[--[65.84.65.76]--]

VBL

Varun Beverages Limited
479.95 +1.45 (0.30%)
L: 473.45 H: 481.55

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Historical option data for VBL

12 Dec 2025 04:12 PM IST
VBL 30-DEC-2025 480 CE
Delta: 0.57
Vega: 0.42
Theta: -0.35
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 12.3 0.9 24.27 2,477 15 1,663
11 Dec 478.50 12.05 2.55 25.07 2,773 175 1,648
10 Dec 472.95 9 -0.25 26.42 2,234 52 1,486
9 Dec 471.55 9.4 0.95 26.66 3,206 109 1,432
8 Dec 469.80 8.5 -5.3 25.12 1,587 13 1,325
5 Dec 479.95 13.35 -0.9 23.75 1,353 98 1,314
4 Dec 479.90 13.45 0.45 24.00 2,501 -132 1,203
3 Dec 477.50 13.15 -2.4 23.58 1,640 91 1,333
2 Dec 481.40 15.65 -0.9 24.16 692 -46 1,247
1 Dec 484.15 16.2 -0.25 22.62 1,722 -72 1,292
28 Nov 481.55 16.15 7.75 24.22 11,073 287 1,366
27 Nov 467.30 8.4 0.25 22.05 1,988 217 1,072
26 Nov 465.50 8.2 5 22.27 2,339 365 843
25 Nov 449.05 3.2 -0.5 21.71 302 13 476
24 Nov 446.10 3.85 -0.55 23.96 349 131 457
21 Nov 447.65 4.3 -2 23.10 228 35 325
20 Nov 451.50 6.4 -1.45 24.69 176 71 288
19 Nov 454.55 7.85 -1.2 25.93 118 38 216
18 Nov 457.90 9.15 -1.95 26.10 67 5 178
17 Nov 461.70 10.95 -0.05 26.05 107 14 172
14 Nov 459.40 10.85 1.15 25.95 77 40 158
13 Nov 453.00 9.75 -2.05 27.00 95 58 118
12 Nov 459.30 11.75 -3.55 26.82 32 16 57
11 Nov 470.60 15.3 1.7 24.75 12 -8 40
10 Nov 463.25 13.7 -1.65 26.81 14 2 48
7 Nov 470.20 15.35 -2.65 22.61 1 0 47
6 Nov 471.85 18 1 25.63 4 1 47
4 Nov 471.00 17 -3.05 24.19 10 5 46
3 Nov 474.75 20.05 1.45 24.82 8 5 40
31 Oct 469.65 18.45 -8.55 - 7 1 36
30 Oct 485.25 27 -8.55 26.67 8 -1 34
29 Oct 495.45 35.55 20.85 27.37 81 -4 35
28 Oct 454.15 14.7 -2.2 28.78 5 3 38
27 Oct 459.35 16.9 -1.4 28.43 8 7 34
24 Oct 461.40 18.3 -2.75 28.51 11 5 26
23 Oct 465.55 21.05 5.35 29.61 4 1 24
20 Oct 456.35 15.7 4.45 - 16 13 20
17 Oct 461.55 11.25 0 - 0 0 0
16 Oct 461.30 11.25 0 - 0 0 0
15 Oct 445.35 11.25 0 - 2 0 7
13 Oct 442.45 11.25 -1.25 26.21 3 2 6
10 Oct 443.65 12.5 0.15 26.85 1 0 3
9 Oct 445.90 12.35 2.8 25.63 2 1 4
8 Oct 434.85 9.55 -13.25 27.20 3 2 3
6 Oct 438.95 22.8 0 41.04 1 0 0
3 Oct 443.45 22.8 0 3.18 0 0 0


For Varun Beverages Limited - strike price 480 expiring on 30DEC2025

Delta for 480 CE is 0.57

Historical price for 480 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 12.3, which was 0.9 higher than the previous day. The implied volatity was 24.27, the open interest changed by 15 which increased total open position to 1663


On 11 Dec VBL was trading at 478.50. The strike last trading price was 12.05, which was 2.55 higher than the previous day. The implied volatity was 25.07, the open interest changed by 175 which increased total open position to 1648


