VBL
Varun Beverages Limited
Historical option data for VBL
02 Mar 2026 04:13 PM IST
| VBL 30-MAR-2026 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.49
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 445.30 | 10.1 | -2.9 | 26.46 | 257 | 20 | 179 | |||||||||
| 27 Feb | 451.40 | 13 | -5.15 | 25.67 | 194 | 36 | 159 | |||||||||
| 26 Feb | 460.45 | 18.9 | 2.9 | 23.49 | 165 | -9 | 127 | |||||||||
| 25 Feb | 455.85 | 15.95 | -1.85 | 24.89 | 263 | 43 | 135 | |||||||||
| 24 Feb | 459.10 | 19.15 | 1.1 | 20.5 | 212 | 38 | 97 | |||||||||
| 23 Feb | 457.30 | 17.85 | 0.15 | 26.32 | 45 | 29 | 59 | |||||||||
| 20 Feb | 453.85 | 17.7 | 0.55 | 27.83 | 24 | 10 | 31 | |||||||||
| 19 Feb | 453.50 | 16.15 | -6.15 | 26.05 | 23 | 15 | 22 | |||||||||
| 18 Feb | 463.65 | 20.85 | -0.35 | 22.5 | 8 | 0 | 7 | |||||||||
| 17 Feb | 458.05 | 21.2 | 1.1 | 29.92 | 4 | 1 | 6 | |||||||||
| 16 Feb | 455.85 | 20.1 | 0.05 | - | 0 | 0 | 5 | |||||||||
| 13 Feb | 449.30 | 20.1 | 0.05 | - | 0 | 0 | 5 | |||||||||
| 12 Feb | 455.70 | 20.1 | 0.05 | 26.4 | 2 | 1 | 4 | |||||||||
| 11 Feb | 456.90 | 20.05 | 1.15 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 456.50 | 20.05 | 1.15 | 24.7 | 1 | 0 | 3 | |||||||||
| 9 Feb | 457.35 | 18.9 | 3.9 | 21.88 | 2 | 0 | 3 | |||||||||
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| 6 Feb | 439.05 | 15 | -0.35 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 437.10 | 15 | -0.35 | - | 0 | 0 | 3 | |||||||||
| 4 Feb | 444.90 | 15 | -0.35 | 24.98 | 4 | 2 | 3 | |||||||||
| 3 Feb | 451.10 | 15.35 | -24.55 | 18.77 | 2 | 1 | 1 | |||||||||
| 2 Feb | 466.30 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 469.10 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 471.25 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 467.05 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 468.40 | 39.9 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 455 expiring on 30MAR2026
Delta for 455 CE is 0.44
Historical price for 455 CE is as follows
On 2 Mar VBL was trading at 445.30. The strike last trading price was 10.1, which was -2.9 lower than the previous day. The implied volatity was 26.46, the open interest changed by 20 which increased total open position to 179
On 27 Feb VBL was trading at 451.40. The strike last trading price was 13, which was -5.15 lower than the previous day. The implied volatity was 25.67, the open interest changed by 36 which increased total open position to 159
On 26 Feb VBL was trading at 460.45. The strike last trading price was 18.9, which was 2.9 higher than the previous day. The implied volatity was 23.49, the open interest changed by -9 which decreased total open position to 127
On 25 Feb VBL was trading at 455.85. The strike last trading price was 15.95, which was -1.85 lower than the previous day. The implied volatity was 24.89, the open interest changed by 43 which increased total open position to 135
On 24 Feb VBL was trading at 459.10. The strike last trading price was 19.15, which was 1.1 higher than the previous day. The implied volatity was 20.5, the open interest changed by 38 which increased total open position to 97
On 23 Feb VBL was trading at 457.30. The strike last trading price was 17.85, which was 0.15 higher than the previous day. The implied volatity was 26.32, the open interest changed by 29 which increased total open position to 59
On 20 Feb VBL was trading at 453.85. The strike last trading price was 17.7, which was 0.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by 10 which increased total open position to 31
On 19 Feb VBL was trading at 453.50. The strike last trading price was 16.15, which was -6.15 lower than the previous day. The implied volatity was 26.05, the open interest changed by 15 which increased total open position to 22
On 18 Feb VBL was trading at 463.65. The strike last trading price was 20.85, which was -0.35 lower than the previous day. The implied volatity was 22.5, the open interest changed by 0 which decreased total open position to 7
On 17 Feb VBL was trading at 458.05. The strike last trading price was 21.2, which was 1.1 higher than the previous day. The implied volatity was 29.92, the open interest changed by 1 which increased total open position to 6
On 16 Feb VBL was trading at 455.85. The strike last trading price was 20.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Feb VBL was trading at 449.30. The strike last trading price was 20.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Feb VBL was trading at 455.70. The strike last trading price was 20.1, which was 0.05 higher than the previous day. The implied volatity was 26.4, the open interest changed by 1 which increased total open position to 4
On 11 Feb VBL was trading at 456.90. The strike last trading price was 20.05, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb VBL was trading at 456.50. The strike last trading price was 20.05, which was 1.15 higher than the previous day. The implied volatity was 24.7, the open interest changed by 0 which decreased total open position to 3
On 9 Feb VBL was trading at 457.35. The strike last trading price was 18.9, which was 3.9 higher than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 3
On 6 Feb VBL was trading at 439.05. The strike last trading price was 15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb VBL was trading at 437.10. The strike last trading price was 15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb VBL was trading at 444.90. The strike last trading price was 15, which was -0.35 lower than the previous day. The implied volatity was 24.98, the open interest changed by 2 which increased total open position to 3
