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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

VBL 30-DEC-2025 455 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	23.35 ₹ 23,933.75	1.3 1332.50	-	0 0	0 0	316 3,23,900
11 Dec	478.50	23.35 ₹ 23,933.75	1.3 1332.50	-	0 0	0 0	316 3,23,900
10 Dec	472.95	23.35 ₹ 23,933.75	1.3 1332.50	-	0 0	0 0	316 3,23,900

9 Dec	471.55	23.35 ₹ 23,933.75	1.3 1332.50	25.83	136 1,39,400	28 28,700	312 3,19,800
8 Dec	469.80	22.25 ₹ 22,806.25	-8.15 -8353.75	24.55	61 62,525	-14 -14,350	284 2,91,100
5 Dec	479.95	30.4 ₹ 31,160	-0.5 -512.50	24.02	7 7,175	0 0	298 3,05,450
4 Dec	479.90	30.9 ₹ 31,672.5	1.55 1588.75	26.23	15 15,375	3 3,075	298 3,05,450
3 Dec	477.50	29.4 ₹ 30,135	-3.05 -3126.25	22.74	22 22,550	4 4,100	297 3,04,425
2 Dec	481.40	32.45 ₹ 33,261.25	-1.85 -1896.25	22.58	7 7,175	0 0	293 3,00,325
1 Dec	484.15	34.3 ₹ 35,157.5	0.35 358.75	22.83	10 10,250	4 4,100	294 3,01,350
28 Nov	481.55	33.65 ₹ 34,491.25	12.85 13171.25	26.10	178 1,82,450	-8 -8,200	289 2,96,225
27 Nov	467.30	20.8 ₹ 21,320	0.55 563.75	20.61	73 74,825	4 4,100	296 3,03,400
26 Nov	465.50	19.8 ₹ 20,295	9.6 9840.00	20.12	1,666 17,07,650	84 86,100	292 2,99,300
25 Nov	449.05	10.35 ₹ 10,608.75	0.05 51.25	21.00	301 3,08,525	11 11,275	206 2,11,150
24 Nov	446.10	10.4 ₹ 10,660	-0.9 -922.50	22.29	43 44,075	6 6,150	194 1,98,850
21 Nov	447.65	11.1 ₹ 11,377.5	-3.85 -3946.25	21.08	71 72,775	34 34,850	189 1,93,725
20 Nov	451.50	14.95 ₹ 15,323.75	-2.2 -2255.00	23.42	223 2,28,575	128 1,31,200	154 1,57,850
19 Nov	454.55	16.9 ₹ 17,322.5	-3.75 -3843.75	24.40	34 34,850	18 18,450	27 27,675
18 Nov	457.90	20.65 ₹ 21,166.25	-2 -2050.00	27.39	8 8,200	3 3,075	9 9,225
17 Nov	461.70	22.65 ₹ 23,216.25	0.65 666.25	25.94	2 2,050	0 0	7 7,175
14 Nov	459.40	22 ₹ 22,550	2.55 2613.75	25.54	12 12,300	3 3,075	9 9,225
13 Nov	453.00	19.3 ₹ 19,782.5	-3.7 -3792.50	25.88	9 9,225	3 3,075	5 5,125
12 Nov	459.30	23 ₹ 23,575	-7.35 -7533.75	26.59	4 4,100	1 1,025	1 1,025
11 Nov	470.60	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	30.35 ₹ 31,108.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 455 expiring on 30DEC2025

Delta for 455 CE is -

Historical price for 455 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 23.35, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 316

On 11 Dec VBL was trading at 478.50. The strike last trading price was 23.35, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 316

On 10 Dec VBL was trading at 472.95. The strike last trading price was 23.35, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 316

On 9 Dec VBL was trading at 471.55. The strike last trading price was 23.35, which was 1.3 higher than the previous day. The implied volatity was 25.83, the open interest changed by 28 which increased total open position to 312

On 8 Dec VBL was trading at 469.80. The strike last trading price was 22.25, which was -8.15 lower than the previous day. The implied volatity was 24.55, the open interest changed by -14 which decreased total open position to 284

On 5 Dec VBL was trading at 479.95. The strike last trading price was 30.4, which was -0.5 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 298

