VBL
Varun Beverages Limited
Historical option data for VBL
05 Dec 2025 03:32 PM IST
| VBL 30-DEC-2025 470 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.45
Theta: -0.30
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.46
Theta: -0.19
Gamma: 0.01
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| 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































































































































































































































