VBL
Varun Beverages Limited
Historical option data for VBL
09 Jan 2026 04:13 PM IST
| VBL 27-JAN-2026 490 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.43
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 489.00 | 11.3 | -8.1 | 25.67 | 568 | 77 | 445 | |||||||||
| 8 Jan | 500.90 | 18.15 | -7.6 | 23.02 | 330 | -35 | 368 | |||||||||
| 7 Jan | 509.70 | 27.4 | 8.4 | 27.38 | 766 | -141 | 402 | |||||||||
| 6 Jan | 498.85 | 21.1 | 7.8 | 28.30 | 3,473 | -40 | 547 | |||||||||
| 5 Jan | 488.70 | 13 | -3.15 | 25.84 | 1,283 | 85 | 583 | |||||||||
| 2 Jan | 493.80 | 16.15 | 0.25 | 24.29 | 1,712 | -36 | 498 | |||||||||
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| 1 Jan | 491.75 | 15.65 | 0.8 | 25.54 | 1,182 | -46 | 540 | |||||||||
| 31 Dec | 489.85 | 15.3 | 1.85 | 25.33 | 2,052 | 141 | 585 | |||||||||
| 30 Dec | 484.45 | 13.6 | 0.55 | 27.06 | 1,473 | 38 | 455 | |||||||||
| 29 Dec | 482.70 | 12.8 | -1.1 | 26.70 | 1,612 | 186 | 412 | |||||||||
| 26 Dec | 482.85 | 14 | 2.4 | 26.45 | 246 | 13 | 227 | |||||||||
| 24 Dec | 477.65 | 11.65 | -2.95 | 26.03 | 118 | 41 | 214 | |||||||||
| 23 Dec | 481.75 | 13.9 | -3 | 27.63 | 117 | 55 | 172 | |||||||||
| 22 Dec | 485.65 | 17.5 | 7.95 | 27.67 | 116 | 47 | 111 | |||||||||
| 19 Dec | 469.40 | 9.55 | -1.8 | 25.52 | 22 | 18 | 63 | |||||||||
| 18 Dec | 473.60 | 11.3 | 1.4 | 26.17 | 47 | 33 | 45 | |||||||||
| 17 Dec | 470.85 | 9.9 | -5.85 | 25.35 | 12 | 8 | 11 | |||||||||
| 16 Dec | 477.15 | 15.75 | -7.05 | 30.48 | 3 | 2 | 2 | |||||||||
| 15 Dec | 477.60 | 22.8 | 0 | 1.38 | 0 | 0 | 0 | |||||||||
| 12 Dec | 479.95 | 22.8 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 11 Dec | 478.50 | 22.8 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
| 10 Dec | 472.95 | 22.8 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 9 Dec | 471.55 | 22.8 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 8 Dec | 469.80 | 22.8 | 0 | 2.30 | 0 | 0 | 0 | |||||||||
| 5 Dec | 479.95 | 22.8 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 4 Dec | 479.90 | 22.8 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 3 Dec | 477.50 | 22.8 | 0 | 0.80 | 0 | 0 | 0 | |||||||||
| 2 Dec | 481.40 | 22.8 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 1 Dec | 484.15 | 22.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 481.55 | 22.8 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 27 Nov | 467.30 | 22.8 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
| 26 Nov | 465.50 | 22.8 | 0 | 2.56 | 0 | 0 | 0 | |||||||||
| 24 Nov | 446.10 | 22.8 | 0 | 4.84 | 0 | 0 | 0 | |||||||||
| 19 Nov | 454.55 | 22.8 | 0 | 3.87 | 0 | 0 | 0 | |||||||||
| 18 Nov | 457.90 | 22.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 459.40 | 22.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 470.20 | 22.8 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 4 Nov | 471.00 | 22.8 | 0 | 1.04 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 490 expiring on 27JAN2026
Delta for 490 CE is 0.52
Historical price for 490 CE is as follows
On 9 Jan VBL was trading at 489.00. The strike last trading price was 11.3, which was -8.1 lower than the previous day. The implied volatity was 25.67, the open interest changed by 77 which increased total open position to 445
On 8 Jan VBL was trading at 500.90. The strike last trading price was 18.15, which was -7.6 lower than the previous day. The implied volatity was 23.02, the open interest changed by -35 which decreased total open position to 368
On 7 Jan VBL was trading at 509.70. The strike last trading price was 27.4, which was 8.4 higher than the previous day. The implied volatity was 27.38, the open interest changed by -141 which decreased total open position to 402
On 6 Jan VBL was trading at 498.85. The strike last trading price was 21.1, which was 7.8 higher than the previous day. The implied volatity was 28.30, the open interest changed by -40 which decreased total open position to 547
On 5 Jan VBL was trading at 488.70. The strike last trading price was 13, which was -3.15 lower than the previous day. The implied volatity was 25.84, the open interest changed by 85 which increased total open position to 583
On 2 Jan VBL was trading at 493.80. The strike last trading price was 16.15, which was 0.25 higher than the previous day. The implied volatity was 24.29, the open interest changed by -36 which decreased total open position to 498
On 1 Jan VBL was trading at 491.75. The strike last trading price was 15.65, which was 0.8 higher than the previous day. The implied volatity was 25.54, the open interest changed by -46 which decreased total open position to 540
On 31 Dec VBL was trading at 489.85. The strike last trading price was 15.3, which was 1.85 higher than the previous day. The implied volatity was 25.33, the open interest changed by 141 which increased total open position to 585
On 30 Dec VBL was trading at 484.45. The strike last trading price was 13.6, which was 0.55 higher than the previous day. The implied volatity was 27.06, the open interest changed by 38 which increased total open position to 455
On 29 Dec VBL was trading at 482.70. The strike last trading price was 12.8, which was -1.1 lower than the previous day. The implied volatity was 26.70, the open interest changed by 186 which increased total open position to 412
On 26 Dec VBL was trading at 482.85. The strike last trading price was 14, which was 2.4 higher than the previous day. The implied volatity was 26.45, the open interest changed by 13 which increased total open position to 227
On 24 Dec VBL was trading at 477.65. The strike last trading price was 11.65, which was -2.95 lower than the previous day. The implied volatity was 26.03, the open interest changed by 41 which increased total open position to 214
On 23 Dec VBL was trading at 481.75. The strike last trading price was 13.9, which was -3 lower than the previous day. The implied volatity was 27.63, the open interest changed by 55 which increased total open position to 172
