[--[65.84.65.76]--]

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
VBL 30-DEC-2025 500 CE
Delta: 0.30
Vega: 0.37
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 5.2 0.35 26.56 1,738 247 8,012
11 Dec 478.50 5.15 0.8 26.94 1,356 6 7,766
10 Dec 472.95 4 -0.2 28.81 1,310 -9 7,760
9 Dec 471.55 4.15 0.55 28.54 2,728 681 7,776
8 Dec 469.80 3.6 -2.75 27.00 2,198 250 7,093
5 Dec 479.95 6.15 -0.7 25.33 2,546 137 6,844
4 Dec 479.90 6.5 0.45 25.94 4,895 420 6,708
3 Dec 477.50 6.25 -1.25 25.30 3,673 1,036 6,290
2 Dec 481.40 7.7 -0.55 25.45 1,334 110 5,265
1 Dec 484.15 7.9 -0.4 24.04 3,668 478 5,154
28 Nov 481.55 8.1 3.95 25.02 10,611 -328 4,679
27 Nov 467.30 4 0.1 24.21 4,577 1,392 5,001
26 Nov 465.50 3.75 2.3 23.90 5,432 2,261 3,613
25 Nov 449.05 1.45 -0.4 24.08 568 117 1,336
24 Nov 446.10 1.9 -0.25 26.27 339 75 1,214
21 Nov 447.65 2.15 -1.2 25.33 634 257 1,137
20 Nov 451.50 3.4 -0.65 26.76 302 59 879
19 Nov 454.55 4 -0.85 27.03 379 119 819
18 Nov 457.90 4.8 -1.2 27.15 437 156 701
17 Nov 461.70 6.1 0.15 27.44 146 52 545
14 Nov 459.40 6 0.5 27.05 337 43 495
13 Nov 453.00 5.6 -1.1 28.38 347 171 451
12 Nov 459.30 6.45 -3.2 27.34 209 109 278
11 Nov 470.60 9.55 1.85 27.00 66 22 170
10 Nov 463.25 7.45 -2.5 26.75 101 8 145
7 Nov 470.20 10 -0.3 25.71 68 25 137
6 Nov 471.85 10.5 -0.4 25.89 40 5 112
4 Nov 471.00 10.9 -1.9 26.30 27 -4 106
3 Nov 474.75 12.8 1.45 26.33 27 10 109
31 Oct 469.65 11.55 -6 - 68 11 99
30 Oct 485.25 17.6 -6.5 27.00 37 13 87
29 Oct 495.45 24 14.9 27.10 285 27 72
28 Oct 454.15 9.1 -2.55 29.16 32 5 44
27 Oct 459.35 11.65 0.45 30.28 7 -2 40
24 Oct 461.40 11.2 -2.8 28.11 6 -2 43
23 Oct 465.55 14 2.8 30.00 11 9 44
21 Oct 459.45 11.1 0.1 28.25 11 9 33
20 Oct 456.35 11 -1.5 29.16 18 7 14
17 Oct 461.55 12.5 0.45 28.06 5 4 6
16 Oct 461.30 12.05 -4.85 27.41 2 1 1


For Varun Beverages Limited - strike price 500 expiring on 30DEC2025

Delta for 500 CE is 0.30

Historical price for 500 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 5.2, which was 0.35 higher than the previous day. The implied volatity was 26.56, the open interest changed by 247 which increased total open position to 8012


On 11 Dec VBL was trading at 478.50. The strike last trading price was 5.15, which was 0.8 higher than the previous day. The implied volatity was 26.94, the open interest changed by 6 which increased total open position to 7766


On 10 Dec VBL was trading at 472.95. The strike last trading price was 4, which was -0.2 lower than the previous day. The implied volatity was 28.81, the open interest changed by -9 which decreased total open position to 7760


On 9 Dec VBL was trading at 471.55. The strike last trading price was 4.15, which was 0.55 higher than the previous day. The implied volatity was 28.54, the open interest changed by 681 which increased total open position to 7776


On 8 Dec VBL was trading at 469.80. The strike last trading price was 3.6, which was -2.75 lower than the previous day. The implied volatity was 27.00, the open interest changed by 250 which increased total open position to 7093


On 5 Dec VBL was trading at 479.95. The strike last trading price was 6.15, which was -0.7 lower than the previous day. The implied volatity was 25.33, the open interest changed by 137 which increased total open position to 6844


On 4 Dec VBL was trading at 479.90. The strike last trading price was 6.5, which was 0.45 higher than the previous day. The implied volatity was 25.94, the open interest changed by 420 which increased total open position to 6708


