[--[65.84.65.76]--]

VBL

Varun Beverages Limited
470.85 -6.30 (-1.32%)
L: 466.8 H: 478.7

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Historical option data for VBL

17 Dec 2025 04:12 PM IST
VBL 30-DEC-2025 490 CE
Delta: 0.23
Vega: 0.27
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 470.85 3.1 -2.85 26.67 2,788 163 1,914
16 Dec 477.15 5.55 -0.45 28.23 4,626 -36 1,746
15 Dec 477.60 5.75 -1.85 27.44 2,012 114 1,794
12 Dec 479.95 7.75 0.45 24.60 2,010 -135 1,682
11 Dec 478.50 7.8 1.4 25.58 2,579 -899 1,829
10 Dec 472.95 6.1 -0.2 27.80 1,572 -29 2,728
9 Dec 471.55 6.25 0.75 27.48 2,577 413 2,767
8 Dec 469.80 5.55 -3.85 26.00 2,403 185 2,346
5 Dec 479.95 9.2 -0.75 24.61 2,524 -273 2,159
4 Dec 479.90 9.35 0.55 24.83 10,989 1,725 2,436
3 Dec 477.50 8.95 -1.9 24.05 1,171 41 714
2 Dec 481.40 10.95 -0.8 24.51 1,345 -47 673
1 Dec 484.15 11.55 -0.2 23.52 2,250 54 721
28 Nov 481.55 11.35 5.65 24.20 6,202 231 668
27 Nov 467.30 5.65 0.15 22.83 316 29 438
26 Nov 465.50 5.5 3.45 22.94 1,003 211 405
25 Nov 449.05 2.1 -0.45 22.78 79 11 193
24 Nov 446.10 2.6 -0.4 24.85 103 26 183
21 Nov 447.65 2.95 -1.5 24.02 107 27 156
20 Nov 451.50 4.55 -1 25.55 75 31 129
19 Nov 454.55 5.6 -1.3 26.42 58 24 98
18 Nov 457.90 6.9 -1.7 26.80 16 0 66
17 Nov 461.70 8.6 0.6 27.47 4 2 67
14 Nov 459.40 8 0.7 26.33 5 4 65
13 Nov 453.00 7.3 -1.6 27.51 49 40 59
12 Nov 459.30 8.9 -4.1 27.31 21 8 18
11 Nov 470.60 13 2.85 27.28 7 0 9
10 Nov 463.25 10.25 -3.55 26.87 16 8 10
7 Nov 470.20 13.8 -1.1 - 0 1 0
6 Nov 471.85 13.8 -1.1 25.67 2 0 1
4 Nov 471.00 14.9 -8.1 - 0 0 0
3 Nov 474.75 14.9 -8.1 - 0 0 0
31 Oct 469.65 14.9 -8.1 - 1 0 1
30 Oct 485.25 23 -7.6 28.19 2 -1 2
29 Oct 495.45 30.6 10.95 28.74 11 2 2
28 Oct 454.15 19.65 0 4.12 0 0 0
27 Oct 459.35 19.65 0 3.30 0 0 0
24 Oct 461.40 19.65 0 2.92 0 0 0
23 Oct 465.55 19.65 0 2.40 0 0 0
20 Oct 456.35 19.65 0 3.49 0 0 0
17 Oct 461.55 19.65 0 2.75 0 0 0
16 Oct 461.30 19.65 0 - 0 0 0
3 Oct 443.45 0 0 4.22 0 0 0


For Varun Beverages Limited - strike price 490 expiring on 30DEC2025

Delta for 490 CE is 0.23

Historical price for 490 CE is as follows

On 17 Dec VBL was trading at 470.85. The strike last trading price was 3.1, which was -2.85 lower than the previous day. The implied volatity was 26.67, the open interest changed by 163 which increased total open position to 1914


On 16 Dec VBL was trading at 477.15. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 28.23, the open interest changed by -36 which decreased total open position to 1746


On 15 Dec VBL was trading at 477.60. The strike last trading price was 5.75, which was -1.85 lower than the previous day. The implied volatity was 27.44, the open interest changed by 114 which increased total open position to 1794


On 12 Dec VBL was trading at 479.95. The strike last trading price was 7.75, which was 0.45 higher than the previous day. The implied volatity was 24.60, the open interest changed by -135 which decreased total open position to 1682


On 11 Dec VBL was trading at 478.50. The strike last trading price was 7.8, which was 1.4 higher than the previous day. The implied volatity was 25.58, the open interest changed by -899 which decreased total open position to 1829


On 10 Dec VBL was trading at 472.95. The strike last trading price was 6.1, which was -0.2 lower than the previous day. The implied volatity was 27.80, the open interest changed by -29 which decreased total open position to 2728