On 22 Dec VBL was trading at 485.65. The strike last trading price was 17.5, which was 7.95 higher than the previous day. The implied volatity was 27.67, the open interest changed by 47 which increased total open position to 111
On 19 Dec VBL was trading at 469.40. The strike last trading price was 9.55, which was -1.8 lower than the previous day. The implied volatity was 25.52, the open interest changed by 18 which increased total open position to 63
On 18 Dec VBL was trading at 473.60. The strike last trading price was 11.3, which was 1.4 higher than the previous day. The implied volatity was 26.17, the open interest changed by 33 which increased total open position to 45
On 17 Dec VBL was trading at 470.85. The strike last trading price was 9.9, which was -5.85 lower than the previous day. The implied volatity was 25.35, the open interest changed by 8 which increased total open position to 11
On 16 Dec VBL was trading at 477.15. The strike last trading price was 15.75, which was -7.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 2
On 15 Dec VBL was trading at 477.60. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 12 Dec VBL was trading at 479.95. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 11 Dec VBL was trading at 478.50. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 10 Dec VBL was trading at 472.95. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 9 Dec VBL was trading at 471.55. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 8 Dec VBL was trading at 469.80. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 5 Dec VBL was trading at 479.95. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 4 Dec VBL was trading at 479.90. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VBL was trading at 477.50. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.80, 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 22.8, which was 0 lower than the previous day. The implied volatity was 0.17, 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 22.8, 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 28 Nov VBL was trading at 481.55. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 27 Nov VBL was trading at 467.30. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 2.36, 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 22.8, which was 0 lower than the previous day. The implied volatity was 2.56, 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 22.8, which was 0 lower than the previous day. The implied volatity was 4.84, 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 22.8, which was 0 lower than the previous day. The implied volatity was 3.87, 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 22.8, 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 22.8, 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 22.8, which was 0 lower than the previous day. The implied volatity was 1.13, 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 22.8, 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
| VBL 27JAN2026 490 PE | |||||||
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Delta: -0.48
Vega: 0.43
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 489.00 | 10.5 | 3.7 | 24.77 | 952 | -23 | 420 |
| 8 Jan | 500.90 | 7.05 | 2.55 | 27.82 | 602 | -21 | 439 |
| 7 Jan | 509.70 | 4.25 | -4 | 26.90 | 989 | 87 | 472 |
| 6 Jan | 498.85 | 7.2 | -5 | 27.06 | 1,330 | 59 | 385 |
| 5 Jan | 488.70 | 12.5 | 2.05 | 27.51 | 413 | 26 | 330 |
| 2 Jan | 493.80 | 10.6 | -0.45 | 26.88 | 594 | 22 | 301 |
| 1 Jan | 491.75 | 11.05 | -1.7 | 25.31 | 363 | 9 | 281 |
| 31 Dec | 489.85 | 12.75 | -3.15 | 27.35 | 452 | 45 | 271 |
| 30 Dec | 484.45 | 15.7 | -2.3 | 27.52 | 517 | 57 | 225 |
| 29 Dec | 482.70 | 18 | 0.95 | 29.62 | 369 | 89 | 169 |
| 26 Dec | 482.85 | 16.95 | -3.3 | 27.54 | 40 | 23 | 79 |
| 24 Dec | 477.65 | 20.05 | 1.1 | 26.98 | 20 | 12 | 56 |
| 23 Dec | 481.75 | 19.4 | 3.3 | 27.76 | 21 | 15 | 42 |
| 22 Dec | 485.65 | 16.1 | -35.15 | 27.52 | 30 | 22 | 22 |
| 19 Dec | 469.40 | 51.25 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 473.60 | 51.25 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 470.85 | 51.25 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 477.15 | 51.25 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 477.60 | 51.25 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 479.95 | 51.25 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 478.50 | 51.25 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 472.95 | 51.25 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 471.55 | 51.25 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 469.80 | 51.25 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 479.95 | 51.25 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 479.90 | 51.25 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 477.50 | 51.25 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 481.40 | 51.25 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 484.15 | 51.25 | 0 | 0.12 | 0 | 0 | 0 |
| 28 Nov | 481.55 | 51.25 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 467.30 | 51.25 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 465.50 | 51.25 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 446.10 | 51.25 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 454.55 | 51.25 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 457.90 | 51.25 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 459.40 | 51.25 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 470.20 | 51.25 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 471.00 | 51.25 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 490 expiring on 27JAN2026
Delta for 490 PE is -0.48
Historical price for 490 PE is as follows
On 9 Jan VBL was trading at 489.00. The strike last trading price was 10.5, which was 3.7 higher than the previous day. The implied volatity was 24.77, the open interest changed by -23 which decreased total open position to 420