On 3 Feb VBL was trading at 451.10. The strike last trading price was 15.35, which was -24.55 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1 which increased total open position to 1
On 2 Feb VBL was trading at 466.30. The strike last trading price was 39.9, 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 39.9, 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 39.9, 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 39.9, 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 39.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| VBL 30MAR2026 455 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.49
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 445.30 | 17.85 | 4 | 28.99 | 128 | 1 | 119 |
| 27 Feb | 451.40 | 13.9 | 4.35 | 25.66 | 261 | -15 | 116 |
| 26 Feb | 460.45 | 9.1 | -2.8 | 25.79 | 180 | 33 | 129 |
| 25 Feb | 455.85 | 12 | 0.2 | 26.09 | 221 | 9 | 99 |
| 24 Feb | 459.10 | 11 | -2.8 | 30.09 | 212 | 71 | 89 |
| 23 Feb | 457.30 | 14 | -0.9 | 29.92 | 24 | 17 | 18 |
| 20 Feb | 453.85 | 14.9 | -1.55 | 28.11 | 1 | 0 | 0 |
| 19 Feb | 453.50 | 16.65 | -1.8 | 29.69 | 6 | 3 | 3 |
| 18 Feb | 463.65 | 18.45 | 0 | 2.46 | 0 | 0 | 0 |
| 17 Feb | 458.05 | 18.45 | 0 | 1.32 | 0 | 0 | 0 |
| 16 Feb | 455.85 | 18.45 | 0 | 1.28 | 0 | 0 | 0 |
| 13 Feb | 449.30 | 18.45 | 0 | 0.15 | 0 | 0 | 0 |
| 12 Feb | 455.70 | 18.45 | 0 | 1.17 | 0 | 0 | 0 |
| 11 Feb | 456.90 | 18.45 | 0 | 1.41 | 0 | 0 | 0 |
| 10 Feb | 456.50 | 18.45 | 0 | 1.37 | 0 | 0 | 0 |
| 9 Feb | 457.35 | 18.45 | 0 | 1.42 | 0 | 0 | 0 |
| 6 Feb | 439.05 | 18.45 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 437.10 | 18.45 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 444.90 | 18.45 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 451.10 | 18.45 | 0 | 0.84 | 0 | 0 | 0 |
| 2 Feb | 466.30 | 18.45 | 0 | 3.1 | 0 | 0 | 0 |
| 1 Feb | 469.10 | 18.45 | 0 | 3.8 | 0 | 0 | 0 |
| 30 Jan | 471.25 | 18.45 | 0 | 3.18 | 0 | 0 | 0 |
| 29 Jan | 467.05 | 18.45 | 0 | 3.42 | 0 | 0 | 0 |
| 28 Jan | 468.40 | 18.45 | 0 | 3.43 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 455 expiring on 30MAR2026
Delta for 455 PE is -0.56
Historical price for 455 PE is as follows
On 2 Mar VBL was trading at 445.30. The strike last trading price was 17.85, which was 4 higher than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 119
On 27 Feb VBL was trading at 451.40. The strike last trading price was 13.9, which was 4.35 higher than the previous day. The implied volatity was 25.66, the open interest changed by -15 which decreased total open position to 116
On 26 Feb VBL was trading at 460.45. The strike last trading price was 9.1, which was -2.8 lower than the previous day. The implied volatity was 25.79, the open interest changed by 33 which increased total open position to 129
On 25 Feb VBL was trading at 455.85. The strike last trading price was 12, which was 0.2 higher than the previous day. The implied volatity was 26.09, the open interest changed by 9 which increased total open position to 99
On 24 Feb VBL was trading at 459.10. The strike last trading price was 11, which was -2.8 lower than the previous day. The implied volatity was 30.09, the open interest changed by 71 which increased total open position to 89
On 23 Feb VBL was trading at 457.30. The strike last trading price was 14, which was -0.9 lower than the previous day. The implied volatity was 29.92, the open interest changed by 17 which increased total open position to 18
On 20 Feb VBL was trading at 453.85. The strike last trading price was 14.9, which was -1.55 lower than the previous day. The implied volatity was 28.11, 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 16.65, which was -1.8 lower than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 3
On 18 Feb VBL was trading at 463.65. The strike last trading price was 18.45, which was 0 lower than the previous day. The implied volatity was 2.46, 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 18.45, which was 0 lower than the previous day. The implied volatity was 1.32, 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 18.45, which was 0 lower than the previous day. The implied volatity was 1.28, 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 18.45, which was 0 lower than the previous day. The implied volatity was 0.15, 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 18.45, which was 0 lower than the previous day. The implied volatity was 1.17, 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 18.45, which was 0 lower than the previous day. The implied volatity was 1.41, 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 18.45, which was 0 lower than the previous day. The implied volatity was 1.37, 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 18.45, which was 0 lower than the previous day. The implied volatity was 1.42, 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 18.45, 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 18.45, 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 18.45, 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 18.45, which was 0 lower than the previous day. The implied volatity was 0.84, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.1, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.8, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.18, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.42, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
