VBL
Varun Beverages Limited
Historical option data for VBL
25 Feb 2026 04:12 PM IST
| VBL 30-MAR-2026 460 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.55
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 455.85 | 13.35 | -2.35 | 24.76 | 1,145 | 262 | 1,026 | |||||||||
| 24 Feb | 459.10 | 17.15 | 1.65 | 24.69 | 807 | 168 | 771 | |||||||||
| 23 Feb | 457.30 | 15.3 | 0.25 | 26.37 | 339 | 33 | 603 | |||||||||
| 20 Feb | 453.85 | 14.15 | -0.8 | 25.87 | 466 | 61 | 579 | |||||||||
| 19 Feb | 453.50 | 14.5 | -5.75 | 27.24 | 511 | 157 | 497 | |||||||||
| 18 Feb | 463.65 | 20 | 2.35 | 26.11 | 921 | 180 | 333 | |||||||||
| 17 Feb | 458.05 | 17.5 | 0.55 | 27.98 | 98 | 49 | 167 | |||||||||
| 16 Feb | 455.85 | 17 | 2.5 | 26.94 | 62 | 18 | 119 | |||||||||
| 13 Feb | 449.30 | 14.2 | -3.8 | 26.88 | 102 | 58 | 99 | |||||||||
| 12 Feb | 455.70 | 18 | -0.45 | 27.37 | 8 | 3 | 40 | |||||||||
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| 11 Feb | 456.90 | 18.45 | -0.45 | 26.4 | 13 | 7 | 36 | |||||||||
| 10 Feb | 456.50 | 18.9 | -0.2 | 27.17 | 17 | -1 | 28 | |||||||||
| 9 Feb | 457.35 | 19.1 | 3.8 | 26.24 | 26 | 10 | 28 | |||||||||
| 6 Feb | 439.05 | 15.3 | 1.8 | 32.57 | 2 | -1 | 18 | |||||||||
| 5 Feb | 437.10 | 13.5 | -1.2 | 30.58 | 4 | 2 | 18 | |||||||||
| 4 Feb | 444.90 | 14.7 | -4.3 | 27.6 | 17 | 11 | 15 | |||||||||
| 3 Feb | 451.10 | 19 | -33.55 | 27.55 | 8 | 4 | 4 | |||||||||
| 2 Feb | 466.30 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 469.10 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 471.25 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 467.05 | 52.55 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 28 Jan | 468.40 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 471.65 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 474.10 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 487.10 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 478.00 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 489.10 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 496.00 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 500.40 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 502.40 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 501.20 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 493.80 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 489.00 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 500.90 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 509.70 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 498.85 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 488.70 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 493.80 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 491.75 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 489.85 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 460 expiring on 30MAR2026
Delta for 460 CE is 0.51
Historical price for 460 CE is as follows
On 25 Feb VBL was trading at 455.85. The strike last trading price was 13.35, which was -2.35 lower than the previous day. The implied volatity was 24.76, the open interest changed by 262 which increased total open position to 1026
On 24 Feb VBL was trading at 459.10. The strike last trading price was 17.15, which was 1.65 higher than the previous day. The implied volatity was 24.69, the open interest changed by 168 which increased total open position to 771
On 23 Feb VBL was trading at 457.30. The strike last trading price was 15.3, which was 0.25 higher than the previous day. The implied volatity was 26.37, the open interest changed by 33 which increased total open position to 603
On 20 Feb VBL was trading at 453.85. The strike last trading price was 14.15, which was -0.8 lower than the previous day. The implied volatity was 25.87, the open interest changed by 61 which increased total open position to 579
On 19 Feb VBL was trading at 453.50. The strike last trading price was 14.5, which was -5.75 lower than the previous day. The implied volatity was 27.24, the open interest changed by 157 which increased total open position to 497
On 18 Feb VBL was trading at 463.65. The strike last trading price was 20, which was 2.35 higher than the previous day. The implied volatity was 26.11, the open interest changed by 180 which increased total open position to 333
On 17 Feb VBL was trading at 458.05. The strike last trading price was 17.5, which was 0.55 higher than the previous day. The implied volatity was 27.98, the open interest changed by 49 which increased total open position to 167
On 16 Feb VBL was trading at 455.85. The strike last trading price was 17, which was 2.5 higher than the previous day. The implied volatity was 26.94, the open interest changed by 18 which increased total open position to 119
On 13 Feb VBL was trading at 449.30. The strike last trading price was 14.2, which was -3.8 lower than the previous day. The implied volatity was 26.88, the open interest changed by 58 which increased total open position to 99
On 12 Feb VBL was trading at 455.70. The strike last trading price was 18, which was -0.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 3 which increased total open position to 40
On 11 Feb VBL was trading at 456.90. The strike last trading price was 18.45, which was -0.45 lower than the previous day. The implied volatity was 26.4, the open interest changed by 7 which increased total open position to 36
On 10 Feb VBL was trading at 456.50. The strike last trading price was 18.9, which was -0.2 lower than the previous day. The implied volatity was 27.17, the open interest changed by -1 which decreased total open position to 28