On 4 Dec VBL was trading at 479.90. The strike last trading price was 30.9, which was 1.55 higher than the previous day. The implied volatity was 26.23, the open interest changed by 3 which increased total open position to 298

On 3 Dec VBL was trading at 477.50. The strike last trading price was 29.4, which was -3.05 lower than the previous day. The implied volatity was 22.74, the open interest changed by 4 which increased total open position to 297

On 2 Dec VBL was trading at 481.40. The strike last trading price was 32.45, which was -1.85 lower than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 293

On 1 Dec VBL was trading at 484.15. The strike last trading price was 34.3, which was 0.35 higher than the previous day. The implied volatity was 22.83, the open interest changed by 4 which increased total open position to 294

On 28 Nov VBL was trading at 481.55. The strike last trading price was 33.65, which was 12.85 higher than the previous day. The implied volatity was 26.10, the open interest changed by -8 which decreased total open position to 289

On 27 Nov VBL was trading at 467.30. The strike last trading price was 20.8, which was 0.55 higher than the previous day. The implied volatity was 20.61, the open interest changed by 4 which increased total open position to 296

On 26 Nov VBL was trading at 465.50. The strike last trading price was 19.8, which was 9.6 higher than the previous day. The implied volatity was 20.12, the open interest changed by 84 which increased total open position to 292

On 25 Nov VBL was trading at 449.05. The strike last trading price was 10.35, which was 0.05 higher than the previous day. The implied volatity was 21.00, the open interest changed by 11 which increased total open position to 206

On 24 Nov VBL was trading at 446.10. The strike last trading price was 10.4, which was -0.9 lower than the previous day. The implied volatity was 22.29, the open interest changed by 6 which increased total open position to 194

On 21 Nov VBL was trading at 447.65. The strike last trading price was 11.1, which was -3.85 lower than the previous day. The implied volatity was 21.08, the open interest changed by 34 which increased total open position to 189

On 20 Nov VBL was trading at 451.50. The strike last trading price was 14.95, which was -2.2 lower than the previous day. The implied volatity was 23.42, the open interest changed by 128 which increased total open position to 154

On 19 Nov VBL was trading at 454.55. The strike last trading price was 16.9, which was -3.75 lower than the previous day. The implied volatity was 24.40, the open interest changed by 18 which increased total open position to 27

On 18 Nov VBL was trading at 457.90. The strike last trading price was 20.65, which was -2 lower than the previous day. The implied volatity was 27.39, the open interest changed by 3 which increased total open position to 9

On 17 Nov VBL was trading at 461.70. The strike last trading price was 22.65, which was 0.65 higher than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 7

On 14 Nov VBL was trading at 459.40. The strike last trading price was 22, which was 2.55 higher than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 9

On 13 Nov VBL was trading at 453.00. The strike last trading price was 19.3, which was -3.7 lower than the previous day. The implied volatity was 25.88, the open interest changed by 3 which increased total open position to 5

On 12 Nov VBL was trading at 459.30. The strike last trading price was 23, which was -7.35 lower than the previous day. The implied volatity was 26.59, the open interest changed by 1 which increased total open position to 1

On 11 Nov VBL was trading at 470.60. The strike last trading price was 30.35, 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 10 Nov VBL was trading at 463.25. The strike last trading price was 30.35, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 30.35, 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 Nov VBL was trading at 471.85. The strike last trading price was 30.35, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 30.35, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 30.35, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 30.35, 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 30.35, 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 30.35, 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

