VBL

Varun Beverages Limited

477.65 -4.10 (-0.85%)

L: 472.5 H: 482

Back to Option Chain

Historical option data for VBL
24 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 27-JAN-2026 460 CE
Delta: 0.76 Vega: 0.46 Theta: -0.25 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	477.65	26.95 ₹ 30,318.75	-5.95 -6693.75	23.32	14 15,750	11 12,375	40 45,000
23 Dec	481.75	32.9 ₹ 37,012.5	-1.2 -1350.00	31.58	9 10,125	3 3,375	27 30,375

22 Dec	485.65	34.1 ₹ 38,362.5	10.1 11362.50	22.34	14 15,750	5 5,625	24 27,000
19 Dec	469.40	24 ₹ 27,000	0 0.00	25.64	8 9,000	2 2,250	19 21,375
18 Dec	473.60	24 ₹ 27,000	0.55 618.75	21.53	37 41,625	2 2,250	24 27,000
17 Dec	470.85	23.45 ₹ 26,381.25	-5.25 -5906.25	23.83	23 25,875	13 14,625	21 23,625
16 Dec	477.15	28.7 ₹ 32,287.5	5.2 5850.00	-	0 0	0 0	8 9,000
15 Dec	477.60	28.7 ₹ 32,287.5	5.2 5850.00	-	0 0	0 0	0 0
12 Dec	479.95	28.7 ₹ 32,287.5	5.2 5850.00	-	0 0	0 0	8 9,000
11 Dec	478.50	28.7 ₹ 32,287.5	5.2 5850.00	-	0 0	0 0	8 9,000
10 Dec	472.95	28.7 ₹ 32,287.5	5.2 5850.00	28.25	2 2,250	0 0	8 9,000
9 Dec	471.55	23.5 ₹ 26,437.5	-12.6 -14175.00	18.30	1 1,125	0 0	8 9,000
8 Dec	469.80	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	0 0	8 9,000
5 Dec	479.95	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	0 0	0 0
4 Dec	479.90	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	0 0	0 0
3 Dec	477.50	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	0 0	0 0
2 Dec	481.40	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	-9 -10,125	0 0
1 Dec	484.15	36.1 ₹ 40,612.5	-1.4 -1575.00	22.30	11 12,375	0 0	17 19,125
28 Nov	481.55	37.5 ₹ 42,187.5	12.8 14400.00	27.24	15 16,875	-6 -6,750	18 20,250
27 Nov	467.30	24.7 ₹ 27,787.5	-1.45 -1631.25	22.29	13 14,625	11 12,375	24 27,000
26 Nov	465.50	26.15 ₹ 29,418.75	8.7 9787.50	25.26	13 14,625	-2 -2,250	12 13,500
25 Nov	449.05	17.5 ₹ 19,687.5	-1.3 -1462.50	26.18	13 14,625	5 5,625	12 13,500
24 Nov	446.10	18.8 ₹ 21,150	-0.9 -1012.50	28.03	1 1,125	0 0	6 6,750
21 Nov	447.65	19.7 ₹ 22,162.5	-2.15 -2418.75	28.20	1 1,125	0 0	6 6,750
20 Nov	451.50	21.85 ₹ 24,581.25	-1.4 -1575.00	27.79	3 3,375	2 2,250	6 6,750
19 Nov	454.55	23.25 ₹ 26,156.25	-3.75 -4218.75	27.90	1 1,125	0 0	3 3,375
18 Nov	457.90	27 ₹ 30,375	1 1125.00	-	0 0	1 1,125	0 0
17 Nov	461.70	27 ₹ 30,375	1 1125.00	26.85	1 1,125	0 0	2 2,250
14 Nov	459.40	26 ₹ 29,250	-4.8 -5400.00	-	0 0	1 1,125	0 0
13 Nov	453.00	26 ₹ 29,250	-4.8 -5400.00	29.64	1 1,125	0 0	1 1,125
7 Nov	470.20	34.7 ₹ 39,037.5	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	34.7 ₹ 39,037.5	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 460 expiring on 27JAN2026

