[--[65.84.65.76]--]

VBL

Varun Beverages Limited
489 -11.90 (-2.38%)
L: 488 H: 504.4

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Historical option data for VBL

09 Jan 2026 04:13 PM IST
VBL 27-JAN-2026 470 CE
Delta: 0.76
Vega: 0.34
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 489.00 24.7 -9.2 28.08 45 -2 182
8 Jan 500.90 33.85 -9.35 21.60 17 -2 184
7 Jan 509.70 44.35 9.7 28.74 43 -6 186
6 Jan 498.85 36.7 10.05 31.00 149 -41 193
5 Jan 488.70 26.65 -3.65 28.87 81 29 234
2 Jan 493.80 30.25 0.95 25.26 24 0 203
1 Jan 491.75 29.4 2.55 27.46 28 8 204
31 Dec 489.85 27.7 2.6 24.40 156 85 197
30 Dec 484.45 24.8 1.05 26.67 26 -1 113
29 Dec 482.70 23.75 -0.55 26.61 61 -4 113
26 Dec 482.85 24.3 3.1 24.66 18 2 118
24 Dec 477.65 21 -5 24.79 80 25 115
23 Dec 481.75 25.9 -2.75 30.48 11 6 90
22 Dec 485.65 29.6 11.65 28.52 133 17 84
19 Dec 469.40 18.1 -0.75 25.44 84 37 65
18 Dec 473.60 18.85 0.85 23.45 44 4 27
17 Dec 470.85 18 -7.95 24.66 1 0 23
16 Dec 477.15 25.95 5.95 - 0 0 23
15 Dec 477.60 25.95 5.95 - 0 0 0
12 Dec 479.95 25.95 5.95 23.65 2 1 23
11 Dec 478.50 20 0.75 - 0 0 22
10 Dec 472.95 20 0.75 - 0 0 22
9 Dec 471.55 20 0.75 23.23 36 19 23
8 Dec 469.80 19.25 -11.05 - 0 0 4
5 Dec 479.95 19.25 -11.05 - 0 0 0
4 Dec 479.90 19.25 -11.05 - 0 0 0
3 Dec 477.50 19.25 -11.05 - 0 0 0
2 Dec 481.40 19.25 -11.05 - 0 0 0
1 Dec 484.15 19.25 -11.05 - 0 0 0
28 Nov 481.55 19.25 -11.05 - 0 0 0
27 Nov 467.30 19.25 -11.05 - 0 4 0
26 Nov 465.50 19.25 -11.05 22.98 4 3 3
24 Nov 446.10 30.3 0 2.34 0 0 0
19 Nov 454.55 30.3 0 0.99 0 0 0
18 Nov 457.90 30.3 0 0.60 0 0 0
14 Nov 459.40 30.3 0 0.16 0 0 0
7 Nov 470.20 30.3 0 - 0 0 0
4 Nov 471.00 30.3 0 - 0 0 0


For Varun Beverages Limited - strike price 470 expiring on 27JAN2026

Delta for 470 CE is 0.76

Historical price for 470 CE is as follows

On 9 Jan VBL was trading at 489.00. The strike last trading price was 24.7, which was -9.2 lower than the previous day. The implied volatity was 28.08, the open interest changed by -2 which decreased total open position to 182


On 8 Jan VBL was trading at 500.90. The strike last trading price was 33.85, which was -9.35 lower than the previous day. The implied volatity was 21.60, the open interest changed by -2 which decreased total open position to 184


On 7 Jan VBL was trading at 509.70. The strike last trading price was 44.35, which was 9.7 higher than the previous day. The implied volatity was 28.74, the open interest changed by -6 which decreased total open position to 186


On 6 Jan VBL was trading at 498.85. The strike last trading price was 36.7, which was 10.05 higher than the previous day. The implied volatity was 31.00, the open interest changed by -41 which decreased total open position to 193


On 5 Jan VBL was trading at 488.70. The strike last trading price was 26.65, which was -3.65 lower than the previous day. The implied volatity was 28.87, the open interest changed by 29 which increased total open position to 234