On 10 Dec VBL was trading at 472.95. The strike last trading price was 9, which was -0.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 52 which increased total open position to 1486


On 9 Dec VBL was trading at 471.55. The strike last trading price was 9.4, which was 0.95 higher than the previous day. The implied volatity was 26.66, the open interest changed by 109 which increased total open position to 1432


On 8 Dec VBL was trading at 469.80. The strike last trading price was 8.5, which was -5.3 lower than the previous day. The implied volatity was 25.12, the open interest changed by 13 which increased total open position to 1325


On 5 Dec VBL was trading at 479.95. The strike last trading price was 13.35, which was -0.9 lower than the previous day. The implied volatity was 23.75, the open interest changed by 98 which increased total open position to 1314


On 4 Dec VBL was trading at 479.90. The strike last trading price was 13.45, which was 0.45 higher than the previous day. The implied volatity was 24.00, the open interest changed by -132 which decreased total open position to 1203


On 3 Dec VBL was trading at 477.50. The strike last trading price was 13.15, which was -2.4 lower than the previous day. The implied volatity was 23.58, the open interest changed by 91 which increased total open position to 1333


On 2 Dec VBL was trading at 481.40. The strike last trading price was 15.65, which was -0.9 lower than the previous day. The implied volatity was 24.16, the open interest changed by -46 which decreased total open position to 1247


On 1 Dec VBL was trading at 484.15. The strike last trading price was 16.2, which was -0.25 lower than the previous day. The implied volatity was 22.62, the open interest changed by -72 which decreased total open position to 1292


On 28 Nov VBL was trading at 481.55. The strike last trading price was 16.15, which was 7.75 higher than the previous day. The implied volatity was 24.22, the open interest changed by 287 which increased total open position to 1366


On 27 Nov VBL was trading at 467.30. The strike last trading price was 8.4, which was 0.25 higher than the previous day. The implied volatity was 22.05, the open interest changed by 217 which increased total open position to 1072


On 26 Nov VBL was trading at 465.50. The strike last trading price was 8.2, which was 5 higher than the previous day. The implied volatity was 22.27, the open interest changed by 365 which increased total open position to 843


On 25 Nov VBL was trading at 449.05. The strike last trading price was 3.2, which was -0.5 lower than the previous day. The implied volatity was 21.71, the open interest changed by 13 which increased total open position to 476


On 24 Nov VBL was trading at 446.10. The strike last trading price was 3.85, which was -0.55 lower than the previous day. The implied volatity was 23.96, the open interest changed by 131 which increased total open position to 457


On 21 Nov VBL was trading at 447.65. The strike last trading price was 4.3, which was -2 lower than the previous day. The implied volatity was 23.10, the open interest changed by 35 which increased total open position to 325


On 20 Nov VBL was trading at 451.50. The strike last trading price was 6.4, which was -1.45 lower than the previous day. The implied volatity was 24.69, the open interest changed by 71 which increased total open position to 288


On 19 Nov VBL was trading at 454.55. The strike last trading price was 7.85, which was -1.2 lower than the previous day. The implied volatity was 25.93, the open interest changed by 38 which increased total open position to 216


On 18 Nov VBL was trading at 457.90. The strike last trading price was 9.15, which was -1.95 lower than the previous day. The implied volatity was 26.10, the open interest changed by 5 which increased total open position to 178


On 17 Nov VBL was trading at 461.70. The strike last trading price was 10.95, which was -0.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by 14 which increased total open position to 172


On 14 Nov VBL was trading at 459.40. The strike last trading price was 10.85, which was 1.15 higher than the previous day. The implied volatity was 25.95, the open interest changed by 40 which increased total open position to 158


On 13 Nov VBL was trading at 453.00. The strike last trading price was 9.75, which was -2.05 lower than the previous day. The implied volatity was 27.00, the open interest changed by 58 which increased total open position to 118


On 12 Nov VBL was trading at 459.30. The strike last trading price was 11.75, which was -3.55 lower than the previous day. The implied volatity was 26.82, the open interest changed by 16 which increased total open position to 57


On 11 Nov VBL was trading at 470.60. The strike last trading price was 15.3, which was 1.7 higher than the previous day. The implied volatity was 24.75, the open interest changed by -8 which decreased total open position to 40


