VBL
Varun Beverages Limited
Historical option data for VBL
22 Apr 2026 04:10 PM IST
| VBL 28-Apr-2026 (5d) 465 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -0.13
Gamma: 0.00479
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 494.95 | 30.85 | 7.050000000000001 | 28.06 | 27 | -11 | 110 | |||||||||
| 21 Apr | 485.10 | 25.35 | 13.3 | 41.59 | 372 | -22 | 124 | |||||||||
| 20 Apr | 466.55 | 11.75 | -4.399999999999999 | 37.08 | 188 | 15 | 149 | |||||||||
| 17 Apr | 473.90 | 15.2 | 4.699999999999999 | 30.25 | 1,375 | -27 | 138 | |||||||||
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| 16 Apr | 460.40 | 12.3 | 8.600000000000001 | 34.44 | 530 | 80 | 162 | |||||||||
| 15 Apr | 445.55 | 3.65 | 1.7999999999999998 | 30.42 | 325 | -20 | 82 | |||||||||
| 13 Apr | 430.60 | 1.85 | -0.44999999999999973 | 31.97 | 93 | 37 | 105 | |||||||||
| 10 Apr | 431.60 | 2.3 | 0.3999999999999999 | 29.74 | 151 | 1 | 69 | |||||||||
| 9 Apr | 422.90 | 1.9 | -0.05 | 32.93 | 80 | 28 | 69 | |||||||||
| 8 Apr | 421.90 | 2.15 | 1.1 | 32.73 | 82 | 37 | 41 | |||||||||
| 7 Apr | 400.85 | 1.05 | -5.05 | - | 0 | 0 | 4 | |||||||||
| 6 Apr | 401.00 | 1.05 | -5.05 | - | 0 | 0 | 4 | |||||||||
| 2 Apr | 403.70 | 1.05 | -5.05 | - | 0 | 0 | 4 | |||||||||
| 1 Apr | 401.80 | 1.05 | -5.05 | - | 0 | 0 | 4 | |||||||||
| 30 Mar | 384.10 | 1.05 | -5.05 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 389.30 | 1.05 | -5.05 | - | 0 | 0 | 4 | |||||||||
| 25 Mar | 401.45 | 1.05 | -5.05 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 388.35 | 1.05 | -5.05 | 34.32 | 1 | 0 | 5 | |||||||||
| 23 Mar | 382.20 | 6.1 | 1.9 | - | 0 | 0 | 5 | |||||||||
| 20 Mar | 401.45 | 6.1 | 1.9 | - | 0 | 0 | 5 | |||||||||
| 19 Mar | 404.65 | 6.1 | 1.9 | - | 0 | 0 | 5 | |||||||||
| 18 Mar | 415.10 | 6.1 | 1.9 | 36.54 | 2 | -1 | 4 | |||||||||
| 17 Mar | 406.35 | 4.2 | -8.4 | 35.34 | 1 | 0 | 4 | |||||||||
| 16 Mar | 407.15 | 12.6 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 401.30 | 12.6 | 2.15 | - | 0 | 0 | 4 | |||||||||
| 12 Mar | 411.05 | 12.6 | 2.15 | - | 0 | 0 | 4 | |||||||||
| 11 Mar | 431.25 | 12.6 | 2.15 | 37.81 | 1 | 0 | 4 | |||||||||
| 10 Mar | 436.50 | 10.45 | -6.05 | 29.62 | 1 | 0 | 3 | |||||||||
| 9 Mar | 437.75 | 16.5 | 5.25 | - | 0 | 0 | 3 | |||||||||
| 6 Mar | 447.65 | 16.5 | 5.25 | 30.44 | 1 | 2 | 0 | |||||||||
| 5 Mar | 445.75 | 11.25 | -15.9 | 23.41 | 2 | 0 | 0 | |||||||||
| 4 Mar | 429.75 | 27.15 | 0 | 4.9 | 0 | 0 | 0 | |||||||||
| 2 Mar | 445.30 | 27.15 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 27 Feb | 451.40 | 27.15 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 26 Feb | 460.45 | 27.15 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 25 Feb | 455.85 | 27.15 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 465 expiring on 28APR2026
Delta for 465 CE is 0.96
Historical price for 465 CE is as follows
On 22 Apr VBL was trading at 494.95. The strike last trading price was 30.85, which was 7.050000000000001 higher than the previous day. The implied volatity was 28.06, the open interest changed by -11 which decreased total open position to 110
On 21 Apr VBL was trading at 485.10. The strike last trading price was 25.35, which was 13.3 higher than the previous day. The implied volatity was 41.59, the open interest changed by -22 which decreased total open position to 124
On 20 Apr VBL was trading at 466.55. The strike last trading price was 11.75, which was -4.399999999999999 lower than the previous day. The implied volatity was 37.08, the open interest changed by 15 which increased total open position to 149
On 17 Apr VBL was trading at 473.90. The strike last trading price was 15.2, which was 4.699999999999999 higher than the previous day. The implied volatity was 30.25, the open interest changed by -27 which decreased total open position to 138
On 16 Apr VBL was trading at 460.40. The strike last trading price was 12.3, which was 8.600000000000001 higher than the previous day. The implied volatity was 34.44, the open interest changed by 80 which increased total open position to 162
On 15 Apr VBL was trading at 445.55. The strike last trading price was 3.65, which was 1.7999999999999998 higher than the previous day. The implied volatity was 30.42, the open interest changed by -20 which decreased total open position to 82
On 13 Apr VBL was trading at 430.60. The strike last trading price was 1.85, which was -0.44999999999999973 lower than the previous day. The implied volatity was 31.97, the open interest changed by 37 which increased total open position to 105
On 10 Apr VBL was trading at 431.60. The strike last trading price was 2.3, which was 0.3999999999999999 higher than the previous day. The implied volatity was 29.74, the open interest changed by 1 which increased total open position to 69
On 9 Apr VBL was trading at 422.90. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 32.93, the open interest changed by 28 which increased total open position to 69
On 8 Apr VBL was trading at 421.90. The strike last trading price was 2.15, which was 1.1 higher than the previous day. The implied volatity was 32.73, the open interest changed by 37 which increased total open position to 41
