VBL
Varun Beverages Limited
Historical option data for VBL
17 Apr 2026 12:12 PM IST
| VBL 28-Apr-2026 (11d) 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0
Theta: -0.14
Gamma: 0.00377
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 470.70 | 47.05 | 8.199999999999996 | 41.25 | 10 | 0 | 91 | |||||||||
| 16 Apr | 460.40 | 40.35 | 15.700000000000003 | 33.52 | 80 | -16 | 91 | |||||||||
| 15 Apr | 445.55 | 24.6 | 9.350000000000001 | 33.73 | 86 | -3 | 108 | |||||||||
| 13 Apr | 430.60 | 15.15 | -1.6500000000000004 | 33.54 | 339 | 0 | 111 | |||||||||
| 10 Apr | 431.60 | 17.2 | 4.35 | 32.36 | 213 | -15 | 111 | |||||||||
| 9 Apr | 422.90 | 12.85 | 0.9 | 33.12 | 484 | 15 | 126 | |||||||||
| 8 Apr | 421.90 | 12.85 | 7.1 | 31.08 | 575 | 19 | 112 | |||||||||
| 7 Apr | 400.85 | 5.9 | -0.7 | 35.34 | 71 | 22 | 92 | |||||||||
| 6 Apr | 401.00 | 6.25 | -1.3 | 36.08 | 123 | 24 | 61 | |||||||||
| 2 Apr | 403.70 | 7.6 | 0.4 | 33.89 | 27 | -4 | 36 | |||||||||
| 1 Apr | 401.80 | 7.2 | 3.05 | 34.01 | 73 | 34 | 40 | |||||||||
| 30 Mar | 384.10 | 4.25 | -2.55 | 37.04 | 7 | 2 | 6 | |||||||||
| 27 Mar | 389.30 | 6.7 | -9.8 | 38.86 | 13 | 2 | 4 | |||||||||
| 25 Mar | 401.45 | 16.5 | -0.1 | - | 0 | 0 | 2 | |||||||||
| 24 Mar | 388.35 | 16.5 | -0.1 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 382.20 | 16.5 | -0.1 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 401.45 | 16.5 | -0.1 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 404.65 | 16.5 | -0.1 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 415.10 | 16.5 | -0.1 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 406.35 | 16.5 | -0.1 | - | 1 | 0 | 2 | |||||||||
| 16 Mar | 407.15 | 16.5 | -0.1 | - | 1 | 1 | 0 | |||||||||
| 13 Mar | 401.30 | 16.5 | -0.1 | 42.22 | 1 | 0 | 1 | |||||||||
| 12 Mar | 411.05 | 16.6 | -33.6 | 34.87 | 2 | 1 | 1 | |||||||||
| 11 Mar | 431.25 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 436.50 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 437.75 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 6 Mar | 447.65 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 445.75 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 429.75 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 445.30 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 451.40 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 425 expiring on 28APR2026
Delta for 425 CE is 0.93
Historical price for 425 CE is as follows
On 17 Apr VBL was trading at 470.70. The strike last trading price was 47.05, which was 8.199999999999996 higher than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 91
On 16 Apr VBL was trading at 460.40. The strike last trading price was 40.35, which was 15.700000000000003 higher than the previous day. The implied volatity was 33.52, the open interest changed by -16 which decreased total open position to 91
On 15 Apr VBL was trading at 445.55. The strike last trading price was 24.6, which was 9.350000000000001 higher than the previous day. The implied volatity was 33.73, the open interest changed by -3 which decreased total open position to 108
On 13 Apr VBL was trading at 430.60. The strike last trading price was 15.15, which was -1.6500000000000004 lower than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 111
On 10 Apr VBL was trading at 431.60. The strike last trading price was 17.2, which was 4.35 higher than the previous day. The implied volatity was 32.36, the open interest changed by -15 which decreased total open position to 111
On 9 Apr VBL was trading at 422.90. The strike last trading price was 12.85, which was 0.9 higher than the previous day. The implied volatity was 33.12, the open interest changed by 15 which increased total open position to 126
On 8 Apr VBL was trading at 421.90. The strike last trading price was 12.85, which was 7.1 higher than the previous day. The implied volatity was 31.08, the open interest changed by 19 which increased total open position to 112
On 7 Apr VBL was trading at 400.85. The strike last trading price was 5.9, which was -0.7 lower than the previous day. The implied volatity was 35.34, the open interest changed by 22 which increased total open position to 92
On 6 Apr VBL was trading at 401.00. The strike last trading price was 6.25, which was -1.3 lower than the previous day. The implied volatity was 36.08, the open interest changed by 24 which increased total open position to 61
