VBL
Varun Beverages Limited
Historical option data for VBL
13 Mar 2026 04:12 PM IST
| VBL 30-MAR-2026 435 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.24
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 401.30 | 3.4 | -2.05 | 38.4 | 408 | 45 | 393 | |||||||||
| 12 Mar | 411.05 | 5.4 | -6.4 | 36.67 | 736 | 167 | 347 | |||||||||
| 11 Mar | 431.25 | 11.5 | -2.6 | 32.36 | 499 | 77 | 179 | |||||||||
| 10 Mar | 436.50 | 14.45 | -1.4 | 27.71 | 207 | 22 | 102 | |||||||||
| 9 Mar | 437.75 | 15.75 | -5.15 | 27.99 | 197 | 37 | 79 | |||||||||
| 6 Mar | 447.65 | 21.05 | 2.05 | 24.12 | 65 | -21 | 40 | |||||||||
| 5 Mar | 445.75 | 19.35 | 6.8 | 23.96 | 427 | -64 | 62 | |||||||||
| 4 Mar | 429.75 | 12.6 | -7.95 | 30.2 | 371 | 89 | 127 | |||||||||
| 2 Mar | 445.30 | 20.45 | -11.3 | 26.21 | 151 | 28 | 37 | |||||||||
| 27 Feb | 451.40 | 32.65 | -0.35 | - | 16 | 0 | 9 | |||||||||
| 26 Feb | 460.45 | 32.65 | -0.35 | 20.95 | 16 | 7 | 10 | |||||||||
| 25 Feb | 455.85 | 33 | -0.9 | - | 0 | 0 | 3 | |||||||||
| 24 Feb | 459.10 | 33 | -0.9 | - | 0 | 0 | 3 | |||||||||
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| 23 Feb | 457.30 | 33 | -0.9 | - | 0 | 0 | 3 | |||||||||
| 20 Feb | 453.85 | 33 | -0.9 | - | 0 | 0 | 3 | |||||||||
| 19 Feb | 453.50 | 33 | -0.9 | 35.86 | 1 | 0 | 2 | |||||||||
| 18 Feb | 463.65 | 33.9 | 1.9 | - | 0 | 0 | 2 | |||||||||
| 17 Feb | 458.05 | 33.9 | 1.9 | 30.88 | 1 | 0 | 2 | |||||||||
| 16 Feb | 455.85 | 32 | 2 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 449.30 | 32 | 2 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 455.70 | 32 | 2 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 456.90 | 32 | 2 | 23.05 | 1 | 0 | 1 | |||||||||
| 10 Feb | 456.50 | 30 | 5.8 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 457.35 | 30 | 5.8 | 17.05 | 1 | 0 | 1 | |||||||||
| 6 Feb | 439.05 | 24.2 | -28.5 | 28.8 | 1 | 0 | 0 | |||||||||
| 5 Feb | 437.10 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 444.90 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 451.10 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 466.30 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 469.10 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 471.25 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 467.05 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 468.40 | 52.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 435 expiring on 30MAR2026
Delta for 435 CE is 0.19
Historical price for 435 CE is as follows
On 13 Mar VBL was trading at 401.30. The strike last trading price was 3.4, which was -2.05 lower than the previous day. The implied volatity was 38.4, the open interest changed by 45 which increased total open position to 393
On 12 Mar VBL was trading at 411.05. The strike last trading price was 5.4, which was -6.4 lower than the previous day. The implied volatity was 36.67, the open interest changed by 167 which increased total open position to 347
On 11 Mar VBL was trading at 431.25. The strike last trading price was 11.5, which was -2.6 lower than the previous day. The implied volatity was 32.36, the open interest changed by 77 which increased total open position to 179
On 10 Mar VBL was trading at 436.50. The strike last trading price was 14.45, which was -1.4 lower than the previous day. The implied volatity was 27.71, the open interest changed by 22 which increased total open position to 102
On 9 Mar VBL was trading at 437.75. The strike last trading price was 15.75, which was -5.15 lower than the previous day. The implied volatity was 27.99, the open interest changed by 37 which increased total open position to 79
On 6 Mar VBL was trading at 447.65. The strike last trading price was 21.05, which was 2.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by -21 which decreased total open position to 40
On 5 Mar VBL was trading at 445.75. The strike last trading price was 19.35, which was 6.8 higher than the previous day. The implied volatity was 23.96, the open interest changed by -64 which decreased total open position to 62
On 4 Mar VBL was trading at 429.75. The strike last trading price was 12.6, which was -7.95 lower than the previous day. The implied volatity was 30.2, the open interest changed by 89 which increased total open position to 127
On 2 Mar VBL was trading at 445.30. The strike last trading price was 20.45, which was -11.3 lower than the previous day. The implied volatity was 26.21, the open interest changed by 28 which increased total open position to 37
On 27 Feb VBL was trading at 451.40. The strike last trading price was 32.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 Feb VBL was trading at 460.45. The strike last trading price was 32.65, which was -0.35 lower than the previous day. The implied volatity was 20.95, the open interest changed by 7 which increased total open position to 10