On 9 Feb VBL was trading at 457.35. The strike last trading price was 19.1, which was 3.8 higher than the previous day. The implied volatity was 26.24, the open interest changed by 10 which increased total open position to 28
On 6 Feb VBL was trading at 439.05. The strike last trading price was 15.3, which was 1.8 higher than the previous day. The implied volatity was 32.57, the open interest changed by -1 which decreased total open position to 18
On 5 Feb VBL was trading at 437.10. The strike last trading price was 13.5, which was -1.2 lower than the previous day. The implied volatity was 30.58, the open interest changed by 2 which increased total open position to 18
On 4 Feb VBL was trading at 444.90. The strike last trading price was 14.7, which was -4.3 lower than the previous day. The implied volatity was 27.6, the open interest changed by 11 which increased total open position to 15
On 3 Feb VBL was trading at 451.10. The strike last trading price was 19, which was -33.55 lower than the previous day. The implied volatity was 27.55, the open interest changed by 4 which increased total open position to 4
On 2 Feb VBL was trading at 466.30. The strike last trading price was 52.55, 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 1 Feb VBL was trading at 469.10. The strike last trading price was 52.55, 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 30 Jan VBL was trading at 471.25. The strike last trading price was 52.55, 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 29 Jan VBL was trading at 467.05. The strike last trading price was 52.55, which was 0 lower than the previous day. The implied volatity was 0.02, 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 52.55, 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 27 Jan VBL was trading at 471.65. The strike last trading price was 52.55, 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 23 Jan VBL was trading at 474.10. The strike last trading price was 52.55, 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 22 Jan VBL was trading at 487.10. The strike last trading price was 52.55, 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 21 Jan VBL was trading at 478.00. The strike last trading price was 52.55, 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 20 Jan VBL was trading at 489.10. The strike last trading price was 52.55, 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 19 Jan VBL was trading at 496.00. The strike last trading price was 52.55, 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 16 Jan VBL was trading at 500.40. The strike last trading price was 52.55, 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 14 Jan VBL was trading at 502.40. The strike last trading price was 52.55, 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 Jan VBL was trading at 501.20. The strike last trading price was 52.55, 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 12 Jan VBL was trading at 493.80. The strike last trading price was 52.55, 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 Jan VBL was trading at 489.00. The strike last trading price was 52.55, 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 Jan VBL was trading at 500.90. The strike last trading price was 52.55, 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 7 Jan VBL was trading at 509.70. The strike last trading price was 52.55, 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 Jan VBL was trading at 498.85. The strike last trading price was 52.55, 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 5 Jan VBL was trading at 488.70. The strike last trading price was 52.55, 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 2 Jan VBL was trading at 493.80. The strike last trading price was 52.55, 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 1 Jan VBL was trading at 491.75. The strike last trading price was 52.55, 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 31 Dec VBL was trading at 489.85. The strike last trading price was 52.55, 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
| VBL 30MAR2026 460 PE | |||||||
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Delta: -0.49
Vega: 0.55
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 455.85 | 14.5 | 0.8 | 26.2 | 351 | 55 | 457 |
| 24 Feb | 459.10 | 13.1 | -3.05 | 28.72 | 170 | 56 | 404 |
| 23 Feb | 457.30 | 16.45 | -1.25 | 29.99 | 129 | 59 | 347 |
| 20 Feb | 453.85 | 18.15 | -0.9 | 29.32 | 106 | 52 | 289 |
| 19 Feb | 453.50 | 20 | 6.3 | 30.96 | 170 | 94 | 229 |
| 18 Feb | 463.65 | 13.65 | -3 | 28.48 | 162 | 99 | 138 |
| 17 Feb | 458.05 | 16.75 | -1.25 | 28.29 | 37 | 24 | 38 |
| 16 Feb | 455.85 | 18 | 0 | 29.89 | 18 | 12 | 13 |
| 13 Feb | 449.30 | 18 | -3.3 | - | 0 | 0 | 1 |
| 12 Feb | 455.70 | 18 | -3.3 | - | 0 | 0 | 1 |
| 11 Feb | 456.90 | 18 | -3.3 | - | 0 | 0 | 1 |
| 10 Feb | 456.50 | 18 | -3.3 | - | 0 | 0 | 1 |
| 9 Feb | 457.35 | 18 | -3.3 | 29.38 | 1 | 0 | 0 |
| 6 Feb | 439.05 | 21.3 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 437.10 | 21.3 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 444.90 | 21.3 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 451.10 | 21.3 | 0 | 0.36 | 0 | 0 | 0 |
| 2 Feb | 466.30 | 21.3 | 0 | 2.21 | 0 | 0 | 0 |
| 1 Feb | 469.10 | 21.3 | 0 | 2.99 | 0 | 0 | 0 |
| 30 Jan | 471.25 | 21.3 | 0 | 2.37 | 0 | 0 | 0 |
| 29 Jan | 467.05 | 21.3 | 0 | 2.78 | 0 | 0 | 0 |
| 28 Jan | 468.40 | 21.3 | 0 | 2.7 | 0 | 0 | 0 |
| 27 Jan | 471.65 | 21.3 | 0 | 3.11 | 0 | 0 | 0 |
| 23 Jan | 474.10 | 21.3 | 0 | 3.27 | 0 | 0 | 0 |
| 22 Jan | 487.10 | 21.3 | 0 | 4.9 | 0 | 0 | 0 |
| 21 Jan | 478.00 | 21.3 | 0 | 4.12 | 0 | 0 | 0 |
| 20 Jan | 489.10 | 21.3 | 0 | 4.86 | 0 | 0 | 0 |
