[--[65.84.65.76]--]

VBL

Varun Beverages Limited
403.7 +1.90 (0.47%)
L: 390.6 H: 405

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Historical option data for VBL

02 Apr 2026 04:12 PM IST
VBL 28-Apr-2026 (24d) 450 CE
Delta: 0.15
Vega: 0.25
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 403.70 2.75 0 34.64 693 -120 974
1 Apr 401.80 2.75 0.95 35.24 727 135 1,094
30 Mar 384.10 1.85 -1.25 39.39 323 146 960
27 Mar 389.30 3 -1.55 39.96 374 99 813
25 Mar 401.45 4.5 1.3 37.11 590 145 714
24 Mar 388.35 3.2 -0.3 38.88 187 42 569
23 Mar 382.20 3.4 -2.3 42.09 343 -51 528
20 Mar 401.45 5.75 -0.5 37.3 295 112 568
19 Mar 404.65 6.4 -1.7 36.1 130 29 453
18 Mar 415.10 8.05 1.55 33.67 375 144 421
17 Mar 406.35 6.55 -1.85 34.84 104 30 276
16 Mar 407.15 8.15 0.35 37.9 95 25 244
13 Mar 401.30 7.75 -1.5 38.69 171 27 218
12 Mar 411.05 9 -5.35 35.61 261 141 190
11 Mar 431.25 14.05 -0.7 32.01 29 -1 49
10 Mar 436.50 14.75 -3.75 26.93 47 -15 50
9 Mar 437.75 18.5 -2.15 31.33 23 4 64
6 Mar 447.65 21.55 1.5 27.84 44 -7 60
5 Mar 445.75 19.35 5.45 26.41 76 26 65
4 Mar 429.75 13.9 -6 29.76 47 32 40
2 Mar 445.30 19.9 -2.1 27.01 11 4 8
27 Feb 451.40 22 -2.6 24.87 3 1 3
26 Feb 460.45 24.6 -25.1 17.01 3 2 2
25 Feb 455.85 49.7 0 - 0 0 0
24 Feb 459.10 49.7 0 - 0 0 0
23 Feb 457.30 49.7 0 - 0 0 0
20 Feb 453.85 49.7 0 - 0 0 0
19 Feb 453.50 49.7 0 - 0 0 0
18 Feb 463.65 49.7 0 - 0 0 0
17 Feb 458.05 49.7 0 - 0 0 0
16 Feb 455.85 49.7 0 - 0 0 0
13 Feb 449.30 0 0 - 0 0 0
12 Feb 455.70 0 0 - 0 0 0
11 Feb 456.90 0 0 - 0 0 0
10 Feb 456.50 0 0 - 0 0 0
9 Feb 457.35 0 0 - 0 0 0
6 Feb 439.05 0 0 0.5 0 0 0
5 Feb 437.10 0 0 - 0 0 0
4 Feb 444.90 0 0 - 0 0 0
3 Feb 451.10 0 0 - 0 0 0
2 Feb 466.30 0 0 - 0 0 0
1 Feb 469.10 0 0 - 0 0 0
30 Jan 471.25 0 0 - 0 0 0
29 Jan 467.05 0 0 - 0 0 0


For Varun Beverages Limited - strike price 450 expiring on 28APR2026

Delta for 450 CE is 0.15

Historical price for 450 CE is as follows

On 2 Apr VBL was trading at 403.70. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 34.64, the open interest changed by -120 which decreased total open position to 974


On 1 Apr VBL was trading at 401.80. The strike last trading price was 2.75, which was 0.95 higher than the previous day. The implied volatity was 35.24, the open interest changed by 135 which increased total open position to 1094


On 30 Mar VBL was trading at 384.10. The strike last trading price was 1.85, which was -1.25 lower than the previous day. The implied volatity was 39.39, the open interest changed by 146 which increased total open position to 960


On 27 Mar VBL was trading at 389.30. The strike last trading price was 3, which was -1.55 lower than the previous day. The implied volatity was 39.96, the open interest changed by 99 which increased total open position to 813


On 25 Mar VBL was trading at 401.45. The strike last trading price was 4.5, which was 1.3 higher than the previous day. The implied volatity was 37.11, the open interest changed by 145 which increased total open position to 714


On 24 Mar VBL was trading at 388.35. The strike last trading price was 3.2, which was -0.3 lower than the previous day. The implied volatity was 38.88, the open interest changed by 42 which increased total open position to 569