On 2 Jan VBL was trading at 493.80. The strike last trading price was 30.25, which was 0.95 higher than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 203


On 1 Jan VBL was trading at 491.75. The strike last trading price was 29.4, which was 2.55 higher than the previous day. The implied volatity was 27.46, the open interest changed by 8 which increased total open position to 204


On 31 Dec VBL was trading at 489.85. The strike last trading price was 27.7, which was 2.6 higher than the previous day. The implied volatity was 24.40, the open interest changed by 85 which increased total open position to 197


On 30 Dec VBL was trading at 484.45. The strike last trading price was 24.8, which was 1.05 higher than the previous day. The implied volatity was 26.67, the open interest changed by -1 which decreased total open position to 113


On 29 Dec VBL was trading at 482.70. The strike last trading price was 23.75, which was -0.55 lower than the previous day. The implied volatity was 26.61, the open interest changed by -4 which decreased total open position to 113


On 26 Dec VBL was trading at 482.85. The strike last trading price was 24.3, which was 3.1 higher than the previous day. The implied volatity was 24.66, the open interest changed by 2 which increased total open position to 118


On 24 Dec VBL was trading at 477.65. The strike last trading price was 21, which was -5 lower than the previous day. The implied volatity was 24.79, the open interest changed by 25 which increased total open position to 115


On 23 Dec VBL was trading at 481.75. The strike last trading price was 25.9, which was -2.75 lower than the previous day. The implied volatity was 30.48, the open interest changed by 6 which increased total open position to 90


On 22 Dec VBL was trading at 485.65. The strike last trading price was 29.6, which was 11.65 higher than the previous day. The implied volatity was 28.52, the open interest changed by 17 which increased total open position to 84


On 19 Dec VBL was trading at 469.40. The strike last trading price was 18.1, which was -0.75 lower than the previous day. The implied volatity was 25.44, the open interest changed by 37 which increased total open position to 65


On 18 Dec VBL was trading at 473.60. The strike last trading price was 18.85, which was 0.85 higher than the previous day. The implied volatity was 23.45, the open interest changed by 4 which increased total open position to 27


On 17 Dec VBL was trading at 470.85. The strike last trading price was 18, which was -7.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 23


On 16 Dec VBL was trading at 477.15. The strike last trading price was 25.95, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 15 Dec VBL was trading at 477.60. The strike last trading price was 25.95, which was 5.95 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 25.95, which was 5.95 higher than the previous day. The implied volatity was 23.65, the open interest changed by 1 which increased total open position to 23


On 11 Dec VBL was trading at 478.50. The strike last trading price was 20, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 10 Dec VBL was trading at 472.95. The strike last trading price was 20, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 9 Dec VBL was trading at 471.55. The strike last trading price was 20, which was 0.75 higher than the previous day. The implied volatity was 23.23, the open interest changed by 19 which increased total open position to 23


On 8 Dec VBL was trading at 469.80. The strike last trading price was 19.25, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec VBL was trading at 479.95. The strike last trading price was 19.25, which was -11.05 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 19.25, which was -11.05 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 19.25, which was -11.05 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 19.25, which was -11.05 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 19.25, which was -11.05 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 19.25, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov VBL was trading at 467.30. The strike last trading price was 19.25, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 26 Nov VBL was trading at 465.50. The strike last trading price was 19.25, which was -11.05 lower than the previous day. The implied volatity was 22.98, the open interest changed by 3 which increased total open position to 3


On 24 Nov VBL was trading at 446.10. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 2.34, 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 30.3, which was 0 lower than the previous day. The implied volatity was 0.99, 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 30.3, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 0.16, 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 30.3, 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 Nov VBL was trading at 471.00. The strike last trading price was 30.3, 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


