changed by 66 which increased total open position to 195


On 17 Nov VBL was trading at 461.70. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 129


On 14 Nov VBL was trading at 459.40. The strike last trading price was 2.95, which was -1.45 lower than the previous day. The implied volatity was 26.70, the open interest changed by 5 which increased total open position to 125


On 13 Nov VBL was trading at 453.00. The strike last trading price was 4.25, which was 1 higher than the previous day. The implied volatity was 27.79, the open interest changed by 55 which increased total open position to 119


On 12 Nov VBL was trading at 459.30. The strike last trading price was 3.25, which was 0.2 higher than the previous day. The implied volatity was 26.98, the open interest changed by 28 which increased total open position to 62


On 11 Nov VBL was trading at 470.60. The strike last trading price was 3.05, which was 0.35 higher than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 34


On 10 Nov VBL was trading at 463.25. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 34


On 7 Nov VBL was trading at 470.20. The strike last trading price was 2.8, which was -0.1 lower than the previous day. The implied volatity was 28.75, the open interest changed by 1 which increased total open position to 34


On 6 Nov VBL was trading at 471.85. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 28.98, the open interest changed by 11 which increased total open position to 32


On 4 Nov VBL was trading at 471.00. The strike last trading price was 3.1, which was -0.3 lower than the previous day. The implied volatity was 28.87, the open interest changed by 6 which increased total open position to 22


On 3 Nov VBL was trading at 474.75. The strike last trading price was 3.4, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct VBL was trading at 469.65. The strike last trading price was 3.4, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15


On 30 Oct VBL was trading at 485.25. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 29.28, the open interest changed by 2 which increased total open position to 12


On 29 Oct VBL was trading at 495.45. The strike last trading price was 2.2, which was -4.8 lower than the previous day. The implied volatity was 31.75, the open interest changed by -42 which decreased total open position to 11


On 28 Oct VBL was trading at 454.15. The strike last trading price was 7, which was 0.5 higher than the previous day. The implied volatity was 30.55, the open interest changed by 32 which increased total open position to 54


On 27 Oct VBL was trading at 459.35. The strike last trading price was 6.5, which was -1.4 lower than the previous day. The implied volatity was 31.36, the open interest changed by 1 which increased total open position to 21


On 20 Oct VBL was trading at 456.35. The strike last trading price was 7.9, which was 1.7 higher than the previous day. The implied volatity was 31.38, the open interest changed by 1 which increased total open position to 19


On 17 Oct VBL was trading at 461.55. The strike last trading price was 6.2, which was -0.3 lower than the previous day. The implied volatity was 29.30, the open interest changed by 9 which increased total open position to 12


On 16 Oct VBL was trading at 461.30. The strike last trading price was 6.5, which was -3.5 lower than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 5


On 14 Oct VBL was trading at 441.60. The strike last trading price was 10, which was 0.05 higher than the previous day. The implied volatity was 27.64, the open interest changed by 2 which increased total open position to 5


On 13 Oct VBL was trading at 442.45. The strike last trading price was 9.95, which was -0.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 2


On 9 Oct VBL was trading at 445.90. The strike last trading price was 10, which was -10.25 lower than the previous day. The implied volatity was 29.14, the open interest changed by 2 which increased total open position to 2


On 8 Oct VBL was trading at 434.85. The strike last trading price was 20.25, 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 4.49, the open interest changed by 0 which decreased total open position to 0