[--[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 440 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 41.9 5.4 - 0 0 232
11 Dec 478.50 41.9 5.4 - 13 -1 232
10 Dec 472.95 36.4 -9.15 - 0 0 233
9 Dec 471.55 36.4 -9.15 29.78 19 -1 233
8 Dec 469.80 45.55 0.5 - 0 0 234
5 Dec 479.95 45.55 0.5 - 0 0 0
4 Dec 479.90 45.55 0.5 34.22 1 0 234
3 Dec 477.50 45.05 -1.3 33.57 1 0 234
2 Dec 481.40 46.35 0.15 - 0 -2 0
1 Dec 484.15 46.35 0.15 - 15 -1 235
28 Nov 481.55 46.2 13.95 26.43 23 -6 236
27 Nov 467.30 32.25 0.8 20.04 122 98 244
26 Nov 465.50 31.3 12.7 20.28 309 80 146
25 Nov 449.05 18.15 -0.4 20.21 47 19 63
24 Nov 446.10 18.55 -0.55 22.99 11 6 44
21 Nov 447.65 19.15 -3.85 20.90 28 11 37
20 Nov 451.50 23.55 -1.95 23.10 7 6 25
19 Nov 454.55 25.5 -4 23.60 11 3 18
18 Nov 457.90 29.5 -2.55 25.99 5 0 13
17 Nov 461.70 32.05 1.05 25.00 3 -1 12
14 Nov 459.40 31 2.8 24.36 15 0 12
13 Nov 453.00 27.2 -6.5 24.17 13 4 11
12 Nov 459.30 33.7 -2.5 28.84 4 3 6
11 Nov 470.60 35.6 -9.5 - 0 2 0
10 Nov 463.25 35.6 -9.5 26.51 3 2 3
7 Nov 470.20 45.1 5.75 - 0 0 0
6 Nov 471.85 45.1 5.75 - 0 0 0
4 Nov 471.00 45.1 5.75 - 0 1 0
3 Nov 474.75 45.1 5.75 23.26 1 0 0
31 Oct 469.65 39.35 0 - 0 0 0
30 Oct 485.25 39.35 0 - 0 0 0
29 Oct 495.45 39.35 0 - 0 0 0
28 Oct 454.15 39.35 0 - 0 0 0
27 Oct 459.35 39.35 0 - 0 0 0
24 Oct 461.40 39.35 0 - 0 0 0
23 Oct 465.55 39.35 0 - 0 0 0
20 Oct 456.35 39.35 0 - 0 0 0
17 Oct 461.55 39.35 0 - 0 0 0
16 Oct 461.30 39.35 0 - 0 0 0
13 Oct 442.45 39.35 0 - 0 0 0
9 Oct 445.90 39.35 0 - 0 0 0
8 Oct 434.85 39.35 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 440 expiring on 30DEC2025

Delta for 440 CE is -

Historical price for 440 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 41.9, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232


On 11 Dec VBL was trading at 478.50. The strike last trading price was 41.9, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 232


On 10 Dec VBL was trading at 472.95. The strike last trading price was 36.4, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233


On 9 Dec VBL was trading at 471.55. The strike last trading price was 36.4, which was -9.15 lower than the previous day. The implied volatity was 29.78, the open interest changed by -1 which decreased total open position to 233


On 8 Dec VBL was trading at 469.80. The strike last trading price was 45.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 234


On 5 Dec VBL was trading at 479.95. The strike last trading price was 45.55, which was 0.5 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 45.55, which was 0.5 higher than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 234


On 3 Dec VBL was trading at 477.50. The strike last trading price was 45.05, which was -1.3 lower than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 234


On 2 Dec VBL was trading at 481.40. The strike last trading price was 46.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 1 Dec VBL was trading at 484.15. The strike last trading price was 46.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 235


On 28 Nov VBL was trading at 481.55. The strike last trading price was 46.2, which was 13.95 higher than the previous day. The implied volatity was 26.43, the open interest changed by -6 which decreased total open position to 236