On 25 Feb VBL was trading at 455.85. The strike last trading price was 33, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb VBL was trading at 459.10. The strike last trading price was 33, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb VBL was trading at 457.30. The strike last trading price was 33, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb VBL was trading at 453.85. The strike last trading price was 33, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb VBL was trading at 453.50. The strike last trading price was 33, which was -0.9 lower than the previous day. The implied volatity was 35.86, the open interest changed by 0 which decreased total open position to 2
On 18 Feb VBL was trading at 463.65. The strike last trading price was 33.9, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb VBL was trading at 458.05. The strike last trading price was 33.9, which was 1.9 higher than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 2
On 16 Feb VBL was trading at 455.85. The strike last trading price was 32, which was 2 higher than the previous day. The implied volatity was -, 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 32, which was 2 higher 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 32, which was 2 higher 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 32, which was 2 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 1
On 10 Feb VBL was trading at 456.50. The strike last trading price was 30, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb VBL was trading at 457.35. The strike last trading price was 30, which was 5.8 higher than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 1
On 6 Feb VBL was trading at 439.05. The strike last trading price was 24.2, which was -28.5 lower than the previous day. The implied volatity was 28.8, 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 52.7, 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 52.7, 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 52.7, 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 52.7, 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 52.7, 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 52.7, 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 52.7, 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 52.7, 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 435 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.25
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 401.30 | 35.75 | 7.7 | 41.95 | 78 | -2 | 212 |
| 12 Mar | 411.05 | 28.3 | 13.15 | 39.28 | 271 | -53 | 214 |
| 11 Mar | 431.25 | 15.2 | 4.35 | 35.45 | 387 | 46 | 268 |
| 10 Mar | 436.50 | 10.1 | -1.55 | 31.54 | 250 | 44 | 222 |
| 9 Mar | 437.75 | 11.6 | 3.65 | 35.97 | 375 | -15 | 179 |
| 6 Mar | 447.65 | 7.8 | -0.2 | 32.4 | 352 | -39 | 193 |
| 5 Mar | 445.75 | 8 | -8.8 | 30.29 | 398 | 17 | 233 |
| 4 Mar | 429.75 | 16.6 | 8 | 33.35 | 206 | -25 | 217 |
| 2 Mar | 445.30 | 8.45 | 2.15 | 29.17 | 298 | -43 | 242 |
| 27 Feb | 451.40 | 6.5 | 2.35 | 27.28 | 245 | 44 | 275 |
| 26 Feb | 460.45 | 3.95 | -1.05 | 27.32 | 165 | 77 | 230 |
| 25 Feb | 455.85 | 5.2 | 0 | 26.7 | 234 | 138 | 153 |
| 24 Feb | 459.10 | 4.05 | -3 | 27.83 | 32 | 12 | 17 |
| 23 Feb | 457.30 | 7.05 | 1.25 | - | 0 | 0 | 5 |
| 20 Feb | 453.85 | 7.05 | 1.25 | - | 0 | 0 | 5 |
| 19 Feb | 453.50 | 7.05 | 1.25 | 26.83 | 1 | 0 | 5 |
| 18 Feb | 463.65 | 5.8 | -3 | 29.6 | 4 | -1 | 5 |
| 17 Feb | 458.05 | 8.8 | -0.45 | - | 0 | 0 | 6 |
| 16 Feb | 455.85 | 8.8 | -0.45 | 31.53 | 3 | 0 | 8 |
| 13 Feb | 449.30 | 9.25 | 0 | 27.68 | 3 | 0 | 6 |
| 12 Feb | 455.70 | 9.25 | -4.75 | - | 0 | 0 | 6 |
| 11 Feb | 456.90 | 9.25 | -4.75 | - | 0 | 0 | 6 |
| 10 Feb | 456.50 | 9.25 | -4.75 | 31.09 | 1 | 0 | 7 |
| 9 Feb | 457.35 | 14 | 0 | - | 0 | 0 | 7 |
| 6 Feb | 439.05 | 14 | 0 | 28.42 | 1 | 0 | 6 |
| 5 Feb | 437.10 | 14 | -2.4 | 27.08 | 3 | 0 | 8 |
| 4 Feb | 444.90 | 16.4 | 5.2 | 34.73 | 9 | 5 | 10 |
| 3 Feb | 451.10 | 11.2 | -0.3 | - | 0 | 0 | 5 |
| 2 Feb | 466.30 | 11.2 | -0.3 | 36.87 | 7 | 3 | 3 |
| 1 Feb | 469.10 | 11.5 | 0 | 6.88 | 0 | 0 | 0 |
| 30 Jan | 471.25 | 11.5 | 0 | 6.51 | 0 | 0 | 0 |
| 29 Jan | 467.05 | 11.5 | 0 | 6.52 | 0 | 0 | 0 |
| 28 Jan | 468.40 | 11.5 | 0 | 6.53 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 435 expiring on 30MAR2026
Delta for 435 PE is -0.78
Historical price for 435 PE is as follows
On 13 Mar VBL was trading at 401.30. The strike last trading price was 35.75, which was 7.7 higher than the previous day. The implied volatity was 41.95, the open interest changed by -2 which decreased total open position to 212
On 12 Mar VBL was trading at 411.05. The strike last trading price was 28.3, which was 13.15 higher than the previous day. The implied volatity was 39.28, the open interest changed by -53 which decreased total open position to 214
On 11 Mar VBL was trading at 431.25. The strike last trading price was 15.2, which was 4.35 higher than the previous day. The implied volatity was 35.45, the open interest changed by 46 which increased total open position to 268