On 10 Nov VBL was trading at 463.25. The strike last trading price was 13.7, which was -1.65 lower than the previous day. The implied volatity was 26.81, the open interest changed by 2 which increased total open position to 48


On 7 Nov VBL was trading at 470.20. The strike last trading price was 15.35, which was -2.65 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 47


On 6 Nov VBL was trading at 471.85. The strike last trading price was 18, which was 1 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 47


On 4 Nov VBL was trading at 471.00. The strike last trading price was 17, which was -3.05 lower than the previous day. The implied volatity was 24.19, the open interest changed by 5 which increased total open position to 46


On 3 Nov VBL was trading at 474.75. The strike last trading price was 20.05, which was 1.45 higher than the previous day. The implied volatity was 24.82, the open interest changed by 5 which increased total open position to 40


On 31 Oct VBL was trading at 469.65. The strike last trading price was 18.45, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36


On 30 Oct VBL was trading at 485.25. The strike last trading price was 27, which was -8.55 lower than the previous day. The implied volatity was 26.67, the open interest changed by -1 which decreased total open position to 34


On 29 Oct VBL was trading at 495.45. The strike last trading price was 35.55, which was 20.85 higher than the previous day. The implied volatity was 27.37, the open interest changed by -4 which decreased total open position to 35


On 28 Oct VBL was trading at 454.15. The strike last trading price was 14.7, which was -2.2 lower than the previous day. The implied volatity was 28.78, the open interest changed by 3 which increased total open position to 38


On 27 Oct VBL was trading at 459.35. The strike last trading price was 16.9, which was -1.4 lower than the previous day. The implied volatity was 28.43, the open interest changed by 7 which increased total open position to 34


On 24 Oct VBL was trading at 461.40. The strike last trading price was 18.3, which was -2.75 lower than the previous day. The implied volatity was 28.51, the open interest changed by 5 which increased total open position to 26


On 23 Oct VBL was trading at 465.55. The strike last trading price was 21.05, which was 5.35 higher than the previous day. The implied volatity was 29.61, the open interest changed by 1 which increased total open position to 24


On 20 Oct VBL was trading at 456.35. The strike last trading price was 15.7, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 20


On 17 Oct VBL was trading at 461.55. The strike last trading price was 11.25, 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 11.25, 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 15 Oct VBL was trading at 445.35. The strike last trading price was 11.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 13 Oct VBL was trading at 442.45. The strike last trading price was 11.25, which was -1.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by 2 which increased total open position to 6


On 10 Oct VBL was trading at 443.65. The strike last trading price was 12.5, which was 0.15 higher than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 3


On 9 Oct VBL was trading at 445.90. The strike last trading price was 12.35, which was 2.8 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 4


On 8 Oct VBL was trading at 434.85. The strike last trading price was 9.55, which was -13.25 lower than the previous day. The implied volatity was 27.20, the open interest changed by 2 which increased total open position to 3


On 6 Oct VBL was trading at 438.95. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 41.04, 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 22.8, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0