VBL 27JAN2026 470 PE
Delta: -0.22
Vega: 0.32
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 489.00 3.55 1.2 25.52 246 -6 337
8 Jan 500.90 2.25 0.55 27.93 258 -19 341
7 Jan 509.70 1.5 -1.65 28.83 386 -18 363
6 Jan 498.85 2.7 -2.15 28.41 1,309 29 391
5 Jan 488.70 4.95 0.85 27.49 575 34 373
2 Jan 493.80 4.05 -0.45 26.68 294 1 340
1 Jan 491.75 4.45 -1 25.90 286 -18 339
31 Dec 489.85 5.45 -1.9 27.38 484 -16 360
30 Dec 484.45 7.3 -1.5 27.73 568 51 380
29 Dec 482.70 8.95 0.8 29.53 324 56 330
26 Dec 482.85 8.05 -1.8 27.17 109 28 272
24 Dec 477.65 9.95 0.9 26.45 248 127 246
23 Dec 481.75 9.55 1.55 26.90 79 17 118
22 Dec 485.65 7.8 -5.95 27.21 118 41 101
19 Dec 469.40 13.05 0.3 25.26 44 19 59
18 Dec 473.60 12.75 -1.45 26.54 19 7 39
17 Dec 470.85 14.2 5.15 26.65 14 3 31
16 Dec 477.15 9.05 -1.95 21.72 6 0 28
15 Dec 477.60 11 0 25.58 1 0 28
12 Dec 479.95 11 -3.5 27.44 2 0 27
11 Dec 478.50 14.5 1.2 31.77 1 0 28
10 Dec 472.95 13.3 -0.7 24.91 1 0 27
9 Dec 471.55 14 -1.4 25.72 13 4 27
8 Dec 469.80 15.4 3.9 26.83 6 1 23
5 Dec 479.95 11.5 -0.1 25.90 7 3 21
4 Dec 479.90 11.6 -0.15 25.57 20 15 19
3 Dec 477.50 11.75 0.55 25.12 4 0 3
2 Dec 481.40 11.2 -8.8 - 0 0 0
1 Dec 484.15 11.2 -8.8 - 0 2 0
28 Nov 481.55 11.2 -8.8 24.81 7 2 3
27 Nov 467.30 20 -19.05 - 0 1 0
26 Nov 465.50 20 -19.05 28.40 1 0 0
24 Nov 446.10 39.05 0 - 0 0 0
19 Nov 454.55 39.05 0 - 0 0 0
18 Nov 457.90 39.05 0 - 0 0 0
14 Nov 459.40 39.05 0 - 0 0 0
7 Nov 470.20 39.05 0 1.61 0 0 0
4 Nov 471.00 39.05 0 1.66 0 0 0


For Varun Beverages Limited - strike price 470 expiring on 27JAN2026

Delta for 470 PE is -0.22

Historical price for 470 PE is as follows

On 9 Jan VBL was trading at 489.00. The strike last trading price was 3.55, which was 1.2 higher than the previous day. The implied volatity was 25.52, the open interest changed by -6 which decreased total open position to 337


On 8 Jan VBL was trading at 500.90. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 27.93, the open interest changed by -19 which decreased total open position to 341


On 7 Jan VBL was trading at 509.70. The strike last trading price was 1.5, which was -1.65 lower than the previous day. The implied volatity was 28.83, the open interest changed by -18 which decreased total open position to 363


On 6 Jan VBL was trading at 498.85. The strike last trading price was 2.7, which was -2.15 lower than the previous day. The implied volatity was 28.41, the open interest changed by 29 which increased total open position to 391


On 5 Jan VBL was trading at 488.70. The strike last trading price was 4.95, which was 0.85 higher than the previous day. The implied volatity was 27.49, the open interest changed by 34 which increased total open position to 373


On 2 Jan VBL was trading at 493.80. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1 which increased total open position to 340


On 1 Jan VBL was trading at 491.75. The strike last trading price was 4.45, which was -1 lower than the previous day. The implied volatity was 25.90, the open interest changed by -18 which decreased total open position to 339


On 31 Dec VBL was trading at 489.85. The strike last trading price was 5.45, which was -1.9 lower than the previous day. The implied volatity was 27.38, the open interest changed by -16 which decreased total open position to 360