On 23 Mar VBL was trading at 382.20. The strike last trading price was 3.4, which was -2.3 lower than the previous day. The implied volatity was 42.09, the open interest changed by -51 which decreased total open position to 528


On 20 Mar VBL was trading at 401.45. The strike last trading price was 5.75, which was -0.5 lower than the previous day. The implied volatity was 37.3, the open interest changed by 112 which increased total open position to 568


On 19 Mar VBL was trading at 404.65. The strike last trading price was 6.4, which was -1.7 lower than the previous day. The implied volatity was 36.1, the open interest changed by 29 which increased total open position to 453


On 18 Mar VBL was trading at 415.10. The strike last trading price was 8.05, which was 1.55 higher than the previous day. The implied volatity was 33.67, the open interest changed by 144 which increased total open position to 421


On 17 Mar VBL was trading at 406.35. The strike last trading price was 6.55, which was -1.85 lower than the previous day. The implied volatity was 34.84, the open interest changed by 30 which increased total open position to 276


On 16 Mar VBL was trading at 407.15. The strike last trading price was 8.15, which was 0.35 higher than the previous day. The implied volatity was 37.9, the open interest changed by 25 which increased total open position to 244


On 13 Mar VBL was trading at 401.30. The strike last trading price was 7.75, which was -1.5 lower than the previous day. The implied volatity was 38.69, the open interest changed by 27 which increased total open position to 218


On 12 Mar VBL was trading at 411.05. The strike last trading price was 9, which was -5.35 lower than the previous day. The implied volatity was 35.61, the open interest changed by 141 which increased total open position to 190


On 11 Mar VBL was trading at 431.25. The strike last trading price was 14.05, which was -0.7 lower than the previous day. The implied volatity was 32.01, the open interest changed by -1 which decreased total open position to 49


On 10 Mar VBL was trading at 436.50. The strike last trading price was 14.75, which was -3.75 lower than the previous day. The implied volatity was 26.93, the open interest changed by -15 which decreased total open position to 50


On 9 Mar VBL was trading at 437.75. The strike last trading price was 18.5, which was -2.15 lower than the previous day. The implied volatity was 31.33, the open interest changed by 4 which increased total open position to 64


On 6 Mar VBL was trading at 447.65. The strike last trading price was 21.55, which was 1.5 higher than the previous day. The implied volatity was 27.84, the open interest changed by -7 which decreased total open position to 60


On 5 Mar VBL was trading at 445.75. The strike last trading price was 19.35, which was 5.45 higher than the previous day. The implied volatity was 26.41, the open interest changed by 26 which increased total open position to 65


On 4 Mar VBL was trading at 429.75. The strike last trading price was 13.9, which was -6 lower than the previous day. The implied volatity was 29.76, the open interest changed by 32 which increased total open position to 40


On 2 Mar VBL was trading at 445.30. The strike last trading price was 19.9, which was -2.1 lower than the previous day. The implied volatity was 27.01, the open interest changed by 4 which increased total open position to 8


On 27 Feb VBL was trading at 451.40. The strike last trading price was 22, which was -2.6 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1 which increased total open position to 3


On 26 Feb VBL was trading at 460.45. The strike last trading price was 24.6, which was -25.1 lower than the previous day. The implied volatity was 17.01, the open interest changed by 2 which increased total open position to 2