VBL 30DEC2025 480 PE
Delta: -0.43
Vega: 0.42
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 8.65 -1.9 24.54 686 91 863
11 Dec 478.50 9.9 -4.4 25.17 562 105 765
10 Dec 472.95 15.35 0.5 27.51 347 12 659
9 Dec 471.55 14.45 -1.65 24.87 487 -64 647
8 Dec 469.80 15.75 4.15 25.76 518 -105 714
5 Dec 479.95 11.75 -0.3 26.32 552 53 818
4 Dec 479.90 12.5 -0.3 26.88 1,217 164 765
3 Dec 477.50 12.45 1.8 25.78 958 7 602
2 Dec 481.40 10.4 -0.1 24.39 650 -36 597
1 Dec 484.15 10.55 -0.75 25.76 907 60 635
28 Nov 481.55 11.4 -7.2 24.11 4,073 203 575
27 Nov 467.30 18.6 -0.85 23.93 104 6 372
26 Nov 465.50 19.2 -12.6 23.28 397 79 368
25 Nov 449.05 31.8 -1.85 24.52 71 56 288
24 Nov 446.10 33.3 -0.8 24.48 94 67 230
21 Nov 447.65 33.95 2.9 28.13 35 18 159
20 Nov 451.50 31 1.5 28.26 86 67 140
19 Nov 454.55 29.5 1.8 27.86 16 6 74
18 Nov 457.90 27.7 2.25 27.90 5 2 67
17 Nov 461.70 25.3 -1.45 28.13 18 6 64
14 Nov 459.40 26.75 -4.35 28.13 3 1 57
13 Nov 453.00 31.15 4.55 29.70 20 7 56
12 Nov 459.30 26.4 2.1 27.01 21 7 50
11 Nov 470.60 24.3 -0.6 32.54 1 0 43
10 Nov 463.25 24.9 3.15 27.68 2 0 42
7 Nov 470.20 21.75 -0.25 29.06 1 0 43
6 Nov 471.85 22 0 - 0 0 0
4 Nov 471.00 22 0 28.69 1 0 43
3 Nov 474.75 22 5.25 - 0 4 0
31 Oct 469.65 22 5.25 - 7 3 42
30 Oct 485.25 17 3.55 28.59 13 5 38
29 Oct 495.45 13.55 -22.3 29.55 47 30 32
28 Oct 454.15 35.85 -0.3 34.69 1 0 1
27 Oct 459.35 36.15 -15.65 - 0 0 0
24 Oct 461.40 36.15 -15.65 - 0 0 0
23 Oct 465.55 36.15 -15.65 - 0 0 0
20 Oct 456.35 36.15 -15.65 - 0 0 0
17 Oct 461.55 36.15 -15.65 - 0 0 0
16 Oct 461.30 36.15 -15.65 - 0 0 0
15 Oct 445.35 36.15 -15.65 - 0 0 0
13 Oct 442.45 36.15 -15.65 - 0 0 0
10 Oct 443.65 36.15 -15.65 - 0 0 0
9 Oct 445.90 36.15 -15.65 - 0 1 0
8 Oct 434.85 36.15 -15.65 - 1 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 480 expiring on 30DEC2025

Delta for 480 PE is -0.43

Historical price for 480 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 8.65, which was -1.9 lower than the previous day. The implied volatity was 24.54, the open interest changed by 91 which increased total open position to 863


On 11 Dec VBL was trading at 478.50. The strike last trading price was 9.9, which was -4.4 lower than the previous day. The implied volatity was 25.17, the open interest changed by 105 which increased total open position to 765


On 10 Dec VBL was trading at 472.95. The strike last trading price was 15.35, which was 0.5 higher than the previous day. The implied volatity was 27.51, the open interest changed by 12 which increased total open position to 659


On 9 Dec VBL was trading at 471.55. The strike last trading price was 14.45, which was -1.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by -64 which decreased total open position to 647


On 8 Dec VBL was trading at 469.80. The strike last trading price was 15.75, which was 4.15 higher than the previous day. The implied volatity was 25.76, the open interest changed by -105 which decreased total open position to 714


On 5 Dec VBL was trading at 479.95. The strike last trading price was 11.75, which was -0.3 lower than the previous day. The implied volatity was 26.32, the open interest changed by 53 which increased total open position to 818


On 4 Dec VBL was trading at 479.90. The strike last trading price was 12.5, which was -0.3 lower than the previous day. The implied volatity was 26.88, the open interest changed by 164 which increased total open position to 765


On 3 Dec VBL was trading at 477.50. The strike last trading price was 12.45, which was 1.8 higher than the previous day. The implied volatity was 25.78, the open interest changed by 7 which increased total open position to 602


On 2 Dec VBL was trading at 481.40. The strike last trading price was 10.4, which was -0.1 lower than the previous day. The implied volatity was 24.39, the open interest changed by -36 which decreased total open position to 597


On 1 Dec VBL was trading at 484.15. The strike last trading price was 10.55, which was -0.75 lower than the previous day. The implied volatity was 25.76, the open interest changed by 60 which increased total open position to 635


On 28 Nov VBL was trading at 481.55. The strike last trading price was 11.4, which was -7.2 lower than the previous day. The implied volatity was 24.11, the open interest changed by 203 which increased total open position to 575