On 2 Apr VBL was trading at 403.70. The strike last trading price was 7.6, which was 0.4 higher than the previous day. The implied volatity was 33.89, the open interest changed by -4 which decreased total open position to 36
On 1 Apr VBL was trading at 401.80. The strike last trading price was 7.2, which was 3.05 higher than the previous day. The implied volatity was 34.01, the open interest changed by 34 which increased total open position to 40
On 30 Mar VBL was trading at 384.10. The strike last trading price was 4.25, which was -2.55 lower than the previous day. The implied volatity was 37.04, the open interest changed by 2 which increased total open position to 6
On 27 Mar VBL was trading at 389.30. The strike last trading price was 6.7, which was -9.8 lower than the previous day. The implied volatity was 38.86, the open interest changed by 2 which increased total open position to 4
On 25 Mar VBL was trading at 401.45. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar VBL was trading at 388.35. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar VBL was trading at 382.20. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar VBL was trading at 401.45. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar VBL was trading at 404.65. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar VBL was trading at 415.10. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar VBL was trading at 406.35. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar VBL was trading at 407.15. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar VBL was trading at 401.30. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 1
On 12 Mar VBL was trading at 411.05. The strike last trading price was 16.6, which was -33.6 lower than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 1
On 11 Mar VBL was trading at 431.25. The strike last trading price was 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 (11d) 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0
Theta: -0.13
Gamma: 0.00377
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 470.70 | 1 | -0.6499999999999999 | 40.52 | 207 | -53 | 217 |
| 16 Apr | 460.40 | 1.8 | -1.9999999999999998 | 39.31 | 383 | 126 | 282 |
| 15 Apr | 445.55 | 3.7 | -4.749999999999999 | 33.74 | 224 | -14 | 155 |
| 13 Apr | 430.60 | 8.4 | 0.5 | 32.31 | 436 | -17 | 168 |
| 10 Apr | 431.60 | 7.5 | -4.9 | 29.55 | 304 | 34 | 187 |
| 9 Apr | 422.90 | 12.45 | -1.1 | 32.62 | 336 | 67 | 149 |
| 8 Apr | 421.90 | 13 | -15.7 | 34.3 | 266 | 56 | 87 |
| 7 Apr | 400.85 | 29.2 | 0.2 | - | 0 | 0 | 31 |
| 6 Apr | 401.00 | 29.2 | 0.2 | 40.3 | 32 | 8 | 28 |
| 2 Apr | 403.70 | 29 | -18.3 | - | 0 | 0 | 20 |
| 1 Apr | 401.80 | 29 | -18.3 | - | 0 | 0 | 20 |
| 30 Mar | 384.10 | 29 | -18.3 | - | 0 | 0 | 0 |
| 27 Mar | 389.30 | 29 | -18.3 | - | 0 | 0 | 20 |
| 25 Mar | 401.45 | 29 | -18.3 | 34.26 | 1 | 0 | 20 |
| 24 Mar | 388.35 | 47.3 | 4.3 | 56.77 | 4 | 0 | 20 |
| 23 Mar | 382.20 | 43 | 20.8 | 35.76 | 2 | 0 | 20 |
| 20 Mar | 401.45 | 22.2 | -6.5 | - | 0 | 0 | 20 |
| 19 Mar | 404.65 | 22.2 | -6.5 | - | 0 | 0 | 20 |
| 18 Mar | 415.10 | 22.2 | -6.5 | 35.34 | 4 | 2 | 18 |
| 17 Mar | 406.35 | 28.7 | 3.4 | 38.38 | 3 | 0 | 16 |
| 16 Mar | 407.15 | 25.3 | -2.8 | 31.51 | 3 | 1 | 18 |
| 13 Mar | 401.30 | 28.1 | 15.1 | 30.17 | 2 | 0 | 15 |
| 12 Mar | 411.05 | 13 | 3.75 | - | 0 | 0 | 15 |
| 11 Mar | 431.25 | 13 | 3.75 | - | 0 | 0 | 15 |
| 10 Mar | 436.50 | 13 | 3.75 | - | 0 | 0 | 15 |
| 9 Mar | 437.75 | 13 | 3.75 | - | 0 | 0 | 15 |
| 6 Mar | 447.65 | 13 | 3.75 | - | 1 | 0 | 0 |
| 5 Mar | 445.75 | 13 | 3.75 | - | 1 | 0 | 0 |
| 4 Mar | 429.75 | 13 | 3.75 | 27.19 | 1 | 0 | 15 |
| 2 Mar | 445.30 | 9.25 | 2.2 | 28.61 | 1 | 0 | 14 |
| 27 Feb | 451.40 | 7.05 | -4.2 | 27.01 | 15 | 14 | 14 |
For Varun Beverages Limited - strike price 425 expiring on 28APR2026
Delta for 425 PE is -0.07
Historical price for 425 PE is as follows
On 17 Apr VBL was trading at 470.70. The strike last trading price was 1, which was -0.6499999999999999 lower than the previous day. The implied volatity was 40.52, the open interest changed by -53 which decreased total open position to 217
On 16 Apr VBL was trading at 460.40. The strike last trading price was 1.8, which was -1.9999999999999998 lower than the previous day. The implied volatity was 39.31, the open interest changed by 126 which increased total open position to 282
On 15 Apr VBL was trading at 445.55. The strike last trading price was 3.7, which was -4.749999999999999 lower than the previous day. The implied volatity was 33.74, the open interest changed by -14 which decreased total open position to 155
