VBL

Varun Beverages Limited

477.6 -2.35 (-0.49%)

L: 474 H: 481.3

Back to Option Chain

Historical option data for VBL
15 Dec 2025 04:03 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 30-DEC-2025 475 CE
Delta: 0.56 Vega: 0.38 Theta: -0.40 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	477.60	11.6 ₹ 11,890	-2.8 -2870.00	26.21	1,350 13,83,750	124 1,27,100	459 4,70,475
12 Dec	479.95	15.3 ₹ 15,682.5	1.25 1281.25	24.49	1,008 10,33,200	7 7,175	338 3,46,450
11 Dec	478.50	14.85 ₹ 15,221.25	3.1 3177.50	25.14	1,454 14,90,350	-38 -38,950	340 3,48,500
10 Dec	472.95	11 ₹ 11,275	-0.3 -307.50	25.98	1,147 11,75,675	-8 -8,200	389 3,98,725
9 Dec	471.55	11.35 ₹ 11,633.75	1 1025.00	26.10	1,786 18,30,650	22 22,550	397 4,06,925
8 Dec	469.80	10.1 ₹ 10,352.5	-6.4 -6560.00	23.99	591 6,05,775	82 84,050	365 3,74,125
5 Dec	479.95	16.2 ₹ 16,605	-0.7 -717.50	23.90	419 4,29,475	83 85,075	284 2,91,100
4 Dec	479.90	16.75 ₹ 17,168.75	1.45 1486.25	25.15	322 3,30,050	-15 -15,375	200 2,05,000
3 Dec	477.50	15.7 ₹ 16,092.5	-2.75 -2818.75	23.28	518 5,30,950	39 39,975	218 2,23,450
2 Dec	481.40	18.5 ₹ 18,962.5	-0.95 -973.75	24.07	44 45,100	-3 -3,075	178 1,82,450
1 Dec	484.15	19.4 ₹ 19,885	0.1 102.50	22.94	141 1,44,525	-1 -1,025	185 1,89,625
28 Nov	481.55	19.05 ₹ 19,526.25	9 9225.00	24.37	1,876 19,22,900	43 44,075	188 1,92,700
27 Nov	467.30	9.8 ₹ 10,045	-0.1 -102.50	20.98	633 6,48,825	-8 -8,200	145 1,48,625
26 Nov	465.50	9.6 ₹ 9,840	5.55 5688.75	21.33	1,279 13,10,975	115 1,17,875	151 1,54,775
25 Nov	449.05	4.15 ₹ 4,253.75	-0.45 -461.25	21.62	32 32,800	2 2,050	38 38,950
24 Nov	446.10	4.6 ₹ 4,715	-0.55 -563.75	23.32	46 47,150	2 2,050	35 35,875
21 Nov	447.65	5.05 ₹ 5,176.25	-2.4 -2460.00	22.33	5 5,125	-1 -1,025	32 32,800

20 Nov	451.50	7.45 ₹ 7,636.25	-1.7 -1742.50	24.11	12 12,300	1 1,025	32 32,800
19 Nov	454.55	9 ₹ 9,225	-1.8 -1845.00	25.25	24 24,600	12 12,300	32 32,800
18 Nov	457.90	10.8 ₹ 11,070	-1.5 -1537.50	26.04	4 4,100	2 2,050	20 20,500
17 Nov	461.70	12.3 ₹ 12,607.5	0 0.00	25.18	1 1,025	0 0	17 17,425
14 Nov	459.40	12.3 ₹ 12,607.5	-0.1 -102.50	25.35	11 11,275	0 0	12 12,300
13 Nov	453.00	12.4 ₹ 12,710	-1.65 -1691.25	28.61	3 3,075	0 0	11 11,275
12 Nov	459.30	14.05 ₹ 14,401.25	-3.7 -3792.50	27.50	8 8,200	6 6,150	10 10,250
11 Nov	470.60	17.75 ₹ 18,193.75	-1.9 -1947.50	-	0 0	0 0	0 0
10 Nov	463.25	17.75 ₹ 18,193.75	-1.9 -1947.50	29.99	3 3,075	0 0	4 4,100
7 Nov	470.20	19.65 ₹ 20,141.25	-2.45 -2511.25	25.26	1 1,025	0 0	4 4,100
6 Nov	471.85	22.1 ₹ 22,652.5	0.6 615.00	27.97	3 3,075	1 1,025	4 4,100
4 Nov	471.00	21.5 ₹ 22,037.5	-3.1 -3177.50	27.07	1 1,025	0 0	2 2,050
3 Nov	474.75	24.6 ₹ 25,215	2.9 2972.50	27.49	2 2,050	1 1,025	1 1,025
31 Oct	469.65	21.7 ₹ 22,242.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	21.7 ₹ 22,242.5	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	21.7 ₹ 22,242.5	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 475 expiring on 30DEC2025

