VBL

Varun Beverages Limited

467.05 -1.35 (-0.29%)

L: 451.45 H: 470.55

Back to Option Chain

Historical option data for VBL
29 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

VBL 24-FEB-2026 475 CE
Delta: 0.5 Vega: 0.5 Theta: -0.39 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	467.05	16.25 ₹ 18,281.25	0.5 562.50	34.13	256 2,88,000	21 23,625	229 2,57,625
28 Jan	468.40	15.5 ₹ 17,437.5	-2.75 -3093.75	32.59	329 3,70,125	99 1,11,375	207 2,32,875
27 Jan	471.65	18.2 ₹ 20,475	-0.7 -787.50	35.77	311 3,49,875	69 77,625	108 1,21,500
23 Jan	474.10	18.25 ₹ 20,531.25	-7.55 -8493.75	30.1	55 61,875	33 37,125	37 41,625
22 Jan	487.10	25.8 ₹ 29,025	4.5 5062.50	27.26	8 9,000	2 2,250	5 5,625
21 Jan	478.00	21.3 ₹ 23,962.5	-14.05 -15806.25	29.01	3 3,375	2 2,250	2 2,250
20 Jan	489.10	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
19 Jan	496.00	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
16 Jan	500.40	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
14 Jan	502.40	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
13 Jan	501.20	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0

12 Jan	493.80	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
9 Jan	489.00	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
8 Jan	500.90	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
7 Jan	509.70	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
6 Jan	498.85	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
5 Jan	488.70	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
2 Jan	493.80	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
1 Jan	491.75	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0
31 Dec	489.85	35.35 ₹ 39,768.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 475 expiring on 24FEB2026

Delta for 475 CE is 0.5

Historical price for 475 CE is as follows

On 29 Jan VBL was trading at 467.05. The strike last trading price was 16.25, which was 0.5 higher than the previous day. The implied volatity was 34.13, the open interest changed by 21 which increased total open position to 229

On 28 Jan VBL was trading at 468.40. The strike last trading price was 15.5, which was -2.75 lower than the previous day. The implied volatity was 32.59, the open interest changed by 99 which increased total open position to 207

On 27 Jan VBL was trading at 471.65. The strike last trading price was 18.2, which was -0.7 lower than the previous day. The implied volatity was 35.77, the open interest changed by 69 which increased total open position to 108

On 23 Jan VBL was trading at 474.10. The strike last trading price was 18.25, which was -7.55 lower than the previous day. The implied volatity was 30.1, the open interest changed by 33 which increased total open position to 37

On 22 Jan VBL was trading at 487.10. The strike last trading price was 25.8, which was 4.5 higher than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 5

On 21 Jan VBL was trading at 478.00. The strike last trading price was 21.3, which was -14.05 lower than the previous day. The implied volatity was 29.01, the open interest changed by 2 which increased total open position to 2