Delta for 460 CE is 0.76

Historical price for 460 CE is as follows

On 24 Dec VBL was trading at 477.65. The strike last trading price was 26.95, which was -5.95 lower than the previous day. The implied volatity was 23.32, the open interest changed by 11 which increased total open position to 40

On 23 Dec VBL was trading at 481.75. The strike last trading price was 32.9, which was -1.2 lower than the previous day. The implied volatity was 31.58, the open interest changed by 3 which increased total open position to 27

On 22 Dec VBL was trading at 485.65. The strike last trading price was 34.1, which was 10.1 higher than the previous day. The implied volatity was 22.34, the open interest changed by 5 which increased total open position to 24

On 19 Dec VBL was trading at 469.40. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 25.64, the open interest changed by 2 which increased total open position to 19

On 18 Dec VBL was trading at 473.60. The strike last trading price was 24, which was 0.55 higher than the previous day. The implied volatity was 21.53, the open interest changed by 2 which increased total open position to 24

On 17 Dec VBL was trading at 470.85. The strike last trading price was 23.45, which was -5.25 lower than the previous day. The implied volatity was 23.83, the open interest changed by 13 which increased total open position to 21

On 16 Dec VBL was trading at 477.15. The strike last trading price was 28.7, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 15 Dec VBL was trading at 477.60. The strike last trading price was 28.7, which was 5.2 higher 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 28.7, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 11 Dec VBL was trading at 478.50. The strike last trading price was 28.7, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 10 Dec VBL was trading at 472.95. The strike last trading price was 28.7, which was 5.2 higher than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 8

On 9 Dec VBL was trading at 471.55. The strike last trading price was 23.5, which was -12.6 lower than the previous day. The implied volatity was 18.30, the open interest changed by 0 which decreased total open position to 8

On 8 Dec VBL was trading at 469.80. The strike last trading price was 36.1, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 5 Dec VBL was trading at 479.95. The strike last trading price was 36.1, which was -1.4 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 36.1, which was -1.4 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 36.1, which was -1.4 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 36.1, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 0

On 1 Dec VBL was trading at 484.15. The strike last trading price was 36.1, which was -1.4 lower than the previous day. The implied volatity was 22.30, the open interest changed by 0 which decreased total open position to 17

On 28 Nov VBL was trading at 481.55. The strike last trading price was 37.5, which was 12.8 higher than the previous day. The implied volatity was 27.24, the open interest changed by -6 which decreased total open position to 18

On 27 Nov VBL was trading at 467.30. The strike last trading price was 24.7, which was -1.45 lower than the previous day. The implied volatity was 22.29, the open interest changed by 11 which increased total open position to 24

On 26 Nov VBL was trading at 465.50. The strike last trading price was 26.15, which was 8.7 higher than the previous day. The implied volatity was 25.26, the open interest changed by -2 which decreased total open position to 12

On 25 Nov VBL was trading at 449.05. The strike last trading price was 17.5, which was -1.3 lower than the previous day. The implied volatity was 26.18, the open interest changed by 5 which increased total open position to 12

On 24 Nov VBL was trading at 446.10. The strike last trading price was 18.8, which was -0.9 lower than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 6

On 21 Nov VBL was trading at 447.65. The strike last trading price was 19.7, which was -2.15 lower than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 6

On 20 Nov VBL was trading at 451.50. The strike last trading price was 21.85, which was -1.4 lower than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 6

On 19 Nov VBL was trading at 454.55. The strike last trading price was 23.25, which was -3.75 lower than the previous day. The implied volatity was 27.90, the open interest changed by 0 which decreased total open position to 3

On 18 Nov VBL was trading at 457.90. The strike last trading price was 27, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 17 Nov VBL was trading at 461.70. The strike last trading price was 27, which was 1 higher than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 2

On 14 Nov VBL was trading at 459.40. The strike last trading price was 26, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov VBL was trading at 453.00. The strike last trading price was 26, which was -4.8 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 1

