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 495 CE
Delta: 0.35 Vega: 0.40 Theta: -0.32 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	6.25 ₹ 6,406.25	0.3 307.50	25.36	315 3,22,875	17 17,425	773 7,92,325
11 Dec	478.50	6.2 ₹ 6,355	0.95 973.75	25.90	251 2,57,275	-20 -20,500	759 7,77,975
10 Dec	472.95	4.9 ₹ 5,022.5	-0.2 -205.00	28.18	341 3,49,525	-6 -6,150	776 7,95,400
9 Dec	471.55	5.15 ₹ 5,278.75	0.7 717.50	28.15	536 5,49,400	51 52,275	785 8,04,625
8 Dec	469.80	4.45 ₹ 4,561.25	-3.2 -3280.00	26.43	534 5,47,350	100 1,02,500	734 7,52,350
5 Dec	479.95	7.4 ₹ 7,585	-0.9 -922.50	24.66	395 4,04,875	-14 -14,350	632 6,47,800
4 Dec	479.90	8.15 ₹ 8,353.75	0.9 922.50	26.10	1,436 14,71,900	37 37,925	646 6,62,150
3 Dec	477.50	7.45 ₹ 7,636.25	-1.55 -1588.75	24.61	599 6,13,975	109 1,11,725	610 6,25,250
2 Dec	481.40	9.2 ₹ 9,430	-0.55 -563.75	24.98	609 6,24,225	24 24,600	500 5,12,500
1 Dec	484.15	9.4 ₹ 9,635	-0.5 -512.50	23.43	847 8,68,175	16 16,400	475 4,86,875
28 Nov	481.55	9.7 ₹ 9,942.5	4.8 4920.00	24.79	2,290 23,47,250	140 1,43,500	459 4,70,475

27 Nov	467.30	4.85 ₹ 4,971.25	0.15 153.75	23.75	245 2,51,125	125 1,28,125	319 3,26,975
26 Nov	465.50	4.55 ₹ 4,663.75	3 3075.00	23.44	312 3,19,800	155 1,58,875	194 1,98,850
25 Nov	449.05	1.55 ₹ 1,588.75	-0.6 -615.00	22.70	6 6,150	-3 -3,075	39 39,975
24 Nov	446.10	2.1 ₹ 2,152.5	-0.4 -410.00	25.15	49 50,225	28 28,700	41 42,025
21 Nov	447.65	2.5 ₹ 2,562.5	-12.6 -12915.00	24.64	15 15,375	12 12,300	12 12,300
20 Nov	451.50	15.1 ₹ 15,477.5	0 0.00	7.00	0 0	0 0	0 0
19 Nov	454.55	15.1 ₹ 15,477.5	0 0.00	6.54	0 0	0 0	0 0
18 Nov	457.90	15.1 ₹ 15,477.5	0 0.00	5.83	0 0	0 0	0 0
17 Nov	461.70	15.1 ₹ 15,477.5	0 0.00	5.09	0 0	0 0	0 0
14 Nov	459.40	15.1 ₹ 15,477.5	0 0.00	5.18	0 0	0 0	0 0
13 Nov	453.00	15.1 ₹ 15,477.5	0 0.00	6.03	0 0	0 0	0 0
12 Nov	459.30	15.1 ₹ 15,477.5	0 0.00	5.08	0 0	0 0	0 0
11 Nov	470.60	15.1 ₹ 15,477.5	0 0.00	3.20	0 0	0 0	0 0
10 Nov	463.25	15.1 ₹ 15,477.5	0 0.00	4.31	0 0	0 0	0 0
7 Nov	470.20	15.1 ₹ 15,477.5	0 0.00	2.77	0 0	0 0	0 0
6 Nov	471.85	15.1 ₹ 15,477.5	0 0.00	2.65	0 0	0 0	0 0
4 Nov	471.00	15.1 ₹ 15,477.5	0 0.00	2.68	0 0	0 0	0 0
3 Nov	474.75	15.1 ₹ 15,477.5	0 0.00	1.92	0 0	0 0	0 0
31 Oct	469.65	15.1 ₹ 15,477.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	15.1 ₹ 15,477.5	0 0.00	0.49	0 0	0 0	0 0
29 Oct	495.45	15.1 ₹ 15,477.5	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 495 expiring on 30DEC2025

Delta for 495 CE is 0.35

Historical price for 495 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 6.25, which was 0.3 higher than the previous day. The implied volatity was 25.36, the open interest changed by 17 which increased total open position to 773

On 11 Dec VBL was trading at 478.50. The strike last trading price was 6.2, which was 0.95 higher than the previous day. The implied volatity was 25.90, the open interest changed by -20 which decreased total open position to 759

