[--[65.84.65.76]--]

VBL

Varun Beverages Limited
479.95 +0.05 (0.01%)
L: 472.5 H: 480.6

Back to Option Chain


Historical option data for VBL

05 Dec 2025 03:37 PM IST
VBL 30-DEC-2025 470 CE
Delta: 0.68
Vega: 0.45
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 479.95 19.55 -0.45 24.46 388 25 573
4 Dec 479.90 19.95 1.45 25.53 223 1 547
3 Dec 477.50 18.95 -2.6 23.76 322 -28 542
2 Dec 481.40 21.8 -0.95 24.29 106 -15 570
1 Dec 484.15 22.85 0.5 23.19 140 -14 586
28 Nov 481.55 21.8 9.7 23.69 2,472 -112 601
27 Nov 467.30 11.8 -0.1 20.45 1,770 -1 713
26 Nov 465.50 11.7 6.6 21.13 3,903 278 763
25 Nov 449.05 5 -0.55 20.84 223 19 479
24 Nov 446.10 5.55 -0.8 22.77 312 93 459
21 Nov 447.65 6.35 -2.7 22.32 302 1 366
20 Nov 451.50 9.2 -1.5 24.38 257 81 367
19 Nov 454.55 10.8 -1.7 25.35 290 158 286
18 Nov 457.90 12.5 -2.8 25.70 46 5 129
17 Nov 461.70 14.95 0.95 26.04 86 4 122
14 Nov 459.40 14 0.8 24.82 86 -13 118
13 Nov 453.00 13.45 -2.25 27.35 153 72 130
12 Nov 459.30 15.75 -5.75 26.95 55 28 45
11 Nov 470.60 21.5 3.9 26.72 11 -2 16
10 Nov 463.25 17.85 -3.35 26.66 4 3 18
7 Nov 470.20 21.2 -1.3 23.74 10 7 14
6 Nov 471.85 22.5 -3.75 24.84 3 2 6
4 Nov 471.00 26.25 0.3 - 0 1 0
3 Nov 474.75 26.25 0.3 25.95 1 0 3
31 Oct 469.65 25.95 -8.8 - 1 0 2
30 Oct 485.25 34.75 -7 29.23 3 -1 3
29 Oct 495.45 41.75 15.45 26.62 25 4 4
28 Oct 454.15 26.3 0 1.14 0 0 0
27 Oct 459.35 26.3 0 0.31 0 0 0
24 Oct 461.40 26.3 0 - 0 0 0
23 Oct 465.55 26.3 0 - 0 0 0
20 Oct 456.35 26.3 0 - 0 0 0
17 Oct 461.55 26.3 0 - 0 0 0
16 Oct 461.30 26.3 0 - 0 0 0
13 Oct 442.45 26.3 0 - 0 0 0
9 Oct 445.90 26.3 0 1.94 0 0 0
8 Oct 434.85 26.3 0 - 0 0 0
6 Oct 438.95 0 0 - 0 0 0
3 Oct 443.45 0 0 2.07 0 0 0


For Varun Beverages Limited - strike price 470 expiring on 30DEC2025

Delta for 470 CE is 0.68

Historical price for 470 CE is as follows

On 5 Dec VBL was trading at 479.95. The strike last trading price was 19.55, which was -0.45 lower than the previous day. The implied volatity was 24.46, the open interest changed by 25 which increased total open position to 573


On 4 Dec VBL was trading at 479.90. The strike last trading price was 19.95, which was 1.45 higher than the previous day. The implied volatity was 25.53, the open interest changed by 1 which increased total open position to 547


On 3 Dec VBL was trading at 477.50. The strike last trading price was 18.95, which was -2.6 lower than the previous day. The implied volatity was 23.76, the open interest changed by -28 which decreased total open position to 542


On 2 Dec VBL was trading at 481.40. The strike last trading price was 21.8, which was -0.95 lower than the previous day. The implied volatity was 24.29, the open interest changed by -15 which decreased total open position to 570


On 1 Dec VBL was trading at 484.15. The strike last trading price was 22.85, which was 0.5 higher than the previous day. The implied volatity was 23.19, the open interest changed by -14 which decreased total open position to 586


On 28 Nov VBL was trading at 481.55. The strike last trading price was 21.8, which was 9.7 higher than the previous day. The implied volatity was 23.69, the open interest changed by -112 which decreased total open position to 601


