[--[65.84.65.76]--]

VBL

Varun Beverages Limited
389.3 -12.15 (-3.03%)
L: 388 H: 400.9

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Historical option data for VBL

27 Mar 2026 04:12 PM IST
VBL 30-MAR-2026 425 CE
Delta: 0.02
Vega: 0.02
Theta: -0.12
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 389.30 0.1 -0.35 45.57 127 -10 140
25 Mar 401.45 0.45 0.25 32.21 274 23 151
24 Mar 388.35 0.2 -0.4 35.73 106 -25 130
23 Mar 382.20 0.55 -1.6 45.45 210 -24 155
20 Mar 401.45 2.15 -0.85 34.11 216 30 182
19 Mar 404.65 3 -2.4 32.52 206 18 149
18 Mar 415.10 5.1 1.35 28.3 389 -1 130
17 Mar 406.35 3.9 -2 32.27 177 5 132
16 Mar 407.15 5.8 0.55 37.9 753 -12 128
13 Mar 401.30 5.35 -2.9 37.95 506 42 143
12 Mar 411.05 8.2 -8.85 36.28 483 40 104
11 Mar 431.25 16.7 -3.8 32.52 38 7 61
10 Mar 436.50 20.8 -7.4 27.73 36 -4 54
9 Mar 437.75 28.2 1.55 - 0 0 58
6 Mar 447.65 28.2 1.55 22 2 -1 59
5 Mar 445.75 26.5 8.8 23.16 63 9 60
4 Mar 429.75 18 -9.4 30.92 124 15 53
2 Mar 445.30 27.35 -32.55 25.94 64 29 29
27 Feb 451.40 59.9 0 - 0 0 0
26 Feb 460.45 59.9 0 - 0 0 0
25 Feb 455.85 59.9 0 - 0 0 0
24 Feb 459.10 59.9 0 - 0 0 0
23 Feb 457.30 59.9 0 - 0 0 0
20 Feb 453.85 59.9 0 - 0 0 0
19 Feb 453.50 59.9 0 - 0 0 0
18 Feb 463.65 59.9 0 - 0 0 0
17 Feb 458.05 59.9 0 - 0 0 0
16 Feb 455.85 59.9 0 - 0 0 0
13 Feb 449.30 59.9 0 - 0 0 0
12 Feb 455.70 59.9 0 - 0 0 0
11 Feb 456.90 59.9 0 - 0 0 0
10 Feb 456.50 59.9 0 - 0 0 0
9 Feb 457.35 59.9 0 - 0 0 0
6 Feb 439.05 59.9 0 - 0 0 0
5 Feb 437.10 59.9 0 - 0 0 0
4 Feb 444.90 59.9 0 - 0 0 0
3 Feb 451.10 59.9 0 - 0 0 0
2 Feb 466.30 59.9 0 - 0 0 0
1 Feb 469.10 59.9 0 - 0 0 0
30 Jan 471.25 59.9 0 - 0 0 0
29 Jan 467.05 59.9 0 - 0 0 0
28 Jan 468.40 59.9 0 0 0 0 0


For Varun Beverages Limited - strike price 425 expiring on 30MAR2026

Delta for 425 CE is 0.02

Historical price for 425 CE is as follows

On 27 Mar VBL was trading at 389.30. The strike last trading price was 0.1, which was -0.35 lower than the previous day. The implied volatity was 45.57, the open interest changed by -10 which decreased total open position to 140


On 25 Mar VBL was trading at 401.45. The strike last trading price was 0.45, which was 0.25 higher than the previous day. The implied volatity was 32.21, the open interest changed by 23 which increased total open position to 151


On 24 Mar VBL was trading at 388.35. The strike last trading price was 0.2, which was -0.4 lower than the previous day. The implied volatity was 35.73, the open interest changed by -25 which decreased total open position to 130


On 23 Mar VBL was trading at 382.20. The strike last trading price was 0.55, which was -1.6 lower than the previous day. The implied volatity was 45.45, the open interest changed by -24 which decreased total open position to 155