On 7 Nov VBL was trading at 470.20. The strike last trading price was 34.7, 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 34.7, 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 27JAN2026 460 PE
Delta: -0.27 Vega: 0.48 Theta: -0.15 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	477.65	6.45 ₹ 7,256.25	0.15 168.75	26.23	338 3,80,250	233 2,62,125	579 6,51,375
23 Dec	481.75	6.6 ₹ 7,425	1.25 1406.25	27.49	137 1,54,125	82 92,250	338 3,80,250
22 Dec	485.65	5.3 ₹ 5,962.5	-4.15 -4668.75	27.70	306 3,44,250	155 1,74,375	256 2,88,000
19 Dec	469.40	9.45 ₹ 10,631.25	1.1 1237.50	26.16	44 49,500	15 16,875	101 1,13,625
18 Dec	473.60	8.3 ₹ 9,337.5	-1.3 -1462.50	25.53	33 37,125	16 18,000	86 96,750
17 Dec	470.85	9.65 ₹ 10,856.25	1.4 1575.00	25.99	11 12,375	3 3,375	70 78,750
16 Dec	477.15	8.25 ₹ 9,281.25	-0.25 -281.25	26.40	3 3,375	-1 -1,125	67 75,375
15 Dec	477.60	8.5 ₹ 9,562.5	0.3 337.50	27.62	1 1,125	0 0	67 75,375
12 Dec	479.95	8.2 ₹ 9,225	-0.35 -393.75	28.05	1 1,125	0 0	68 76,500
11 Dec	478.50	8.55 ₹ 9,618.75	-1.45 -1631.25	27.82	3 3,375	-1 -1,125	67 75,375
10 Dec	472.95	10 ₹ 11,250	-2.9 -3262.50	25.77	2 2,250	0 0	70 78,750
9 Dec	471.55	12.9 ₹ 14,512.5	0.9 1012.50	30.34	9 10,125	-1 -1,125	69 77,625
8 Dec	469.80	12 ₹ 13,500	2.3 2587.50	28.01	21 23,625	10 11,250	71 79,875
5 Dec	479.95	9.7 ₹ 10,912.5	1.8 2025.00	28.45	2 2,250	0 0	60 67,500
4 Dec	479.90	7.9 ₹ 8,887.5	-0.2 -225.00	25.34	3 3,375	1 1,125	60 67,500
3 Dec	477.50	8.1 ₹ 9,112.5	0.1 112.50	24.77	4 4,500	1 1,125	59 66,375
2 Dec	481.40	8 ₹ 9,000	0.45 506.25	26.17	6 6,750	-1 -1,125	59 66,375
1 Dec	484.15	7.55 ₹ 8,493.75	-0.65 -731.25	25.87	16 18,000	6 6,750	61 68,625
28 Nov	481.55	8.1 ₹ 9,112.5	-4.65 -5231.25	25.05	96 1,08,000	26 29,250	54 60,750
27 Nov	467.30	12.7 ₹ 14,287.5	0.35 393.75	25.28	24 27,000	21 23,625	28 31,500
26 Nov	465.50	12.35 ₹ 13,893.75	-21.25 -23906.25	23.95	9 10,125	7 7,875	7 7,875
25 Nov	449.05	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	33.6 ₹ 37,800	0 0.00	0.47	0 0	0 0	0 0
18 Nov	457.90	33.6 ₹ 37,800	0 0.00	0.98	0 0	0 0	0 0
17 Nov	461.70	33.6 ₹ 37,800	0 0.00	1.56	0 0	0 0	0 0
14 Nov	459.40	33.6 ₹ 37,800	0 0.00	1.35	0 0	0 0	0 0
13 Nov	453.00	33.6 ₹ 37,800	0 0.00	0.58	0 0	0 0	0 0
7 Nov	470.20	33.6 ₹ 37,800	0 0.00	2.98	0 0	0 0	0 0
4 Nov	471.00	33.6 ₹ 37,800	0 0.00	3.00	0 0	0 0	0 0

For Varun Beverages Limited - strike price 460 expiring on 27JAN2026

Delta for 460 PE is -0.27

Historical price for 460 PE is as follows

On 24 Dec VBL was trading at 477.65. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 26.23, the open interest changed by 233 which increased total open position to 579

