[--[65.84.65.76]--]

VBL

Varun Beverages Limited
441.35 -9.75 (-2.16%)
L: 438.05 H: 454

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Historical option data for VBL

04 Feb 2026 11:17 AM IST
VBL 24-FEB-2026 460 CE
Delta: 0.35
Vega: 0.38
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 442.05 7.9 -4.25 34.11 3,009 353 1,385
3 Feb 451.10 12.25 -9.35 33.44 6,578 800 1,010
2 Feb 466.30 21.6 -1.5 37.43 607 63 216
1 Feb 469.10 22.55 -1.25 31.73 30 5 154
30 Jan 471.25 21.4 -1.95 32.94 156 -2 150
29 Jan 467.05 24.45 0.6 34.61 582 90 156
28 Jan 468.40 23.5 -1.95 32.75 155 54 66
27 Jan 471.65 25.45 -9.55 34.24 4 1 13
23 Jan 474.10 35 2.5 45.79 1 0 11
22 Jan 487.10 32.5 -1.5 13.43 10 0 1
21 Jan 478.00 34 1.35 34.98 1 0 0
20 Jan 489.10 32.65 0 - 0 0 0
19 Jan 496.00 32.65 0 - 0 0 0
16 Jan 500.40 32.65 0 - 0 0 0
14 Jan 502.40 32.65 0 - 0 0 0
13 Jan 501.20 32.65 0 - 0 0 0
12 Jan 493.80 32.65 0 - 0 0 0
9 Jan 489.00 32.65 0 - 0 0 0
8 Jan 500.90 32.65 0 - 0 0 0
7 Jan 509.70 32.65 0 - 0 0 0
6 Jan 498.85 32.65 0 - 0 0 0
5 Jan 488.70 32.65 0 - 0 0 0
2 Jan 493.80 32.65 0 - 0 0 0
1 Jan 491.75 32.65 0 - 0 0 0
31 Dec 489.85 32.65 0 - 0 0 0
30 Dec 484.45 32.65 0 - 0 0 0
29 Dec 482.70 32.65 0 - 0 0 0
26 Dec 482.85 32.65 0 - 0 0 0
24 Dec 477.65 32.65 0 - 0 0 0
23 Dec 481.75 32.65 0 - 0 0 0
22 Dec 485.65 32.65 0 - 0 0 0
19 Dec 469.40 32.65 0 - 0 0 0
18 Dec 473.60 32.65 0 - 0 0 0
17 Dec 470.85 32.65 0 - 0 0 0
16 Dec 477.15 32.65 0 - 0 0 0
15 Dec 477.60 32.65 0 - 0 0 0
12 Dec 479.95 32.65 0 - 0 0 0
11 Dec 478.50 32.65 0 - 0 0 0
10 Dec 472.95 32.65 0 - 0 0 0
9 Dec 471.55 32.65 0 - 0 0 0
8 Dec 469.80 32.65 0 - 0 0 0
5 Dec 479.95 32.65 0 - 0 0 0
4 Dec 479.90 - - - 0 0 0
3 Dec 477.50 32.65 0 - 0 0 0
2 Dec 481.40 32.65 0 - 0 0 0
1 Dec 484.15 - - - 0 0 0
28 Nov 481.55 32.65 0 - 0 0 0
27 Nov 467.30 32.65 0 - 0 0 0


For Varun Beverages Limited - strike price 460 expiring on 24FEB2026

Delta for 460 CE is 0.35

Historical price for 460 CE is as follows

On 4 Feb VBL was trading at 442.05. The strike last trading price was 7.9, which was -4.25 lower than the previous day. The implied volatity was 34.11, the open interest changed by 353 which increased total open position to 1385


On 3 Feb VBL was trading at 451.10. The strike last trading price was 12.25, which was -9.35 lower than the previous day. The implied volatity was 33.44, the open interest changed by 800 which increased total open position to 1010


On 2 Feb VBL was trading at 466.30. The strike last trading price was 21.6, which was -1.5 lower than the previous day. The implied volatity was 37.43, the open interest changed by 63 which increased total open position to 216


