VBL

Varun Beverages Limited

477.65 -4.10 (-0.85%)

L: 472.5 H: 482

Back to Option Chain

Historical option data for VBL
24 Dec 2025 04:12 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 27-JAN-2026 480 CE
Delta: 0.54 Vega: 0.58 Theta: -0.28 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	477.65	15.6 ₹ 17,550	-4.1 -4612.50	25.08	353 3,97,125	112 1,26,000	418 4,70,250
23 Dec	481.75	18.4 ₹ 20,700	-3.4 -3825.00	27.23	184 2,07,000	39 43,875	307 3,45,375
22 Dec	485.65	22.7 ₹ 25,537.5	9.55 10743.75	27.38	508 5,71,500	108 1,21,500	268 3,01,500
19 Dec	469.40	13.25 ₹ 14,906.25	-1.8 -2025.00	25.33	79 88,875	43 48,375	155 1,74,375
18 Dec	473.60	15.2 ₹ 17,100	1.5 1687.50	25.80	89 1,00,125	21 23,625	111 1,24,875
17 Dec	470.85	13.7 ₹ 15,412.5	-4.75 -5343.75	25.28	31 34,875	10 11,250	90 1,01,250
16 Dec	477.15	18.45 ₹ 20,756.25	0.65 731.25	27.77	26 29,250	6 6,750	79 88,875
15 Dec	477.60	17.8 ₹ 20,025	-2.5 -2812.50	26.10	20 22,500	11 12,375	73 82,125
12 Dec	479.95	20.3 ₹ 22,837.5	0.5 562.50	24.14	13 14,625	1 1,125	53 59,625
11 Dec	478.50	19.8 ₹ 22,275	3.35 3768.75	24.50	13 14,625	-3 -3,375	50 56,250
10 Dec	472.95	16.6 ₹ 18,675	1.3 1462.50	25.88	11 12,375	0 0	51 57,375

9 Dec	471.55	15.3 ₹ 17,212.5	-0.5 -562.50	23.72	30 33,750	16 18,000	51 57,375
8 Dec	469.80	15.8 ₹ 17,775	-5.1 -5737.50	25.00	11 12,375	9 10,125	34 38,250
5 Dec	479.95	20.9 ₹ 23,512.5	-0.85 -956.25	24.10	15 16,875	13 14,625	25 28,125
4 Dec	479.90	21.75 ₹ 24,468.75	-2.65 -2981.25	25.98	7 7,875	5 5,625	11 12,375
3 Dec	477.50	24.4 ₹ 27,450	7.7 8662.50	-	0 0	0 0	0 0
2 Dec	481.40	24.4 ₹ 27,450	7.7 8662.50	-	0 0	0 0	0 0
1 Dec	484.15	24.4 ₹ 27,450	7.7 8662.50	-	0 0	5 5,625	0 0
28 Nov	481.55	24.4 ₹ 27,450	7.7 8662.50	25.92	8 9,000	4 4,500	5 5,625
27 Nov	467.30	16.7 ₹ 18,787.5	-9.65 -10856.25	24.98	1 1,125	0 0	0 0
26 Nov	465.50	26.35 ₹ 29,643.75	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	26.35 ₹ 29,643.75	0 0.00	3.82	0 0	0 0	0 0
19 Nov	454.55	26.35 ₹ 29,643.75	0 0.00	2.47	0 0	0 0	0 0
18 Nov	457.90	26.35 ₹ 29,643.75	0 0.00	2.02	0 0	0 0	0 0
14 Nov	459.40	26.35 ₹ 29,643.75	0 0.00	1.56	0 0	0 0	0 0
7 Nov	470.20	26.35 ₹ 29,643.75	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	26.35 ₹ 29,643.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 480 expiring on 27JAN2026

Delta for 480 CE is 0.54

Historical price for 480 CE is as follows

On 24 Dec VBL was trading at 477.65. The strike last trading price was 15.6, which was -4.1 lower than the previous day. The implied volatity was 25.08, the open interest changed by 112 which increased total open position to 418

On 23 Dec VBL was trading at 481.75. The strike last trading price was 18.4, which was -3.4 lower than the previous day. The implied volatity was 27.23, the open interest changed by 39 which increased total open position to 307

On 22 Dec VBL was trading at 485.65. The strike last trading price was 22.7, which was 9.55 higher than the previous day. The implied volatity was 27.38, the open interest changed by 108 which increased total open position to 268

On 19 Dec VBL was trading at 469.40. The strike last trading price was 13.25, which was -1.8 lower than the previous day. The implied volatity was 25.33, the open interest changed by 43 which increased total open position to 155

On 18 Dec VBL was trading at 473.60. The strike last trading price was 15.2, which was 1.5 higher than the previous day. The implied volatity was 25.80, the open interest changed by 21 which increased total open position to 111

On 17 Dec VBL was trading at 470.85. The strike last trading price was 13.7, which was -4.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by 10 which increased total open position to 90