On 13 Apr VBL was trading at 430.60. The strike last trading price was 8.4, which was 0.5 higher than the previous day. The implied volatity was 32.31, the open interest changed by -17 which decreased total open position to 168
On 10 Apr VBL was trading at 431.60. The strike last trading price was 7.5, which was -4.9 lower than the previous day. The implied volatity was 29.55, the open interest changed by 34 which increased total open position to 187
On 9 Apr VBL was trading at 422.90. The strike last trading price was 12.45, which was -1.1 lower than the previous day. The implied volatity was 32.62, the open interest changed by 67 which increased total open position to 149
On 8 Apr VBL was trading at 421.90. The strike last trading price was 13, which was -15.7 lower than the previous day. The implied volatity was 34.3, the open interest changed by 56 which increased total open position to 87
On 7 Apr VBL was trading at 400.85. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Apr VBL was trading at 401.00. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was 40.3, the open interest changed by 8 which increased total open position to 28
On 2 Apr VBL was trading at 403.70. The strike last trading price was 29, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 1 Apr VBL was trading at 401.80. The strike last trading price was 29, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 30 Mar VBL was trading at 384.10. The strike last trading price was 29, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar VBL was trading at 389.30. The strike last trading price was 29, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 25 Mar VBL was trading at 401.45. The strike last trading price was 29, which was -18.3 lower than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 20
On 24 Mar VBL was trading at 388.35. The strike last trading price was 47.3, which was 4.3 higher than the previous day. The implied volatity was 56.77, the open interest changed by 0 which decreased total open position to 20
On 23 Mar VBL was trading at 382.20. The strike last trading price was 43, which was 20.8 higher than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 20
On 20 Mar VBL was trading at 401.45. The strike last trading price was 22.2, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Mar VBL was trading at 404.65. The strike last trading price was 22.2, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Mar VBL was trading at 415.10. The strike last trading price was 22.2, which was -6.5 lower than the previous day. The implied volatity was 35.34, the open interest changed by 2 which increased total open position to 18
On 17 Mar VBL was trading at 406.35. The strike last trading price was 28.7, which was 3.4 higher than the previous day. The implied volatity was 38.38, the open interest changed by 0 which decreased total open position to 16
On 16 Mar VBL was trading at 407.15. The strike last trading price was 25.3, which was -2.8 lower than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 18
On 13 Mar VBL was trading at 401.30. The strike last trading price was 28.1, which was 15.1 higher than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 15
On 12 Mar VBL was trading at 411.05. The strike last trading price was 13, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Mar VBL was trading at 431.25. The strike last trading price was 13, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Mar VBL was trading at 436.50. The strike last trading price was 13, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Mar VBL was trading at 437.75. The strike last trading price was 13, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 Mar VBL was trading at 447.65. The strike last trading price was 13, which was 3.75 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 13, which was 3.75 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 13, which was 3.75 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 15
On 2 Mar VBL was trading at 445.30. The strike last trading price was 9.25, which was 2.2 higher than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 14
On 27 Feb VBL was trading at 451.40. The strike last trading price was 7.05, which was -4.2 lower than the previous day. The implied volatity was 27.01, the open interest changed by 14 which increased total open position to 14
