VBL

Varun Beverages Limited

479.95 +1.45 (0.30%)

L: 473.45 H: 481.55

Back to Option Chain

Historical option data for VBL
12 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

VBL 30-DEC-2025 435 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	41.15 ₹ 42,178.75	-7.85 -8046.25	-	0 0	0 0	5 5,125
11 Dec	478.50	41.15 ₹ 42,178.75	-7.85 -8046.25	-	0 0	0 0	5 5,125
10 Dec	472.95	41.15 ₹ 42,178.75	-7.85 -8046.25	32.76	8 8,200	0 0	4 4,100
9 Dec	471.55	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	0 0
8 Dec	469.80	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	4 4,100
5 Dec	479.95	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	0 0
4 Dec	479.90	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	0 0
3 Dec	477.50	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	0 0
2 Dec	481.40	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	0 0
1 Dec	484.15	49 ₹ 50,225	28.45 29161.25	-	0 0	0 0	0 0
28 Nov	481.55	49 ₹ 50,225	28.45 29161.25	-	2 2,050	0 0	4 4,100

27 Nov	467.30	20.55 ₹ 21,063.75	-8.45 -8661.25	-	0 0	0 0	0 0
26 Nov	465.50	20.55 ₹ 21,063.75	-8.45 -8661.25	-	0 0	3 3,075	0 0
25 Nov	449.05	20.55 ₹ 21,063.75	-8.45 -8661.25	17.77	3 3,075	1 1,025	2 2,050
24 Nov	446.10	29 ₹ 29,725	-12.15 -12453.75	-	0 0	0 0	0 0
21 Nov	447.65	29 ₹ 29,725	-12.15 -12453.75	-	0 0	1 1,025	0 0
20 Nov	451.50	29 ₹ 29,725	-12.15 -12453.75	27.15	1 1,025	0 0	0 0
19 Nov	454.55	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	41.15 ₹ 42,178.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 435 expiring on 30DEC2025

Delta for 435 CE is -

Historical price for 435 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 41.15, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 11 Dec VBL was trading at 478.50. The strike last trading price was 41.15, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 10 Dec VBL was trading at 472.95. The strike last trading price was 41.15, which was -7.85 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 4

On 9 Dec VBL was trading at 471.55. The strike last trading price was 49, which was 28.45 higher 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 49, which was 28.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec VBL was trading at 479.95. The strike last trading price was 49, which was 28.45 higher 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 49, which was 28.45 higher 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 49, which was 28.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec VBL was trading at 481.40. The strike last trading price was 49, which was 28.45 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 49, which was 28.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov VBL was trading at 481.55. The strike last trading price was 49, which was 28.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 27 Nov VBL was trading at 467.30. The strike last trading price was 20.55, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov VBL was trading at 465.50. The strike last trading price was 20.55, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 25 Nov VBL was trading at 449.05. The strike last trading price was 20.55, which was -8.45 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1 which increased total open position to 2

On 24 Nov VBL was trading at 446.10. The strike last trading price was 29, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov VBL was trading at 447.65. The strike last trading price was 29, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 29, which was -12.15 lower than the previous day. The implied volatity was 27.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 435 PE
Delta: -0.06 Vega: 0.12 Theta: -0.09 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	0.8 ₹ 820	-0.2 -205.00	30.06	56 57,400	-12 -12,300	324 3,32,100
11 Dec	478.50	1 ₹ 1,025	-0.6 -615.00	30.71	49 50,225	-19 -19,475	337 3,45,425
10 Dec	472.95	1.6 ₹ 1,640	0.15 153.75	30.30	38 38,950	-11 -11,275	349 3,57,725
9 Dec	471.55	1.45 ₹ 1,486.25	-0.2 -205.00	28.09	295 3,02,375	129 1,32,225	359 3,67,975
8 Dec	469.80	1.65 ₹ 1,691.25	0.5 512.50	27.88	223 2,28,575	-9 -9,225	230 2,35,750
5 Dec	479.95	1.15 ₹ 1,178.75	-0.15 -153.75	27.97	116 1,18,900	-70 -71,750	240 2,46,000
4 Dec	479.90	1.3 ₹ 1,332.5	0 0.00	28.06	113 1,15,825	7 7,175	309 3,16,725
3 Dec	477.50	1.25 ₹ 1,281.25	0.15 153.75	27.04	67 68,675	15 15,375	301 3,08,525
2 Dec	481.40	1.1 ₹ 1,127.5	0 0.00	27.13	28 28,700	3 3,075	285 2,92,125
1 Dec	484.15	1.1 ₹ 1,127.5	-0.25 -256.25	27.39	301 3,08,525	182 1,86,550	282 2,89,050
28 Nov	481.55	1.4 ₹ 1,435	-0.75 -768.75	26.65	218 2,23,450	-29 -29,725	98 1,00,450
27 Nov	467.30	2.2 ₹ 2,255	-0.2 -205.00	23.84	47 48,175	17 17,425	126 1,29,150
26 Nov	465.50	2.4 ₹ 2,460	-3.25 -3331.25	23.60	343 3,51,575	73 74,825	108 1,10,700
25 Nov	449.05	5.65 ₹ 5,791.25	-1.2 -1230.00	22.79	75 76,875	15 15,375	29 29,725
24 Nov	446.10	6.4 ₹ 6,560	-0.25 -256.25	23.75	21 21,525	10 10,250	13 13,325
21 Nov	447.65	6.65 ₹ 6,816.25	-10.8 -11070.00	-	0 0	3 3,075	0 0
20 Nov	451.50	6.65 ₹ 6,816.25	-10.8 -11070.00	25.92	3 3,075	2 2,050	2 2,050
19 Nov	454.55	17.45 ₹ 17,886.25	0 0.00	4.82	0 0	0 0	0 0
18 Nov	457.90	17.45 ₹ 17,886.25	0 0.00	5.32	0 0	0 0	0 0
17 Nov	461.70	17.45 ₹ 17,886.25	0 0.00	6.03	0 0	0 0	0 0
14 Nov	459.40	17.45 ₹ 17,886.25	0 0.00	5.60	0 0	0 0	0 0
13 Nov	453.00	17.45 ₹ 17,886.25	0 0.00	4.64	0 0	0 0	0 0
12 Nov	459.30	17.45 ₹ 17,886.25	0 0.00	5.49	0 0	0 0	0 0
11 Nov	470.60	17.45 ₹ 17,886.25	0 0.00	7.29	0 0	0 0	0 0
10 Nov	463.25	17.45 ₹ 17,886.25	0 0.00	5.97	0 0	0 0	0 0
7 Nov	470.20	17.45 ₹ 17,886.25	0 0.00	7.18	0 0	0 0	0 0
6 Nov	471.85	17.45 ₹ 17,886.25	0 0.00	7.21	0 0	0 0	0 0
4 Nov	471.00	17.45 ₹ 17,886.25	0 0.00	7.02	0 0	0 0	0 0
3 Nov	474.75	17.45 ₹ 17,886.25	0 0.00	7.51	0 0	0 0	0 0
31 Oct	469.65	17.45 ₹ 17,886.25	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	17.45 ₹ 17,886.25	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	17.45 ₹ 17,886.25	0 0.00	9.87	0 0	0 0	0 0

