[--[65.84.65.76]--]

VBL

Varun Beverages Limited
429.75 -15.55 (-3.49%)
L: 426 H: 435.9

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Historical option data for VBL

04 Mar 2026 04:13 PM IST
VBL 30-MAR-2026 450 CE
Delta: 0.32
Vega: 0.41
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 429.75 6.9 -5.3 29.86 1,150 161 687
2 Mar 445.30 12.7 -2.9 27.35 1,156 45 518
27 Feb 451.40 15.85 -5.9 26.35 292 68 474
26 Feb 460.45 22.7 4 24.69 292 47 426
25 Feb 455.85 18.8 -2.8 24.96 127 18 380
24 Feb 459.10 24.1 3.4 26.45 432 160 363
23 Feb 457.30 20.8 0.5 26.53 54 20 203
20 Feb 453.85 19.65 0.1 26.59 149 42 183
19 Feb 453.50 19.1 -6.85 26.66 57 15 139
18 Feb 463.65 25.05 2.25 24.28 29 2 124
17 Feb 458.05 22.8 0.8 27.97 29 3 122
16 Feb 455.85 22 2.85 26.42 36 7 118
13 Feb 449.30 18.7 -4.7 26.62 34 12 110
12 Feb 455.70 23.4 -0.65 27.6 13 -3 98
11 Feb 456.90 23.5 0.3 25.8 28 5 100
10 Feb 456.50 23.2 -1.3 25.49 20 -4 95
9 Feb 457.35 24.5 7.4 26.12 84 1 98
6 Feb 439.05 17.1 -0.35 29.1 51 22 97
5 Feb 437.10 17.1 -3.35 30.22 42 32 74
4 Feb 444.90 20.1 -3.7 29.01 88 36 46
3 Feb 451.10 24.6 -34.15 28.33 13 9 9
2 Feb 466.30 58.75 0 - 0 0 0
1 Feb 469.10 58.75 0 - 0 0 0
30 Jan 471.25 58.75 0 - 0 0 0
29 Jan 467.05 58.75 0 - 0 0 0
28 Jan 468.40 58.75 0 - 0 0 0
27 Jan 471.65 58.75 0 - 0 0 0
23 Jan 474.10 58.75 0 - 0 0 0
22 Jan 487.10 58.75 0 - 0 0 0
21 Jan 478.00 58.75 0 - 0 0 0
20 Jan 489.10 58.75 0 - 0 0 0
19 Jan 496.00 58.75 0 - 0 0 0
16 Jan 500.40 58.75 0 - 0 0 0
14 Jan 502.40 58.75 0 - 0 0 0
13 Jan 501.20 58.75 0 - 0 0 0
12 Jan 493.80 58.75 0 - 0 0 0
9 Jan 489.00 58.75 0 - 0 0 0
8 Jan 500.90 58.75 0 - 0 0 0
7 Jan 509.70 58.75 0 - 0 0 0
6 Jan 498.85 58.75 0 - 0 0 0
5 Jan 488.70 58.75 0 - 0 0 0
2 Jan 493.80 58.75 0 - 0 0 0
1 Jan 491.75 58.75 0 - 0 0 0
31 Dec 489.85 58.75 0 - 0 0 0


For Varun Beverages Limited - strike price 450 expiring on 30MAR2026

Delta for 450 CE is 0.32

Historical price for 450 CE is as follows

On 4 Mar VBL was trading at 429.75. The strike last trading price was 6.9, which was -5.3 lower than the previous day. The implied volatity was 29.86, the open interest changed by 161 which increased total open position to 687


On 2 Mar VBL was trading at 445.30. The strike last trading price was 12.7, which was -2.9 lower than the previous day. The implied volatity was 27.35, the open interest changed by 45 which increased total open position to 518


On 27 Feb VBL was trading at 451.40. The strike last trading price was 15.85, which was -5.9 lower than the previous day. The implied volatity was 26.35, the open interest changed by 68 which increased total open position to 474


On 26 Feb VBL was trading at 460.45. The strike last trading price was 22.7, which was 4 higher than the previous day. The implied volatity was 24.69, the open interest changed by 47 which increased total open position to 426


On 25 Feb VBL was trading at 455.85. The strike last trading price was 18.8, which was -2.8 lower than the previous day. The implied volatity was 24.96, the open interest changed by 18 which increased total open position to 380