On 9 Dec VBL was trading at 471.55. The strike last trading price was 6.25, which was 0.75 higher than the previous day. The implied volatity was 27.48, the open interest changed by 413 which increased total open position to 2767


On 8 Dec VBL was trading at 469.80. The strike last trading price was 5.55, which was -3.85 lower than the previous day. The implied volatity was 26.00, the open interest changed by 185 which increased total open position to 2346


On 5 Dec VBL was trading at 479.95. The strike last trading price was 9.2, which was -0.75 lower than the previous day. The implied volatity was 24.61, the open interest changed by -273 which decreased total open position to 2159


On 4 Dec VBL was trading at 479.90. The strike last trading price was 9.35, which was 0.55 higher than the previous day. The implied volatity was 24.83, the open interest changed by 1725 which increased total open position to 2436


On 3 Dec VBL was trading at 477.50. The strike last trading price was 8.95, which was -1.9 lower than the previous day. The implied volatity was 24.05, the open interest changed by 41 which increased total open position to 714


On 2 Dec VBL was trading at 481.40. The strike last trading price was 10.95, which was -0.8 lower than the previous day. The implied volatity was 24.51, the open interest changed by -47 which decreased total open position to 673


On 1 Dec VBL was trading at 484.15. The strike last trading price was 11.55, which was -0.2 lower than the previous day. The implied volatity was 23.52, the open interest changed by 54 which increased total open position to 721


On 28 Nov VBL was trading at 481.55. The strike last trading price was 11.35, which was 5.65 higher than the previous day. The implied volatity was 24.20, the open interest changed by 231 which increased total open position to 668


On 27 Nov VBL was trading at 467.30. The strike last trading price was 5.65, which was 0.15 higher than the previous day. The implied volatity was 22.83, the open interest changed by 29 which increased total open position to 438


On 26 Nov VBL was trading at 465.50. The strike last trading price was 5.5, which was 3.45 higher than the previous day. The implied volatity was 22.94, the open interest changed by 211 which increased total open position to 405


On 25 Nov VBL was trading at 449.05. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 22.78, the open interest changed by 11 which increased total open position to 193


On 24 Nov VBL was trading at 446.10. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 24.85, the open interest changed by 26 which increased total open position to 183


On 21 Nov VBL was trading at 447.65. The strike last trading price was 2.95, which was -1.5 lower than the previous day. The implied volatity was 24.02, the open interest changed by 27 which increased total open position to 156


On 20 Nov VBL was trading at 451.50. The strike last trading price was 4.55, which was -1 lower than the previous day. The implied volatity was 25.55, the open interest changed by 31 which increased total open position to 129


On 19 Nov VBL was trading at 454.55. The strike last trading price was 5.6, which was -1.3 lower than the previous day. The implied volatity was 26.42, the open interest changed by 24 which increased total open position to 98


On 18 Nov VBL was trading at 457.90. The strike last trading price was 6.9, which was -1.7 lower than the previous day. The implied volatity was 26.80, the open interest changed by 0 which decreased total open position to 66


On 17 Nov VBL was trading at 461.70. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 27.47, the open interest changed by 2 which increased total open position to 67


On 14 Nov VBL was trading at 459.40. The strike last trading price was 8, which was 0.7 higher than the previous day. The implied volatity was 26.33, the open interest changed by 4 which increased total open position to 65


On 13 Nov VBL was trading at 453.00. The strike last trading price was 7.3, which was -1.6 lower than the previous day. The implied volatity was 27.51, the open interest changed by 40 which increased total open position to 59


On 12 Nov VBL was trading at 459.30. The strike last trading price was 8.9, which was -4.1 lower than the previous day. The implied volatity was 27.31, the open interest changed by 8 which increased total open position to 18


On 11 Nov VBL was trading at 470.60. The strike last trading price was 13, which was 2.85 higher than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 9


On 10 Nov VBL was trading at 463.25. The strike last trading price was 10.25, which was -3.55 lower than the previous day. The implied volatity was 26.87, the open interest changed by 8 which increased total open position to 10


On 7 Nov VBL was trading at 470.20. The strike last trading price was 13.8, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov VBL was trading at 471.85. The strike last trading price was 13.8, which was -1.1 lower than the previous day. The implied volatity was 25.67, the open interest changed by 0 which decreased total open position to 1


On 4 Nov VBL was trading at 471.00. The strike last trading price was 14.9, which was -8.1 lower 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 14.9, which was -8.1 lower 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 14.9, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Oct VBL was trading at 485.25. The strike last trading price was 23, which was -7.6 lower than the previous day. The implied volatity was 28.19, the open interest changed by -1 which decreased total open position to 2