For Varun Beverages Limited - strike price 435 expiring on 30DEC2025

Delta for 435 PE is -0.06

Historical price for 435 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 30.06, the open interest changed by -12 which decreased total open position to 324

On 11 Dec VBL was trading at 478.50. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was 30.71, the open interest changed by -19 which decreased total open position to 337

On 10 Dec VBL was trading at 472.95. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 30.30, the open interest changed by -11 which decreased total open position to 349

On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 28.09, the open interest changed by 129 which increased total open position to 359

On 8 Dec VBL was trading at 469.80. The strike last trading price was 1.65, which was 0.5 higher than the previous day. The implied volatity was 27.88, the open interest changed by -9 which decreased total open position to 230

On 5 Dec VBL was trading at 479.95. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 27.97, the open interest changed by -70 which decreased total open position to 240

On 4 Dec VBL was trading at 479.90. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 28.06, the open interest changed by 7 which increased total open position to 309

On 3 Dec VBL was trading at 477.50. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 27.04, the open interest changed by 15 which increased total open position to 301

On 2 Dec VBL was trading at 481.40. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 27.13, the open interest changed by 3 which increased total open position to 285

On 1 Dec VBL was trading at 484.15. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by 182 which increased total open position to 282

On 28 Nov VBL was trading at 481.55. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 26.65, the open interest changed by -29 which decreased total open position to 98

On 27 Nov VBL was trading at 467.30. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 23.84, the open interest changed by 17 which increased total open position to 126

On 26 Nov VBL was trading at 465.50. The strike last trading price was 2.4, which was -3.25 lower than the previous day. The implied volatity was 23.60, the open interest changed by 73 which increased total open position to 108

On 25 Nov VBL was trading at 449.05. The strike last trading price was 5.65, which was -1.2 lower than the previous day. The implied volatity was 22.79, the open interest changed by 15 which increased total open position to 29

On 24 Nov VBL was trading at 446.10. The strike last trading price was 6.4, which was -0.25 lower than the previous day. The implied volatity was 23.75, the open interest changed by 10 which increased total open position to 13

On 21 Nov VBL was trading at 447.65. The strike last trading price was 6.65, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 6.65, which was -10.8 lower than the previous day. The implied volatity was 25.92, the open interest changed by 2 which increased total open position to 2

On 19 Nov VBL was trading at 454.55. The strike last trading price was 17.45, which was 0 lower than the previous day. The implied volatity was 4.82, 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 17.45, which was 0 lower than the previous day. The implied volatity was 5.32, 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 17.45, which was 0 lower than the previous day. The implied volatity was 6.03, 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 17.45, which was 0 lower than the previous day. The implied volatity was 5.60, 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 17.45, which was 0 lower than the previous day. The implied volatity was 4.64, 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 17.45, which was 0 lower than the previous day. The implied volatity was 5.49, 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 17.45, which was 0 lower than the previous day. The implied volatity was 7.29, 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 17.45, which was 0 lower than the previous day. The implied volatity was 5.97, 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 17.45, which was 0 lower than the previous day. The implied volatity was 7.18, 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 17.45, which was 0 lower than the previous day. The implied volatity was 7.21, 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 17.45, which was 0 lower than the previous day. The implied volatity was 7.02, 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 17.45, which was 0 lower than the previous day. The implied volatity was 7.51, 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 17.45, 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 17.45, 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 17.45, which was 0 lower than the previous day. The implied volatity was 9.87, the open interest changed by 0 which decreased total open position to 0

Related Pages for VBL

VBL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD