VBL

Varun Beverages Limited

479.95 +1.45 (0.30%)

L: 473.45 H: 481.55

Back to Option Chain

Historical option data for VBL
12 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 30-DEC-2025 485 CE
Delta: 0.49 Vega: 0.43 Theta: -0.35 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	9.8 ₹ 10,045	0.6 615.00	24.35	1,297 13,29,425	22 22,550	508 5,20,700
11 Dec	478.50	9.65 ₹ 9,891.25	1.8 1845.00	25.09	790 8,09,750	28 28,700	508 5,20,700
10 Dec	472.95	7.35 ₹ 7,533.75	-0.25 -256.25	26.96	555 5,68,875	3 3,075	480 4,92,000
9 Dec	471.55	7.55 ₹ 7,738.75	0.75 768.75	26.75	1,091 11,18,275	-89 -91,225	481 4,93,025
8 Dec	469.80	6.85 ₹ 7,021.25	-4.6 -4715.00	25.47	885 9,07,125	-36 -36,900	577 5,91,425
5 Dec	479.95	11.1 ₹ 11,377.5	-0.85 -871.25	24.15	779 7,98,475	77 78,925	613 6,28,325
4 Dec	479.90	11.35 ₹ 11,633.75	0.7 717.50	24.62	3,404 34,89,100	45 46,125	537 5,50,425
3 Dec	477.50	11.1 ₹ 11,377.5	-1.9 -1947.50	24.21	1,163 11,92,075	23 23,575	491 5,03,275
2 Dec	481.40	13.25 ₹ 13,581.25	-0.65 -666.25	24.52	800 8,20,000	32 32,800	469 4,80,725
1 Dec	484.15	13.65 ₹ 13,991.25	-0.25 -256.25	22.95	1,746 17,89,650	-6 -6,150	448 4,59,200
28 Nov	481.55	13.55 ₹ 13,888.75	6.6 6765.00	24.10	6,801 69,71,025	315 3,22,875	456 4,67,400
27 Nov	467.30	6.9 ₹ 7,072.5	0.25 256.25	22.43	206 2,11,150	29 29,725	140 1,43,500
26 Nov	465.50	6.5 ₹ 6,662.5	3.9 3997.50	22.15	452 4,63,300	91 93,275	110 1,12,750

25 Nov	449.05	2.6 ₹ 2,665	-15.55 -15938.75	22.28	34 34,850	17 17,425	17 17,425
24 Nov	446.10	18.15 ₹ 18,603.75	0 0.00	6.59	0 0	0 0	0 0
21 Nov	447.65	18.15 ₹ 18,603.75	0 0.00	6.24	0 0	0 0	0 0
20 Nov	451.50	18.15 ₹ 18,603.75	0 0.00	5.33	0 0	0 0	0 0
19 Nov	454.55	18.15 ₹ 18,603.75	0 0.00	4.87	0 0	0 0	0 0
18 Nov	457.90	18.15 ₹ 18,603.75	0 0.00	4.15	0 0	0 0	0 0
17 Nov	461.70	18.15 ₹ 18,603.75	0 0.00	3.39	0 0	0 0	0 0
14 Nov	459.40	18.15 ₹ 18,603.75	0 0.00	3.55	0 0	0 0	0 0
13 Nov	453.00	18.15 ₹ 18,603.75	0 0.00	4.45	0 0	0 0	0 0
12 Nov	459.30	18.15 ₹ 18,603.75	0 0.00	3.47	0 0	0 0	0 0
11 Nov	470.60	18.15 ₹ 18,603.75	0 0.00	1.53	0 0	0 0	0 0
10 Nov	463.25	18.15 ₹ 18,603.75	0 0.00	2.71	0 0	0 0	0 0
7 Nov	470.20	18.15 ₹ 18,603.75	0 0.00	1.15	0 0	0 0	0 0
6 Nov	471.85	18.15 ₹ 18,603.75	0 0.00	1.04	0 0	0 0	0 0
4 Nov	471.00	18.15 ₹ 18,603.75	0 0.00	1.10	0 0	0 0	0 0
3 Nov	474.75	18.15 ₹ 18,603.75	0 0.00	0.36	0 0	0 0	0 0
31 Oct	469.65	18.15 ₹ 18,603.75	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	18.15 ₹ 18,603.75	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	18.15 ₹ 18,603.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 485 expiring on 30DEC2025

Delta for 485 CE is 0.49

Historical price for 485 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 9.8, which was 0.6 higher than the previous day. The implied volatity was 24.35, the open interest changed by 22 which increased total open position to 508

On 11 Dec VBL was trading at 478.50. The strike last trading price was 9.65, which was 1.8 higher than the previous day. The implied volatity was 25.09, the open interest changed by 28 which increased total open position to 508

On 10 Dec VBL was trading at 472.95. The strike last trading price was 7.35, which was -0.25 lower than the previous day. The implied volatity was 26.96, the open interest changed by 3 which increased total open position to 480

On 9 Dec VBL was trading at 471.55. The strike last trading price was 7.55, which was 0.75 higher than the previous day. The implied volatity was 26.75, the open interest changed by -89 which decreased total open position to 481

On 8 Dec VBL was trading at 469.80. The strike last trading price was 6.85, which was -4.6 lower than the previous day. The implied volatity was 25.47, the open interest changed by -36 which decreased total open position to 577

On 5 Dec VBL was trading at 479.95. The strike last trading price was 11.1, which was -0.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by 77 which increased total open position to 613

On 4 Dec VBL was trading at 479.90. The strike last trading price was 11.35, which was 0.7 higher than the previous day. The implied volatity was 24.62, the open interest changed by 45 which increased total open position to 537

On 3 Dec VBL was trading at 477.50. The strike last trading price was 11.1, which was -1.9 lower than the previous day. The implied volatity was 24.21, the open interest changed by 23 which increased total open position to 491

On 2 Dec VBL was trading at 481.40. The strike last trading price was 13.25, which was -0.65 lower than the previous day. The implied volatity was 24.52, the open interest changed by 32 which increased total open position to 469

On 1 Dec VBL was trading at 484.15. The strike last trading price was 13.65, which was -0.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by -6 which decreased total open position to 448

On 28 Nov VBL was trading at 481.55. The strike last trading price was 13.55, which was 6.6 higher than the previous day. The implied volatity was 24.10, the open interest changed by 315 which increased total open position to 456

On 27 Nov VBL was trading at 467.30. The strike last trading price was 6.9, which was 0.25 higher than the previous day. The implied volatity was 22.43, the open interest changed by 29 which increased total open position to 140

On 26 Nov VBL was trading at 465.50. The strike last trading price was 6.5, which was 3.9 higher than the previous day. The implied volatity was 22.15, the open interest changed by 91 which increased total open position to 110

On 25 Nov VBL was trading at 449.05. The strike last trading price was 2.6, which was -15.55 lower than the previous day. The implied volatity was 22.28, the open interest changed by 17 which increased total open position to 17

On 24 Nov VBL was trading at 446.10. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 6.59, 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 18.15, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 5.33, 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 18.15, which was 0 lower than the previous day. The implied volatity was 4.87, 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 18.15, which was 0 lower than the previous day. The implied volatity was 4.15, 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 18.15, which was 0 lower than the previous day. The implied volatity was 3.39, 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 18.15, which was 0 lower than the previous day. The implied volatity was 3.55, 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 18.15, which was 0 lower than the previous day. The implied volatity was 4.45, 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 18.15, which was 0 lower than the previous day. The implied volatity was 3.47, 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 18.15, which was 0 lower than the previous day. The implied volatity was 1.53, 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 18.15, which was 0 lower than the previous day. The implied volatity was 2.71, 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 18.15, which was 0 lower than the previous day. The implied volatity was 1.15, 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 18.15, which was 0 lower than the previous day. The implied volatity was 1.04, 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 18.15, which was 0 lower than the previous day. The implied volatity was 1.10, 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 18.15, which was 0 lower than the previous day. The implied volatity was 0.36, 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 18.15, 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 18.15, 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 18.15, 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 485 PE
Delta: -0.51 Vega: 0.43 Theta: -0.23 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	11.35 ₹ 11,633.75	-1.95 -1998.75	25.14	302 3,09,550	30 30,750	323 3,31,075
11 Dec	478.50	12.2 ₹ 12,505	-5.25 -5381.25	24.56	179 1,83,475	3 3,075	290 2,97,250
10 Dec	472.95	18.25 ₹ 18,706.25	0.2 205.00	27.08	103 1,05,575	14 14,350	287 2,94,175
9 Dec	471.55	17.85 ₹ 18,296.25	-1.6 -1640.00	25.54	148 1,51,700	-11 -11,275	273 2,79,825
8 Dec	469.80	19.15 ₹ 19,628.75	4.95 5073.75	26.32	157 1,60,925	-50 -51,250	284 2,91,100
5 Dec	479.95	14.35 ₹ 14,708.75	-0.4 -410.00	26.47	215 2,20,375	-39 -39,975	334 3,42,350
4 Dec	479.90	14.95 ₹ 15,323.75	-0.7 -717.50	26.67	844 8,65,100	114 1,16,850	376 3,85,400
3 Dec	477.50	15 ₹ 15,375	1.9 1947.50	25.70	428 4,38,700	-37 -37,925	262 2,68,550
2 Dec	481.40	12.75 ₹ 13,068.75	-0.25 -256.25	24.35	338 3,46,450	-27 -27,675	302 3,09,550
1 Dec	484.15	12.95 ₹ 13,273.75	-0.8 -820.00	25.98	517 5,29,925	31 31,775	329 3,37,225
28 Nov	481.55	13.85 ₹ 14,196.25	-8.35 -8558.75	24.16	1,761 18,05,025	279 2,85,975	299 3,06,475
27 Nov	467.30	22.05 ₹ 22,601.25	-10.9 -11172.50	24.39	48 49,200	7 7,175	19 19,475
26 Nov	465.50	32.95 ₹ 33,773.75	5.1 5227.50	-	0 0	0 0	0 0
25 Nov	449.05	32.95 ₹ 33,773.75	5.1 5227.50	-	0 0	0 0	0 0
24 Nov	446.10	32.95 ₹ 33,773.75	5.1 5227.50	-	0 0	0 0	0 0
21 Nov	447.65	32.95 ₹ 33,773.75	5.1 5227.50	-	0 0	0 0	0 0
20 Nov	451.50	32.95 ₹ 33,773.75	5.1 5227.50	-	0 0	0 0	0 0
19 Nov	454.55	32.95 ₹ 33,773.75	5.1 5227.50	27.67	5 5,125	0 0	12 12,300
18 Nov	457.90	27.85 ₹ 28,546.25	9.95 10198.75	-	0 0	0 0	0 0
17 Nov	461.70	27.85 ₹ 28,546.25	9.95 10198.75	-	0 0	0 0	0 0
14 Nov	459.40	27.85 ₹ 28,546.25	9.95 10198.75	-	0 0	0 0	0 0
13 Nov	453.00	27.85 ₹ 28,546.25	9.95 10198.75	-	0 0	-1 -1,025	0 0
12 Nov	459.30	27.85 ₹ 28,546.25	9.95 10198.75	23.93	1 1,025	0 0	13 13,325
11 Nov	470.60	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
10 Nov	463.25	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
7 Nov	470.20	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
6 Nov	471.85	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
4 Nov	471.00	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
3 Nov	474.75	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
31 Oct	469.65	17.9 ₹ 18,347.5	2.4 2460.00	-	0 0	0 0	0 0
30 Oct	485.25	17.9 ₹ 18,347.5	2.4 2460.00	26.84	1 1,025	0 0	13 13,325
29 Oct	495.45	15.5 ₹ 15,887.5	-28.4 -29110.00	29.64	19 19,475	13 13,325	13 13,325

For Varun Beverages Limited - strike price 485 expiring on 30DEC2025

Delta for 485 PE is -0.51

Historical price for 485 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 11.35, which was -1.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 30 which increased total open position to 323

On 11 Dec VBL was trading at 478.50. The strike last trading price was 12.2, which was -5.25 lower than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 290

On 10 Dec VBL was trading at 472.95. The strike last trading price was 18.25, which was 0.2 higher than the previous day. The implied volatity was 27.08, the open interest changed by 14 which increased total open position to 287

On 9 Dec VBL was trading at 471.55. The strike last trading price was 17.85, which was -1.6 lower than the previous day. The implied volatity was 25.54, the open interest changed by -11 which decreased total open position to 273

On 8 Dec VBL was trading at 469.80. The strike last trading price was 19.15, which was 4.95 higher than the previous day. The implied volatity was 26.32, the open interest changed by -50 which decreased total open position to 284

On 5 Dec VBL was trading at 479.95. The strike last trading price was 14.35, which was -0.4 lower than the previous day. The implied volatity was 26.47, the open interest changed by -39 which decreased total open position to 334

On 4 Dec VBL was trading at 479.90. The strike last trading price was 14.95, which was -0.7 lower than the previous day. The implied volatity was 26.67, the open interest changed by 114 which increased total open position to 376

On 3 Dec VBL was trading at 477.50. The strike last trading price was 15, which was 1.9 higher than the previous day. The implied volatity was 25.70, the open interest changed by -37 which decreased total open position to 262

On 2 Dec VBL was trading at 481.40. The strike last trading price was 12.75, which was -0.25 lower than the previous day. The implied volatity was 24.35, the open interest changed by -27 which decreased total open position to 302

On 1 Dec VBL was trading at 484.15. The strike last trading price was 12.95, which was -0.8 lower than the previous day. The implied volatity was 25.98, the open interest changed by 31 which increased total open position to 329

On 28 Nov VBL was trading at 481.55. The strike last trading price was 13.85, which was -8.35 lower than the previous day. The implied volatity was 24.16, the open interest changed by 279 which increased total open position to 299

On 27 Nov VBL was trading at 467.30. The strike last trading price was 22.05, which was -10.9 lower than the previous day. The implied volatity was 24.39, the open interest changed by 7 which increased total open position to 19

On 26 Nov VBL was trading at 465.50. The strike last trading price was 32.95, which was 5.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov VBL was trading at 449.05. The strike last trading price was 32.95, which was 5.1 higher 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 32.95, which was 5.1 higher 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 32.95, which was 5.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 32.95, which was 5.1 higher 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 32.95, which was 5.1 higher than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 12

On 18 Nov VBL was trading at 457.90. The strike last trading price was 27.85, which was 9.95 higher than the previous day. The implied volatity was -, 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 27.85, which was 9.95 higher 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 27.85, which was 9.95 higher 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 27.85, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 12 Nov VBL was trading at 459.30. The strike last trading price was 27.85, which was 9.95 higher than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 13

On 11 Nov VBL was trading at 470.60. The strike last trading price was 17.9, which was 2.4 higher 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 17.9, which was 2.4 higher 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 17.9, which was 2.4 higher than the previous day. The implied volatity was -, 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 17.9, which was 2.4 higher 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 17.9, which was 2.4 higher 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 17.9, which was 2.4 higher than the previous day. The implied volatity was -, 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 17.9, which was 2.4 higher 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 17.9, which was 2.4 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 13

On 29 Oct VBL was trading at 495.45. The strike last trading price was 15.5, which was -28.4 lower than the previous day. The implied volatity was 29.64, the open interest changed by 13 which increased total open position to 13

Related Pages for VBL

VBL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD