VBL
Varun Beverages Limited
Historical option data for VBL
09 Jan 2026 04:13 PM IST
| VBL 27-JAN-2026 470 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.34
Theta: -0.36
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.22
Vega: 0.32
Theta: -0.20
Gamma: 0.01
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| 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































































































































































































