On 27 Nov VBL was trading at 467.30. The strike last trading price was 32.25, which was 0.8 higher than the previous day. The implied volatity was 20.04, the open interest changed by 98 which increased total open position to 244


On 26 Nov VBL was trading at 465.50. The strike last trading price was 31.3, which was 12.7 higher than the previous day. The implied volatity was 20.28, the open interest changed by 80 which increased total open position to 146


On 25 Nov VBL was trading at 449.05. The strike last trading price was 18.15, which was -0.4 lower than the previous day. The implied volatity was 20.21, the open interest changed by 19 which increased total open position to 63


On 24 Nov VBL was trading at 446.10. The strike last trading price was 18.55, which was -0.55 lower than the previous day. The implied volatity was 22.99, the open interest changed by 6 which increased total open position to 44


On 21 Nov VBL was trading at 447.65. The strike last trading price was 19.15, which was -3.85 lower than the previous day. The implied volatity was 20.90, the open interest changed by 11 which increased total open position to 37


On 20 Nov VBL was trading at 451.50. The strike last trading price was 23.55, which was -1.95 lower than the previous day. The implied volatity was 23.10, the open interest changed by 6 which increased total open position to 25


On 19 Nov VBL was trading at 454.55. The strike last trading price was 25.5, which was -4 lower than the previous day. The implied volatity was 23.60, the open interest changed by 3 which increased total open position to 18


On 18 Nov VBL was trading at 457.90. The strike last trading price was 29.5, which was -2.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by 0 which decreased total open position to 13


On 17 Nov VBL was trading at 461.70. The strike last trading price was 32.05, which was 1.05 higher than the previous day. The implied volatity was 25.00, the open interest changed by -1 which decreased total open position to 12


On 14 Nov VBL was trading at 459.40. The strike last trading price was 31, which was 2.8 higher than the previous day. The implied volatity was 24.36, the open interest changed by 0 which decreased total open position to 12


On 13 Nov VBL was trading at 453.00. The strike last trading price was 27.2, which was -6.5 lower than the previous day. The implied volatity was 24.17, the open interest changed by 4 which increased total open position to 11


On 12 Nov VBL was trading at 459.30. The strike last trading price was 33.7, which was -2.5 lower than the previous day. The implied volatity was 28.84, the open interest changed by 3 which increased total open position to 6


On 11 Nov VBL was trading at 470.60. The strike last trading price was 35.6, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Nov VBL was trading at 463.25. The strike last trading price was 35.6, which was -9.5 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 3