On 20 Mar VBL was trading at 401.45. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 34.11, the open interest changed by 30 which increased total open position to 182


On 19 Mar VBL was trading at 404.65. The strike last trading price was 3, which was -2.4 lower than the previous day. The implied volatity was 32.52, the open interest changed by 18 which increased total open position to 149


On 18 Mar VBL was trading at 415.10. The strike last trading price was 5.1, which was 1.35 higher than the previous day. The implied volatity was 28.3, the open interest changed by -1 which decreased total open position to 130


On 17 Mar VBL was trading at 406.35. The strike last trading price was 3.9, which was -2 lower than the previous day. The implied volatity was 32.27, the open interest changed by 5 which increased total open position to 132


On 16 Mar VBL was trading at 407.15. The strike last trading price was 5.8, which was 0.55 higher than the previous day. The implied volatity was 37.9, the open interest changed by -12 which decreased total open position to 128


On 13 Mar VBL was trading at 401.30. The strike last trading price was 5.35, which was -2.9 lower than the previous day. The implied volatity was 37.95, the open interest changed by 42 which increased total open position to 143


On 12 Mar VBL was trading at 411.05. The strike last trading price was 8.2, which was -8.85 lower than the previous day. The implied volatity was 36.28, the open interest changed by 40 which increased total open position to 104


On 11 Mar VBL was trading at 431.25. The strike last trading price was 16.7, which was -3.8 lower than the previous day. The implied volatity was 32.52, the open interest changed by 7 which increased total open position to 61


On 10 Mar VBL was trading at 436.50. The strike last trading price was 20.8, which was -7.4 lower than the previous day. The implied volatity was 27.73, the open interest changed by -4 which decreased total open position to 54


On 9 Mar VBL was trading at 437.75. The strike last trading price was 28.2, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 6 Mar VBL was trading at 447.65. The strike last trading price was 28.2, which was 1.55 higher than the previous day. The implied volatity was 22, the open interest changed by -1 which decreased total open position to 59


On 5 Mar VBL was trading at 445.75. The strike last trading price was 26.5, which was 8.8 higher than the previous day. The implied volatity was 23.16, the open interest changed by 9 which increased total open position to 60


On 4 Mar VBL was trading at 429.75. The strike last trading price was 18, which was -9.4 lower than the previous day. The implied volatity was 30.92, the open interest changed by 15 which increased total open position to 53


On 2 Mar VBL was trading at 445.30. The strike last trading price was 27.35, which was -32.55 lower than the previous day. The implied volatity was 25.94, the open interest changed by 29 which increased total open position to 29


On 27 Feb VBL was trading at 451.40. The strike last trading price was 59.9, 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 59.9, 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 Feb VBL was trading at 455.85. The strike last trading price was 59.9, 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 Feb VBL was trading at 459.10. The strike last trading price was 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 Feb VBL was trading at 469.10. The strike last trading price was 59.9, 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 59.9, 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 Jan VBL was trading at 467.05. The strike last trading price was 59.9, 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 Jan VBL was trading at 468.40. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