On 7 Apr VBL was trading at 400.85. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Apr VBL was trading at 401.00. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr VBL was trading at 403.70. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr VBL was trading at 401.80. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar VBL was trading at 384.10. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar VBL was trading at 389.30. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar VBL was trading at 401.45. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar VBL was trading at 388.35. The strike last trading price was 1.05, which was -5.05 lower than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 5
On 23 Mar VBL was trading at 382.20. The strike last trading price was 6.1, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar VBL was trading at 401.45. The strike last trading price was 6.1, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Mar VBL was trading at 404.65. The strike last trading price was 6.1, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Mar VBL was trading at 415.10. The strike last trading price was 6.1, which was 1.9 higher than the previous day. The implied volatity was 36.54, the open interest changed by -1 which decreased total open position to 4
On 17 Mar VBL was trading at 406.35. The strike last trading price was 4.2, which was -8.4 lower than the previous day. The implied volatity was 35.34, the open interest changed by 0 which decreased total open position to 4
On 16 Mar VBL was trading at 407.15. The strike last trading price was 12.6, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VBL was trading at 401.30. The strike last trading price was 12.6, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Mar VBL was trading at 411.05. The strike last trading price was 12.6, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar VBL was trading at 431.25. The strike last trading price was 12.6, which was 2.15 higher than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 4
On 10 Mar VBL was trading at 436.50. The strike last trading price was 10.45, which was -6.05 lower than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 3
On 9 Mar VBL was trading at 437.75. The strike last trading price was 16.5, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Mar VBL was trading at 447.65. The strike last trading price was 16.5, which was 5.25 higher than the previous day. The implied volatity was 30.44, the open interest changed by 2 which increased total open position to 0
On 5 Mar VBL was trading at 445.75. The strike last trading price was 11.25, which was -15.9 lower than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VBL was trading at 429.75. The strike last trading price was 27.15, 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 2 Mar VBL was trading at 445.30. The strike last trading price was 27.15, 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 27 Feb VBL was trading at 451.40. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 26 Feb VBL was trading at 460.45. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 25 Feb VBL was trading at 455.85. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
| VBL 28-Apr-2026 (5d) 465 PE | |||||||
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Delta: -0.13
Vega: 0
Theta: -0.43
Gamma: 0.0074
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 494.95 | 1.95 | -1.0000000000000002 | 44.18 | 527 | -12 | 275 |
| 21 Apr | 485.10 | 2.75 | -6.300000000000001 | 37.81 | 806 | 18 | 288 |
| 20 Apr | 466.55 | 9.2 | 1.799999999999999 | 37.2 | 411 | 23 | 271 |
| 17 Apr | 473.90 | 7.25 | -20.5 | 34.1 | 1,089 | 248 | 248 |
| 16 Apr | 460.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 445.55 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 430.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 431.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 422.90 | 27.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 421.90 | 27.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 400.85 | 27.75 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 401.00 | 27.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 403.70 | 27.75 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 401.80 | 27.75 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 384.10 | 27.75 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 389.30 | 27.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 401.45 | 27.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 388.35 | 27.75 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 382.20 | 27.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 401.45 | 27.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 404.65 | 27.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 415.10 | 27.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 406.35 | 27.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 407.15 | 27.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 401.30 | 27.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 411.05 | 27.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 431.25 | 27.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 436.50 | 27.75 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 437.75 | 27.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 447.65 | 27.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 445.75 | 27.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 429.75 | 27.75 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 445.30 | 27.75 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 451.40 | 27.75 | 0 | 0.12 | 0 | 0 | 0 |