On 27 Nov VBL was trading at 467.30. The strike last trading price was 11.8, which was -0.1 lower than the previous day. The implied volatity was 20.45, the open interest changed by -1 which decreased total open position to 713


On 26 Nov VBL was trading at 465.50. The strike last trading price was 11.7, which was 6.6 higher than the previous day. The implied volatity was 21.13, the open interest changed by 278 which increased total open position to 763


On 25 Nov VBL was trading at 449.05. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 20.84, the open interest changed by 19 which increased total open position to 479


On 24 Nov VBL was trading at 446.10. The strike last trading price was 5.55, which was -0.8 lower than the previous day. The implied volatity was 22.77, the open interest changed by 93 which increased total open position to 459


On 21 Nov VBL was trading at 447.65. The strike last trading price was 6.35, which was -2.7 lower than the previous day. The implied volatity was 22.32, the open interest changed by 1 which increased total open position to 366


On 20 Nov VBL was trading at 451.50. The strike last trading price was 9.2, which was -1.5 lower than the previous day. The implied volatity was 24.38, the open interest changed by 81 which increased total open position to 367


On 19 Nov VBL was trading at 454.55. The strike last trading price was 10.8, which was -1.7 lower than the previous day. The implied volatity was 25.35, the open interest changed by 158 which increased total open position to 286


On 18 Nov VBL was trading at 457.90. The strike last trading price was 12.5, which was -2.8 lower than the previous day. The implied volatity was 25.70, the open interest changed by 5 which increased total open position to 129


On 17 Nov VBL was trading at 461.70. The strike last trading price was 14.95, which was 0.95 higher than the previous day. The implied volatity was 26.04, the open interest changed by 4 which increased total open position to 122


On 14 Nov VBL was trading at 459.40. The strike last trading price was 14, which was 0.8 higher than the previous day. The implied volatity was 24.82, the open interest changed by -13 which decreased total open position to 118


On 13 Nov VBL was trading at 453.00. The strike last trading price was 13.45, which was -2.25 lower than the previous day. The implied volatity was 27.35, the open interest changed by 72 which increased total open position to 130


On 12 Nov VBL was trading at 459.30. The strike last trading price was 15.75, which was -5.75 lower than the previous day. The implied volatity was 26.95, the open interest changed by 28 which increased total open position to 45


On 11 Nov VBL was trading at 470.60. The strike last trading price was 21.5, which was 3.9 higher than the previous day. The implied volatity was 26.72, the open interest changed by -2 which decreased total open position to 16


On 10 Nov VBL was trading at 463.25. The strike last trading price was 17.85, which was -3.35 lower than the previous day. The implied volatity was 26.66, the open interest changed by 3 which increased total open position to 18


On 7 Nov VBL was trading at 470.20. The strike last trading price was 21.2, which was -1.3 lower than the previous day. The implied volatity was 23.74, the open interest changed by 7 which increased total open position to 14


On 6 Nov VBL was trading at 471.85. The strike last trading price was 22.5, which was -3.75 lower than the previous day. The implied volatity was 24.84, the open interest changed by 2 which increased total open position to 6


On 4 Nov VBL was trading at 471.00. The strike last trading price was 26.25, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov VBL was trading at 474.75. The strike last trading price was 26.25, which was 0.3 higher than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 3


On 31 Oct VBL was trading at 469.65. The strike last trading price was 25.95, 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 2


On 30 Oct VBL was trading at 485.25. The strike last trading price was 34.75, which was -7 lower than the previous day. The implied volatity was 29.23, the open interest changed by -1 which decreased total open position to 3


On 29 Oct VBL was trading at 495.45. The strike last trading price was 41.75, which was 15.45 higher than the previous day. The implied volatity was 26.62, the open interest changed by 4 which increased total open position to 4


On 28 Oct VBL was trading at 454.15. The strike last trading price was 26.3, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0