On 24 Feb VBL was trading at 459.10. The strike last trading price was 24.1, which was 3.4 higher than the previous day. The implied volatity was 26.45, the open interest changed by 160 which increased total open position to 363


On 23 Feb VBL was trading at 457.30. The strike last trading price was 20.8, which was 0.5 higher than the previous day. The implied volatity was 26.53, the open interest changed by 20 which increased total open position to 203


On 20 Feb VBL was trading at 453.85. The strike last trading price was 19.65, which was 0.1 higher than the previous day. The implied volatity was 26.59, the open interest changed by 42 which increased total open position to 183


On 19 Feb VBL was trading at 453.50. The strike last trading price was 19.1, which was -6.85 lower than the previous day. The implied volatity was 26.66, the open interest changed by 15 which increased total open position to 139


On 18 Feb VBL was trading at 463.65. The strike last trading price was 25.05, which was 2.25 higher than the previous day. The implied volatity was 24.28, the open interest changed by 2 which increased total open position to 124


On 17 Feb VBL was trading at 458.05. The strike last trading price was 22.8, which was 0.8 higher than the previous day. The implied volatity was 27.97, the open interest changed by 3 which increased total open position to 122


On 16 Feb VBL was trading at 455.85. The strike last trading price was 22, which was 2.85 higher than the previous day. The implied volatity was 26.42, the open interest changed by 7 which increased total open position to 118


On 13 Feb VBL was trading at 449.30. The strike last trading price was 18.7, which was -4.7 lower than the previous day. The implied volatity was 26.62, the open interest changed by 12 which increased total open position to 110


On 12 Feb VBL was trading at 455.70. The strike last trading price was 23.4, which was -0.65 lower than the previous day. The implied volatity was 27.6, the open interest changed by -3 which decreased total open position to 98


On 11 Feb VBL was trading at 456.90. The strike last trading price was 23.5, which was 0.3 higher than the previous day. The implied volatity was 25.8, the open interest changed by 5 which increased total open position to 100


On 10 Feb VBL was trading at 456.50. The strike last trading price was 23.2, which was -1.3 lower than the previous day. The implied volatity was 25.49, the open interest changed by -4 which decreased total open position to 95


On 9 Feb VBL was trading at 457.35. The strike last trading price was 24.5, which was 7.4 higher than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 98


On 6 Feb VBL was trading at 439.05. The strike last trading price was 17.1, which was -0.35 lower than the previous day. The implied volatity was 29.1, the open interest changed by 22 which increased total open position to 97


On 5 Feb VBL was trading at 437.10. The strike last trading price was 17.1, which was -3.35 lower than the previous day. The implied volatity was 30.22, the open interest changed by 32 which increased total open position to 74


On 4 Feb VBL was trading at 444.90. The strike last trading price was 20.1, which was -3.7 lower than the previous day. The implied volatity was 29.01, the open interest changed by 36 which increased total open position to 46


On 3 Feb VBL was trading at 451.10. The strike last trading price was 24.6, which was -34.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by 9 which increased total open position to 9


