[--[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 430 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 51.7 -5.75 - 0 0 61
11 Dec 478.50 51.7 -5.75 - 0 0 61
10 Dec 472.95 51.7 -5.75 - 0 0 61
9 Dec 471.55 51.7 -5.75 - 0 0 0
8 Dec 469.80 51.7 -5.75 - 0 0 61
5 Dec 479.95 51.7 -5.75 - 0 0 0
4 Dec 479.90 51.7 -5.75 - 0 0 0
3 Dec 477.50 51.7 -5.75 21.12 6 0 61
2 Dec 481.40 57.45 -1.8 - 0 -1 0
1 Dec 484.15 57.45 -1.8 25.58 12 0 62
28 Nov 481.55 59.25 17.95 41.93 12 3 61
27 Nov 467.30 41.3 1.35 20.85 5 1 58
26 Nov 465.50 39.95 14.45 19.73 95 39 57
25 Nov 449.05 25.5 -0.2 20.72 10 5 17
24 Nov 446.10 25.7 1.7 24.10 7 3 12
21 Nov 447.65 24 -9 15.49 11 8 9
20 Nov 451.50 33 -11.6 27.99 1 0 0
19 Nov 454.55 44.6 0 - 0 0 0
18 Nov 457.90 44.6 0 - 0 0 0
17 Nov 461.70 44.6 0 - 0 0 0
14 Nov 459.40 44.6 0 - 0 0 0
13 Nov 453.00 44.6 0 - 0 0 0
12 Nov 459.30 44.6 0 - 0 0 0
11 Nov 470.60 44.6 0 - 0 0 0
10 Nov 463.25 44.6 0 - 0 0 0
7 Nov 470.20 44.6 0 - 0 0 0
6 Nov 471.85 44.6 0 - 0 0 0
4 Nov 471.00 44.6 0 - 0 0 0
3 Nov 474.75 44.6 0 - 0 0 0
31 Oct 469.65 44.6 0 - 0 0 0
30 Oct 485.25 44.6 0 - 0 0 0
29 Oct 495.45 44.6 0 - 0 0 0
28 Oct 454.15 44.6 0 - 0 0 0
27 Oct 459.35 44.6 0 - 0 0 0
24 Oct 461.40 44.6 0 - 0 0 0
23 Oct 465.55 44.6 0 - 0 0 0
20 Oct 456.35 44.6 0 - 0 0 0
17 Oct 461.55 44.6 0 - 0 0 0
16 Oct 461.30 44.6 0 - 0 0 0
13 Oct 442.45 44.6 0 - 0 0 0
9 Oct 445.90 44.6 0 - 0 0 0
8 Oct 434.85 44.6 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 430 expiring on 30DEC2025

Delta for 430 CE is -

Historical price for 430 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 51.7, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 11 Dec VBL was trading at 478.50. The strike last trading price was 51.7, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 10 Dec VBL was trading at 472.95. The strike last trading price was 51.7, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 9 Dec VBL was trading at 471.55. The strike last trading price was 51.7, which was -5.75 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 51.7, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 5 Dec VBL was trading at 479.95. The strike last trading price was 51.7, which was -5.75 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 51.7, which was -5.75 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 51.7, which was -5.75 lower than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 61


On 2 Dec VBL was trading at 481.40. The strike last trading price was 57.45, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec VBL was trading at 484.15. The strike last trading price was 57.45, which was -1.8 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 62


On 28 Nov VBL was trading at 481.55. The strike last trading price was 59.25, which was 17.95 higher than the previous day. The implied volatity was 41.93, the open interest changed by 3 which increased total open position to 61


On 27 Nov VBL was trading at 467.30. The strike last trading price was 41.3, which was 1.35 higher than the previous day. The implied volatity was 20.85, the open interest changed by 1 which increased total open position to 58


On 26 Nov VBL was trading at 465.50. The strike last trading price was 39.95, which was 14.45 higher than the previous day. The implied volatity was 19.73, the open interest changed by 39 which increased total open position to 57


On 25 Nov VBL was trading at 449.05. The strike last trading price was 25.5, which was -0.2 lower than the previous day. The implied volatity was 20.72, the open interest changed by 5 which increased total open position to 17


On 24 Nov VBL was trading at 446.10. The strike last trading price was 25.7, which was 1.7 higher than the previous day. The implied volatity was 24.10, the open interest changed by 3 which increased total open position to 12


On 21 Nov VBL was trading at 447.65. The strike last trading price was 24, which was -9 lower than the previous day. The implied volatity was 15.49, the open interest changed by 8 which increased total open position to 9


