[--[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 460 CE
Delta: 0.82
Vega: 0.28
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 26.4 2.05 25.57 61 -28 1,140
11 Dec 478.50 25.65 5.1 26.61 364 118 1,167
10 Dec 472.95 20.05 -0.1 27.06 209 -75 1,050
9 Dec 471.55 20.5 1.85 27.50 966 10 1,128
8 Dec 469.80 18.8 -7.8 24.61 124 -13 1,118
5 Dec 479.95 26.6 0 24.43 21 0 1,131
4 Dec 479.90 26.6 1.4 24.94 44 0 1,131
3 Dec 477.50 25.25 -3.55 22.14 103 -3 1,132
2 Dec 481.40 28.95 -0.95 24.13 57 0 1,135
1 Dec 484.15 29.85 0.35 21.86 220 -21 1,135
28 Nov 481.55 29.3 12 24.76 1,167 -98 1,156
27 Nov 467.30 17 0 19.64 441 -7 1,254
26 Nov 465.50 17 8.85 20.92 5,311 -135 1,261
25 Nov 449.05 8.1 -0.25 20.66 1,315 683 1,396
24 Nov 446.10 8.45 -0.9 22.33 315 88 712
21 Nov 447.65 9.3 -3.5 21.59 580 64 623
20 Nov 451.50 12.75 -1.95 23.70 368 85 554
19 Nov 454.55 14.9 -1.85 25.19 486 173 469
18 Nov 457.90 16.95 -2.6 25.61 218 72 295
17 Nov 461.70 19.45 0.35 25.34 178 30 224
14 Nov 459.40 19.1 2 25.30 127 -59 194
13 Nov 453.00 17.2 -2.8 26.48 308 241 252
12 Nov 459.30 19.95 -10.25 26.08 14 9 9
11 Nov 470.60 30.2 0 - 0 0 0
10 Nov 463.25 30.2 0 - 0 0 0
7 Nov 470.20 30.2 0 - 0 0 0
6 Nov 471.85 30.2 0 - 0 0 0
4 Nov 471.00 30.2 0 - 0 0 0
3 Nov 474.75 30.2 0 - 0 0 0
31 Oct 469.65 30.2 0 - 0 0 0
30 Oct 485.25 30.2 0 - 0 0 0
29 Oct 495.45 30.2 0 - 0 0 0
28 Oct 454.15 30.2 0 - 0 0 0
27 Oct 459.35 30.2 0 - 0 0 0
24 Oct 461.40 30.2 0 - 0 0 0
23 Oct 465.55 30.2 0 - 0 0 0
20 Oct 456.35 30.2 0 - 0 0 0
17 Oct 461.55 30.2 0 - 0 0 0
16 Oct 461.30 30.2 0 - 0 0 0
13 Oct 442.45 30.2 0 - 0 0 0
9 Oct 445.90 30.2 0 0.60 0 0 0
8 Oct 434.85 30.2 0 2.36 0 0 0
6 Oct 438.95 30.2 0 - 0 0 0
3 Oct 443.45 30.2 0 0.82 0 0 0


For Varun Beverages Limited - strike price 460 expiring on 30DEC2025

Delta for 460 CE is 0.82

Historical price for 460 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 26.4, which was 2.05 higher than the previous day. The implied volatity was 25.57, the open interest changed by -28 which decreased total open position to 1140


On 11 Dec VBL was trading at 478.50. The strike last trading price was 25.65, which was 5.1 higher than the previous day. The implied volatity was 26.61, the open interest changed by 118 which increased total open position to 1167


On 10 Dec VBL was trading at 472.95. The strike last trading price was 20.05, which was -0.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by -75 which decreased total open position to 1050


On 9 Dec VBL was trading at 471.55. The strike last trading price was 20.5, which was 1.85 higher than the previous day. The implied volatity was 27.50, the open interest changed by 10 which increased total open position to 1128


On 8 Dec VBL was trading at 469.80. The strike last trading price was 18.8, which was -7.8 lower than the previous day. The implied volatity was 24.61, the open interest changed by -13 which decreased total open position to 1118


On 5 Dec VBL was trading at 479.95. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 1131


On 4 Dec VBL was trading at 479.90. The strike last trading price was 26.6, which was 1.4 higher than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 1131