Delta for 475 CE is 0.56

Historical price for 475 CE is as follows

On 15 Dec VBL was trading at 477.60. The strike last trading price was 11.6, which was -2.8 lower than the previous day. The implied volatity was 26.21, the open interest changed by 124 which increased total open position to 459

On 12 Dec VBL was trading at 479.95. The strike last trading price was 15.3, which was 1.25 higher than the previous day. The implied volatity was 24.49, the open interest changed by 7 which increased total open position to 338

On 11 Dec VBL was trading at 478.50. The strike last trading price was 14.85, which was 3.1 higher than the previous day. The implied volatity was 25.14, the open interest changed by -38 which decreased total open position to 340

On 10 Dec VBL was trading at 472.95. The strike last trading price was 11, which was -0.3 lower than the previous day. The implied volatity was 25.98, the open interest changed by -8 which decreased total open position to 389

On 9 Dec VBL was trading at 471.55. The strike last trading price was 11.35, which was 1 higher than the previous day. The implied volatity was 26.10, the open interest changed by 22 which increased total open position to 397

On 8 Dec VBL was trading at 469.80. The strike last trading price was 10.1, which was -6.4 lower than the previous day. The implied volatity was 23.99, the open interest changed by 82 which increased total open position to 365

On 5 Dec VBL was trading at 479.95. The strike last trading price was 16.2, which was -0.7 lower than the previous day. The implied volatity was 23.90, the open interest changed by 83 which increased total open position to 284

On 4 Dec VBL was trading at 479.90. The strike last trading price was 16.75, which was 1.45 higher than the previous day. The implied volatity was 25.15, the open interest changed by -15 which decreased total open position to 200

On 3 Dec VBL was trading at 477.50. The strike last trading price was 15.7, which was -2.75 lower than the previous day. The implied volatity was 23.28, the open interest changed by 39 which increased total open position to 218

On 2 Dec VBL was trading at 481.40. The strike last trading price was 18.5, which was -0.95 lower than the previous day. The implied volatity was 24.07, the open interest changed by -3 which decreased total open position to 178

On 1 Dec VBL was trading at 484.15. The strike last trading price was 19.4, which was 0.1 higher than the previous day. The implied volatity was 22.94, the open interest changed by -1 which decreased total open position to 185

On 28 Nov VBL was trading at 481.55. The strike last trading price was 19.05, which was 9 higher than the previous day. The implied volatity was 24.37, the open interest changed by 43 which increased total open position to 188

On 27 Nov VBL was trading at 467.30. The strike last trading price was 9.8, which was -0.1 lower than the previous day. The implied volatity was 20.98, the open interest changed by -8 which decreased total open position to 145

On 26 Nov VBL was trading at 465.50. The strike last trading price was 9.6, which was 5.55 higher than the previous day. The implied volatity was 21.33, the open interest changed by 115 which increased total open position to 151

On 25 Nov VBL was trading at 449.05. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 21.62, the open interest changed by 2 which increased total open position to 38

On 24 Nov VBL was trading at 446.10. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 23.32, the open interest changed by 2 which increased total open position to 35

On 21 Nov VBL was trading at 447.65. The strike last trading price was 5.05, which was -2.4 lower than the previous day. The implied volatity was 22.33, the open interest changed by -1 which decreased total open position to 32

On 20 Nov VBL was trading at 451.50. The strike last trading price was 7.45, which was -1.7 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 32

On 19 Nov VBL was trading at 454.55. The strike last trading price was 9, which was -1.8 lower than the previous day. The implied volatity was 25.25, the open interest changed by 12 which increased total open position to 32

On 18 Nov VBL was trading at 457.90. The strike last trading price was 10.8, which was -1.5 lower than the previous day. The implied volatity was 26.04, the open interest changed by 2 which increased total open position to 20

On 17 Nov VBL was trading at 461.70. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 17

On 14 Nov VBL was trading at 459.40. The strike last trading price was 12.3, which was -0.1 lower than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 12

On 13 Nov VBL was trading at 453.00. The strike last trading price was 12.4, which was -1.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 11

On 12 Nov VBL was trading at 459.30. The strike last trading price was 14.05, which was -3.7 lower than the previous day. The implied volatity was 27.50, the open interest changed by 6 which increased total open position to 10

On 11 Nov VBL was trading at 470.60. The strike last trading price was 17.75, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov VBL was trading at 463.25. The strike last trading price was 17.75, which was -1.9 lower than the previous day. The implied volatity was 29.99, the open interest changed by 0 which decreased total open position to 4