On 29 Oct VBL was trading at 495.45. The strike last trading price was 30.6, which was 10.95 higher than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 2


On 28 Oct VBL was trading at 454.15. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


On 27 Oct VBL was trading at 459.35. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 3.30, 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 19.65, which was 0 lower than the previous day. The implied volatity was 2.92, 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 19.65, which was 0 lower than the previous day. The implied volatity was 2.40, 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 19.65, which was 0 lower than the previous day. The implied volatity was 3.49, 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 19.65, which was 0 lower than the previous day. The implied volatity was 2.75, 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 19.65, 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 4.22, the open interest changed by 0 which decreased total open position to 0


VBL 30DEC2025 490 PE
Delta: -0.73
Vega: 0.29
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 470.85 22.75 6.15 31.26 238 -39 472
16 Dec 477.15 17.9 1.1 28.01 414 66 511
15 Dec 477.60 17.35 2.2 26.32 429 50 444
12 Dec 479.95 14 -2.45 24.74 313 36 395
11 Dec 478.50 15.2 -6.95 24.73 144 29 360
10 Dec 472.95 22.2 0.4 28.51 65 1 331
9 Dec 471.55 21.5 -1.55 26.14 61 -17 329
8 Dec 469.80 22.8 5.2 26.85 120 -50 347
5 Dec 479.95 17.4 -0.35 26.93 146 -6 397
4 Dec 479.90 18.05 -0.45 27.18 856 242 400
3 Dec 477.50 18.05 2.15 26.04 231 3 157
2 Dec 481.40 15.65 0.1 24.78 167 -35 153
1 Dec 484.15 15.55 -1 26.05 456 -2 189
28 Nov 481.55 16.85 -9.4 24.69 670 112 192
27 Nov 467.30 26.25 -0.45 25.90 28 12 79
26 Nov 465.50 26.65 -14.65 24.57 7 0 66
25 Nov 449.05 41.3 -0.05 28.12 10 6 65
24 Nov 446.10 41.35 -1.15 23.61 57 32 58
21 Nov 447.65 42.5 4.5 29.90 1 0 27
20 Nov 451.50 38 3.85 27.47 1 0 26
19 Nov 454.55 34 2 - 0 20 0
18 Nov 457.90 34 2 26.52 22 15 21
17 Nov 461.70 32 -2.65 28.24 1 0 5
14 Nov 459.40 34.65 1.3 - 0 1 0
13 Nov 453.00 34.65 1.3 23.17 1 0 4
12 Nov 459.30 33.35 5.9 27.39 3 2 3
11 Nov 470.60 27.45 2.45 - 0 0 0
10 Nov 463.25 27.45 2.45 - 0 0 0
7 Nov 470.20 27.45 2.45 - 0 0 0
6 Nov 471.85 27.45 2.45 - 0 -1 0
4 Nov 471.00 27.45 2.45 28.45 3 0 2
3 Nov 474.75 25 -33.55 28.32 2 1 1
31 Oct 469.65 58.55 0 - 0 0 0
30 Oct 485.25 58.55 0 0.44 0 0 0
29 Oct 495.45 58.55 0 2.10 0 0 0
28 Oct 454.15 58.55 0 - 0 0 0
27 Oct 459.35 58.55 0 - 0 0 0
24 Oct 461.40 58.55 0 - 0 0 0
23 Oct 465.55 58.55 0 - 0 0 0
20 Oct 456.35 58.55 0 - 0 0 0
17 Oct 461.55 58.55 0 - 0 0 0
16 Oct 461.30 58.55 0 - 0 0 0
3 Oct 443.45 0 0 - 0 0 0


For Varun Beverages Limited - strike price 490 expiring on 30DEC2025

Delta for 490 PE is -0.73

Historical price for 490 PE is as follows

On 17 Dec VBL was trading at 470.85. The strike last trading price was 22.75, which was 6.15 higher than the previous day. The implied volatity was 31.26, the open interest changed by -39 which decreased total open position to 472


On 16 Dec VBL was trading at 477.15. The strike last trading price was 17.9, which was 1.1 higher than the previous day. The implied volatity was 28.01, the open interest changed by 66 which increased total open position to 511


On 15 Dec VBL was trading at 477.60. The strike last trading price was 17.35, which was 2.2 higher than the previous day. The implied volatity was 26.32, the open interest changed by 50 which increased total open position to 444


On 12 Dec VBL was trading at 479.95. The strike last trading price was 14, which was -2.45 lower than the previous day. The implied volatity was 24.74, the open interest changed by 36 which increased total open position to 395