On 2 Feb VBL was trading at 466.30. The strike last trading price was 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 Jan VBL was trading at 471.65. The strike last trading price was 58.75, 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 Jan VBL was trading at 474.10. The strike last trading price was 58.75, 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 22 Jan VBL was trading at 487.10. The strike last trading price was 58.75, 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 21 Jan VBL was trading at 478.00. The strike last trading price was 58.75, 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 Jan VBL was trading at 489.10. The strike last trading price was 58.75, 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 Jan VBL was trading at 496.00. The strike last trading price was 58.75, 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 Jan VBL was trading at 500.40. The strike last trading price was 58.75, 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 Jan VBL was trading at 502.40. The strike last trading price was 58.75, 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 Jan VBL was trading at 501.20. The strike last trading price was 58.75, 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 Jan VBL was trading at 493.80. The strike last trading price was 58.75, 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 Jan VBL was trading at 489.00. The strike last trading price was 58.75, 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 Jan VBL was trading at 500.90. The strike last trading price was 58.75, 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 Jan VBL was trading at 509.70. The strike last trading price was 58.75, 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 Jan VBL was trading at 498.85. The strike last trading price was 58.75, 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 Jan VBL was trading at 488.70. The strike last trading price was 58.75, 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 Jan VBL was trading at 493.80. The strike last trading price was 58.75, 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 Jan VBL was trading at 491.75. The strike last trading price was 58.75, 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 Dec VBL was trading at 489.85. The strike last trading price was 58.75, 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 30MAR2026 450 PE
Delta: -0.65
Vega: 0.42
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 429.75 25.95 10.9 33.68 247 -36 489
2 Mar 445.30 14.85 3 28.54 642 89 524
27 Feb 451.40 11.45 3.6 25.68 267 23 436
26 Feb 460.45 7.3 -2.55 25.79 413 28 412
25 Feb 455.85 9.75 -0.45 25.92 246 23 385
24 Feb 459.10 9 -2.55 28.57 458 121 364
23 Feb 457.30 11.75 -1.2 29.78 158 30 242
20 Feb 453.85 13.35 -0.9 29.43 230 28 212
19 Feb 453.50 14.75 4.95 30.53 160 30 184
18 Feb 463.65 9.7 -2.35 28.53 67 13 154
17 Feb 458.05 12 -1.2 28.01 22 1 141
16 Feb 455.85 13.2 -3.8 29.64 36 10 139
13 Feb 449.30 17 5 30.26 23 14 128
12 Feb 455.70 12 -0.55 26.37 8 -4 114
11 Feb 456.90 12.55 -0.4 27.99 5 1 117
10 Feb 456.50 13.35 -0.35 28.72 48 21 116
9 Feb 457.35 13.95 -9.15 30.25 52 5 95
6 Feb 439.05 23.1 -1.25 31.17 25 4 89
5 Feb 437.10 24.7 4.9 31.78 40 21 83
4 Feb 444.90 19.8 1.6 29.61 57 18 62
3 Feb 451.10 19 1.4 33.65 75 43 43
2 Feb 466.30 17.6 0 3.92 0 0 0
1 Feb 469.10 17.6 0 4.6 0 0 0
30 Jan 471.25 17.6 0 3.98 0 0 0
29 Jan 467.05 17.6 0 4.36 0 0 0
28 Jan 468.40 17.6 0 4.27 0 0 0
27 Jan 471.65 17.6 0 4.61 0 0 0
23 Jan 474.10 17.6 0 4.75 0 0 0
22 Jan 487.10 17.6 0 6.21 0 0 0
21 Jan 478.00 17.6 0 5.04 0 0 0
20 Jan 489.10 17.6 0 6.15 0 0 0
19 Jan 496.00 17.6 0 7.4 0 0 0
16 Jan 500.40 17.6 0 7.77 0 0 0
14 Jan 502.40 17.6 0 8.05 0 0 0
13 Jan 501.20 17.6 0 7.18 0 0 0
12 Jan 493.80 17.6 0 6.71 0 0 0
9 Jan 489.00 17.6 0 6.12 0 0 0
8 Jan 500.90 17.6 0 - 0 0 0
7 Jan 509.70 17.6 0 8.88 0 0 0
6 Jan 498.85 17.6 0 7.3 0 0 0
5 Jan 488.70 17.6 0 - 0 0 0
2 Jan 493.80 17.6 0 6.45 0 0 0
1 Jan 491.75 17.6 0 - 0 0 0
31 Dec 489.85 17.6 0 - 0 0 0


For Varun Beverages Limited - strike price 450 expiring on 30MAR2026

Delta for 450 PE is -0.65

Historical price for 450 PE is as follows

On 4 Mar VBL was trading at 429.75. The strike last trading price was 25.95, which was 10.9 higher than the previous day. The implied volatity was 33.68, the open interest changed by -36 which decreased total open position to 489


On 2 Mar VBL was trading at 445.30. The strike last trading price was 14.85, which was 3 higher than the previous day. The implied volatity was 28.54, the open interest changed by 89 which increased total open position to 524


On 27 Feb VBL was trading at 451.40. The strike last trading price was 11.45, which was 3.6 higher than the previous day. The implied volatity was 25.68, the open interest changed by 23 which increased total open position to 436


On 26 Feb VBL was trading at 460.45. The strike last trading price was 7.3, which was -2.55 lower than the previous day. The implied volatity was 25.79, the open interest changed by 28 which increased total open position to 412


On 25 Feb VBL was trading at 455.85. The strike last trading price was 9.75, which was -0.45 lower than the previous day. The implied volatity was 25.92, the open interest changed by 23 which increased total open position to 385


On 24 Feb VBL was trading at 459.10. The strike last trading price was 9, which was -2.55 lower than the previous day. The implied volatity was 28.57, the open interest changed by 121 which increased total open position to 364