On 16 Dec VBL was trading at 477.15. The strike last trading price was 18.45, which was 0.65 higher than the previous day. The implied volatity was 27.77, the open interest changed by 6 which increased total open position to 79

On 15 Dec VBL was trading at 477.60. The strike last trading price was 17.8, which was -2.5 lower than the previous day. The implied volatity was 26.10, the open interest changed by 11 which increased total open position to 73

On 12 Dec VBL was trading at 479.95. The strike last trading price was 20.3, which was 0.5 higher than the previous day. The implied volatity was 24.14, the open interest changed by 1 which increased total open position to 53

On 11 Dec VBL was trading at 478.50. The strike last trading price was 19.8, which was 3.35 higher than the previous day. The implied volatity was 24.50, the open interest changed by -3 which decreased total open position to 50

On 10 Dec VBL was trading at 472.95. The strike last trading price was 16.6, which was 1.3 higher than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 51

On 9 Dec VBL was trading at 471.55. The strike last trading price was 15.3, which was -0.5 lower than the previous day. The implied volatity was 23.72, the open interest changed by 16 which increased total open position to 51

On 8 Dec VBL was trading at 469.80. The strike last trading price was 15.8, which was -5.1 lower than the previous day. The implied volatity was 25.00, the open interest changed by 9 which increased total open position to 34

On 5 Dec VBL was trading at 479.95. The strike last trading price was 20.9, which was -0.85 lower than the previous day. The implied volatity was 24.10, the open interest changed by 13 which increased total open position to 25

On 4 Dec VBL was trading at 479.90. The strike last trading price was 21.75, which was -2.65 lower than the previous day. The implied volatity was 25.98, the open interest changed by 5 which increased total open position to 11

On 3 Dec VBL was trading at 477.50. The strike last trading price was 24.4, which was 7.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec VBL was trading at 481.40. The strike last trading price was 24.4, which was 7.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec VBL was trading at 484.15. The strike last trading price was 24.4, which was 7.7 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 28 Nov VBL was trading at 481.55. The strike last trading price was 24.4, which was 7.7 higher than the previous day. The implied volatity was 25.92, the open interest changed by 4 which increased total open position to 5

On 27 Nov VBL was trading at 467.30. The strike last trading price was 16.7, which was -9.65 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 0

On 26 Nov VBL was trading at 465.50. The strike last trading price was 26.35, 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 24 Nov VBL was trading at 446.10. The strike last trading price was 26.35, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0

On 19 Nov VBL was trading at 454.55. The strike last trading price was 26.35, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0

On 18 Nov VBL was trading at 457.90. The strike last trading price was 26.35, which was 0 lower than the previous day. The implied volatity was 2.02, 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 26.35, which was 0 lower than the previous day. The implied volatity was 1.56, 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 26.35, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 26.35, 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 27JAN2026 480 PE
Delta: -0.46 Vega: 0.58 Theta: -0.17 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	477.65	14.7 ₹ 16,537.5	1.85 2081.25	27.07	165 1,85,625	56 63,000	322 3,62,250
23 Dec	481.75	13.9 ₹ 15,637.5	2.2 2475.00	27.19	143 1,60,875	61 68,625	264 2,97,000
22 Dec	485.65	11.6 ₹ 13,050	-7.2 -8100.00	27.57	192 2,16,000	112 1,26,000	200 2,25,000
19 Dec	469.40	18.7 ₹ 21,037.5	1.4 1575.00	26.15	9 10,125	1 1,125	89 1,00,125
18 Dec	473.60	17.3 ₹ 19,462.5	-0.85 -956.25	26.09	49 55,125	30 33,750	87 97,875
17 Dec	470.85	18.15 ₹ 20,418.75	2.15 2418.75	24.82	6 6,750	1 1,125	56 63,000
16 Dec	477.15	16 ₹ 18,000	1 1125.00	25.81	63 70,875	-12 -13,500	54 60,750
15 Dec	477.60	15 ₹ 16,875	0 0.00	24.29	1 1,125	0 0	65 73,125
12 Dec	479.95	15 ₹ 16,875	-3.5 -3937.50	26.78	3 3,375	1 1,125	65 73,125
11 Dec	478.50	18.5 ₹ 20,812.5	-1 -1125.00	-	0 0	0 0	64 72,000
10 Dec	472.95	18.5 ₹ 20,812.5	-1 -1125.00	25.40	1 1,125	0 0	64 72,000
9 Dec	471.55	19.5 ₹ 21,937.5	-0.6 -675.00	26.62	5 5,625	0 0	64 72,000
8 Dec	469.80	19.85 ₹ 22,331.25	3.85 4331.25	26.05	2 2,250	0 0	64 72,000
5 Dec	479.95	16 ₹ 18,000	-0.3 -337.50	26.36	21 23,625	18 20,250	64 72,000
4 Dec	479.90	16.3 ₹ 18,337.5	-0.2 -225.00	26.26	37 41,625	15 16,875	45 50,625
3 Dec	477.50	16.5 ₹ 18,562.5	1.35 1518.75	25.97	6 6,750	2 2,250	29 32,625
2 Dec	481.40	15.15 ₹ 17,043.75	-0.4 -450.00	25.92	2 2,250	0 0	27 30,375
1 Dec	484.15	15.55 ₹ 17,493.75	0.2 225.00	27.29	3 3,375	2 2,250	26 29,250
28 Nov	481.55	15.35 ₹ 17,268.75	-29.6 -33300.00	24.97	32 36,000	24 27,000	24 27,000
27 Nov	467.30	44.95 ₹ 50,568.75	0 0.00	-	0 0	0 0	0 0
26 Nov	465.50	44.95 ₹ 50,568.75	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	44.95 ₹ 50,568.75	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	44.95 ₹ 50,568.75	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	44.95 ₹ 50,568.75	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	44.95 ₹ 50,568.75	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	44.95 ₹ 50,568.75	0 0.00	0.28	0 0	0 0	0 0
4 Nov	471.00	44.95 ₹ 50,568.75	0 0.00	0.30	0 0	0 0	0 0