On 1 Feb VBL was trading at 469.10. The strike last trading price was 22.55, which was -1.25 lower than the previous day. The implied volatity was 31.73, the open interest changed by 5 which increased total open position to 154


On 30 Jan VBL was trading at 471.25. The strike last trading price was 21.4, which was -1.95 lower than the previous day. The implied volatity was 32.94, the open interest changed by -2 which decreased total open position to 150


On 29 Jan VBL was trading at 467.05. The strike last trading price was 24.45, which was 0.6 higher than the previous day. The implied volatity was 34.61, the open interest changed by 90 which increased total open position to 156


On 28 Jan VBL was trading at 468.40. The strike last trading price was 23.5, which was -1.95 lower than the previous day. The implied volatity was 32.75, the open interest changed by 54 which increased total open position to 66


On 27 Jan VBL was trading at 471.65. The strike last trading price was 25.45, which was -9.55 lower than the previous day. The implied volatity was 34.24, the open interest changed by 1 which increased total open position to 13


On 23 Jan VBL was trading at 474.10. The strike last trading price was 35, which was 2.5 higher than the previous day. The implied volatity was 45.79, the open interest changed by 0 which decreased total open position to 11


On 22 Jan VBL was trading at 487.10. The strike last trading price was 32.5, which was -1.5 lower than the previous day. The implied volatity was 13.43, the open interest changed by 0 which decreased total open position to 1


On 21 Jan VBL was trading at 478.00. The strike last trading price was 34, which was 1.35 higher than the previous day. The implied volatity was 34.98, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, 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 Dec VBL was trading at 484.45. The strike last trading price was 32.65, 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 Dec VBL was trading at 482.70. The strike last trading price was 32.65, 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 26 Dec VBL was trading at 482.85. The strike last trading price was 32.65, 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 Dec VBL was trading at 477.65. The strike last trading price was 32.65, 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 Dec VBL was trading at 481.75. The strike last trading price was 32.65, 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 Dec VBL was trading at 485.65. The strike last trading price was 32.65, 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 Dec VBL was trading at 469.40. The strike last trading price was 32.65, 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 Dec VBL was trading at 473.60. The strike last trading price was 32.65, 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 Dec VBL was trading at 470.85. The strike last trading price was 32.65, 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 Dec VBL was trading at 477.15. The strike last trading price was 32.65, 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 15 Dec VBL was trading at 477.60. The strike last trading price was 32.65, 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 Dec VBL was trading at 479.95. The strike last trading price was 32.65, 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 Dec VBL was trading at 478.50. The strike last trading price was 32.65, 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 Dec VBL was trading at 472.95. The strike last trading price was 32.65, 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 Dec VBL was trading at 471.55. The strike last trading price was 32.65, 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 Dec VBL was trading at 469.80. The strike last trading price was 32.65, 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 Dec VBL was trading at 479.95. The strike last trading price was 32.65, 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 Dec VBL was trading at 479.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec VBL was trading at 477.50. The strike last trading price was 32.65, 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 Dec VBL was trading at 481.40. The strike last trading price was 32.65, 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 Dec VBL was trading at 484.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov VBL was trading at 481.55. The strike last trading price was 32.65, 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 Nov VBL was trading at 467.30. The strike last trading price was 32.65, 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 24FEB2026 460 PE
Delta: -0.66
Vega: 0.38
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 442.05 24.5 4.8 34.56 188 13 762
3 Feb 451.10 19.45 5.85 38.86 8,531 42 750
2 Feb 466.30 14.5 1.4 40.96 1,559 32 708
1 Feb 469.10 12.35 -0.65 39.56 109 13 679
30 Jan 471.25 13.05 -0.25 36.55 354 -20 671
29 Jan 467.05 12.35 0.05 36.87 634 87 693
28 Jan 468.40 12.25 0.9 35.54 503 14 607
27 Jan 471.65 11.45 -0.25 34.37 428 83 594
23 Jan 474.10 12 5.9 35.71 148 15 511
22 Jan 487.10 5.85 -2.9 30.76 113 6 497
21 Jan 478.00 8.75 2.75 31.73 192 8 492
20 Jan 489.10 5.95 1.3 30.23 175 92 484
19 Jan 496.00 4.7 0.1 29.6 441 337 365
16 Jan 500.40 4.7 0.3 30.42 7 4 27
14 Jan 502.40 4.4 -2 30.24 3 1 22
13 Jan 501.20 6.4 1.35 - 0 0 21
12 Jan 493.80 6.4 1.35 - 0 0 21
9 Jan 489.00 6.4 1.35 27.91 2 1 22
8 Jan 500.90 5.05 1.45 29.85 6 1 20
7 Jan 509.70 3.6 -1.7 29.55 12 7 20
6 Jan 498.85 5.25 -2.9 29.79 16 1 12
5 Jan 488.70 8.15 -0.05 - 0 0 11
2 Jan 493.80 8.15 -0.05 - 0 0 11
1 Jan 491.75 8.15 -0.05 - 0 0 11
31 Dec 489.85 8.15 -0.05 29.95 1 0 12
30 Dec 484.45 8.2 -3 27.33 1 0 11
29 Dec 482.70 11.2 1.3 - 0 0 11
26 Dec 482.85 11.2 1.3 - 0 0 11
24 Dec 477.65 11.2 1.3 28.38 5 3 9
23 Dec 481.75 9.9 -0.2 27.02 5 4 5
22 Dec 485.65 10.1 -1.4 29.98 1 0 1
19 Dec 469.40 11.5 0 - 0 0 1
18 Dec 473.60 11.5 0 - 0 0 1
17 Dec 470.85 11.5 0 - 0 0 1
16 Dec 477.15 11.5 0 26.49 2 0 2
15 Dec 477.60 11.5 0 27.18 1 0 1
12 Dec 479.95 11.5 -0.65 - 0 0 1
11 Dec 478.50 11.5 -0.65 - 0 0 1
10 Dec 472.95 11.5 -0.65 - 0 0 1
9 Dec 471.55 11.5 -0.65 - 0 0 0
8 Dec 469.80 11.5 -0.65 - 0 0 1
5 Dec 479.95 11.5 -0.65 26.81 1 0 1
4 Dec 479.90 - - - 0 0 0
3 Dec 477.50 12.15 -24.5 - 0 0 0
2 Dec 481.40 12.15 -24.5 - 0 0 0
1 Dec 484.15 - - - 0 0 0
28 Nov 481.55 12.15 -24.5 27.57 1 0 0
27 Nov 467.30 36.65 0 2.51 0 0 0