On 20 Nov VBL was trading at 451.50. The strike last trading price was 33, which was -11.6 lower than the previous day. The implied volatity was 27.99, 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 44.6, 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 18 Nov VBL was trading at 457.90. The strike last trading price was 44.6, 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 17 Nov VBL was trading at 461.70. The strike last trading price was 44.6, 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 Nov VBL was trading at 459.40. The strike last trading price was 44.6, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 44.6, 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 12 Nov VBL was trading at 459.30. The strike last trading price was 44.6, 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 11 Nov VBL was trading at 470.60. The strike last trading price was 44.6, 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 10 Nov VBL was trading at 463.25. The strike last trading price was 44.6, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 44.6, 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 Nov VBL was trading at 471.85. The strike last trading price was 44.6, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 44.6, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 44.6, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 44.6, 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 44.6, 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 44.6, 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 28 Oct VBL was trading at 454.15. The strike last trading price was 44.6, 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 44.6, 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 24 Oct VBL was trading at 461.40. The strike last trading price was 44.6, 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 23 Oct VBL was trading at 465.55. The strike last trading price was 44.6, 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 20 Oct VBL was trading at 456.35. The strike last trading price was 44.6, 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 17 Oct VBL was trading at 461.55. The strike last trading price was 44.6, 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 44.6, 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 13 Oct VBL was trading at 442.45. The strike last trading price was 44.6, 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 9 Oct VBL was trading at 445.90. The strike last trading price was 44.6, 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 8 Oct VBL was trading at 434.85. The strike last trading price was 44.6, 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 -, the open interest changed by 0 which decreased total open position to 0


VBL 30DEC2025 430 PE
Delta: -0.04
Vega: 0.10
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 0.6 -0.25 30.84 157 -56 210
11 Dec 478.50 0.85 -0.35 32.20 148 -48 267
10 Dec 472.95 1.25 0.1 31.13 187 -14 303
9 Dec 471.55 1.1 -0.2 28.79 307 -3 315
8 Dec 469.80 1.35 0.45 29.07 230 62 318
5 Dec 479.95 0.95 -0.1 29.05 75 -29 258
4 Dec 479.90 1.05 0 28.95 203 -45 282
3 Dec 477.50 1.05 0.2 28.19 187 15 261
2 Dec 481.40 0.85 -0.05 27.72 217 -120 240
1 Dec 484.15 0.9 -0.15 28.28 174 13 361
28 Nov 481.55 1 -0.65 26.64 644 -49 351
27 Nov 467.30 1.6 -0.25 23.95 176 -1 400
26 Nov 465.50 1.85 -2.6 24.06 614 7 401
25 Nov 449.05 4.5 -0.45 23.29 209 44 390
24 Nov 446.10 4.85 -0.6 22.80 117 23 346
21 Nov 447.65 5.45 0.2 24.24 141 49 323
20 Nov 451.50 5.15 0.2 25.61 126 43 256
19 Nov 454.55 5 0.4 26.02 116 64 208
18 Nov 457.90 4.6 0.4 26.23 55 28 143
17 Nov 461.70 4.1 -0.75 26.68 26 10 114
14 Nov 459.40 4.85 -1.6 26.92 27 12 103
13 Nov 453.00 6.5 1.55 27.77 37 7 89
12 Nov 459.30 4.95 1.5 26.58 62 40 81
11 Nov 470.60 3.45 -1.05 27.01 9 5 38
10 Nov 463.25 4.5 0.6 26.62 2 0 32
7 Nov 470.20 3.9 -0.3 - 0 9 0
6 Nov 471.85 3.9 -0.3 27.72 13 8 31
4 Nov 471.00 4.2 0.15 27.74 6 -2 23
3 Nov 474.75 4.05 -0.7 28.72 24 -7 26
31 Oct 469.65 4.7 1.25 - 47 11 34
30 Oct 485.25 3.45 0.7 28.97 13 -1 23
29 Oct 495.45 2.75 -8.15 30.27 45 -28 25
28 Oct 454.15 10.9 1.9 32.54 17 14 52
27 Oct 459.35 9 -0.4 31.43 7 5 36
24 Oct 461.40 9.4 2.4 31.98 13 10 29
23 Oct 465.55 7 -1.6 29.16 1 0 18
20 Oct 456.35 8.6 -15.8 - 0 18 0
17 Oct 461.55 8.6 -15.8 29.36 18 11 11
16 Oct 461.30 24.4 0 - 0 0 0
13 Oct 442.45 24.4 0 - 0 0 0
9 Oct 445.90 24.4 0 3.78 0 0 0
8 Oct 434.85 24.4 0 - 0 0 0
6 Oct 438.95 24.4 0 - 0 0 0
3 Oct 443.45 0 0 3.46 0 0 0


For Varun Beverages Limited - strike price 430 expiring on 30DEC2025

Delta for 430 PE is -0.04

Historical price for 430 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 30.84, the open interest changed by -56 which decreased total open position to 210


On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 32.20, the open interest changed by -48 which decreased total open position to 267


On 10 Dec VBL was trading at 472.95. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 31.13, the open interest changed by -14 which decreased total open position to 303


On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 28.79, the open interest changed by -3 which decreased total open position to 315


On 8 Dec VBL was trading at 469.80. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 29.07, the open interest changed by 62 which increased total open position to 318


On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 29.05, the open interest changed by -29 which decreased total open position to 258


On 4 Dec VBL was trading at 479.90. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 28.95, the open interest changed by -45 which decreased total open position to 282


On 3 Dec VBL was trading at 477.50. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 28.19, the open interest changed by 15 which increased total open position to 261