On 20 Jan VBL was trading at 489.10. The strike last trading price was 35.35, 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 Jan VBL was trading at 496.00. The strike last trading price was 35.35, 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 Jan VBL was trading at 500.40. The strike last trading price was 35.35, 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 Jan VBL was trading at 502.40. The strike last trading price was 35.35, 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 Jan VBL was trading at 501.20. The strike last trading price was 35.35, 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 Jan VBL was trading at 493.80. The strike last trading price was 35.35, 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 Jan VBL was trading at 489.00. The strike last trading price was 35.35, 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 Jan VBL was trading at 500.90. The strike last trading price was 35.35, 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 Jan VBL was trading at 509.70. The strike last trading price was 35.35, 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 Jan VBL was trading at 498.85. The strike last trading price was 35.35, 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 Jan VBL was trading at 488.70. The strike last trading price was 35.35, 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 Jan VBL was trading at 493.80. The strike last trading price was 35.35, 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 Jan VBL was trading at 491.75. The strike last trading price was 35.35, 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 31 Dec VBL was trading at 489.85. The strike last trading price was 35.35, 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 24FEB2026 475 PE
Delta: -0.5 Vega: 0.5 Theta: -0.29 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	467.05	19.35 ₹ 21,768.75	0.95 1068.75	36.87	98 1,10,250	-2 -2,250	244 2,74,500
28 Jan	468.40	18.65 ₹ 20,981.25	0.8 900.00	34.26	95 1,06,875	16 18,000	245 2,75,625
27 Jan	471.65	18 ₹ 20,250	-0.15 -168.75	33.81	366 4,11,750	188 2,11,500	230 2,58,750
23 Jan	474.10	18.5 ₹ 20,812.5	7.2 8100.00	35.67	43 48,375	4 4,500	41 46,125
22 Jan	487.10	11.3 ₹ 12,712.5	-3.2 -3600.00	32.5	25 28,125	3 3,375	38 42,750
21 Jan	478.00	14.5 ₹ 16,312.5	4.4 4950.00	31.84	29 32,625	4 4,500	36 40,500
20 Jan	489.10	10.15 ₹ 11,418.75	1.8 2025.00	29.64	33 37,125	17 19,125	27 30,375
19 Jan	496.00	8.35 ₹ 9,393.75	-13.2 -14850.00	29.2	10 11,250	0 0	0 0
16 Jan	500.40	21.55 ₹ 24,243.75	0 0.00	5.27	0 0	0 0	0 0
14 Jan	502.40	21.55 ₹ 24,243.75	0 0.00	5.68	0 0	0 0	0 0
13 Jan	501.20	21.55 ₹ 24,243.75	0 0.00	4.58	0 0	0 0	0 0
12 Jan	493.80	21.55 ₹ 24,243.75	0 0.00	4.39	0 0	0 0	0 0
9 Jan	489.00	21.55 ₹ 24,243.75	0 0.00	3.58	0 0	0 0	0 0
8 Jan	500.90	21.55 ₹ 24,243.75	0 0.00	5.38	0 0	0 0	0 0
7 Jan	509.70	21.55 ₹ 24,243.75	0 0.00	6.8	0 0	0 0	0 0
6 Jan	498.85	21.55 ₹ 24,243.75	0 0.00	5.4	0 0	0 0	0 0
5 Jan	488.70	21.55 ₹ 24,243.75	0 0.00	-	0 0	0 0	0 0
2 Jan	493.80	21.55 ₹ 24,243.75	0 0.00	4.17	0 0	0 0	0 0
1 Jan	491.75	21.55 ₹ 24,243.75	0 0.00	3.78	0 0	0 0	0 0
31 Dec	489.85	21.55 ₹ 24,243.75	0 0.00	3.62	0 0	0 0	0 0

For Varun Beverages Limited - strike price 475 expiring on 24FEB2026

Delta for 475 PE is -0.5

Historical price for 475 PE is as follows

On 29 Jan VBL was trading at 467.05. The strike last trading price was 19.35, which was 0.95 higher than the previous day. The implied volatity was 36.87, the open interest changed by -2 which decreased total open position to 244

On 28 Jan VBL was trading at 468.40. The strike last trading price was 18.65, which was 0.8 higher than the previous day. The implied volatity was 34.26, the open interest changed by 16 which increased total open position to 245

On 27 Jan VBL was trading at 471.65. The strike last trading price was 18, which was -0.15 lower than the previous day. The implied volatity was 33.81, the open interest changed by 188 which increased total open position to 230

On 23 Jan VBL was trading at 474.10. The strike last trading price was 18.5, which was 7.2 higher than the previous day. The implied volatity was 35.67, the open interest changed by 4 which increased total open position to 41

On 22 Jan VBL was trading at 487.10. The strike last trading price was 11.3, which was -3.2 lower than the previous day. The implied volatity was 32.5, the open interest changed by 3 which increased total open position to 38

On 21 Jan VBL was trading at 478.00. The strike last trading price was 14.5, which was 4.4 higher than the previous day. The implied volatity was 31.84, the open interest changed by 4 which increased total open position to 36

On 20 Jan VBL was trading at 489.10. The strike last trading price was 10.15, which was 1.8 higher than the previous day. The implied volatity was 29.64, the open interest changed by 17 which increased total open position to 27

On 19 Jan VBL was trading at 496.00. The strike last trading price was 8.35, which was -13.2 lower than the previous day. The implied volatity was 29.2, the open interest changed by 0 which decreased total open position to 0

On 16 Jan VBL was trading at 500.40. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0

On 14 Jan VBL was trading at 502.40. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0

On 13 Jan VBL was trading at 501.20. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0

On 12 Jan VBL was trading at 493.80. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0

On 9 Jan VBL was trading at 489.00. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0

On 8 Jan VBL was trading at 500.90. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0

On 7 Jan VBL was trading at 509.70. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 6.8, the open interest changed by 0 which decreased total open position to 0

On 6 Jan VBL was trading at 498.85. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0

On 5 Jan VBL was trading at 488.70. The strike last trading price was 21.55, 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 Jan VBL was trading at 493.80. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0

On 1 Jan VBL was trading at 491.75. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0

On 31 Dec VBL was trading at 489.85. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0

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