On 8 Jan VBL was trading at 500.90. The strike last trading price was 7.05, which was 2.55 higher than the previous day. The implied volatity was 27.82, the open interest changed by -21 which decreased total open position to 439
On 7 Jan VBL was trading at 509.70. The strike last trading price was 4.25, which was -4 lower than the previous day. The implied volatity was 26.90, the open interest changed by 87 which increased total open position to 472
On 6 Jan VBL was trading at 498.85. The strike last trading price was 7.2, which was -5 lower than the previous day. The implied volatity was 27.06, the open interest changed by 59 which increased total open position to 385
On 5 Jan VBL was trading at 488.70. The strike last trading price was 12.5, which was 2.05 higher than the previous day. The implied volatity was 27.51, the open interest changed by 26 which increased total open position to 330
On 2 Jan VBL was trading at 493.80. The strike last trading price was 10.6, which was -0.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by 22 which increased total open position to 301
On 1 Jan VBL was trading at 491.75. The strike last trading price was 11.05, which was -1.7 lower than the previous day. The implied volatity was 25.31, the open interest changed by 9 which increased total open position to 281
On 31 Dec VBL was trading at 489.85. The strike last trading price was 12.75, which was -3.15 lower than the previous day. The implied volatity was 27.35, the open interest changed by 45 which increased total open position to 271
On 30 Dec VBL was trading at 484.45. The strike last trading price was 15.7, which was -2.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by 57 which increased total open position to 225
On 29 Dec VBL was trading at 482.70. The strike last trading price was 18, which was 0.95 higher than the previous day. The implied volatity was 29.62, the open interest changed by 89 which increased total open position to 169
On 26 Dec VBL was trading at 482.85. The strike last trading price was 16.95, which was -3.3 lower than the previous day. The implied volatity was 27.54, the open interest changed by 23 which increased total open position to 79
On 24 Dec VBL was trading at 477.65. The strike last trading price was 20.05, which was 1.1 higher than the previous day. The implied volatity was 26.98, the open interest changed by 12 which increased total open position to 56
On 23 Dec VBL was trading at 481.75. The strike last trading price was 19.4, which was 3.3 higher than the previous day. The implied volatity was 27.76, the open interest changed by 15 which increased total open position to 42
On 22 Dec VBL was trading at 485.65. The strike last trading price was 16.1, which was -35.15 lower than the previous day. The implied volatity was 27.52, the open interest changed by 22 which increased total open position to 22
On 19 Dec VBL was trading at 469.40. The strike last trading price was 51.25, 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 18 Dec VBL was trading at 473.60. The strike last trading price was 51.25, 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 17 Dec VBL was trading at 470.85. The strike last trading price was 51.25, 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 Dec VBL was trading at 477.15. The strike last trading price was 51.25, 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 Dec VBL was trading at 477.60. The strike last trading price was 51.25, 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 12 Dec VBL was trading at 479.95. The strike last trading price was 51.25, 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 11 Dec VBL was trading at 478.50. The strike last trading price was 51.25, 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 10 Dec VBL was trading at 472.95. The strike last trading price was 51.25, 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 9 Dec VBL was trading at 471.55. The strike last trading price was 51.25, 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 8 Dec VBL was trading at 469.80. The strike last trading price was 51.25, 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 5 Dec VBL was trading at 479.95. The strike last trading price was 51.25, 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 4 Dec VBL was trading at 479.90. The strike last trading price was 51.25, 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 3 Dec VBL was trading at 477.50. The strike last trading price was 51.25, 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 2 Dec VBL was trading at 481.40. The strike last trading price was 51.25, 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 1 Dec VBL was trading at 484.15. The strike last trading price was 51.25, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 28 Nov VBL was trading at 481.55. The strike last trading price was 51.25, 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 27 Nov VBL was trading at 467.30. The strike last trading price was 51.25, 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 26 Nov VBL was trading at 465.50. The strike last trading price was 51.25, 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 24 Nov VBL was trading at 446.10. The strike last trading price was 51.25, 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 19 Nov VBL was trading at 454.55. The strike last trading price was 51.25, 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 18 Nov VBL was trading at 457.90. The strike last trading price was 51.25, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 51.25, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 51.25, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 51.25, 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































































































































































































