On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 27.72, the open interest changed by -120 which decreased total open position to 240


On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 28.28, the open interest changed by 13 which increased total open position to 361


On 28 Nov VBL was trading at 481.55. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 26.64, the open interest changed by -49 which decreased total open position to 351


On 27 Nov VBL was trading at 467.30. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by -1 which decreased total open position to 400


On 26 Nov VBL was trading at 465.50. The strike last trading price was 1.85, which was -2.6 lower than the previous day. The implied volatity was 24.06, the open interest changed by 7 which increased total open position to 401


On 25 Nov VBL was trading at 449.05. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 23.29, the open interest changed by 44 which increased total open position to 390


On 24 Nov VBL was trading at 446.10. The strike last trading price was 4.85, which was -0.6 lower than the previous day. The implied volatity was 22.80, the open interest changed by 23 which increased total open position to 346


On 21 Nov VBL was trading at 447.65. The strike last trading price was 5.45, which was 0.2 higher than the previous day. The implied volatity was 24.24, the open interest changed by 49 which increased total open position to 323


On 20 Nov VBL was trading at 451.50. The strike last trading price was 5.15, which was 0.2 higher than the previous day. The implied volatity was 25.61, the open interest changed by 43 which increased total open position to 256


On 19 Nov VBL was trading at 454.55. The strike last trading price was 5, which was 0.4 higher than the previous day. The implied volatity was 26.02, the open interest changed by 64 which increased total open position to 208


On 18 Nov VBL was trading at 457.90. The strike last trading price was 4.6, which was 0.4 higher than the previous day. The implied volatity was 26.23, the open interest changed by 28 which increased total open position to 143


On 17 Nov VBL was trading at 461.70. The strike last trading price was 4.1, which was -0.75 lower than the previous day. The implied volatity was 26.68, the open interest changed by 10 which increased total open position to 114


On 14 Nov VBL was trading at 459.40. The strike last trading price was 4.85, which was -1.6 lower than the previous day. The implied volatity was 26.92, the open interest changed by 12 which increased total open position to 103


On 13 Nov VBL was trading at 453.00. The strike last trading price was 6.5, which was 1.55 higher than the previous day. The implied volatity was 27.77, the open interest changed by 7 which increased total open position to 89


On 12 Nov VBL was trading at 459.30. The strike last trading price was 4.95, which was 1.5 higher than the previous day. The implied volatity was 26.58, the open interest changed by 40 which increased total open position to 81


On 11 Nov VBL was trading at 470.60. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 27.01, the open interest changed by 5 which increased total open position to 38


On 10 Nov VBL was trading at 463.25. The strike last trading price was 4.5, which was 0.6 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 32


On 7 Nov VBL was trading at 470.20. The strike last trading price was 3.9, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 6 Nov VBL was trading at 471.85. The strike last trading price was 3.9, which was -0.3 lower than the previous day. The implied volatity was 27.72, the open interest changed by 8 which increased total open position to 31


On 4 Nov VBL was trading at 471.00. The strike last trading price was 4.2, which was 0.15 higher than the previous day. The implied volatity was 27.74, the open interest changed by -2 which decreased total open position to 23


On 3 Nov VBL was trading at 474.75. The strike last trading price was 4.05, which was -0.7 lower than the previous day. The implied volatity was 28.72, the open interest changed by -7 which decreased total open position to 26


On 31 Oct VBL was trading at 469.65. The strike last trading price was 4.7, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 34


On 30 Oct VBL was trading at 485.25. The strike last trading price was 3.45, which was 0.7 higher than the previous day. The implied volatity was 28.97, the open interest changed by -1 which decreased total open position to 23


On 29 Oct VBL was trading at 495.45. The strike last trading price was 2.75, which was -8.15 lower than the previous day. The implied volatity was 30.27, the open interest changed by -28 which decreased total open position to 25


On 28 Oct VBL was trading at 454.15. The strike last trading price was 10.9, which was 1.9 higher than the previous day. The implied volatity was 32.54, the open interest changed by 14 which increased total open position to 52


On 27 Oct VBL was trading at 459.35. The strike last trading price was 9, which was -0.4 lower than the previous day. The implied volatity was 31.43, the open interest changed by 5 which increased total open position to 36


On 24 Oct VBL was trading at 461.40. The strike last trading price was 9.4, which was 2.4 higher than the previous day. The implied volatity was 31.98, the open interest changed by 10 which increased total open position to 29


On 23 Oct VBL was trading at 465.55. The strike last trading price was 7, which was -1.6 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 18


On 20 Oct VBL was trading at 456.35. The strike last trading price was 8.6, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0


On 17 Oct VBL was trading at 461.55. The strike last trading price was 8.6, which was -15.8 lower than the previous day. The implied volatity was 29.36, the open interest changed by 11 which increased total open position to 11


On 16 Oct VBL was trading at 461.30. The strike last trading price was 24.4, 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 24.4, 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 24.4, which was 0 lower than the previous day. The implied volatity was 3.78, 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 24.4, 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 24.4, 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 3.46, the open interest changed by 0 which decreased total open position to 0