On 25 Feb VBL was trading at 455.85. The strike last trading price was 49.7, 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 24 Feb VBL was trading at 459.10. The strike last trading price was 49.7, 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 23 Feb VBL was trading at 457.30. The strike last trading price was 49.7, 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 20 Feb VBL was trading at 453.85. The strike last trading price was 49.7, 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 19 Feb VBL was trading at 453.50. The strike last trading price was 49.7, 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 18 Feb VBL was trading at 463.65. The strike last trading price was 49.7, 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 17 Feb VBL was trading at 458.05. The strike last trading price was 49.7, 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 16 Feb VBL was trading at 455.85. The strike last trading price was 49.7, 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 13 Feb VBL was trading at 449.30. 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 12 Feb VBL was trading at 455.70. 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 11 Feb VBL was trading at 456.90. 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 10 Feb VBL was trading at 456.50. 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 9 Feb VBL was trading at 457.35. 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 6 Feb VBL was trading at 439.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.5, 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 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 4 Feb VBL was trading at 444.90. 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 Feb VBL was trading at 451.10. 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 2 Feb VBL was trading at 466.30. 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 1 Feb VBL was trading at 469.10. 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 30 Jan VBL was trading at 471.25. 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 29 Jan VBL was trading at 467.05. 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 28-Apr-2026 (24d) 450 PE
Delta: -0.82
Vega: 0.28
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 403.70 46.75 -2.4 39.1 18 2 91
1 Apr 401.80 49.15 -16.15 40.66 25 -1 90
30 Mar 384.10 64 3.2 37.77 26 18 90
27 Mar 389.30 61 10.45 43.1 11 3 71
25 Mar 401.45 50.2 -8.65 39.67 12 3 66
24 Mar 388.35 58.85 -5.35 33.52 11 5 63
23 Mar 382.20 64.2 15.7 33.59 6 1 57
20 Mar 401.45 48.5 0 35.54 4 2 55
19 Mar 404.65 48.5 9.5 42.65 3 0 53
18 Mar 415.10 39 -6.5 36.51 23 11 45
17 Mar 406.35 45.5 -0.7 37.22 1 0 33
16 Mar 407.15 46.2 -5.8 38.6 7 0 30
13 Mar 401.30 52 10 41.68 2 1 30
12 Mar 411.05 42 14 34.64 3 0 29
11 Mar 431.25 28 2 32.14 3 1 29
10 Mar 436.50 26 -1.3 35.91 12 8 27
9 Mar 437.75 27.3 8.15 38.75 4 3 18
6 Mar 447.65 19.15 -0.95 31.9 4 2 15
5 Mar 445.75 20.1 2.6 31.35 9 5 12
4 Mar 429.75 17.5 2.15 - 2 0 7
2 Mar 445.30 17.5 2.15 26.4 2 1 6
27 Feb 451.40 15.85 2.15 26.89 3 1 4
26 Feb 460.45 13.7 -7.45 29.96 3 1 1
25 Feb 455.85 21.15 0 2.18 0 0 0
24 Feb 459.10 21.15 0 2.43 0 0 0
23 Feb 457.30 21.15 0 2.55 0 0 0
20 Feb 453.85 21.15 0 2.06 0 0 0
19 Feb 453.50 21.15 0 2 0 0 0
18 Feb 463.65 21.15 0 3.34 0 0 0
17 Feb 458.05 21.15 0 2.4 0 0 0
16 Feb 455.85 21.15 0 2.32 0 0 0
13 Feb 449.30 21.15 0 1.22 0 0 0
12 Feb 455.70 21.15 0 2.37 0 0 0
11 Feb 456.90 21.15 0 2.39 0 0 0
10 Feb 456.50 21.15 0 3.12 0 0 0
9 Feb 457.35 21.15 0 2.49 0 0 0
6 Feb 439.05 21.15 0 - 0 0 0
5 Feb 437.10 21.15 0 1.1 0 0 0
4 Feb 444.90 21.15 0 0.86 0 0 0
3 Feb 451.10 21.15 0 1.23 0 0 0
2 Feb 466.30 21.15 0 3.59 0 0 0
1 Feb 469.10 21.15 0 3.73 0 0 0
30 Jan 471.25 21.15 0 3.29 0 0 0
29 Jan 467.05 0 0 3.32 0 0 0


For Varun Beverages Limited - strike price 450 expiring on 28APR2026

Delta for 450 PE is -0.82

Historical price for 450 PE is as follows

On 2 Apr VBL was trading at 403.70. The strike last trading price was 46.75, which was -2.4 lower than the previous day. The implied volatity was 39.1, the open interest changed by 2 which increased total open position to 91


On 1 Apr VBL was trading at 401.80. The strike last trading price was 49.15, which was -16.15 lower than the previous day. The implied volatity was 40.66, the open interest changed by -1 which decreased total open position to 90


On 30 Mar VBL was trading at 384.10. The strike last trading price was 64, which was 3.2 higher than the previous day. The implied volatity was 37.77, the open interest changed by 18 which increased total open position to 90


On 27 Mar VBL was trading at 389.30. The strike last trading price was 61, which was 10.45 higher than the previous day. The implied volatity was 43.1, the open interest changed by 3 which increased total open position to 71


On 25 Mar VBL was trading at 401.45. The strike last trading price was 50.2, which was -8.65 lower than the previous day. The implied volatity was 39.67, the open interest changed by 3 which increased total open position to 66