On 27 Nov VBL was trading at 467.30. The strike last trading price was 18.6, which was -0.85 lower than the previous day. The implied volatity was 23.93, the open interest changed by 6 which increased total open position to 372


On 26 Nov VBL was trading at 465.50. The strike last trading price was 19.2, which was -12.6 lower than the previous day. The implied volatity was 23.28, the open interest changed by 79 which increased total open position to 368


On 25 Nov VBL was trading at 449.05. The strike last trading price was 31.8, which was -1.85 lower than the previous day. The implied volatity was 24.52, the open interest changed by 56 which increased total open position to 288


On 24 Nov VBL was trading at 446.10. The strike last trading price was 33.3, which was -0.8 lower than the previous day. The implied volatity was 24.48, the open interest changed by 67 which increased total open position to 230


On 21 Nov VBL was trading at 447.65. The strike last trading price was 33.95, which was 2.9 higher than the previous day. The implied volatity was 28.13, the open interest changed by 18 which increased total open position to 159


On 20 Nov VBL was trading at 451.50. The strike last trading price was 31, which was 1.5 higher than the previous day. The implied volatity was 28.26, the open interest changed by 67 which increased total open position to 140


On 19 Nov VBL was trading at 454.55. The strike last trading price was 29.5, which was 1.8 higher than the previous day. The implied volatity was 27.86, the open interest changed by 6 which increased total open position to 74


On 18 Nov VBL was trading at 457.90. The strike last trading price was 27.7, which was 2.25 higher than the previous day. The implied volatity was 27.90, the open interest changed by 2 which increased total open position to 67


On 17 Nov VBL was trading at 461.70. The strike last trading price was 25.3, which was -1.45 lower than the previous day. The implied volatity was 28.13, the open interest changed by 6 which increased total open position to 64


On 14 Nov VBL was trading at 459.40. The strike last trading price was 26.75, which was -4.35 lower than the previous day. The implied volatity was 28.13, the open interest changed by 1 which increased total open position to 57


On 13 Nov VBL was trading at 453.00. The strike last trading price was 31.15, which was 4.55 higher than the previous day. The implied volatity was 29.70, the open interest changed by 7 which increased total open position to 56


On 12 Nov VBL was trading at 459.30. The strike last trading price was 26.4, which was 2.1 higher than the previous day. The implied volatity was 27.01, the open interest changed by 7 which increased total open position to 50


On 11 Nov VBL was trading at 470.60. The strike last trading price was 24.3, which was -0.6 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 43


On 10 Nov VBL was trading at 463.25. The strike last trading price was 24.9, which was 3.15 higher than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 42


On 7 Nov VBL was trading at 470.20. The strike last trading price was 21.75, which was -0.25 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 43


On 6 Nov VBL was trading at 471.85. The strike last trading price was 22, 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 22, which was 0 lower than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 43


On 3 Nov VBL was trading at 474.75. The strike last trading price was 22, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 31 Oct VBL was trading at 469.65. The strike last trading price was 22, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 42


On 30 Oct VBL was trading at 485.25. The strike last trading price was 17, which was 3.55 higher than the previous day. The implied volatity was 28.59, the open interest changed by 5 which increased total open position to 38


On 29 Oct VBL was trading at 495.45. The strike last trading price was 13.55, which was -22.3 lower than the previous day. The implied volatity was 29.55, the open interest changed by 30 which increased total open position to 32


On 28 Oct VBL was trading at 454.15. The strike last trading price was 35.85, which was -0.3 lower than the previous day. The implied volatity was 34.69, the open interest changed by 0 which decreased total open position to 1


On 27 Oct VBL was trading at 459.35. The strike last trading price was 36.15, which was -15.65 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 36.15, which was -15.65 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 36.15, which was -15.65 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 36.15, which was -15.65 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 36.15, which was -15.65 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 36.15, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct VBL was trading at 445.35. The strike last trading price was 36.15, which was -15.65 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 36.15, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct VBL was trading at 443.65. The strike last trading price was 36.15, which was -15.65 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 36.15, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Oct VBL was trading at 434.85. The strike last trading price was 36.15, which was -15.65 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