On 7 Nov VBL was trading at 470.20. The strike last trading price was 19.65, which was -2.45 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 4

On 6 Nov VBL was trading at 471.85. The strike last trading price was 22.1, which was 0.6 higher than the previous day. The implied volatity was 27.97, the open interest changed by 1 which increased total open position to 4

On 4 Nov VBL was trading at 471.00. The strike last trading price was 21.5, which was -3.1 lower than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 2

On 3 Nov VBL was trading at 474.75. The strike last trading price was 24.6, which was 2.9 higher than the previous day. The implied volatity was 27.49, the open interest changed by 1 which increased total open position to 1

On 31 Oct VBL was trading at 469.65. The strike last trading price was 21.7, 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 30 Oct VBL was trading at 485.25. The strike last trading price was 21.7, 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 29 Oct VBL was trading at 495.45. The strike last trading price was 21.7, 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 30DEC2025 475 PE
Delta: -0.44 Vega: 0.38 Theta: -0.26 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	477.60	8.4 ₹ 8,610	1.3 1332.50	25.55	646 6,62,150	9 9,225	370 3,79,250
12 Dec	479.95	6.5 ₹ 6,662.5	-1.8 -1845.00	24.34	710 7,27,750	48 49,200	364 3,73,100
11 Dec	478.50	6.7 ₹ 6,867.5	-4.8 -4920.00	22.78	394 4,03,850	47 48,175	317 3,24,925
10 Dec	472.95	12.15 ₹ 12,453.75	0.2 205.00	26.53	465 4,76,625	40 41,000	271 2,77,775
9 Dec	471.55	11.8 ₹ 12,095	-1.25 -1281.25	25.16	418 4,28,450	-25 -25,625	233 2,38,825
8 Dec	469.80	13 ₹ 13,325	3.75 3843.75	25.96	422 4,32,550	-50 -51,250	259 2,65,475
5 Dec	479.95	9.25 ₹ 9,481.25	-0.5 -512.50	25.76	634 6,49,850	118 1,20,950	310 3,17,750
4 Dec	479.90	10 ₹ 10,250	-0.3 -307.50	26.41	633 6,48,825	16 16,400	200 2,05,000
3 Dec	477.50	10.1 ₹ 10,352.5	1.55 1588.75	25.67	936 9,59,400	27 27,675	181 1,85,525
2 Dec	481.40	8.35 ₹ 8,558.75	-0.15 -153.75	24.43	408 4,18,200	31 31,775	154 1,57,850
1 Dec	484.15	8.55 ₹ 8,763.75	-0.55 -563.75	25.76	382 3,91,550	-10 -10,250	126 1,29,150
28 Nov	481.55	9.2 ₹ 9,430	-6.35 -6508.75	23.99	1,537 15,75,425	67 68,675	134 1,37,350
27 Nov	467.30	15.7 ₹ 16,092.5	-0.55 -563.75	23.99	104 1,06,600	9 9,225	68 69,700
26 Nov	465.50	16.3 ₹ 16,707.5	-12.35 -12658.75	23.48	196 2,00,900	54 55,350	59 60,475
25 Nov	449.05	28.65 ₹ 29,366.25	5.15 5278.75	26.06	2 2,050	1 1,025	4 4,100
24 Nov	446.10	23.5 ₹ 24,087.5	-2.6 -2665.00	-	0 0	0 0	0 0
21 Nov	447.65	23.5 ₹ 24,087.5	-2.6 -2665.00	-	0 0	1 1,025	0 0
20 Nov	451.50	23.5 ₹ 24,087.5	-2.6 -2665.00	20.77	1 1,025	0 0	2 2,050
19 Nov	454.55	26.1 ₹ 26,752.5	2.6 2665.00	27.79	2 2,050	1 1,025	2 2,050
18 Nov	457.90	23.5 ₹ 24,087.5	-14.05 -14401.25	26.81	1 1,025	0 0	0 0
17 Nov	461.70	37.55 ₹ 38,488.75	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	37.55 ₹ 38,488.75	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	37.55 ₹ 38,488.75	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	37.55 ₹ 38,488.75	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	37.55 ₹ 38,488.75	0 0.00	0.29	0 0	0 0	0 0
10 Nov	463.25	37.55 ₹ 38,488.75	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	37.55 ₹ 38,488.75	0 0.00	0.60	0 0	0 0	0 0
6 Nov	471.85	37.55 ₹ 38,488.75	0 0.00	0.72	0 0	0 0	0 0
4 Nov	471.00	37.55 ₹ 38,488.75	0 0.00	0.61	0 0	0 0	0 0
3 Nov	474.75	37.55 ₹ 38,488.75	0 0.00	1.31	0 0	0 0	0 0
31 Oct	469.65	37.55 ₹ 38,488.75	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	37.55 ₹ 38,488.75	0 0.00	2.65	0 0	0 0	0 0
29 Oct	495.45	37.55 ₹ 38,488.75	0 0.00	4.32	0 0	0 0	0 0