On 27 Oct VBL was trading at 459.35. The strike last trading price was 26.3, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 24 Oct VBL was trading at 461.40. The strike last trading price was 26.3, 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 23 Oct VBL was trading at 465.55. The strike last trading price was 26.3, 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 20 Oct VBL was trading at 456.35. The strike last trading price was 26.3, 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 17 Oct VBL was trading at 461.55. The strike last trading price was 26.3, 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 16 Oct VBL was trading at 461.30. The strike last trading price was 26.3, 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 13 Oct VBL was trading at 442.45. The strike last trading price was 26.3, 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 9 Oct VBL was trading at 445.90. The strike last trading price was 26.3, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0


On 8 Oct VBL was trading at 434.85. The strike last trading price was 26.3, 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 6 Oct VBL was trading at 438.95. 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 3 Oct VBL was trading at 443.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


VBL 30DEC2025 470 PE
Delta: -0.33
Vega: 0.46
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 479.95 7.5 -0.3 26.13 1,189 21 594
4 Dec 479.90 7.85 -0.45 26.04 960 43 574
3 Dec 477.50 8.05 1.25 25.56 1,161 34 535
2 Dec 481.40 6.55 -0.1 24.38 348 -2 505
1 Dec 484.15 6.75 -0.6 25.60 494 -12 506
28 Nov 481.55 7.5 -5.1 24.28 1,773 121 514
27 Nov 467.30 12.8 -0.4 23.54 283 65 392
26 Nov 465.50 13.1 -10.25 22.64 682 71 327
25 Nov 449.05 23.5 -1.9 22.79 34 30 255
24 Nov 446.10 25.45 -0.15 23.93 184 140 225
21 Nov 447.65 25.75 1.1 26.09 10 4 85
20 Nov 451.50 24.65 2.25 28.85 22 12 80
19 Nov 454.55 22.4 1.8 26.87 44 16 69
18 Nov 457.90 20.6 1.6 26.48 1 0 52
17 Nov 461.70 19 -0.8 27.39 10 4 52
14 Nov 459.40 19.8 -4.5 26.57 8 0 47
13 Nov 453.00 24.6 3.8 29.31 35 20 48
12 Nov 459.30 20.8 5.1 27.53 27 3 21
11 Nov 470.60 15.7 -3.1 27.33 2 0 19
10 Nov 463.25 18.8 2.9 26.91 2 -1 20
7 Nov 470.20 16 -1 27.85 5 -2 22
6 Nov 471.85 17 -0.4 - 0 0 0
4 Nov 471.00 17 -0.4 - 0 0 0
3 Nov 474.75 17 -0.4 30.88 1 0 24
31 Oct 469.65 17.4 4.85 - 5 3 24
30 Oct 485.25 12.6 2.2 28.02 17 3 20
29 Oct 495.45 10.4 -35.1 29.77 43 21 21
28 Oct 454.15 45.5 0 - 0 0 0
27 Oct 459.35 45.5 0 - 0 0 0
24 Oct 461.40 45.5 0 0.08 0 0 0
23 Oct 465.55 45.5 0 0.69 0 0 0
20 Oct 456.35 45.5 0 - 0 0 0
17 Oct 461.55 45.5 0 0.09 0 0 0
16 Oct 461.30 45.5 0 0.20 0 0 0
13 Oct 442.45 45.5 0 - 0 0 0
9 Oct 445.90 45.5 0 - 0 0 0
8 Oct 434.85 45.5 0 - 0 0 0
6 Oct 438.95 0 0 - 0 0 0
3 Oct 443.45 0 0 - 0 0 0


For Varun Beverages Limited - strike price 470 expiring on 30DEC2025

Delta for 470 PE is -0.33

Historical price for 470 PE is as follows

On 5 Dec VBL was trading at 479.95. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was 26.13, the open interest changed by 21 which increased total open position to 594


On 4 Dec VBL was trading at 479.90. The strike last trading price was 7.85, which was -0.45 lower than the previous day. The implied volatity was 26.04, the open interest changed by 43 which increased total open position to 574


On 3 Dec VBL was trading at 477.50. The strike last trading price was 8.05, which was 1.25 higher than the previous day. The implied volatity was 25.56, the open interest changed by 34 which increased total open position to 535


On 2 Dec VBL was trading at 481.40. The strike last trading price was 6.55, which was -0.1 lower than the previous day. The implied volatity was 24.38, the open interest changed by -2 which decreased total open position to 505


On 1 Dec VBL was trading at 484.15. The strike last trading price was 6.75, which was -0.6 lower than the previous day. The implied volatity was 25.60, the open interest changed by -12 which decreased total open position to 506