VBL 30DEC2025 455 PE
Delta: -0.14 Vega: 0.23 Theta: -0.15 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	1.95 ₹ 1,998.75	-0.9 -922.50	25.82	260 2,66,500	-2 -2,050	567 5,81,175
11 Dec	478.50	2.8 ₹ 2,870	-1.45 -1486.25	27.50	283 2,90,075	26 26,650	573 5,87,325
10 Dec	472.95	4.7 ₹ 4,817.5	0.3 307.50	27.48	178 1,82,450	36 36,900	546 5,59,650
9 Dec	471.55	4.25 ₹ 4,356.25	-0.65 -666.25	25.58	1,224 12,54,600	52 53,300	502 5,14,550
8 Dec	469.80	4.9 ₹ 5,022.5	1.4 1435.00	25.99	132 1,35,300	-7 -7,175	448 4,59,200
5 Dec	479.95	3.5 ₹ 3,587.5	-0.2 -205.00	26.50	126 1,29,150	-8 -8,200	452 4,63,300
4 Dec	479.90	3.7 ₹ 3,792.5	-0.25 -256.25	26.31	125 1,28,125	-9 -9,225	458 4,69,450
3 Dec	477.50	3.75 ₹ 3,843.75	0.5 512.50	25.66	173 1,77,325	28 28,700	466 4,77,650
2 Dec	481.40	3.15 ₹ 3,228.75	-0.1 -102.50	25.32	68 69,700	6 6,150	439 4,49,975
1 Dec	484.15	3.25 ₹ 3,331.25	-0.45 -461.25	26.13	69 70,725	5 5,125	431 4,41,775
28 Nov	481.55	3.75 ₹ 3,843.75	-2.35 -2408.75	24.99	981 10,05,525	134 1,37,350	427 4,37,675
27 Nov	467.30	6.15 ₹ 6,303.75	-0.6 -615.00	22.58	183 1,87,575	21 21,525	293 3,00,325
26 Nov	465.50	6.75 ₹ 6,918.75	-6.95 -7123.75	22.68	873 8,94,825	199 2,03,975	271 2,77,775
25 Nov	449.05	14.05 ₹ 14,401.25	-1.95 -1998.75	22.80	32 32,800	13 13,325	69 70,725
24 Nov	446.10	16 ₹ 16,400	0.3 307.50	24.29	4 4,100	1 1,025	57 58,425
21 Nov	447.65	15.4 ₹ 15,785	0.7 717.50	24.06	16 16,400	-4 -4,100	56 57,400
20 Nov	451.50	14.7 ₹ 15,067.5	1 1025.00	26.30	49 50,225	22 22,550	59 60,475
19 Nov	454.55	13.7 ₹ 14,042.5	0.85 871.25	25.95	25 25,625	15 15,375	38 38,950
18 Nov	457.90	12.85 ₹ 13,171.25	1.25 1281.25	26.41	16 16,400	7 7,175	21 21,525
17 Nov	461.70	11.6 ₹ 11,890	-1.5 -1537.50	26.91	4 4,100	2 2,050	13 13,325
14 Nov	459.40	13.1 ₹ 13,427.5	-1 -1025.00	27.54	9 9,225	4 4,100	8 8,200
13 Nov	453.00	14.1 ₹ 14,452.5	1.3 1332.50	25.44	1 1,025	0 0	3 3,075
12 Nov	459.30	12.8 ₹ 13,120	-13.6 -13940.00	26.50	5 5,125	2 2,050	2 2,050
11 Nov	470.60	26.4 ₹ 27,060	0 0.00	3.78	0 0	0 0	0 0
10 Nov	463.25	26.4 ₹ 27,060	0 0.00	2.50	0 0	0 0	0 0
7 Nov	470.20	26.4 ₹ 27,060	0 0.00	3.94	0 0	0 0	0 0
6 Nov	471.85	26.4 ₹ 27,060	0 0.00	4.00	0 0	0 0	0 0
4 Nov	471.00	26.4 ₹ 27,060	0 0.00	3.86	0 0	0 0	0 0
3 Nov	474.75	26.4 ₹ 27,060	0 0.00	4.42	0 0	0 0	0 0
31 Oct	469.65	26.4 ₹ 27,060	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	26.4 ₹ 27,060	0 0.00	5.66	0 0	0 0	0 0
29 Oct	495.45	26.4 ₹ 27,060	0 0.00	7.17	0 0	0 0	0 0

For Varun Beverages Limited - strike price 455 expiring on 30DEC2025

Delta for 455 PE is -0.14

Historical price for 455 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 1.95, which was -0.9 lower than the previous day. The implied volatity was 25.82, the open interest changed by -2 which decreased total open position to 567

On 11 Dec VBL was trading at 478.50. The strike last trading price was 2.8, which was -1.45 lower than the previous day. The implied volatity was 27.50, the open interest changed by 26 which increased total open position to 573