On 7 Nov VBL was trading at 470.20. The strike last trading price was 45.1, which was 5.75 higher 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 45.1, which was 5.75 higher 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 45.1, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov VBL was trading at 474.75. The strike last trading price was 45.1, which was 5.75 higher than the previous day. The implied volatity was 23.26, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 440 PE
Delta: -0.06
Vega: 0.13
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 0.85 -0.45 27.78 188 -15 764
11 Dec 478.50 1.3 -0.7 29.91 231 -65 780
10 Dec 472.95 2.15 0.2 29.94 166 -29 844
9 Dec 471.55 1.9 -0.3 27.38 438 61 873
8 Dec 469.80 2.15 0.55 27.20 508 42 813
5 Dec 479.95 1.6 -0.1 27.87 347 32 771
4 Dec 479.90 1.75 -0.05 27.80 565 53 740
3 Dec 477.50 1.7 0.25 26.82 347 -34 675
2 Dec 481.40 1.4 -0.1 26.45 161 -28 712
1 Dec 484.15 1.5 -0.25 27.24 367 33 738
28 Nov 481.55 1.7 -1.1 25.78 597 -2 706
27 Nov 467.30 2.85 -0.25 23.39 252 14 707
26 Nov 465.50 3.05 -4 23.02 1,462 65 692
25 Nov 449.05 7.5 -0.65 23.19 407 118 601
24 Nov 446.10 7.85 -0.85 22.36 285 141 483
21 Nov 447.65 8.75 0.35 24.40 200 56 341
20 Nov 451.50 8.2 0.45 25.85 65 36 286
19 Nov 454.55 7.75 0.7 25.94 85 46 251
18 Nov 457.90 7 0.8 25.87 22 18 204
17 Nov 461.70 6.2 -0.95 26.23 18 1 185
14 Nov 459.40 7.2 -2.35 26.58 51 -1 185
13 Nov 453.00 9.5 2.05 27.75 135 25 103
12 Nov 459.30 7.45 2 26.49 34 17 77
11 Nov 470.60 5.45 -1.4 27.20 7 3 59
10 Nov 463.25 7 1.5 26.95 15 0 56
7 Nov 470.20 5.5 -0.9 - 0 -3 0
6 Nov 471.85 5.5 -0.9 27.00 11 -2 57
4 Nov 471.00 6.4 0.75 28.05 8 1 57
3 Nov 474.75 5.65 -1.35 28.11 15 5 56
31 Oct 469.65 6.95 2.25 - 34 6 50
30 Oct 485.25 4.7 0.85 28.18 42 -6 45
29 Oct 495.45 3.85 -10.35 29.79 114 12 50
28 Oct 454.15 14.2 2.5 32.37 9 6 38
27 Oct 459.35 11.4 0.4 30.46 4 1 31
24 Oct 461.40 11 0.8 29.71 2 1 30
23 Oct 465.55 10.2 -1.65 30.04 4 2 28
20 Oct 456.35 11.85 0 - 1 0 25
17 Oct 461.55 11.85 -17.15 29.81 25 24 24
16 Oct 461.30 29 0 - 0 0 0
13 Oct 442.45 29 0 - 0 0 0
9 Oct 445.90 29 0 2.35 0 0 0
8 Oct 434.85 29 0 0.56 0 0 0
6 Oct 438.95 0 0 - 0 0 0
3 Oct 443.45 0 0 2.07 0 0 0


For Varun Beverages Limited - strike price 440 expiring on 30DEC2025

Delta for 440 PE is -0.06

Historical price for 440 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 27.78, the open interest changed by -15 which decreased total open position to 764


On 11 Dec VBL was trading at 478.50. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 29.91, the open interest changed by -65 which decreased total open position to 780


On 10 Dec VBL was trading at 472.95. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was 29.94, the open interest changed by -29 which decreased total open position to 844


On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 27.38, the open interest changed by 61 which increased total open position to 873


On 8 Dec VBL was trading at 469.80. The strike last trading price was 2.15, which was 0.55 higher than the previous day. The implied volatity was 27.20, the open interest changed by 42 which increased total open position to 813


On 5 Dec VBL was trading at 479.95. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 27.87, the open interest changed by 32 which increased total open position to 771


On 4 Dec VBL was trading at 479.90. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by 53 which increased total open position to 740


On 3 Dec VBL was trading at 477.50. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 26.82, the open interest changed by -34 which decreased total open position to 675


On 2 Dec VBL was trading at 481.40. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 26.45, the open interest changed by -28 which decreased total open position to 712


On 1 Dec VBL was trading at 484.15. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 27.24, the open interest changed by 33 which increased total open position to 738


On 28 Nov VBL was trading at 481.55. The strike last trading price was 1.7, which was -1.1 lower than the previous day. The implied volatity was 25.78, the open interest changed by -2 which decreased total open position to 706


On 27 Nov VBL was trading at 467.30. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 23.39, the open interest changed by 14 which increased total open position to 707


On 26 Nov VBL was trading at 465.50. The strike last trading price was 3.05, which was -4 lower than the previous day. The implied volatity was 23.02, the open interest changed by 65 which increased total open position to 692


On 25 Nov VBL was trading at 449.05. The strike last trading price was 7.5, which was -0.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by 118 which increased total open position to 601


On 24 Nov VBL was trading at 446.10. The strike last trading price was 7.85, which was -0.85 lower than the previous day. The implied volatity was 22.36, the open interest changed by 141 which increased total open position to 483