On 10 Mar VBL was trading at 436.50. The strike last trading price was 10.1, which was -1.55 lower than the previous day. The implied volatity was 31.54, the open interest changed by 44 which increased total open position to 222
On 9 Mar VBL was trading at 437.75. The strike last trading price was 11.6, which was 3.65 higher than the previous day. The implied volatity was 35.97, the open interest changed by -15 which decreased total open position to 179
On 6 Mar VBL was trading at 447.65. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 32.4, the open interest changed by -39 which decreased total open position to 193
On 5 Mar VBL was trading at 445.75. The strike last trading price was 8, which was -8.8 lower than the previous day. The implied volatity was 30.29, the open interest changed by 17 which increased total open position to 233
On 4 Mar VBL was trading at 429.75. The strike last trading price was 16.6, which was 8 higher than the previous day. The implied volatity was 33.35, the open interest changed by -25 which decreased total open position to 217
On 2 Mar VBL was trading at 445.30. The strike last trading price was 8.45, which was 2.15 higher than the previous day. The implied volatity was 29.17, the open interest changed by -43 which decreased total open position to 242
On 27 Feb VBL was trading at 451.40. The strike last trading price was 6.5, which was 2.35 higher than the previous day. The implied volatity was 27.28, the open interest changed by 44 which increased total open position to 275
On 26 Feb VBL was trading at 460.45. The strike last trading price was 3.95, which was -1.05 lower than the previous day. The implied volatity was 27.32, the open interest changed by 77 which increased total open position to 230
On 25 Feb VBL was trading at 455.85. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 26.7, the open interest changed by 138 which increased total open position to 153
On 24 Feb VBL was trading at 459.10. The strike last trading price was 4.05, which was -3 lower than the previous day. The implied volatity was 27.83, the open interest changed by 12 which increased total open position to 17
On 23 Feb VBL was trading at 457.30. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Feb VBL was trading at 453.85. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Feb VBL was trading at 453.50. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was 26.83, the open interest changed by 0 which decreased total open position to 5
On 18 Feb VBL was trading at 463.65. The strike last trading price was 5.8, which was -3 lower than the previous day. The implied volatity was 29.6, the open interest changed by -1 which decreased total open position to 5
On 17 Feb VBL was trading at 458.05. The strike last trading price was 8.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Feb VBL was trading at 455.85. The strike last trading price was 8.8, which was -0.45 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 8
On 13 Feb VBL was trading at 449.30. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 6
On 12 Feb VBL was trading at 455.70. The strike last trading price was 9.25, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb VBL was trading at 456.90. The strike last trading price was 9.25, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb VBL was trading at 456.50. The strike last trading price was 9.25, which was -4.75 lower than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 7
On 9 Feb VBL was trading at 457.35. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Feb VBL was trading at 439.05. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 6
On 5 Feb VBL was trading at 437.10. The strike last trading price was 14, which was -2.4 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 8
On 4 Feb VBL was trading at 444.90. The strike last trading price was 16.4, which was 5.2 higher than the previous day. The implied volatity was 34.73, the open interest changed by 5 which increased total open position to 10
On 3 Feb VBL was trading at 451.10. The strike last trading price was 11.2, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb VBL was trading at 466.30. The strike last trading price was 11.2, which was -0.3 lower than the previous day. The implied volatity was 36.87, the open interest changed by 3 which increased total open position to 3
On 1 Feb VBL was trading at 469.10. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 6.88, 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 11.5, which was 0 lower than the previous day. The implied volatity was 6.51, 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 11.5, which was 0 lower than the previous day. The implied volatity was 6.52, 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 11.5, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