For Varun Beverages Limited - strike price 480 expiring on 27JAN2026

Delta for 480 PE is -0.46

Historical price for 480 PE is as follows

On 24 Dec VBL was trading at 477.65. The strike last trading price was 14.7, which was 1.85 higher than the previous day. The implied volatity was 27.07, the open interest changed by 56 which increased total open position to 322

On 23 Dec VBL was trading at 481.75. The strike last trading price was 13.9, which was 2.2 higher than the previous day. The implied volatity was 27.19, the open interest changed by 61 which increased total open position to 264

On 22 Dec VBL was trading at 485.65. The strike last trading price was 11.6, which was -7.2 lower than the previous day. The implied volatity was 27.57, the open interest changed by 112 which increased total open position to 200

On 19 Dec VBL was trading at 469.40. The strike last trading price was 18.7, which was 1.4 higher than the previous day. The implied volatity was 26.15, the open interest changed by 1 which increased total open position to 89

On 18 Dec VBL was trading at 473.60. The strike last trading price was 17.3, which was -0.85 lower than the previous day. The implied volatity was 26.09, the open interest changed by 30 which increased total open position to 87

On 17 Dec VBL was trading at 470.85. The strike last trading price was 18.15, which was 2.15 higher than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 56

On 16 Dec VBL was trading at 477.15. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 25.81, the open interest changed by -12 which decreased total open position to 54

On 15 Dec VBL was trading at 477.60. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 65

On 12 Dec VBL was trading at 479.95. The strike last trading price was 15, which was -3.5 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 65

On 11 Dec VBL was trading at 478.50. The strike last trading price was 18.5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 10 Dec VBL was trading at 472.95. The strike last trading price was 18.5, which was -1 lower than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 64

On 9 Dec VBL was trading at 471.55. The strike last trading price was 19.5, which was -0.6 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 64

On 8 Dec VBL was trading at 469.80. The strike last trading price was 19.85, which was 3.85 higher than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 64

On 5 Dec VBL was trading at 479.95. The strike last trading price was 16, which was -0.3 lower than the previous day. The implied volatity was 26.36, the open interest changed by 18 which increased total open position to 64

On 4 Dec VBL was trading at 479.90. The strike last trading price was 16.3, which was -0.2 lower than the previous day. The implied volatity was 26.26, the open interest changed by 15 which increased total open position to 45

On 3 Dec VBL was trading at 477.50. The strike last trading price was 16.5, which was 1.35 higher than the previous day. The implied volatity was 25.97, the open interest changed by 2 which increased total open position to 29

On 2 Dec VBL was trading at 481.40. The strike last trading price was 15.15, which was -0.4 lower than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 27

On 1 Dec VBL was trading at 484.15. The strike last trading price was 15.55, which was 0.2 higher than the previous day. The implied volatity was 27.29, the open interest changed by 2 which increased total open position to 26

On 28 Nov VBL was trading at 481.55. The strike last trading price was 15.35, which was -29.6 lower than the previous day. The implied volatity was 24.97, the open interest changed by 24 which increased total open position to 24

On 27 Nov VBL was trading at 467.30. The strike last trading price was 44.95, 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 26 Nov VBL was trading at 465.50. The strike last trading price was 44.95, 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 Nov VBL was trading at 446.10. The strike last trading price was 44.95, 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 Nov VBL was trading at 454.55. The strike last trading price was 44.95, 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 18 Nov VBL was trading at 457.90. The strike last trading price was 44.95, 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 44.95, 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 44.95, which was 0 lower than the previous day. The implied volatity was 0.28, 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 44.95, which was 0 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0

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