On 24 Mar VBL was trading at 388.35. The strike last trading price was 58.85, which was -5.35 lower than the previous day. The implied volatity was 33.52, the open interest changed by 5 which increased total open position to 63


On 23 Mar VBL was trading at 382.20. The strike last trading price was 64.2, which was 15.7 higher than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 57


On 20 Mar VBL was trading at 401.45. The strike last trading price was 48.5, which was 0 lower than the previous day. The implied volatity was 35.54, the open interest changed by 2 which increased total open position to 55


On 19 Mar VBL was trading at 404.65. The strike last trading price was 48.5, which was 9.5 higher than the previous day. The implied volatity was 42.65, the open interest changed by 0 which decreased total open position to 53


On 18 Mar VBL was trading at 415.10. The strike last trading price was 39, which was -6.5 lower than the previous day. The implied volatity was 36.51, the open interest changed by 11 which increased total open position to 45


On 17 Mar VBL was trading at 406.35. The strike last trading price was 45.5, which was -0.7 lower than the previous day. The implied volatity was 37.22, the open interest changed by 0 which decreased total open position to 33


On 16 Mar VBL was trading at 407.15. The strike last trading price was 46.2, which was -5.8 lower than the previous day. The implied volatity was 38.6, the open interest changed by 0 which decreased total open position to 30


On 13 Mar VBL was trading at 401.30. The strike last trading price was 52, which was 10 higher than the previous day. The implied volatity was 41.68, the open interest changed by 1 which increased total open position to 30


On 12 Mar VBL was trading at 411.05. The strike last trading price was 42, which was 14 higher than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 29


On 11 Mar VBL was trading at 431.25. The strike last trading price was 28, which was 2 higher than the previous day. The implied volatity was 32.14, the open interest changed by 1 which increased total open position to 29


On 10 Mar VBL was trading at 436.50. The strike last trading price was 26, which was -1.3 lower than the previous day. The implied volatity was 35.91, the open interest changed by 8 which increased total open position to 27


On 9 Mar VBL was trading at 437.75. The strike last trading price was 27.3, which was 8.15 higher than the previous day. The implied volatity was 38.75, the open interest changed by 3 which increased total open position to 18


On 6 Mar VBL was trading at 447.65. The strike last trading price was 19.15, which was -0.95 lower than the previous day. The implied volatity was 31.9, the open interest changed by 2 which increased total open position to 15


On 5 Mar VBL was trading at 445.75. The strike last trading price was 20.1, which was 2.6 higher than the previous day. The implied volatity was 31.35, the open interest changed by 5 which increased total open position to 12


On 4 Mar VBL was trading at 429.75. The strike last trading price was 17.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Mar VBL was trading at 445.30. The strike last trading price was 17.5, which was 2.15 higher than the previous day. The implied volatity was 26.4, the open interest changed by 1 which increased total open position to 6


On 27 Feb VBL was trading at 451.40. The strike last trading price was 15.85, which was 2.15 higher than the previous day. The implied volatity was 26.89, the open interest changed by 1 which increased total open position to 4


On 26 Feb VBL was trading at 460.45. The strike last trading price was 13.7, which was -7.45 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 1


On 25 Feb VBL was trading at 455.85. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 24 Feb VBL was trading at 459.10. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 23 Feb VBL was trading at 457.30. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 20 Feb VBL was trading at 453.85. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 19 Feb VBL was trading at 453.50. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0


On 18 Feb VBL was trading at 463.65. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 17 Feb VBL was trading at 458.05. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0


On 16 Feb VBL was trading at 455.85. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 13 Feb VBL was trading at 449.30. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 12 Feb VBL was trading at 455.70. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 11 Feb VBL was trading at 456.90. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0


On 10 Feb VBL was trading at 456.50. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 9 Feb VBL was trading at 457.35. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 6 Feb VBL was trading at 439.05. The strike last trading price was 21.15, 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 5 Feb VBL was trading at 437.10. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 1.1, 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 21.15, which was 0 lower than the previous day. The implied volatity was 0.86, 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 21.15, which was 0 lower than the previous day. The implied volatity was 1.23, 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 21.15, which was 0 lower than the previous day. The implied volatity was 3.59, 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 21.15, which was 0 lower than the previous day. The implied volatity was 3.73, 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 21.15, which was 0 lower than the previous day. The implied volatity was 3.29, 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 0, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0