[--[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 450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 33.1 0 - 30 -4 579
11 Dec 478.50 33.95 5.15 27.17 42 11 582
10 Dec 472.95 28.8 1 31.69 36 -6 571
9 Dec 471.55 27.8 1.75 27.88 82 -1 575
8 Dec 469.80 26.1 -9.1 24.80 31 -9 576
5 Dec 479.95 35.15 0.6 26.12 20 -6 585
4 Dec 479.90 34.6 1.25 25.13 75 -2 591
3 Dec 477.50 33.35 -3.8 21.97 40 -2 595
2 Dec 481.40 37.3 -1 24.76 36 -9 595
1 Dec 484.15 38.3 0.5 21.50 115 -28 604
28 Nov 481.55 37.4 13.05 25.43 338 -72 632
27 Nov 467.30 24.5 0.7 20.83 273 -11 704
26 Nov 465.50 23.3 10.7 20.03 3,343 -1 993
25 Nov 449.05 12.6 0.15 20.73 1,441 148 1,126
24 Nov 446.10 13.05 -0.55 22.95 1,202 519 973
21 Nov 447.65 13.6 -4 21.26 730 288 451
20 Nov 451.50 17.7 -2.25 23.60 161 118 162
19 Nov 454.55 19.7 -2.8 24.50 55 39 45
18 Nov 457.90 22.5 -2.7 25.71 8 4 6
17 Nov 461.70 25.2 -0.05 25.04 2 0 1
14 Nov 459.40 25.25 -9.3 26.00 1 0 0
13 Nov 453.00 34.55 0 - 0 0 0
12 Nov 459.30 34.55 0 - 0 0 0
11 Nov 470.60 34.55 0 - 0 0 0
10 Nov 463.25 34.55 0 - 0 0 0
7 Nov 470.20 34.55 0 - 0 0 0
6 Nov 471.85 34.55 0 - 0 0 0
4 Nov 471.00 34.55 0 - 0 0 0
3 Nov 474.75 34.55 0 - 0 0 0
31 Oct 469.65 34.55 0 - 0 0 0
30 Oct 485.25 34.55 0 - 0 0 0
29 Oct 495.45 34.55 0 - 0 0 0
28 Oct 454.15 34.55 0 - 0 0 0
27 Oct 459.35 34.55 0 - 0 0 0
24 Oct 461.40 34.55 0 - 0 0 0
23 Oct 465.55 34.55 0 - 0 0 0
20 Oct 456.35 34.55 0 - 0 0 0
17 Oct 461.55 34.55 0 - 0 0 0
16 Oct 461.30 34.55 0 - 0 0 0
13 Oct 442.45 34.55 0 - 0 0 0
9 Oct 445.90 34.55 0 - 0 0 0
8 Oct 434.85 34.55 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 450 expiring on 30DEC2025

Delta for 450 CE is -

Historical price for 450 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 33.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 579


On 11 Dec VBL was trading at 478.50. The strike last trading price was 33.95, which was 5.15 higher than the previous day. The implied volatity was 27.17, the open interest changed by 11 which increased total open position to 582


On 10 Dec VBL was trading at 472.95. The strike last trading price was 28.8, which was 1 higher than the previous day. The implied volatity was 31.69, the open interest changed by -6 which decreased total open position to 571


On 9 Dec VBL was trading at 471.55. The strike last trading price was 27.8, which was 1.75 higher than the previous day. The implied volatity was 27.88, the open interest changed by -1 which decreased total open position to 575


On 8 Dec VBL was trading at 469.80. The strike last trading price was 26.1, which was -9.1 lower than the previous day. The implied volatity was 24.80, the open interest changed by -9 which decreased total open position to 576


On 5 Dec VBL was trading at 479.95. The strike last trading price was 35.15, which was 0.6 higher than the previous day. The implied volatity was 26.12, the open interest changed by -6 which decreased total open position to 585


On 4 Dec VBL was trading at 479.90. The strike last trading price was 34.6, which was 1.25 higher than the previous day. The implied volatity was 25.13, the open interest changed by -2 which decreased total open position to 591


On 3 Dec VBL was trading at 477.50. The strike last trading price was 33.35, which was -3.8 lower than the previous day. The implied volatity was 21.97, the open interest changed by -2 which decreased total open position to 595


On 2 Dec VBL was trading at 481.40. The strike last trading price was 37.3, which was -1 lower than the previous day. The implied volatity was 24.76, the open interest changed by -9 which decreased total open position to 595