| 19 Jan | 496.00 | 21.3 | 0 | 5.64 | 0 | 0 | 0 |
| 16 Jan | 500.40 | 21.3 | 0 | 6.04 | 0 | 0 | 0 |
| 14 Jan | 502.40 | 21.3 | 0 | 6.33 | 0 | 0 | 0 |
| 13 Jan | 501.20 | 21.3 | 0 | 6.27 | 0 | 0 | 0 |
| 12 Jan | 493.80 | 21.3 | 0 | 5.52 | 0 | 0 | 0 |
| 9 Jan | 489.00 | 21.3 | 0 | 4.92 | 0 | 0 | 0 |
| 8 Jan | 500.90 | 21.3 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 509.70 | 21.3 | 0 | 7.2 | 0 | 0 | 0 |
| 6 Jan | 498.85 | 21.3 | 0 | 6.17 | 0 | 0 | 0 |
| 5 Jan | 488.70 | 21.3 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 493.80 | 21.3 | 0 | 5.32 | 0 | 0 | 0 |
| 1 Jan | 491.75 | 21.3 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 489.85 | 21.3 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 460 expiring on 30MAR2026
Delta for 460 PE is -0.49
Historical price for 460 PE is as follows
On 25 Feb VBL was trading at 455.85. The strike last trading price was 14.5, which was 0.8 higher than the previous day. The implied volatity was 26.2, the open interest changed by 55 which increased total open position to 457
On 24 Feb VBL was trading at 459.10. The strike last trading price was 13.1, which was -3.05 lower than the previous day. The implied volatity was 28.72, the open interest changed by 56 which increased total open position to 404
On 23 Feb VBL was trading at 457.30. The strike last trading price was 16.45, which was -1.25 lower than the previous day. The implied volatity was 29.99, the open interest changed by 59 which increased total open position to 347
On 20 Feb VBL was trading at 453.85. The strike last trading price was 18.15, which was -0.9 lower than the previous day. The implied volatity was 29.32, the open interest changed by 52 which increased total open position to 289
On 19 Feb VBL was trading at 453.50. The strike last trading price was 20, which was 6.3 higher than the previous day. The implied volatity was 30.96, the open interest changed by 94 which increased total open position to 229
On 18 Feb VBL was trading at 463.65. The strike last trading price was 13.65, which was -3 lower than the previous day. The implied volatity was 28.48, the open interest changed by 99 which increased total open position to 138
On 17 Feb VBL was trading at 458.05. The strike last trading price was 16.75, which was -1.25 lower than the previous day. The implied volatity was 28.29, the open interest changed by 24 which increased total open position to 38
On 16 Feb VBL was trading at 455.85. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 29.89, the open interest changed by 12 which increased total open position to 13
On 13 Feb VBL was trading at 449.30. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb VBL was trading at 455.70. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb VBL was trading at 456.90. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb VBL was trading at 456.50. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb VBL was trading at 457.35. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was 29.38, 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 21.3, 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 21.3, 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 21.3, 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 21.3, which was 0 lower than the previous day. The implied volatity was 0.36, 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 21.3, which was 0 lower than the previous day. The implied volatity was 2.21, 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 21.3, which was 0 lower than the previous day. The implied volatity was 2.99, 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 21.3, which was 0 lower than the previous day. The implied volatity was 2.37, 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 21.3, which was 0 lower than the previous day. The implied volatity was 2.78, 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 21.3, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
On 27 Jan VBL was trading at 471.65. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 23 Jan VBL was trading at 474.10. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 22 Jan VBL was trading at 487.10. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 21 Jan VBL was trading at 478.00. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 4.12, 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 21.3, which was 0 lower than the previous day. The implied volatity was 4.86, 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 21.3, which was 0 lower than the previous day. The implied volatity was 5.64, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.04, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.33, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.27, 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 21.3, which was 0 lower than the previous day. The implied volatity was 5.52, 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 21.3, which was 0 lower than the previous day. The implied volatity was 4.92, 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 21.3, 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 21.3, which was 0 lower than the previous day. The implied volatity was 7.2, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.17, 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 21.3, 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 21.3, which was 0 lower than the previous day. The implied volatity was 5.32, 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 21.3, 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 21.3, 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