On 10 Dec VBL was trading at 472.95. The strike last trading price was 4.7, which was 0.3 higher than the previous day. The implied volatity was 27.48, the open interest changed by 36 which increased total open position to 546

On 9 Dec VBL was trading at 471.55. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 25.58, the open interest changed by 52 which increased total open position to 502

On 8 Dec VBL was trading at 469.80. The strike last trading price was 4.9, which was 1.4 higher than the previous day. The implied volatity was 25.99, the open interest changed by -7 which decreased total open position to 448

On 5 Dec VBL was trading at 479.95. The strike last trading price was 3.5, which was -0.2 lower than the previous day. The implied volatity was 26.50, the open interest changed by -8 which decreased total open position to 452

On 4 Dec VBL was trading at 479.90. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by -9 which decreased total open position to 458

On 3 Dec VBL was trading at 477.50. The strike last trading price was 3.75, which was 0.5 higher than the previous day. The implied volatity was 25.66, the open interest changed by 28 which increased total open position to 466

On 2 Dec VBL was trading at 481.40. The strike last trading price was 3.15, which was -0.1 lower than the previous day. The implied volatity was 25.32, the open interest changed by 6 which increased total open position to 439

On 1 Dec VBL was trading at 484.15. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 26.13, the open interest changed by 5 which increased total open position to 431

On 28 Nov VBL was trading at 481.55. The strike last trading price was 3.75, which was -2.35 lower than the previous day. The implied volatity was 24.99, the open interest changed by 134 which increased total open position to 427

On 27 Nov VBL was trading at 467.30. The strike last trading price was 6.15, which was -0.6 lower than the previous day. The implied volatity was 22.58, the open interest changed by 21 which increased total open position to 293

On 26 Nov VBL was trading at 465.50. The strike last trading price was 6.75, which was -6.95 lower than the previous day. The implied volatity was 22.68, the open interest changed by 199 which increased total open position to 271

On 25 Nov VBL was trading at 449.05. The strike last trading price was 14.05, which was -1.95 lower than the previous day. The implied volatity was 22.80, the open interest changed by 13 which increased total open position to 69

On 24 Nov VBL was trading at 446.10. The strike last trading price was 16, which was 0.3 higher than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 57

On 21 Nov VBL was trading at 447.65. The strike last trading price was 15.4, which was 0.7 higher than the previous day. The implied volatity was 24.06, the open interest changed by -4 which decreased total open position to 56

On 20 Nov VBL was trading at 451.50. The strike last trading price was 14.7, which was 1 higher than the previous day. The implied volatity was 26.30, the open interest changed by 22 which increased total open position to 59

On 19 Nov VBL was trading at 454.55. The strike last trading price was 13.7, which was 0.85 higher than the previous day. The implied volatity was 25.95, the open interest changed by 15 which increased total open position to 38

On 18 Nov VBL was trading at 457.90. The strike last trading price was 12.85, which was 1.25 higher than the previous day. The implied volatity was 26.41, the open interest changed by 7 which increased total open position to 21

On 17 Nov VBL was trading at 461.70. The strike last trading price was 11.6, which was -1.5 lower than the previous day. The implied volatity was 26.91, the open interest changed by 2 which increased total open position to 13

On 14 Nov VBL was trading at 459.40. The strike last trading price was 13.1, which was -1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 4 which increased total open position to 8

On 13 Nov VBL was trading at 453.00. The strike last trading price was 14.1, which was 1.3 higher than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 3

On 12 Nov VBL was trading at 459.30. The strike last trading price was 12.8, which was -13.6 lower than the previous day. The implied volatity was 26.50, the open interest changed by 2 which increased total open position to 2

On 11 Nov VBL was trading at 470.60. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 3.78, 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 26.4, which was 0 lower than the previous day. The implied volatity was 2.50, 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 26.4, which was 0 lower than the previous day. The implied volatity was 3.94, 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 26.4, which was 0 lower than the previous day. The implied volatity was 4.00, 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 26.4, which was 0 lower than the previous day. The implied volatity was 3.86, 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 26.4, which was 0 lower than the previous day. The implied volatity was 4.42, 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 26.4, 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 26.4, which was 0 lower than the previous day. The implied volatity was 5.66, 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 26.4, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0

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