| 26 Feb | 460.45 | 27.75 | 0 | 0.86 | 0 | 0 | 0 |
| 25 Feb | 455.85 | 27.75 | 0 | 0.13 | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 465 expiring on 28APR2026
Delta for 465 PE is -0.13
Historical price for 465 PE is as follows
On 22 Apr VBL was trading at 494.95. The strike last trading price was 1.95, which was -1.0000000000000002 lower than the previous day. The implied volatity was 44.18, the open interest changed by -12 which decreased total open position to 275
On 21 Apr VBL was trading at 485.10. The strike last trading price was 2.75, which was -6.300000000000001 lower than the previous day. The implied volatity was 37.81, the open interest changed by 18 which increased total open position to 288
On 20 Apr VBL was trading at 466.55. The strike last trading price was 9.2, which was 1.799999999999999 higher than the previous day. The implied volatity was 37.2, the open interest changed by 23 which increased total open position to 271
On 17 Apr VBL was trading at 473.90. The strike last trading price was 7.25, which was -20.5 lower than the previous day. The implied volatity was 34.1, the open interest changed by 248 which increased total open position to 248
On 16 Apr VBL was trading at 460.40. 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 15 Apr VBL was trading at 445.55. 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 13 Apr VBL was trading at 430.60. 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 10 Apr VBL was trading at 431.60. 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 9 Apr VBL was trading at 422.90. The strike last trading price was 27.75, 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 Apr VBL was trading at 421.90. The strike last trading price was 27.75, 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 Apr VBL was trading at 400.85. The strike last trading price was 27.75, 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 Apr VBL was trading at 401.00. The strike last trading price was 27.75, 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 Apr VBL was trading at 403.70. The strike last trading price was 27.75, 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 Apr VBL was trading at 401.80. The strike last trading price was 27.75, 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 Mar VBL was trading at 384.10. The strike last trading price was 27.75, 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 Mar VBL was trading at 389.30. The strike last trading price was 27.75, 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 25 Mar VBL was trading at 401.45. The strike last trading price was 27.75, 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 Mar VBL was trading at 388.35. The strike last trading price was 27.75, 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 Mar VBL was trading at 382.20. The strike last trading price was 27.75, 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 Mar VBL was trading at 401.45. The strike last trading price was 27.75, 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 Mar VBL was trading at 404.65. The strike last trading price was 27.75, 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 Mar VBL was trading at 415.10. The strike last trading price was 27.75, 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 Mar VBL was trading at 406.35. The strike last trading price was 27.75, 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 Mar VBL was trading at 407.15. The strike last trading price was 27.75, 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 Mar VBL was trading at 401.30. The strike last trading price was 27.75, 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 Mar VBL was trading at 411.05. The strike last trading price was 27.75, 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 Mar VBL was trading at 431.25. The strike last trading price was 27.75, 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 Mar VBL was trading at 436.50. The strike last trading price was 27.75, 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 Mar VBL was trading at 437.75. The strike last trading price was 27.75, 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 Mar VBL was trading at 447.65. The strike last trading price was 27.75, 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 Mar VBL was trading at 445.75. The strike last trading price was 27.75, 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 Mar VBL was trading at 429.75. The strike last trading price was 27.75, 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 Mar VBL was trading at 445.30. The strike last trading price was 27.75, 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 Feb VBL was trading at 451.40. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 26 Feb VBL was trading at 460.45. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 25 Feb VBL was trading at 455.85. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
