VBL
Varun Beverages Limited
Historical option data for VBL
17 Apr 2026 04:10 PM IST
| VBL 28-Apr-2026 (10d) 435 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0
Theta: -0.12
Gamma: 0.00398
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 473.90 | 39.85 | 9.200000000000003 | 30.01 | 38 | 5 | 115 | |||||||||
| 16 Apr | 460.40 | 33.2 | 16.1 | 34.58 | 168 | -46 | 117 | |||||||||
| 15 Apr | 445.55 | 17.45 | 7.899999999999999 | 33.27 | 309 | -24 | 167 | |||||||||
| 13 Apr | 430.60 | 9.55 | -1.3999999999999986 | 31.92 | 519 | 48 | 191 | |||||||||
| 10 Apr | 431.60 | 11.25 | 3 | 30.7 | 444 | 43 | 144 | |||||||||
| 9 Apr | 422.90 | 8.3 | 0.45 | 32.3 | 387 | 20 | 99 | |||||||||
| 8 Apr | 421.90 | 8.45 | 4.75 | 30.93 | 233 | 45 | 74 | |||||||||
| 7 Apr | 400.85 | 3.65 | -0.9 | 35.07 | 6 | 0 | 28 | |||||||||
| 6 Apr | 401.00 | 4.45 | -0.6 | 37.51 | 45 | 2 | 29 | |||||||||
| 2 Apr | 403.70 | 4.9 | 0.2 | 33.44 | 43 | 4 | 27 | |||||||||
| 1 Apr | 401.80 | 4.7 | 1.8 | 33.72 | 54 | 23 | 24 | |||||||||
| 30 Mar | 384.10 | 2.9 | -40.65 | 37.41 | 1 | 0 | 0 | |||||||||
| 27 Mar | 389.30 | 43.55 | 0 | 9.58 | 0 | 0 | 0 | |||||||||
| 25 Mar | 401.45 | 43.55 | 0 | 6.81 | 0 | 0 | 0 | |||||||||
| 24 Mar | 388.35 | 43.55 | 0 | 9.29 | 0 | 0 | 0 | |||||||||
| 23 Mar | 382.20 | 43.55 | 0 | 10.29 | 0 | 0 | 0 | |||||||||
| 20 Mar | 401.45 | 43.55 | 0 | 6.16 | 0 | 0 | 0 | |||||||||
| 19 Mar | 404.65 | 43.55 | 0 | 5.3 | 0 | 0 | 0 | |||||||||
| 18 Mar | 415.10 | 43.55 | 0 | 3.17 | 0 | 0 | 0 | |||||||||
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| 17 Mar | 406.35 | 43.55 | 0 | 4.83 | 0 | 0 | 0 | |||||||||
| 16 Mar | 407.15 | 43.55 | 0 | 4.84 | 0 | 0 | 0 | |||||||||
| 13 Mar | 401.30 | 43.55 | 0 | 5.78 | 0 | 0 | 0 | |||||||||
| 12 Mar | 411.05 | 43.55 | 0 | 3.75 | 0 | 0 | 0 | |||||||||
| 11 Mar | 431.25 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 436.50 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 437.75 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 447.65 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 445.75 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 429.75 | 43.55 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 2 Mar | 445.30 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 451.40 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 460.45 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 455.85 | 43.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 435 expiring on 28APR2026
Delta for 435 CE is 0.95
Historical price for 435 CE is as follows
On 17 Apr VBL was trading at 473.90. The strike last trading price was 39.85, which was 9.200000000000003 higher than the previous day. The implied volatity was 30.01, the open interest changed by 5 which increased total open position to 115
On 16 Apr VBL was trading at 460.40. The strike last trading price was 33.2, which was 16.1 higher than the previous day. The implied volatity was 34.58, the open interest changed by -46 which decreased total open position to 117
On 15 Apr VBL was trading at 445.55. The strike last trading price was 17.45, which was 7.899999999999999 higher than the previous day. The implied volatity was 33.27, the open interest changed by -24 which decreased total open position to 167
On 13 Apr VBL was trading at 430.60. The strike last trading price was 9.55, which was -1.3999999999999986 lower than the previous day. The implied volatity was 31.92, the open interest changed by 48 which increased total open position to 191
On 10 Apr VBL was trading at 431.60. The strike last trading price was 11.25, which was 3 higher than the previous day. The implied volatity was 30.7, the open interest changed by 43 which increased total open position to 144
On 9 Apr VBL was trading at 422.90. The strike last trading price was 8.3, which was 0.45 higher than the previous day. The implied volatity was 32.3, the open interest changed by 20 which increased total open position to 99
On 8 Apr VBL was trading at 421.90. The strike last trading price was 8.45, which was 4.75 higher than the previous day. The implied volatity was 30.93, the open interest changed by 45 which increased total open position to 74
On 7 Apr VBL was trading at 400.85. The strike last trading price was 3.65, which was -0.9 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 28
On 6 Apr VBL was trading at 401.00. The strike last trading price was 4.45, which was -0.6 lower than the previous day. The implied volatity was 37.51, the open interest changed by 2 which increased total open position to 29
On 2 Apr VBL was trading at 403.70. The strike last trading price was 4.9, which was 0.2 higher than the previous day. The implied volatity was 33.44, the open interest changed by 4 which increased total open position to 27
On 1 Apr VBL was trading at 401.80. The strike last trading price was 4.7, which was 1.8 higher than the previous day. The implied volatity was 33.72, the open interest changed by 23 which increased total open position to 24
On 30 Mar VBL was trading at 384.10. The strike last trading price was 2.9, which was -40.65 lower than the previous day. The implied volatity was 37.41, 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 43.55, which was 0 lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
On 25 Mar VBL was trading at 401.45. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0
On 24 Mar VBL was trading at 388.35. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 9.29, the open interest changed by 0 which decreased total open position to 0
On 23 Mar VBL was trading at 382.20. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 0
On 20 Mar VBL was trading at 401.45. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
On 19 Mar VBL was trading at 404.65. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 5.3, the open interest changed by 0 which decreased total open position to 0
On 18 Mar VBL was trading at 415.10. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 17 Mar VBL was trading at 406.35. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 16 Mar VBL was trading at 407.15. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VBL was trading at 401.30. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 12 Mar VBL was trading at 411.05. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 3.75, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, which was 0 lower than the previous day. The implied volatity was 0.17, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 (10d) 435 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0