On 23 Dec VBL was trading at 481.75. The strike last trading price was 6.6, which was 1.25 higher than the previous day. The implied volatity was 27.49, the open interest changed by 82 which increased total open position to 338

On 22 Dec VBL was trading at 485.65. The strike last trading price was 5.3, which was -4.15 lower than the previous day. The implied volatity was 27.70, the open interest changed by 155 which increased total open position to 256

On 19 Dec VBL was trading at 469.40. The strike last trading price was 9.45, which was 1.1 higher than the previous day. The implied volatity was 26.16, the open interest changed by 15 which increased total open position to 101

On 18 Dec VBL was trading at 473.60. The strike last trading price was 8.3, which was -1.3 lower than the previous day. The implied volatity was 25.53, the open interest changed by 16 which increased total open position to 86

On 17 Dec VBL was trading at 470.85. The strike last trading price was 9.65, which was 1.4 higher than the previous day. The implied volatity was 25.99, the open interest changed by 3 which increased total open position to 70

On 16 Dec VBL was trading at 477.15. The strike last trading price was 8.25, which was -0.25 lower than the previous day. The implied volatity was 26.40, the open interest changed by -1 which decreased total open position to 67

On 15 Dec VBL was trading at 477.60. The strike last trading price was 8.5, which was 0.3 higher than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 67

On 12 Dec VBL was trading at 479.95. The strike last trading price was 8.2, which was -0.35 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 68

On 11 Dec VBL was trading at 478.50. The strike last trading price was 8.55, which was -1.45 lower than the previous day. The implied volatity was 27.82, the open interest changed by -1 which decreased total open position to 67

On 10 Dec VBL was trading at 472.95. The strike last trading price was 10, which was -2.9 lower than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 70

On 9 Dec VBL was trading at 471.55. The strike last trading price was 12.9, which was 0.9 higher than the previous day. The implied volatity was 30.34, the open interest changed by -1 which decreased total open position to 69

On 8 Dec VBL was trading at 469.80. The strike last trading price was 12, which was 2.3 higher than the previous day. The implied volatity was 28.01, the open interest changed by 10 which increased total open position to 71

On 5 Dec VBL was trading at 479.95. The strike last trading price was 9.7, which was 1.8 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 60

On 4 Dec VBL was trading at 479.90. The strike last trading price was 7.9, which was -0.2 lower than the previous day. The implied volatity was 25.34, the open interest changed by 1 which increased total open position to 60

On 3 Dec VBL was trading at 477.50. The strike last trading price was 8.1, which was 0.1 higher than the previous day. The implied volatity was 24.77, the open interest changed by 1 which increased total open position to 59

On 2 Dec VBL was trading at 481.40. The strike last trading price was 8, which was 0.45 higher than the previous day. The implied volatity was 26.17, the open interest changed by -1 which decreased total open position to 59

On 1 Dec VBL was trading at 484.15. The strike last trading price was 7.55, which was -0.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by 6 which increased total open position to 61

On 28 Nov VBL was trading at 481.55. The strike last trading price was 8.1, which was -4.65 lower than the previous day. The implied volatity was 25.05, the open interest changed by 26 which increased total open position to 54

On 27 Nov VBL was trading at 467.30. The strike last trading price was 12.7, which was 0.35 higher than the previous day. The implied volatity was 25.28, the open interest changed by 21 which increased total open position to 28

On 26 Nov VBL was trading at 465.50. The strike last trading price was 12.35, which was -21.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by 7 which increased total open position to 7

On 25 Nov VBL was trading at 449.05. The strike last trading price was 33.6, 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 24 Nov VBL was trading at 446.10. The strike last trading price was 33.6, 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 21 Nov VBL was trading at 447.65. The strike last trading price was 33.6, 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 20 Nov VBL was trading at 451.50. The strike last trading price was 33.6, 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 19 Nov VBL was trading at 454.55. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0

On 18 Nov VBL was trading at 457.90. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0

On 17 Nov VBL was trading at 461.70. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0

On 14 Nov VBL was trading at 459.40. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0

On 13 Nov VBL was trading at 453.00. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.58, 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 33.6, which was 0 lower than the previous day. The implied volatity was 2.98, 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 33.6, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0

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