On 10 Dec VBL was trading at 472.95. The strike last trading price was 4.9, which was -0.2 lower than the previous day. The implied volatity was 28.18, the open interest changed by -6 which decreased total open position to 776

On 9 Dec VBL was trading at 471.55. The strike last trading price was 5.15, which was 0.7 higher than the previous day. The implied volatity was 28.15, the open interest changed by 51 which increased total open position to 785

On 8 Dec VBL was trading at 469.80. The strike last trading price was 4.45, which was -3.2 lower than the previous day. The implied volatity was 26.43, the open interest changed by 100 which increased total open position to 734

On 5 Dec VBL was trading at 479.95. The strike last trading price was 7.4, which was -0.9 lower than the previous day. The implied volatity was 24.66, the open interest changed by -14 which decreased total open position to 632

On 4 Dec VBL was trading at 479.90. The strike last trading price was 8.15, which was 0.9 higher than the previous day. The implied volatity was 26.10, the open interest changed by 37 which increased total open position to 646

On 3 Dec VBL was trading at 477.50. The strike last trading price was 7.45, which was -1.55 lower than the previous day. The implied volatity was 24.61, the open interest changed by 109 which increased total open position to 610

On 2 Dec VBL was trading at 481.40. The strike last trading price was 9.2, which was -0.55 lower than the previous day. The implied volatity was 24.98, the open interest changed by 24 which increased total open position to 500

On 1 Dec VBL was trading at 484.15. The strike last trading price was 9.4, which was -0.5 lower than the previous day. The implied volatity was 23.43, the open interest changed by 16 which increased total open position to 475

On 28 Nov VBL was trading at 481.55. The strike last trading price was 9.7, which was 4.8 higher than the previous day. The implied volatity was 24.79, the open interest changed by 140 which increased total open position to 459

On 27 Nov VBL was trading at 467.30. The strike last trading price was 4.85, which was 0.15 higher than the previous day. The implied volatity was 23.75, the open interest changed by 125 which increased total open position to 319

On 26 Nov VBL was trading at 465.50. The strike last trading price was 4.55, which was 3 higher than the previous day. The implied volatity was 23.44, the open interest changed by 155 which increased total open position to 194

On 25 Nov VBL was trading at 449.05. The strike last trading price was 1.55, which was -0.6 lower than the previous day. The implied volatity was 22.70, the open interest changed by -3 which decreased total open position to 39

On 24 Nov VBL was trading at 446.10. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 25.15, the open interest changed by 28 which increased total open position to 41

On 21 Nov VBL was trading at 447.65. The strike last trading price was 2.5, which was -12.6 lower than the previous day. The implied volatity was 24.64, the open interest changed by 12 which increased total open position to 12

On 20 Nov VBL was trading at 451.50. The strike last trading price was 15.1, which was 0 lower than the previous day. The implied volatity was 7.00, 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 15.1, which was 0 lower than the previous day. The implied volatity was 6.54, 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 15.1, which was 0 lower than the previous day. The implied volatity was 5.83, 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 15.1, which was 0 lower than the previous day. The implied volatity was 5.09, 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 15.1, which was 0 lower than the previous day. The implied volatity was 5.18, 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 15.1, which was 0 lower than the previous day. The implied volatity was 6.03, 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 15.1, which was 0 lower than the previous day. The implied volatity was 5.08, 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 15.1, which was 0 lower than the previous day. The implied volatity was 3.20, 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 15.1, which was 0 lower than the previous day. The implied volatity was 4.31, 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 15.1, which was 0 lower than the previous day. The implied volatity was 2.77, 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 15.1, which was 0 lower than the previous day. The implied volatity was 2.65, 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 15.1, which was 0 lower than the previous day. The implied volatity was 2.68, 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 15.1, which was 0 lower than the previous day. The implied volatity was 1.92, 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 15.1, 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 15.1, 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 29 Oct VBL was trading at 495.45. The strike last trading price was 15.1, 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 495 PE
Delta: -0.64 Vega: 0.40 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	17.8 ₹ 18,245	-2.05 -2101.25	26.32	64 65,600	-7 -7,175	300 3,07,500
11 Dec	478.50	18.95 ₹ 19,423.75	-7.3 -7482.50	25.95	86 88,150	-2 -2,050	305 3,12,625
10 Dec	472.95	25.3 ₹ 25,932.5	-1.45 -1486.25	-	0 0	0 0	307 3,14,675
9 Dec	471.55	25.3 ₹ 25,932.5	-1.45 -1486.25	26.50	23 23,575	-1 -1,025	306 3,13,650
8 Dec	469.80	26.7 ₹ 27,367.5	6.1 6252.50	27.44	11 11,275	-4 -4,100	307 3,14,675
5 Dec	479.95	20.45 ₹ 20,961.25	-0.35 -358.75	26.84	26 26,650	-12 -12,300	312 3,19,800
4 Dec	479.90	20.8 ₹ 21,320	-1.1 -1127.50	26.44	134 1,37,350	35 35,875	324 3,32,100
3 Dec	477.50	21.3 ₹ 21,832.5	2.25 2306.25	26.25	108 1,10,700	-5 -5,125	288 2,95,200
2 Dec	481.40	18.9 ₹ 19,372.5	0.3 307.50	25.34	36 36,900	1 1,025	287 2,94,175
1 Dec	484.15	18.45 ₹ 18,911.25	-1.15 -1178.75	26.18	176 1,80,400	61 62,525	286 2,93,150
28 Nov	481.55	19.75 ₹ 20,243.75	-10.55 -10813.75	24.55	413 4,23,325	182 1,86,550	226 2,31,650
27 Nov	467.30	30.3 ₹ 31,057.5	-3.2 -3280.00	26.81	52 53,300	41 42,025	43 44,075
26 Nov	465.50	33.5 ₹ 34,337.5	-17.25 -17681.25	31.75	2 2,050	0 0	0 0
25 Nov	449.05	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	50.75 ₹ 52,018.75	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	50.75 ₹ 52,018.75	0 0.00	1.36	0 0	0 0	0 0

For Varun Beverages Limited - strike price 495 expiring on 30DEC2025

Delta for 495 PE is -0.64

Historical price for 495 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 17.8, which was -2.05 lower than the previous day. The implied volatity was 26.32, the open interest changed by -7 which decreased total open position to 300

On 11 Dec VBL was trading at 478.50. The strike last trading price was 18.95, which was -7.3 lower than the previous day. The implied volatity was 25.95, the open interest changed by -2 which decreased total open position to 305

On 10 Dec VBL was trading at 472.95. The strike last trading price was 25.3, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 307

On 9 Dec VBL was trading at 471.55. The strike last trading price was 25.3, which was -1.45 lower than the previous day. The implied volatity was 26.50, the open interest changed by -1 which decreased total open position to 306

On 8 Dec VBL was trading at 469.80. The strike last trading price was 26.7, which was 6.1 higher than the previous day. The implied volatity was 27.44, the open interest changed by -4 which decreased total open position to 307

On 5 Dec VBL was trading at 479.95. The strike last trading price was 20.45, which was -0.35 lower than the previous day. The implied volatity was 26.84, the open interest changed by -12 which decreased total open position to 312

On 4 Dec VBL was trading at 479.90. The strike last trading price was 20.8, which was -1.1 lower than the previous day. The implied volatity was 26.44, the open interest changed by 35 which increased total open position to 324

On 3 Dec VBL was trading at 477.50. The strike last trading price was 21.3, which was 2.25 higher than the previous day. The implied volatity was 26.25, the open interest changed by -5 which decreased total open position to 288

On 2 Dec VBL was trading at 481.40. The strike last trading price was 18.9, which was 0.3 higher than the previous day. The implied volatity was 25.34, the open interest changed by 1 which increased total open position to 287

On 1 Dec VBL was trading at 484.15. The strike last trading price was 18.45, which was -1.15 lower than the previous day. The implied volatity was 26.18, the open interest changed by 61 which increased total open position to 286

On 28 Nov VBL was trading at 481.55. The strike last trading price was 19.75, which was -10.55 lower than the previous day. The implied volatity was 24.55, the open interest changed by 182 which increased total open position to 226

On 27 Nov VBL was trading at 467.30. The strike last trading price was 30.3, which was -3.2 lower than the previous day. The implied volatity was 26.81, the open interest changed by 41 which increased total open position to 43

On 26 Nov VBL was trading at 465.50. The strike last trading price was 33.5, which was -17.25 lower than the previous day. The implied volatity was 31.75, 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 50.75, 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 50.75, 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 21 Nov VBL was trading at 447.65. The strike last trading price was 50.75, 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 Nov VBL was trading at 451.50. The strike last trading price was 50.75, 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 50.75, 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 50.75, 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 Nov VBL was trading at 461.70. The strike last trading price was 50.75, 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 50.75, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 50.75, 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 Nov VBL was trading at 459.30. The strike last trading price was 50.75, 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 Nov VBL was trading at 470.60. The strike last trading price was 50.75, 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 Nov VBL was trading at 463.25. The strike last trading price was 50.75, 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 50.75, 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 6 Nov VBL was trading at 471.85. The strike last trading price was 50.75, 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 50.75, 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 Nov VBL was trading at 474.75. The strike last trading price was 50.75, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 50.75, 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 50.75, 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 50.75, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0

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