For Varun Beverages Limited - strike price 460 expiring on 24FEB2026

Delta for 460 PE is -0.66

Historical price for 460 PE is as follows

On 4 Feb VBL was trading at 442.05. The strike last trading price was 24.5, which was 4.8 higher than the previous day. The implied volatity was 34.56, the open interest changed by 13 which increased total open position to 762


On 3 Feb VBL was trading at 451.10. The strike last trading price was 19.45, which was 5.85 higher than the previous day. The implied volatity was 38.86, the open interest changed by 42 which increased total open position to 750


On 2 Feb VBL was trading at 466.30. The strike last trading price was 14.5, which was 1.4 higher than the previous day. The implied volatity was 40.96, the open interest changed by 32 which increased total open position to 708


On 1 Feb VBL was trading at 469.10. The strike last trading price was 12.35, which was -0.65 lower than the previous day. The implied volatity was 39.56, the open interest changed by 13 which increased total open position to 679


On 30 Jan VBL was trading at 471.25. The strike last trading price was 13.05, which was -0.25 lower than the previous day. The implied volatity was 36.55, the open interest changed by -20 which decreased total open position to 671


On 29 Jan VBL was trading at 467.05. The strike last trading price was 12.35, which was 0.05 higher than the previous day. The implied volatity was 36.87, the open interest changed by 87 which increased total open position to 693


On 28 Jan VBL was trading at 468.40. The strike last trading price was 12.25, which was 0.9 higher than the previous day. The implied volatity was 35.54, the open interest changed by 14 which increased total open position to 607


On 27 Jan VBL was trading at 471.65. The strike last trading price was 11.45, which was -0.25 lower than the previous day. The implied volatity was 34.37, the open interest changed by 83 which increased total open position to 594