On 3 Dec VBL was trading at 477.50. The strike last trading price was 25.25, which was -3.55 lower than the previous day. The implied volatity was 22.14, the open interest changed by -3 which decreased total open position to 1132


On 2 Dec VBL was trading at 481.40. The strike last trading price was 28.95, which was -0.95 lower than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 1135


On 1 Dec VBL was trading at 484.15. The strike last trading price was 29.85, which was 0.35 higher than the previous day. The implied volatity was 21.86, the open interest changed by -21 which decreased total open position to 1135


On 28 Nov VBL was trading at 481.55. The strike last trading price was 29.3, which was 12 higher than the previous day. The implied volatity was 24.76, the open interest changed by -98 which decreased total open position to 1156


On 27 Nov VBL was trading at 467.30. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 19.64, the open interest changed by -7 which decreased total open position to 1254


On 26 Nov VBL was trading at 465.50. The strike last trading price was 17, which was 8.85 higher than the previous day. The implied volatity was 20.92, the open interest changed by -135 which decreased total open position to 1261


On 25 Nov VBL was trading at 449.05. The strike last trading price was 8.1, which was -0.25 lower than the previous day. The implied volatity was 20.66, the open interest changed by 683 which increased total open position to 1396


On 24 Nov VBL was trading at 446.10. The strike last trading price was 8.45, which was -0.9 lower than the previous day. The implied volatity was 22.33, the open interest changed by 88 which increased total open position to 712


On 21 Nov VBL was trading at 447.65. The strike last trading price was 9.3, which was -3.5 lower than the previous day. The implied volatity was 21.59, the open interest changed by 64 which increased total open position to 623


On 20 Nov VBL was trading at 451.50. The strike last trading price was 12.75, which was -1.95 lower than the previous day. The implied volatity was 23.70, the open interest changed by 85 which increased total open position to 554


On 19 Nov VBL was trading at 454.55. The strike last trading price was 14.9, which was -1.85 lower than the previous day. The implied volatity was 25.19, the open interest changed by 173 which increased total open position to 469


On 18 Nov VBL was trading at 457.90. The strike last trading price was 16.95, which was -2.6 lower than the previous day. The implied volatity was 25.61, the open interest changed by 72 which increased total open position to 295


On 17 Nov VBL was trading at 461.70. The strike last trading price was 19.45, which was 0.35 higher than the previous day. The implied volatity was 25.34, the open interest changed by 30 which increased total open position to 224


On 14 Nov VBL was trading at 459.40. The strike last trading price was 19.1, which was 2 higher than the previous day. The implied volatity was 25.30, the open interest changed by -59 which decreased total open position to 194


On 13 Nov VBL was trading at 453.00. The strike last trading price was 17.2, which was -2.8 lower than the previous day. The implied volatity was 26.48, the open interest changed by 241 which increased total open position to 252


On 12 Nov VBL was trading at 459.30. The strike last trading price was 19.95, which was -10.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 9 which increased total open position to 9


On 11 Nov VBL was trading at 470.60. The strike last trading price was 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, which was 0 lower than the previous day. The implied volatity was 0.60, 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 30.2, which was 0 lower than the previous day. The implied volatity was 2.36, 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 30.2, 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 30.2, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


VBL 30DEC2025 460 PE
Delta: -0.18
Vega: 0.28
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 2.7 -1 25.44 600 41 996
11 Dec 478.50 3.4 -2.2 26.09 746 -21 979
10 Dec 472.95 6 0.3 26.97 656 8 1,001
9 Dec 471.55 5.6 -0.85 25.33 2,254 -38 996
8 Dec 469.80 6.15 1.7 25.26 663 76 1,031
5 Dec 479.95 4.5 -0.25 26.15 724 80 960
4 Dec 479.90 4.85 -0.2 26.26 574 -1 879
3 Dec 477.50 4.85 0.75 25.44 318 4 880
2 Dec 481.40 4 -0.1 24.83 267 4 879
1 Dec 484.15 4.1 -0.5 25.68 494 -24 876
28 Nov 481.55 4.6 -3.3 24.33 2,211 -34 899
27 Nov 467.30 8.05 -0.5 22.90 683 54 932
26 Nov 465.50 8.55 -8.05 22.64 2,081 297 877
25 Nov 449.05 17 -1.6 22.95 100 55 578
24 Nov 446.10 18.5 -0.45 23.47 291 14 524
21 Nov 447.65 18.9 1.1 25.23 181 82 509
20 Nov 451.50 17.5 1.45 26.66 241 118 426
19 Nov 454.55 16.15 0.75 25.91 205 96 308
18 Nov 457.90 15.2 1.55 26.44 103 47 212
17 Nov 461.70 13.7 -1.1 26.85 48 21 163
14 Nov 459.40 14.9 -3.85 26.87 61 -24 144
13 Nov 453.00 18.6 3.45 28.61 90 39 168
12 Nov 459.30 15.3 4 26.93 40 31 129
11 Nov 470.60 11.3 -1.8 27.01 67 24 106
10 Nov 463.25 13.1 1.95 25.54 5 0 84
7 Nov 470.20 11.15 0.3 26.72 3 1 82
6 Nov 471.85 10.85 -0.8 26.33 6 2 77
4 Nov 471.00 11.65 1.35 26.79 2 0 75
3 Nov 474.75 10.3 -2.95 26.76 2 1 74
31 Oct 469.65 13.25 4.25 - 19 10 72
30 Oct 485.25 9 1.6 27.53 63 -4 62
29 Oct 495.45 7.2 -11.8 28.94 108 63 66
28 Oct 454.15 19 -0.5 - 0 1 0
27 Oct 459.35 19 -0.5 30.08 2 0 2
24 Oct 461.40 19.5 0.15 30.90 1 0 2
23 Oct 465.55 19.35 -20.2 - 0 0 0
20 Oct 456.35 19.35 -20.2 - 0 2 0
17 Oct 461.55 19.35 -20.2 29.93 2 0 0
16 Oct 461.30 39.55 0 - 0 0 0
13 Oct 442.45 39.55 0 - 0 0 0
9 Oct 445.90 39.55 0 - 0 0 0
8 Oct 434.85 39.55 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 460 expiring on 30DEC2025

Delta for 460 PE is -0.18

Historical price for 460 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 2.7, which was -1 lower than the previous day. The implied volatity was 25.44, the open interest changed by 41 which increased total open position to 996


On 11 Dec VBL was trading at 478.50. The strike last trading price was 3.4, which was -2.2 lower than the previous day. The implied volatity was 26.09, the open interest changed by -21 which decreased total open position to 979


On 10 Dec VBL was trading at 472.95. The strike last trading price was 6, which was 0.3 higher than the previous day. The implied volatity was 26.97, the open interest changed by 8 which increased total open position to 1001


On 9 Dec VBL was trading at 471.55. The strike last trading price was 5.6, which was -0.85 lower than the previous day. The implied volatity was 25.33, the open interest changed by -38 which decreased total open position to 996


On 8 Dec VBL was trading at 469.80. The strike last trading price was 6.15, which was 1.7 higher than the previous day. The implied volatity was 25.26, the open interest changed by 76 which increased total open position to 1031


On 5 Dec VBL was trading at 479.95. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 26.15, the open interest changed by 80 which increased total open position to 960


On 4 Dec VBL was trading at 479.90. The strike last trading price was 4.85, which was -0.2 lower than the previous day. The implied volatity was 26.26, the open interest changed by -1 which decreased total open position to 879


On 3 Dec VBL was trading at 477.50. The strike last trading price was 4.85, which was 0.75 higher than the previous day. The implied volatity was 25.44, the open interest changed by 4 which increased total open position to 880


On 2 Dec VBL was trading at 481.40. The strike last trading price was 4, which was -0.1 lower than the previous day. The implied volatity was 24.83, the open interest changed by 4 which increased total open position to 879


On 1 Dec VBL was trading at 484.15. The strike last trading price was 4.1, which was -0.5 lower than the previous day. The implied volatity was 25.68, the open interest changed by -24 which decreased total open position to 876


On 28 Nov VBL was trading at 481.55. The strike last trading price was 4.6, which was -3.3 lower than the previous day. The implied volatity was 24.33, the open interest changed by -34 which decreased total open position to 899


On 27 Nov VBL was trading at 467.30. The strike last trading price was 8.05, which was -0.5 lower than the previous day. The implied volatity was 22.90, the open interest changed by 54 which increased total open position to 932