VBL 30MAR2026 425 PE
Delta: -0.87
Vega: 0.07
Theta: -0.8
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 389.30 33.7 11 73.37 15 -8 164
25 Mar 401.45 22.7 -10.25 28.12 58 -10 172
24 Mar 388.35 32.95 -9.15 39.95 14 -9 184
23 Mar 382.20 42.1 19.35 48.76 12 -1 193
20 Mar 401.45 22.75 -0.65 24.3 50 -8 194
19 Mar 404.65 22.7 8.6 40.56 9 -1 203
18 Mar 415.10 14 -7.15 30.97 46 4 202
17 Mar 406.35 20.6 -1.85 32.9 37 -1 198
16 Mar 407.15 22.8 -4.95 40.11 83 13 231
13 Mar 401.30 27.7 6.85 40.76 138 7 221
12 Mar 411.05 21.2 10.85 38.75 368 37 214
11 Mar 431.25 10.85 3.55 36.77 80 16 176
10 Mar 436.50 6.55 -1.55 32.22 105 25 160
9 Mar 437.75 8 2.95 36.64 122 9 135
6 Mar 447.65 5.05 -0.05 32.84 72 11 126
5 Mar 445.75 5.2 -7 30.97 318 8 115
4 Mar 429.75 11.9 6.35 33.77 265 10 108
2 Mar 445.30 5.45 1.35 29.54 177 32 101
27 Feb 451.40 4.25 1.75 28.18 51 4 67
26 Feb 460.45 2.6 -0.6 28.54 59 -3 63
25 Feb 455.85 3.2 0.1 27.11 31 -4 66
24 Feb 459.10 2.6 -1.85 27.8 35 15 71
23 Feb 457.30 4.5 -0.25 30.55 37 26 54
20 Feb 453.85 4.8 -1.2 28.71 26 -5 27
19 Feb 453.50 6 2.1 30.52 19 3 31
18 Feb 463.65 3.9 -1.2 30.06 35 11 28
17 Feb 458.05 5.1 -1.85 29.73 16 14 16
16 Feb 455.85 6.95 0 33.45 1 0 2
13 Feb 449.30 6.95 -1.85 - 0 0 2
12 Feb 455.70 6.95 -1.85 - 0 0 2
11 Feb 456.90 6.95 -1.85 - 0 0 2
10 Feb 456.50 6.95 -1.85 - 0 0 2
9 Feb 457.35 6.95 -1.85 - 0 0 2
6 Feb 439.05 6.95 -1.85 - 0 0 2
5 Feb 437.10 6.95 -1.85 - 0 0 2
4 Feb 444.90 6.95 -1.85 - 0 0 2
3 Feb 451.10 6.95 -1.85 - 0 0 2
2 Feb 466.30 6.95 -1.85 33.91 4 2 2
1 Feb 469.10 8.8 0 8.45 0 0 0
30 Jan 471.25 8.8 0 7.84 0 0 0
29 Jan 467.05 8.8 0 8.01 0 0 0
28 Jan 468.40 8.8 0 7.98 0 0 0


For Varun Beverages Limited - strike price 425 expiring on 30MAR2026

Delta for 425 PE is -0.87

Historical price for 425 PE is as follows

On 27 Mar VBL was trading at 389.30. The strike last trading price was 33.7, which was 11 higher than the previous day. The implied volatity was 73.37, the open interest changed by -8 which decreased total open position to 164


On 25 Mar VBL was trading at 401.45. The strike last trading price was 22.7, which was -10.25 lower than the previous day. The implied volatity was 28.12, the open interest changed by -10 which decreased total open position to 172


On 24 Mar VBL was trading at 388.35. The strike last trading price was 32.95, which was -9.15 lower than the previous day. The implied volatity was 39.95, the open interest changed by -9 which decreased total open position to 184


On 23 Mar VBL was trading at 382.20. The strike last trading price was 42.1, which was 19.35 higher than the previous day. The implied volatity was 48.76, the open interest changed by -1 which decreased total open position to 193


On 20 Mar VBL was trading at 401.45. The strike last trading price was 22.75, which was -0.65 lower than the previous day. The implied volatity was 24.3, the open interest changed by -8 which decreased total open position to 194


On 19 Mar VBL was trading at 404.65. The strike last trading price was 22.7, which was 8.6 higher than the previous day. The implied volatity was 40.56, the open interest changed by -1 which decreased total open position to 203


On 18 Mar VBL was trading at 415.10. The strike last trading price was 14, which was -7.15 lower than the previous day. The implied volatity was 30.97, the open interest changed by 4 which increased total open position to 202


On 17 Mar VBL was trading at 406.35. The strike last trading price was 20.6, which was -1.85 lower than the previous day. The implied volatity was 32.9, the open interest changed by -1 which decreased total open position to 198


On 16 Mar VBL was trading at 407.15. The strike last trading price was 22.8, which was -4.95 lower than the previous day. The implied volatity was 40.11, the open interest changed by 13 which increased total open position to 231