On 23 Jan VBL was trading at 474.10. The strike last trading price was 12, which was 5.9 higher than the previous day. The implied volatity was 35.71, the open interest changed by 15 which increased total open position to 511


On 22 Jan VBL was trading at 487.10. The strike last trading price was 5.85, which was -2.9 lower than the previous day. The implied volatity was 30.76, the open interest changed by 6 which increased total open position to 497


On 21 Jan VBL was trading at 478.00. The strike last trading price was 8.75, which was 2.75 higher than the previous day. The implied volatity was 31.73, the open interest changed by 8 which increased total open position to 492


On 20 Jan VBL was trading at 489.10. The strike last trading price was 5.95, which was 1.3 higher than the previous day. The implied volatity was 30.23, the open interest changed by 92 which increased total open position to 484


On 19 Jan VBL was trading at 496.00. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 29.6, the open interest changed by 337 which increased total open position to 365


On 16 Jan VBL was trading at 500.40. The strike last trading price was 4.7, which was 0.3 higher than the previous day. The implied volatity was 30.42, the open interest changed by 4 which increased total open position to 27


On 14 Jan VBL was trading at 502.40. The strike last trading price was 4.4, which was -2 lower than the previous day. The implied volatity was 30.24, the open interest changed by 1 which increased total open position to 22


On 13 Jan VBL was trading at 501.20. The strike last trading price was 6.4, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 12 Jan VBL was trading at 493.80. The strike last trading price was 6.4, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 9 Jan VBL was trading at 489.00. The strike last trading price was 6.4, which was 1.35 higher than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 22


On 8 Jan VBL was trading at 500.90. The strike last trading price was 5.05, which was 1.45 higher than the previous day. The implied volatity was 29.85, the open interest changed by 1 which increased total open position to 20


On 7 Jan VBL was trading at 509.70. The strike last trading price was 3.6, which was -1.7 lower than the previous day. The implied volatity was 29.55, the open interest changed by 7 which increased total open position to 20


On 6 Jan VBL was trading at 498.85. The strike last trading price was 5.25, which was -2.9 lower than the previous day. The implied volatity was 29.79, the open interest changed by 1 which increased total open position to 12


On 5 Jan VBL was trading at 488.70. The strike last trading price was 8.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 2 Jan VBL was trading at 493.80. The strike last trading price was 8.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 1 Jan VBL was trading at 491.75. The strike last trading price was 8.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 31 Dec VBL was trading at 489.85. The strike last trading price was 8.15, which was -0.05 lower than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 12


On 30 Dec VBL was trading at 484.45. The strike last trading price was 8.2, which was -3 lower than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 11


On 29 Dec VBL was trading at 482.70. The strike last trading price was 11.2, 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 11


On 26 Dec VBL was trading at 482.85. The strike last trading price was 11.2, 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 11


On 24 Dec VBL was trading at 477.65. The strike last trading price was 11.2, which was 1.3 higher than the previous day. The implied volatity was 28.38, the open interest changed by 3 which increased total open position to 9


On 23 Dec VBL was trading at 481.75. The strike last trading price was 9.9, which was -0.2 lower than the previous day. The implied volatity was 27.02, the open interest changed by 4 which increased total open position to 5


On 22 Dec VBL was trading at 485.65. The strike last trading price was 10.1, which was -1.4 lower than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 1


On 19 Dec VBL was trading at 469.40. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Dec VBL was trading at 473.60. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec VBL was trading at 470.85. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec VBL was trading at 477.15. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 2


On 15 Dec VBL was trading at 477.60. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 1


On 12 Dec VBL was trading at 479.95. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec VBL was trading at 478.50. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec VBL was trading at 472.95. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec VBL was trading at 471.55. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec VBL was trading at 469.80. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec VBL was trading at 479.95. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 1


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


On 3 Dec VBL was trading at 477.50. The strike last trading price was 12.15, which was -24.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec VBL was trading at 481.40. The strike last trading price was 12.15, which was -24.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec VBL was trading at 484.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov VBL was trading at 481.55. The strike last trading price was 12.15, which was -24.5 lower than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 0


On 27 Nov VBL was trading at 467.30. The strike last trading price was 36.65, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0