On 26 Nov VBL was trading at 465.50. The strike last trading price was 8.55, which was -8.05 lower than the previous day. The implied volatity was 22.64, the open interest changed by 297 which increased total open position to 877


On 25 Nov VBL was trading at 449.05. The strike last trading price was 17, which was -1.6 lower than the previous day. The implied volatity was 22.95, the open interest changed by 55 which increased total open position to 578


On 24 Nov VBL was trading at 446.10. The strike last trading price was 18.5, which was -0.45 lower than the previous day. The implied volatity was 23.47, the open interest changed by 14 which increased total open position to 524


On 21 Nov VBL was trading at 447.65. The strike last trading price was 18.9, which was 1.1 higher than the previous day. The implied volatity was 25.23, the open interest changed by 82 which increased total open position to 509


On 20 Nov VBL was trading at 451.50. The strike last trading price was 17.5, which was 1.45 higher than the previous day. The implied volatity was 26.66, the open interest changed by 118 which increased total open position to 426


On 19 Nov VBL was trading at 454.55. The strike last trading price was 16.15, which was 0.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 96 which increased total open position to 308


On 18 Nov VBL was trading at 457.90. The strike last trading price was 15.2, which was 1.55 higher than the previous day. The implied volatity was 26.44, the open interest changed by 47 which increased total open position to 212


On 17 Nov VBL was trading at 461.70. The strike last trading price was 13.7, which was -1.1 lower than the previous day. The implied volatity was 26.85, the open interest changed by 21 which increased total open position to 163


On 14 Nov VBL was trading at 459.40. The strike last trading price was 14.9, which was -3.85 lower than the previous day. The implied volatity was 26.87, the open interest changed by -24 which decreased total open position to 144


On 13 Nov VBL was trading at 453.00. The strike last trading price was 18.6, which was 3.45 higher than the previous day. The implied volatity was 28.61, the open interest changed by 39 which increased total open position to 168


On 12 Nov VBL was trading at 459.30. The strike last trading price was 15.3, which was 4 higher than the previous day. The implied volatity was 26.93, the open interest changed by 31 which increased total open position to 129


On 11 Nov VBL was trading at 470.60. The strike last trading price was 11.3, which was -1.8 lower than the previous day. The implied volatity was 27.01, the open interest changed by 24 which increased total open position to 106


On 10 Nov VBL was trading at 463.25. The strike last trading price was 13.1, which was 1.95 higher than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 84


On 7 Nov VBL was trading at 470.20. The strike last trading price was 11.15, which was 0.3 higher than the previous day. The implied volatity was 26.72, the open interest changed by 1 which increased total open position to 82


On 6 Nov VBL was trading at 471.85. The strike last trading price was 10.85, which was -0.8 lower than the previous day. The implied volatity was 26.33, the open interest changed by 2 which increased total open position to 77


On 4 Nov VBL was trading at 471.00. The strike last trading price was 11.65, which was 1.35 higher than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 75


On 3 Nov VBL was trading at 474.75. The strike last trading price was 10.3, which was -2.95 lower than the previous day. The implied volatity was 26.76, the open interest changed by 1 which increased total open position to 74


On 31 Oct VBL was trading at 469.65. The strike last trading price was 13.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 72


On 30 Oct VBL was trading at 485.25. The strike last trading price was 9, which was 1.6 higher than the previous day. The implied volatity was 27.53, the open interest changed by -4 which decreased total open position to 62


On 29 Oct VBL was trading at 495.45. The strike last trading price was 7.2, which was -11.8 lower than the previous day. The implied volatity was 28.94, the open interest changed by 63 which increased total open position to 66


On 28 Oct VBL was trading at 454.15. The strike last trading price was 19, which was -0.5 lower 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 19, which was -0.5 lower than the previous day. The implied volatity was 30.08, 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 19.5, which was 0.15 higher than the previous day. The implied volatity was 30.90, the open interest changed by 0 which decreased total open position to 2


On 23 Oct VBL was trading at 465.55. The strike last trading price was 19.35, which was -20.2 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 19.35, which was -20.2 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 19.35, which was -20.2 lower than the previous day. The implied volatity was 29.93, 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 39.55, 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 39.55, 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 39.55, 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 39.55, 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