On 21 Nov VBL was trading at 447.65. The strike last trading price was 8.75, which was 0.35 higher than the previous day. The implied volatity was 24.40, the open interest changed by 56 which increased total open position to 341


On 20 Nov VBL was trading at 451.50. The strike last trading price was 8.2, which was 0.45 higher than the previous day. The implied volatity was 25.85, the open interest changed by 36 which increased total open position to 286


On 19 Nov VBL was trading at 454.55. The strike last trading price was 7.75, which was 0.7 higher than the previous day. The implied volatity was 25.94, the open interest changed by 46 which increased total open position to 251


On 18 Nov VBL was trading at 457.90. The strike last trading price was 7, which was 0.8 higher than the previous day. The implied volatity was 25.87, the open interest changed by 18 which increased total open position to 204


On 17 Nov VBL was trading at 461.70. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 185


On 14 Nov VBL was trading at 459.40. The strike last trading price was 7.2, which was -2.35 lower than the previous day. The implied volatity was 26.58, the open interest changed by -1 which decreased total open position to 185


On 13 Nov VBL was trading at 453.00. The strike last trading price was 9.5, which was 2.05 higher than the previous day. The implied volatity was 27.75, the open interest changed by 25 which increased total open position to 103


On 12 Nov VBL was trading at 459.30. The strike last trading price was 7.45, which was 2 higher than the previous day. The implied volatity was 26.49, the open interest changed by 17 which increased total open position to 77


On 11 Nov VBL was trading at 470.60. The strike last trading price was 5.45, which was -1.4 lower than the previous day. The implied volatity was 27.20, the open interest changed by 3 which increased total open position to 59


On 10 Nov VBL was trading at 463.25. The strike last trading price was 7, which was 1.5 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 56


On 7 Nov VBL was trading at 470.20. The strike last trading price was 5.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 6 Nov VBL was trading at 471.85. The strike last trading price was 5.5, which was -0.9 lower than the previous day. The implied volatity was 27.00, the open interest changed by -2 which decreased total open position to 57


On 4 Nov VBL was trading at 471.00. The strike last trading price was 6.4, which was 0.75 higher than the previous day. The implied volatity was 28.05, the open interest changed by 1 which increased total open position to 57


On 3 Nov VBL was trading at 474.75. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 28.11, the open interest changed by 5 which increased total open position to 56


On 31 Oct VBL was trading at 469.65. The strike last trading price was 6.95, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 50


On 30 Oct VBL was trading at 485.25. The strike last trading price was 4.7, which was 0.85 higher than the previous day. The implied volatity was 28.18, the open interest changed by -6 which decreased total open position to 45


On 29 Oct VBL was trading at 495.45. The strike last trading price was 3.85, which was -10.35 lower than the previous day. The implied volatity was 29.79, the open interest changed by 12 which increased total open position to 50


On 28 Oct VBL was trading at 454.15. The strike last trading price was 14.2, which was 2.5 higher than the previous day. The implied volatity was 32.37, the open interest changed by 6 which increased total open position to 38


On 27 Oct VBL was trading at 459.35. The strike last trading price was 11.4, which was 0.4 higher than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 31


On 24 Oct VBL was trading at 461.40. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was 29.71, the open interest changed by 1 which increased total open position to 30


On 23 Oct VBL was trading at 465.55. The strike last trading price was 10.2, which was -1.65 lower than the previous day. The implied volatity was 30.04, the open interest changed by 2 which increased total open position to 28


On 20 Oct VBL was trading at 456.35. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 17 Oct VBL was trading at 461.55. The strike last trading price was 11.85, which was -17.15 lower than the previous day. The implied volatity was 29.81, the open interest changed by 24 which increased total open position to 24


On 16 Oct VBL was trading at 461.30. The strike last trading price was 29, 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 29, 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 29, which was 0 lower than the previous day. The implied volatity was 2.35, 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 29, which was 0 lower than the previous day. The implied volatity was 0.56, 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 2.07, the open interest changed by 0 which decreased total open position to 0