For Varun Beverages Limited - strike price 475 expiring on 30DEC2025

Delta for 475 PE is -0.44

Historical price for 475 PE is as follows

On 15 Dec VBL was trading at 477.60. The strike last trading price was 8.4, which was 1.3 higher than the previous day. The implied volatity was 25.55, the open interest changed by 9 which increased total open position to 370

On 12 Dec VBL was trading at 479.95. The strike last trading price was 6.5, which was -1.8 lower than the previous day. The implied volatity was 24.34, the open interest changed by 48 which increased total open position to 364

On 11 Dec VBL was trading at 478.50. The strike last trading price was 6.7, which was -4.8 lower than the previous day. The implied volatity was 22.78, the open interest changed by 47 which increased total open position to 317

On 10 Dec VBL was trading at 472.95. The strike last trading price was 12.15, which was 0.2 higher than the previous day. The implied volatity was 26.53, the open interest changed by 40 which increased total open position to 271

On 9 Dec VBL was trading at 471.55. The strike last trading price was 11.8, which was -1.25 lower than the previous day. The implied volatity was 25.16, the open interest changed by -25 which decreased total open position to 233

On 8 Dec VBL was trading at 469.80. The strike last trading price was 13, which was 3.75 higher than the previous day. The implied volatity was 25.96, the open interest changed by -50 which decreased total open position to 259

On 5 Dec VBL was trading at 479.95. The strike last trading price was 9.25, which was -0.5 lower than the previous day. The implied volatity was 25.76, the open interest changed by 118 which increased total open position to 310

On 4 Dec VBL was trading at 479.90. The strike last trading price was 10, which was -0.3 lower than the previous day. The implied volatity was 26.41, the open interest changed by 16 which increased total open position to 200

On 3 Dec VBL was trading at 477.50. The strike last trading price was 10.1, which was 1.55 higher than the previous day. The implied volatity was 25.67, the open interest changed by 27 which increased total open position to 181

On 2 Dec VBL was trading at 481.40. The strike last trading price was 8.35, which was -0.15 lower than the previous day. The implied volatity was 24.43, the open interest changed by 31 which increased total open position to 154

On 1 Dec VBL was trading at 484.15. The strike last trading price was 8.55, which was -0.55 lower than the previous day. The implied volatity was 25.76, the open interest changed by -10 which decreased total open position to 126

On 28 Nov VBL was trading at 481.55. The strike last trading price was 9.2, which was -6.35 lower than the previous day. The implied volatity was 23.99, the open interest changed by 67 which increased total open position to 134

On 27 Nov VBL was trading at 467.30. The strike last trading price was 15.7, which was -0.55 lower than the previous day. The implied volatity was 23.99, the open interest changed by 9 which increased total open position to 68

On 26 Nov VBL was trading at 465.50. The strike last trading price was 16.3, which was -12.35 lower than the previous day. The implied volatity was 23.48, the open interest changed by 54 which increased total open position to 59

On 25 Nov VBL was trading at 449.05. The strike last trading price was 28.65, which was 5.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 4

On 24 Nov VBL was trading at 446.10. The strike last trading price was 23.5, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov VBL was trading at 447.65. The strike last trading price was 23.5, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 23.5, which was -2.6 lower than the previous day. The implied volatity was 20.77, the open interest changed by 0 which decreased total open position to 2

On 19 Nov VBL was trading at 454.55. The strike last trading price was 26.1, which was 2.6 higher than the previous day. The implied volatity was 27.79, the open interest changed by 1 which increased total open position to 2

On 18 Nov VBL was trading at 457.90. The strike last trading price was 23.5, which was -14.05 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 0

On 17 Nov VBL was trading at 461.70. The strike last trading price was 37.55, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 37.55, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 37.55, 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 12 Nov VBL was trading at 459.30. The strike last trading price was 37.55, 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 11 Nov VBL was trading at 470.60. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0

On 10 Nov VBL was trading at 463.25. The strike last trading price was 37.55, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 37.55, 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 6 Nov VBL was trading at 471.85. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 0.72, 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 37.55, which was 0 lower than the previous day. The implied volatity was 0.61, 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 37.55, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0

On 31 Oct VBL was trading at 469.65. The strike last trading price was 37.55, 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 30 Oct VBL was trading at 485.25. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0

On 29 Oct VBL was trading at 495.45. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0

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