On 23 Feb VBL was trading at 457.30. The strike last trading price was 11.75, which was -1.2 lower than the previous day. The implied volatity was 29.78, the open interest changed by 30 which increased total open position to 242


On 20 Feb VBL was trading at 453.85. The strike last trading price was 13.35, which was -0.9 lower than the previous day. The implied volatity was 29.43, the open interest changed by 28 which increased total open position to 212


On 19 Feb VBL was trading at 453.50. The strike last trading price was 14.75, which was 4.95 higher than the previous day. The implied volatity was 30.53, the open interest changed by 30 which increased total open position to 184


On 18 Feb VBL was trading at 463.65. The strike last trading price was 9.7, which was -2.35 lower than the previous day. The implied volatity was 28.53, the open interest changed by 13 which increased total open position to 154


On 17 Feb VBL was trading at 458.05. The strike last trading price was 12, which was -1.2 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 141


On 16 Feb VBL was trading at 455.85. The strike last trading price was 13.2, which was -3.8 lower than the previous day. The implied volatity was 29.64, the open interest changed by 10 which increased total open position to 139


On 13 Feb VBL was trading at 449.30. The strike last trading price was 17, which was 5 higher than the previous day. The implied volatity was 30.26, the open interest changed by 14 which increased total open position to 128


On 12 Feb VBL was trading at 455.70. The strike last trading price was 12, which was -0.55 lower than the previous day. The implied volatity was 26.37, the open interest changed by -4 which decreased total open position to 114


On 11 Feb VBL was trading at 456.90. The strike last trading price was 12.55, which was -0.4 lower than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 117


On 10 Feb VBL was trading at 456.50. The strike last trading price was 13.35, which was -0.35 lower than the previous day. The implied volatity was 28.72, the open interest changed by 21 which increased total open position to 116


On 9 Feb VBL was trading at 457.35. The strike last trading price was 13.95, which was -9.15 lower than the previous day. The implied volatity was 30.25, the open interest changed by 5 which increased total open position to 95


On 6 Feb VBL was trading at 439.05. The strike last trading price was 23.1, which was -1.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by 4 which increased total open position to 89


On 5 Feb VBL was trading at 437.10. The strike last trading price was 24.7, which was 4.9 higher than the previous day. The implied volatity was 31.78, the open interest changed by 21 which increased total open position to 83


On 4 Feb VBL was trading at 444.90. The strike last trading price was 19.8, which was 1.6 higher than the previous day. The implied volatity was 29.61, the open interest changed by 18 which increased total open position to 62


On 3 Feb VBL was trading at 451.10. The strike last trading price was 19, which was 1.4 higher than the previous day. The implied volatity was 33.65, the open interest changed by 43 which increased total open position to 43


On 2 Feb VBL was trading at 466.30. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 3.92, 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 17.6, which was 0 lower than the previous day. The implied volatity was 4.6, 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 17.6, which was 0 lower than the previous day. The implied volatity was 3.98, 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 17.6, which was 0 lower than the previous day. The implied volatity was 4.36, 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 17.6, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0


On 27 Jan VBL was trading at 471.65. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0


On 23 Jan VBL was trading at 474.10. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0


On 22 Jan VBL was trading at 487.10. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0


On 21 Jan VBL was trading at 478.00. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0


On 20 Jan VBL was trading at 489.10. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 6.15, the open interest changed by 0 which decreased total open position to 0


On 19 Jan VBL was trading at 496.00. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0


On 16 Jan VBL was trading at 500.40. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0


On 14 Jan VBL was trading at 502.40. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0


On 13 Jan VBL was trading at 501.20. The strike last trading price was 17.6, 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 12 Jan VBL was trading at 493.80. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0


On 9 Jan VBL was trading at 489.00. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0


On 8 Jan VBL was trading at 500.90. The strike last trading price was 17.6, 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 Jan VBL was trading at 509.70. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 8.88, the open interest changed by 0 which decreased total open position to 0


On 6 Jan VBL was trading at 498.85. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 7.3, the open interest changed by 0 which decreased total open position to 0


On 5 Jan VBL was trading at 488.70. The strike last trading price was 17.6, 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 Jan VBL was trading at 493.80. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0


On 1 Jan VBL was trading at 491.75. The strike last trading price was 17.6, 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 Dec VBL was trading at 489.85. The strike last trading price was 17.6, 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