On 1 Dec VBL was trading at 484.15. The strike last trading price was 38.3, which was 0.5 higher than the previous day. The implied volatity was 21.50, the open interest changed by -28 which decreased total open position to 604


On 28 Nov VBL was trading at 481.55. The strike last trading price was 37.4, which was 13.05 higher than the previous day. The implied volatity was 25.43, the open interest changed by -72 which decreased total open position to 632


On 27 Nov VBL was trading at 467.30. The strike last trading price was 24.5, which was 0.7 higher than the previous day. The implied volatity was 20.83, the open interest changed by -11 which decreased total open position to 704


On 26 Nov VBL was trading at 465.50. The strike last trading price was 23.3, which was 10.7 higher than the previous day. The implied volatity was 20.03, the open interest changed by -1 which decreased total open position to 993


On 25 Nov VBL was trading at 449.05. The strike last trading price was 12.6, which was 0.15 higher than the previous day. The implied volatity was 20.73, the open interest changed by 148 which increased total open position to 1126


On 24 Nov VBL was trading at 446.10. The strike last trading price was 13.05, which was -0.55 lower than the previous day. The implied volatity was 22.95, the open interest changed by 519 which increased total open position to 973


On 21 Nov VBL was trading at 447.65. The strike last trading price was 13.6, which was -4 lower than the previous day. The implied volatity was 21.26, the open interest changed by 288 which increased total open position to 451


On 20 Nov VBL was trading at 451.50. The strike last trading price was 17.7, which was -2.25 lower than the previous day. The implied volatity was 23.60, the open interest changed by 118 which increased total open position to 162


On 19 Nov VBL was trading at 454.55. The strike last trading price was 19.7, which was -2.8 lower than the previous day. The implied volatity was 24.50, the open interest changed by 39 which increased total open position to 45


On 18 Nov VBL was trading at 457.90. The strike last trading price was 22.5, which was -2.7 lower than the previous day. The implied volatity was 25.71, the open interest changed by 4 which increased total open position to 6


On 17 Nov VBL was trading at 461.70. The strike last trading price was 25.2, which was -0.05 lower than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 1