On 13 Mar VBL was trading at 401.30. The strike last trading price was 27.7, which was 6.85 higher than the previous day. The implied volatity was 40.76, the open interest changed by 7 which increased total open position to 221


On 12 Mar VBL was trading at 411.05. The strike last trading price was 21.2, which was 10.85 higher than the previous day. The implied volatity was 38.75, the open interest changed by 37 which increased total open position to 214


On 11 Mar VBL was trading at 431.25. The strike last trading price was 10.85, which was 3.55 higher than the previous day. The implied volatity was 36.77, the open interest changed by 16 which increased total open position to 176


On 10 Mar VBL was trading at 436.50. The strike last trading price was 6.55, which was -1.55 lower than the previous day. The implied volatity was 32.22, the open interest changed by 25 which increased total open position to 160


On 9 Mar VBL was trading at 437.75. The strike last trading price was 8, which was 2.95 higher than the previous day. The implied volatity was 36.64, the open interest changed by 9 which increased total open position to 135


On 6 Mar VBL was trading at 447.65. The strike last trading price was 5.05, which was -0.05 lower than the previous day. The implied volatity was 32.84, the open interest changed by 11 which increased total open position to 126


On 5 Mar VBL was trading at 445.75. The strike last trading price was 5.2, which was -7 lower than the previous day. The implied volatity was 30.97, the open interest changed by 8 which increased total open position to 115


On 4 Mar VBL was trading at 429.75. The strike last trading price was 11.9, which was 6.35 higher than the previous day. The implied volatity was 33.77, the open interest changed by 10 which increased total open position to 108


On 2 Mar VBL was trading at 445.30. The strike last trading price was 5.45, which was 1.35 higher than the previous day. The implied volatity was 29.54, the open interest changed by 32 which increased total open position to 101


On 27 Feb VBL was trading at 451.40. The strike last trading price was 4.25, which was 1.75 higher than the previous day. The implied volatity was 28.18, the open interest changed by 4 which increased total open position to 67


On 26 Feb VBL was trading at 460.45. The strike last trading price was 2.6, which was -0.6 lower than the previous day. The implied volatity was 28.54, the open interest changed by -3 which decreased total open position to 63


On 25 Feb VBL was trading at 455.85. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 27.11, the open interest changed by -4 which decreased total open position to 66


On 24 Feb VBL was trading at 459.10. The strike last trading price was 2.6, which was -1.85 lower than the previous day. The implied volatity was 27.8, the open interest changed by 15 which increased total open position to 71


On 23 Feb VBL was trading at 457.30. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 30.55, the open interest changed by 26 which increased total open position to 54


On 20 Feb VBL was trading at 453.85. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 28.71, the open interest changed by -5 which decreased total open position to 27


On 19 Feb VBL was trading at 453.50. The strike last trading price was 6, which was 2.1 higher than the previous day. The implied volatity was 30.52, the open interest changed by 3 which increased total open position to 31


On 18 Feb VBL was trading at 463.65. The strike last trading price was 3.9, which was -1.2 lower than the previous day. The implied volatity was 30.06, the open interest changed by 11 which increased total open position to 28


On 17 Feb VBL was trading at 458.05. The strike last trading price was 5.1, which was -1.85 lower than the previous day. The implied volatity was 29.73, the open interest changed by 14 which increased total open position to 16


On 16 Feb VBL was trading at 455.85. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 2


On 13 Feb VBL was trading at 449.30. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 12 Feb VBL was trading at 455.70. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Feb VBL was trading at 456.90. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Feb VBL was trading at 456.50. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Feb VBL was trading at 457.35. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Feb VBL was trading at 439.05. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Feb VBL was trading at 437.10. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Feb VBL was trading at 444.90. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb VBL was trading at 451.10. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Feb VBL was trading at 466.30. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was 33.91, the open interest changed by 2 which increased total open position to 2


On 1 Feb VBL was trading at 469.10. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 8.45, 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 8.8, which was 0 lower than the previous day. The implied volatity was 7.84, 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 8.8, which was 0 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 0


On 28 Jan VBL was trading at 468.40. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0