On 30 Dec VBL was trading at 484.45. The strike last trading price was 7.3, which was -1.5 lower than the previous day. The implied volatity was 27.73, the open interest changed by 51 which increased total open position to 380


On 29 Dec VBL was trading at 482.70. The strike last trading price was 8.95, which was 0.8 higher than the previous day. The implied volatity was 29.53, the open interest changed by 56 which increased total open position to 330


On 26 Dec VBL was trading at 482.85. The strike last trading price was 8.05, which was -1.8 lower than the previous day. The implied volatity was 27.17, the open interest changed by 28 which increased total open position to 272


On 24 Dec VBL was trading at 477.65. The strike last trading price was 9.95, which was 0.9 higher than the previous day. The implied volatity was 26.45, the open interest changed by 127 which increased total open position to 246


On 23 Dec VBL was trading at 481.75. The strike last trading price was 9.55, which was 1.55 higher than the previous day. The implied volatity was 26.90, the open interest changed by 17 which increased total open position to 118


On 22 Dec VBL was trading at 485.65. The strike last trading price was 7.8, which was -5.95 lower than the previous day. The implied volatity was 27.21, the open interest changed by 41 which increased total open position to 101


On 19 Dec VBL was trading at 469.40. The strike last trading price was 13.05, which was 0.3 higher than the previous day. The implied volatity was 25.26, the open interest changed by 19 which increased total open position to 59


On 18 Dec VBL was trading at 473.60. The strike last trading price was 12.75, which was -1.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 7 which increased total open position to 39


On 17 Dec VBL was trading at 470.85. The strike last trading price was 14.2, which was 5.15 higher than the previous day. The implied volatity was 26.65, the open interest changed by 3 which increased total open position to 31


On 16 Dec VBL was trading at 477.15. The strike last trading price was 9.05, which was -1.95 lower than the previous day. The implied volatity was 21.72, the open interest changed by 0 which decreased total open position to 28


On 15 Dec VBL was trading at 477.60. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 28


On 12 Dec VBL was trading at 479.95. The strike last trading price was 11, which was -3.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 27


On 11 Dec VBL was trading at 478.50. The strike last trading price was 14.5, which was 1.2 higher than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 28


On 10 Dec VBL was trading at 472.95. The strike last trading price was 13.3, which was -0.7 lower than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 27


On 9 Dec VBL was trading at 471.55. The strike last trading price was 14, which was -1.4 lower than the previous day. The implied volatity was 25.72, the open interest changed by 4 which increased total open position to 27


On 8 Dec VBL was trading at 469.80. The strike last trading price was 15.4, which was 3.9 higher than the previous day. The implied volatity was 26.83, the open interest changed by 1 which increased total open position to 23


On 5 Dec VBL was trading at 479.95. The strike last trading price was 11.5, which was -0.1 lower than the previous day. The implied volatity was 25.90, the open interest changed by 3 which increased total open position to 21


On 4 Dec VBL was trading at 479.90. The strike last trading price was 11.6, which was -0.15 lower than the previous day. The implied volatity was 25.57, the open interest changed by 15 which increased total open position to 19


On 3 Dec VBL was trading at 477.50. The strike last trading price was 11.75, which was 0.55 higher than the previous day. The implied volatity was 25.12, the open interest changed by 0 which decreased total open position to 3


On 2 Dec VBL was trading at 481.40. The strike last trading price was 11.2, which was -8.8 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 11.2, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 28 Nov VBL was trading at 481.55. The strike last trading price was 11.2, which was -8.8 lower than the previous day. The implied volatity was 24.81, the open interest changed by 2 which increased total open position to 3


On 27 Nov VBL was trading at 467.30. The strike last trading price was 20, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov VBL was trading at 465.50. The strike last trading price was 20, which was -19.05 lower than the previous day. The implied volatity was 28.40, 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 39.05, 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 39.05, 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 Nov VBL was trading at 457.90. The strike last trading price was 39.05, 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 Nov VBL was trading at 459.40. The strike last trading price was 39.05, 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 39.05, which was 0 lower than the previous day. The implied volatity was 1.61, 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 39.05, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0