On 11 Dec VBL was trading at 478.50. The strike last trading price was 15.2, which was -6.95 lower than the previous day. The implied volatity was 24.73, the open interest changed by 29 which increased total open position to 360


On 10 Dec VBL was trading at 472.95. The strike last trading price was 22.2, which was 0.4 higher than the previous day. The implied volatity was 28.51, the open interest changed by 1 which increased total open position to 331


On 9 Dec VBL was trading at 471.55. The strike last trading price was 21.5, which was -1.55 lower than the previous day. The implied volatity was 26.14, the open interest changed by -17 which decreased total open position to 329


On 8 Dec VBL was trading at 469.80. The strike last trading price was 22.8, which was 5.2 higher than the previous day. The implied volatity was 26.85, the open interest changed by -50 which decreased total open position to 347


On 5 Dec VBL was trading at 479.95. The strike last trading price was 17.4, which was -0.35 lower than the previous day. The implied volatity was 26.93, the open interest changed by -6 which decreased total open position to 397


On 4 Dec VBL was trading at 479.90. The strike last trading price was 18.05, which was -0.45 lower than the previous day. The implied volatity was 27.18, the open interest changed by 242 which increased total open position to 400


On 3 Dec VBL was trading at 477.50. The strike last trading price was 18.05, which was 2.15 higher than the previous day. The implied volatity was 26.04, the open interest changed by 3 which increased total open position to 157


On 2 Dec VBL was trading at 481.40. The strike last trading price was 15.65, which was 0.1 higher than the previous day. The implied volatity was 24.78, the open interest changed by -35 which decreased total open position to 153


On 1 Dec VBL was trading at 484.15. The strike last trading price was 15.55, which was -1 lower than the previous day. The implied volatity was 26.05, the open interest changed by -2 which decreased total open position to 189


On 28 Nov VBL was trading at 481.55. The strike last trading price was 16.85, which was -9.4 lower than the previous day. The implied volatity was 24.69, the open interest changed by 112 which increased total open position to 192


On 27 Nov VBL was trading at 467.30. The strike last trading price was 26.25, which was -0.45 lower than the previous day. The implied volatity was 25.90, the open interest changed by 12 which increased total open position to 79


On 26 Nov VBL was trading at 465.50. The strike last trading price was 26.65, which was -14.65 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 66


On 25 Nov VBL was trading at 449.05. The strike last trading price was 41.3, which was -0.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 6 which increased total open position to 65


On 24 Nov VBL was trading at 446.10. The strike last trading price was 41.35, which was -1.15 lower than the previous day. The implied volatity was 23.61, the open interest changed by 32 which increased total open position to 58


On 21 Nov VBL was trading at 447.65. The strike last trading price was 42.5, which was 4.5 higher than the previous day. The implied volatity was 29.90, the open interest changed by 0 which decreased total open position to 27


On 20 Nov VBL was trading at 451.50. The strike last trading price was 38, which was 3.85 higher than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 26


On 19 Nov VBL was trading at 454.55. The strike last trading price was 34, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0


On 18 Nov VBL was trading at 457.90. The strike last trading price was 34, which was 2 higher than the previous day. The implied volatity was 26.52, the open interest changed by 15 which increased total open position to 21


On 17 Nov VBL was trading at 461.70. The strike last trading price was 32, which was -2.65 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 5


On 14 Nov VBL was trading at 459.40. The strike last trading price was 34.65, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov VBL was trading at 453.00. The strike last trading price was 34.65, which was 1.3 higher than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 4


On 12 Nov VBL was trading at 459.30. The strike last trading price was 33.35, which was 5.9 higher than the previous day. The implied volatity was 27.39, the open interest changed by 2 which increased total open position to 3


On 11 Nov VBL was trading at 470.60. The strike last trading price was 27.45, which was 2.45 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 27.45, which was 2.45 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 27.45, which was 2.45 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 27.45, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Nov VBL was trading at 471.00. The strike last trading price was 27.45, which was 2.45 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 2


On 3 Nov VBL was trading at 474.75. The strike last trading price was 25, which was -33.55 lower than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 1


On 31 Oct VBL was trading at 469.65. The strike last trading price was 58.55, 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 58.55, which was 0 lower than the previous day. The implied volatity was 0.44, 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 58.55, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0


On 28 Oct VBL was trading at 454.15. The strike last trading price was 58.55, 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 Oct VBL was trading at 459.35. The strike last trading price was 58.55, 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 Oct VBL was trading at 461.40. The strike last trading price was 58.55, 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 23 Oct VBL was trading at 465.55. The strike last trading price was 58.55, 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 20 Oct VBL was trading at 456.35. The strike last trading price was 58.55, 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 Oct VBL was trading at 461.55. The strike last trading price was 58.55, 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 58.55, 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