Theta: -0.17
Gamma: 0.00527
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 473.90 | 1.35 | -1.5 | 37.26 | 766 | 87 | 256 |
| 16 Apr | 460.40 | 2.7 | -3.45 | 38.27 | 514 | 66 | 159 |
| 15 Apr | 445.55 | 6 | -7.050000000000001 | 31.56 | 492 | 4 | 93 |
| 13 Apr | 430.60 | 12.65 | 0.5500000000000007 | 30.44 | 180 | 21 | 89 |
| 10 Apr | 431.60 | 11.65 | -2.8499999999999996 | 28.31 | 175 | 69 | 69 |
| 9 Apr | 422.90 | 14.5 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 421.90 | 14.5 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 400.85 | 14.5 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 401.00 | 14.5 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 403.70 | 14.5 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 401.80 | 14.5 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 384.10 | 14.5 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 389.30 | 14.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 401.45 | 14.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 388.35 | 14.5 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 382.20 | 14.5 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 401.45 | 14.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 404.65 | 14.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 415.10 | 14.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 406.35 | 14.5 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 407.15 | 14.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 401.30 | 14.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 411.05 | 14.5 | 0 | 0.58 | 0 | 0 | 0 |
| 11 Mar | 431.25 | 14.5 | 0 | 0.23 | 0 | 0 | 0 |
| 10 Mar | 436.50 | 14.5 | 0 | 1.81 | 0 | 0 | 0 |
| 9 Mar | 437.75 | 14.5 | 0 | 2.07 | 0 | 0 | 0 |
| 6 Mar | 447.65 | 14.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 445.75 | 14.5 | 0 | 3.31 | 0 | 0 | 0 |
| 4 Mar | 429.75 | 14.5 | 0 | 0.2 | 0 | 0 | 0 |
| 2 Mar | 445.30 | 14.5 | 0 | 2.96 | 0 | 0 | 0 |
| 27 Feb | 451.40 | 14.5 | 0 | 3.86 | 0 | 0 | 0 |
| 26 Feb | 460.45 | 14.5 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 455.85 | 14.5 | 0 | 4.58 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 435 expiring on 28APR2026
Delta for 435 PE is -0.09
Historical price for 435 PE is as follows
On 17 Apr VBL was trading at 473.90. The strike last trading price was 1.35, which was -1.5 lower than the previous day. The implied volatity was 37.26, the open interest changed by 87 which increased total open position to 256
On 16 Apr VBL was trading at 460.40. The strike last trading price was 2.7, which was -3.45 lower than the previous day. The implied volatity was 38.27, the open interest changed by 66 which increased total open position to 159
On 15 Apr VBL was trading at 445.55. The strike last trading price was 6, which was -7.050000000000001 lower than the previous day. The implied volatity was 31.56, the open interest changed by 4 which increased total open position to 93
On 13 Apr VBL was trading at 430.60. The strike last trading price was 12.65, which was 0.5500000000000007 higher than the previous day. The implied volatity was 30.44, the open interest changed by 21 which increased total open position to 89
On 10 Apr VBL was trading at 431.60. The strike last trading price was 11.65, which was -2.8499999999999996 lower than the previous day. The implied volatity was 28.31, the open interest changed by 69 which increased total open position to 69
On 9 Apr VBL was trading at 422.90. The strike last trading price was 14.5, 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 Apr VBL was trading at 421.90. The strike last trading price was 14.5, 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 Apr VBL was trading at 400.85. The strike last trading price was 14.5, 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 Apr VBL was trading at 401.00. The strike last trading price was 14.5, 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 Apr VBL was trading at 403.70. The strike last trading price was 14.5, 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 Apr VBL was trading at 401.80. The strike last trading price was 14.5, 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 Mar VBL was trading at 384.10. The strike last trading price was 14.5, 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 Mar VBL was trading at 389.30. The strike last trading price was 14.5, 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 Mar VBL was trading at 401.45. The strike last trading price was 14.5, 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 Mar VBL was trading at 388.35. The strike last trading price was 14.5, 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 Mar VBL was trading at 382.20. The strike last trading price was 14.5, 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 Mar VBL was trading at 401.45. The strike last trading price was 14.5, 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 Mar VBL was trading at 404.65. The strike last trading price was 14.5, 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 Mar VBL was trading at 415.10. The strike last trading price was 14.5, 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 Mar VBL was trading at 406.35. The strike last trading price was 14.5, 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 Mar VBL was trading at 407.15. The strike last trading price was 14.5, 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 Mar VBL was trading at 401.30. The strike last trading price was 14.5, 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 Mar VBL was trading at 411.05. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 0.58, 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 14.5, which was 0 lower than the previous day. The implied volatity was 0.23, 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 14.5, which was 0 lower than the previous day. The implied volatity was 1.81, 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 14.5, which was 0 lower than the previous day. The implied volatity was 2.07, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 3.31, 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 14.5, which was 0 lower than the previous day. The implied volatity was 0.2, 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 14.5, which was 0 lower than the previous day. The implied volatity was 2.96, 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 14.5, which was 0 lower than the previous day. The implied volatity was 3.86, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
