[--[65.84.65.76]--]

VBL

Varun Beverages Limited
489 -11.90 (-2.38%)
L: 488 H: 504.4

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Historical option data for VBL

09 Jan 2026 04:13 PM IST
VBL 27-JAN-2026 490 CE
Delta: 0.52
Vega: 0.43
Theta: -0.37
Gamma: 0.01
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
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
Delta: -0.48
Vega: 0.43
Theta: -0.23
Gamma: 0.01
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