On 14 Nov VBL was trading at 459.40. The strike last trading price was 25.25, which was -9.3 lower than the previous day. The implied volatity was 26.00, 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 34.55, 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 12 Nov VBL was trading at 459.30. The strike last trading price was 34.55, 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 11 Nov VBL was trading at 470.60. The strike last trading price was 34.55, 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 Nov VBL was trading at 463.25. The strike last trading price was 34.55, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 34.55, 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 Nov VBL was trading at 471.85. The strike last trading price was 34.55, 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 Nov VBL was trading at 471.00. The strike last trading price was 34.55, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 34.55, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 34.55, 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 30 Oct VBL was trading at 485.25. The strike last trading price was 34.55, 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 29 Oct VBL was trading at 495.45. The strike last trading price was 34.55, 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 28 Oct VBL was trading at 454.15. The strike last trading price was 34.55, 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 Oct VBL was trading at 459.35. The strike last trading price was 34.55, 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 24 Oct VBL was trading at 461.40. The strike last trading price was 34.55, 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 23 Oct VBL was trading at 465.55. The strike last trading price was 34.55, 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 20 Oct VBL was trading at 456.35. The strike last trading price was 34.55, 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 17 Oct VBL was trading at 461.55. The strike last trading price was 34.55, 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 16 Oct VBL was trading at 461.30. The strike last trading price was 34.55, 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 13 Oct VBL was trading at 442.45. The strike last trading price was 34.55, 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 Oct VBL was trading at 445.90. The strike last trading price was 34.55, 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 8 Oct VBL was trading at 434.85. The strike last trading price was 34.55, 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 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 450 PE
Delta: -0.11
Vega: 0.20
Theta: -0.14
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 1.6 -0.6 27.31 375 5 1,041
11 Dec 478.50 2.05 -1.35 27.77 501 -52 1,031
10 Dec 472.95 3.55 0.15 28.63 521 3 1,084
9 Dec 471.55 3.1 -0.65 25.60 1,241 92 1,084
8 Dec 469.80 3.65 1 26.03 823 -241 994
5 Dec 479.95 2.75 -0.15 27.06 340 16 1,232
4 Dec 479.90 2.95 -0.1 26.96 680 85 1,216
3 Dec 477.50 2.95 0.5 26.17 449 -5 1,130
2 Dec 481.40 2.4 -0.1 25.60 184 -10 1,143
1 Dec 484.15 2.5 -0.35 26.38 396 71 1,153
28 Nov 481.55 2.85 -1.9 25.06 1,255 19 1,083
27 Nov 467.30 4.9 -0.35 23.03 488 -36 1,066
26 Nov 465.50 5.25 -5.9 22.75 2,229 240 1,102
25 Nov 449.05 11.3 -1.45 22.45 353 113 861
24 Nov 446.10 11.95 -1.2 21.81 682 405 749
21 Nov 447.65 13.2 0.7 24.67 189 32 335
20 Nov 451.50 12.2 1.1 26.02 127 76 305
19 Nov 454.55 11.4 0.8 25.83 94 35 223
18 Nov 457.90 10.4 0.9 25.79 63 47 187
17 Nov 461.70 9.5 -0.9 26.57 51 11 138
14 Nov 459.40 10.4 -2.8 26.39 36 9 127
13 Nov 453.00 12.8 2 26.89 62 21 112
12 Nov 459.30 10.7 0.8 26.33 59 18 90
11 Nov 470.60 9.9 0 30.40 4 -1 71
10 Nov 463.25 9.9 1.75 26.61 19 6 73
7 Nov 470.20 8.15 0.15 27.17 12 6 66
6 Nov 471.85 8 -0.85 26.95 6 3 58
4 Nov 471.00 8.85 1.1 27.64 7 4 54
3 Nov 474.75 7.75 -1.7 27.53 10 3 51
31 Oct 469.65 9.45 1.85 - 27 8 47
30 Oct 485.25 7.6 2.2 29.65 47 30 39
29 Oct 495.45 5.4 -9.6 29.53 48 6 9
28 Oct 454.15 15 0.35 - 0 1 0
27 Oct 459.35 15 0.35 30.44 3 0 2
24 Oct 461.40 14.65 -19.4 - 0 0 0
23 Oct 465.55 14.65 -19.4 - 0 0 0
20 Oct 456.35 14.65 -19.4 - 0 2 0
17 Oct 461.55 14.65 -19.4 29.20 2 0 0
16 Oct 461.30 34.05 0 - 0 0 0
13 Oct 442.45 34.05 0 - 0 0 0
9 Oct 445.90 34.05 0 0.90 0 0 0
8 Oct 434.85 34.05 0 - 0 0 0
6 Oct 438.95 0 0 - 0 0 0
3 Oct 443.45 0 0 0.74 0 0 0


For Varun Beverages Limited - strike price 450 expiring on 30DEC2025

Delta for 450 PE is -0.11

Historical price for 450 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 27.31, the open interest changed by 5 which increased total open position to 1041


On 11 Dec VBL was trading at 478.50. The strike last trading price was 2.05, which was -1.35 lower than the previous day. The implied volatity was 27.77, the open interest changed by -52 which decreased total open position to 1031


On 10 Dec VBL was trading at 472.95. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 28.63, the open interest changed by 3 which increased total open position to 1084


On 9 Dec VBL was trading at 471.55. The strike last trading price was 3.1, which was -0.65 lower than the previous day. The implied volatity was 25.60, the open interest changed by 92 which increased total open position to 1084


On 8 Dec VBL was trading at 469.80. The strike last trading price was 3.65, which was 1 higher than the previous day. The implied volatity was 26.03, the open interest changed by -241 which decreased total open position to 994


On 5 Dec VBL was trading at 479.95. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 27.06, the open interest changed by 16 which increased total open position to 1232


On 4 Dec VBL was trading at 479.90. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 26.96, the open interest changed by 85 which increased total open position to 1216


On 3 Dec VBL was trading at 477.50. The strike last trading price was 2.95, which was 0.5 higher than the previous day. The implied volatity was 26.17, the open interest changed by -5 which decreased total open position to 1130


On 2 Dec VBL was trading at 481.40. The strike last trading price was 2.4, which was -0.1 lower than the previous day. The implied volatity was 25.60, the open interest changed by -10 which decreased total open position to 1143


On 1 Dec VBL was trading at 484.15. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 26.38, the open interest changed by 71 which increased total open position to 1153


On 28 Nov VBL was trading at 481.55. The strike last trading price was 2.85, which was -1.9 lower than the previous day. The implied volatity was 25.06, the open interest changed by 19 which increased total open position to 1083


On 27 Nov VBL was trading at 467.30. The strike last trading price was 4.9, which was -0.35 lower than the previous day. The implied volatity was 23.03, the open interest changed by -36 which decreased total open position to 1066


On 26 Nov VBL was trading at 465.50. The strike last trading price was 5.25, which was -5.9 lower than the previous day. The implied volatity was 22.75, the open interest changed by 240 which increased total open position to 1102


On 25 Nov VBL was trading at 449.05. The strike last trading price was 11.3, which was -1.45 lower than the previous day. The implied volatity was 22.45, the open interest changed by 113 which increased total open position to 861


On 24 Nov VBL was trading at 446.10. The strike last trading price was 11.95, which was -1.2 lower than the previous day. The implied volatity was 21.81, the open interest changed by 405 which increased total open position to 749


On 21 Nov VBL was trading at 447.65. The strike last trading price was 13.2, which was 0.7 higher than the previous day. The implied volatity was 24.67, the open interest changed by 32 which increased total open position to 335


On 20 Nov VBL was trading at 451.50. The strike last trading price was 12.2, which was 1.1 higher than the previous day. The implied volatity was 26.02, the open interest changed by 76 which increased total open position to 305


On 19 Nov VBL was trading at 454.55. The strike last trading price was 11.4, which was 0.8 higher than the previous day. The implied volatity was 25.83, the open interest changed by 35 which increased total open position to 223


On 18 Nov VBL was trading at 457.90. The strike last trading price was 10.4, which was 0.9 higher than the previous day. The implied volatity was 25.79, the open interest changed by 47 which increased total open position to 187


On 17 Nov VBL was trading at 461.70. The strike last trading price was 9.5, which was -0.9 lower than the previous day. The implied volatity was 26.57, the open interest changed by 11 which increased total open position to 138


On 14 Nov VBL was trading at 459.40. The strike last trading price was 10.4, which was -2.8 lower than the previous day. The implied volatity was 26.39, the open interest changed by 9 which increased total open position to 127


On 13 Nov VBL was trading at 453.00. The strike last trading price was 12.8, which was 2 higher than the previous day. The implied volatity was 26.89, the open interest changed by 21 which increased total open position to 112


On 12 Nov VBL was trading at 459.30. The strike last trading price was 10.7, which was 0.8 higher than the previous day. The implied volatity was 26.33, the open interest changed by 18 which increased total open position to 90


On 11 Nov VBL was trading at 470.60. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 30.40, the open interest changed by -1 which decreased total open position to 71


On 10 Nov VBL was trading at 463.25. The strike last trading price was 9.9, which was 1.75 higher than the previous day. The implied volatity was 26.61, the open interest changed by 6 which increased total open position to 73


On 7 Nov VBL was trading at 470.20. The strike last trading price was 8.15, which was 0.15 higher than the previous day. The implied volatity was 27.17, the open interest changed by 6 which increased total open position to 66


On 6 Nov VBL was trading at 471.85. The strike last trading price was 8, which was -0.85 lower than the previous day. The implied volatity was 26.95, the open interest changed by 3 which increased total open position to 58


On 4 Nov VBL was trading at 471.00. The strike last trading price was 8.85, which was 1.1 higher than the previous day. The implied volatity was 27.64, the open interest changed by 4 which increased total open position to 54


On 3 Nov VBL was trading at 474.75. The strike last trading price was 7.75, which was -1.7 lower than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 51


On 31 Oct VBL was trading at 469.65. The strike last trading price was 9.45, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 47


On 30 Oct VBL was trading at 485.25. The strike last trading price was 7.6, which was 2.2 higher than the previous day. The implied volatity was 29.65, the open interest changed by 30 which increased total open position to 39


On 29 Oct VBL was trading at 495.45. The strike last trading price was 5.4, which was -9.6 lower than the previous day. The implied volatity was 29.53, the open interest changed by 6 which increased total open position to 9


On 28 Oct VBL was trading at 454.15. The strike last trading price was 15, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Oct VBL was trading at 459.35. The strike last trading price was 15, which was 0.35 higher than the previous day. The implied volatity was 30.44, the open interest changed by 0 which decreased total open position to 2


On 24 Oct VBL was trading at 461.40. The strike last trading price was 14.65, which was -19.4 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 14.65, which was -19.4 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 14.65, which was -19.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 17 Oct VBL was trading at 461.55. The strike last trading price was 14.65, which was -19.4 lower than the previous day. The implied volatity was 29.20, 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 34.05, 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 34.05, 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 34.05, which was 0 lower than the previous day. The implied volatity was 0.90, 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 34.05, 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 0.74, the open interest changed by 0 which decreased total open position to 0