On 28 Nov VBL was trading at 481.55. The strike last trading price was 7.5, which was -5.1 lower than the previous day. The implied volatity was 24.28, the open interest changed by 121 which increased total open position to 514


On 27 Nov VBL was trading at 467.30. The strike last trading price was 12.8, which was -0.4 lower than the previous day. The implied volatity was 23.54, the open interest changed by 65 which increased total open position to 392


On 26 Nov VBL was trading at 465.50. The strike last trading price was 13.1, which was -10.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by 71 which increased total open position to 327


On 25 Nov VBL was trading at 449.05. The strike last trading price was 23.5, which was -1.9 lower than the previous day. The implied volatity was 22.79, the open interest changed by 30 which increased total open position to 255


On 24 Nov VBL was trading at 446.10. The strike last trading price was 25.45, which was -0.15 lower than the previous day. The implied volatity was 23.93, the open interest changed by 140 which increased total open position to 225


On 21 Nov VBL was trading at 447.65. The strike last trading price was 25.75, which was 1.1 higher than the previous day. The implied volatity was 26.09, the open interest changed by 4 which increased total open position to 85


On 20 Nov VBL was trading at 451.50. The strike last trading price was 24.65, which was 2.25 higher than the previous day. The implied volatity was 28.85, the open interest changed by 12 which increased total open position to 80


On 19 Nov VBL was trading at 454.55. The strike last trading price was 22.4, which was 1.8 higher than the previous day. The implied volatity was 26.87, the open interest changed by 16 which increased total open position to 69


On 18 Nov VBL was trading at 457.90. The strike last trading price was 20.6, which was 1.6 higher than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 52


On 17 Nov VBL was trading at 461.70. The strike last trading price was 19, which was -0.8 lower than the previous day. The implied volatity was 27.39, the open interest changed by 4 which increased total open position to 52


On 14 Nov VBL was trading at 459.40. The strike last trading price was 19.8, which was -4.5 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 47


On 13 Nov VBL was trading at 453.00. The strike last trading price was 24.6, which was 3.8 higher than the previous day. The implied volatity was 29.31, the open interest changed by 20 which increased total open position to 48


On 12 Nov VBL was trading at 459.30. The strike last trading price was 20.8, which was 5.1 higher than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 21


On 11 Nov VBL was trading at 470.60. The strike last trading price was 15.7, which was -3.1 lower than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 19


On 10 Nov VBL was trading at 463.25. The strike last trading price was 18.8, which was 2.9 higher than the previous day. The implied volatity was 26.91, the open interest changed by -1 which decreased total open position to 20


On 7 Nov VBL was trading at 470.20. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 27.85, the open interest changed by -2 which decreased total open position to 22


On 6 Nov VBL was trading at 471.85. The strike last trading price was 17, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov VBL was trading at 471.00. The strike last trading price was 17, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov VBL was trading at 474.75. The strike last trading price was 17, which was -0.4 lower than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 24


On 31 Oct VBL was trading at 469.65. The strike last trading price was 17.4, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 24


On 30 Oct VBL was trading at 485.25. The strike last trading price was 12.6, which was 2.2 higher than the previous day. The implied volatity was 28.02, the open interest changed by 3 which increased total open position to 20


On 29 Oct VBL was trading at 495.45. The strike last trading price was 10.4, which was -35.1 lower than the previous day. The implied volatity was 29.77, the open interest changed by 21 which increased total open position to 21


On 28 Oct VBL was trading at 454.15. The strike last trading price was 45.5, 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 Oct VBL was trading at 459.35. The strike last trading price was 45.5, 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 Oct VBL was trading at 461.40. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 23 Oct VBL was trading at 465.55. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 20 Oct VBL was trading at 456.35. The strike last trading price was 45.5, 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 Oct VBL was trading at 461.55. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 16 Oct VBL was trading at 461.30. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0


On 13 Oct VBL was trading at 442.45. The strike last trading price was 45.5, 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 Oct VBL was trading at 445.90. The strike last trading price was 45.5, 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 Oct VBL was trading at 434.85. The strike last trading price was 45.5, 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 Oct VBL was trading at 438.95. 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 3 Oct VBL was trading at 443.45. 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