On 3 Dec VBL was trading at 477.50. The strike last trading price was 6.25, which was -1.25 lower than the previous day. The implied volatity was 25.30, the open interest changed by 1036 which increased total open position to 6290


On 2 Dec VBL was trading at 481.40. The strike last trading price was 7.7, which was -0.55 lower than the previous day. The implied volatity was 25.45, the open interest changed by 110 which increased total open position to 5265


On 1 Dec VBL was trading at 484.15. The strike last trading price was 7.9, which was -0.4 lower than the previous day. The implied volatity was 24.04, the open interest changed by 478 which increased total open position to 5154


On 28 Nov VBL was trading at 481.55. The strike last trading price was 8.1, which was 3.95 higher than the previous day. The implied volatity was 25.02, the open interest changed by -328 which decreased total open position to 4679


On 27 Nov VBL was trading at 467.30. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 24.21, the open interest changed by 1392 which increased total open position to 5001


On 26 Nov VBL was trading at 465.50. The strike last trading price was 3.75, which was 2.3 higher than the previous day. The implied volatity was 23.90, the open interest changed by 2261 which increased total open position to 3613


On 25 Nov VBL was trading at 449.05. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 24.08, the open interest changed by 117 which increased total open position to 1336


On 24 Nov VBL was trading at 446.10. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 26.27, the open interest changed by 75 which increased total open position to 1214


On 21 Nov VBL was trading at 447.65. The strike last trading price was 2.15, which was -1.2 lower than the previous day. The implied volatity was 25.33, the open interest changed by 257 which increased total open position to 1137


On 20 Nov VBL was trading at 451.50. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 59 which increased total open position to 879


On 19 Nov VBL was trading at 454.55. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 27.03, the open interest changed by 119 which increased total open position to 819


On 18 Nov VBL was trading at 457.90. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 27.15, the open interest changed by 156 which increased total open position to 701


On 17 Nov VBL was trading at 461.70. The strike last trading price was 6.1, which was 0.15 higher than the previous day. The implied volatity was 27.44, the open interest changed by 52 which increased total open position to 545


On 14 Nov VBL was trading at 459.40. The strike last trading price was 6, which was 0.5 higher than the previous day. The implied volatity was 27.05, the open interest changed by 43 which increased total open position to 495


On 13 Nov VBL was trading at 453.00. The strike last trading price was 5.6, which was -1.1 lower than the previous day. The implied volatity was 28.38, the open interest changed by 171 which increased total open position to 451


On 12 Nov VBL was trading at 459.30. The strike last trading price was 6.45, which was -3.2 lower than the previous day. The implied volatity was 27.34, the open interest changed by 109 which increased total open position to 278


On 11 Nov VBL was trading at 470.60. The strike last trading price was 9.55, which was 1.85 higher than the previous day. The implied volatity was 27.00, the open interest changed by 22 which increased total open position to 170


On 10 Nov VBL was trading at 463.25. The strike last trading price was 7.45, which was -2.5 lower than the previous day. The implied volatity was 26.75, the open interest changed by 8 which increased total open position to 145


On 7 Nov VBL was trading at 470.20. The strike last trading price was 10, which was -0.3 lower than the previous day. The implied volatity was 25.71, the open interest changed by 25 which increased total open position to 137


On 6 Nov VBL was trading at 471.85. The strike last trading price was 10.5, which was -0.4 lower than the previous day. The implied volatity was 25.89, the open interest changed by 5 which increased total open position to 112


On 4 Nov VBL was trading at 471.00. The strike last trading price was 10.9, which was -1.9 lower than the previous day. The implied volatity was 26.30, the open interest changed by -4 which decreased total open position to 106


On 3 Nov VBL was trading at 474.75. The strike last trading price was 12.8, which was 1.45 higher than the previous day. The implied volatity was 26.33, the open interest changed by 10 which increased total open position to 109


On 31 Oct VBL was trading at 469.65. The strike last trading price was 11.55, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 99


On 30 Oct VBL was trading at 485.25. The strike last trading price was 17.6, which was -6.5 lower than the previous day. The implied volatity was 27.00, the open interest changed by 13 which increased total open position to 87


On 29 Oct VBL was trading at 495.45. The strike last trading price was 24, which was 14.9 higher than the previous day. The implied volatity was 27.10, the open interest changed by 27 which increased total open position to 72


On 28 Oct VBL was trading at 454.15. The strike last trading price was 9.1, which was -2.55 lower than the previous day. The implied volatity was 29.16, the open interest changed by 5 which increased total open position to 44


On 27 Oct VBL was trading at 459.35. The strike last trading price was 11.65, which was 0.45 higher than the previous day. The implied volatity was 30.28, the open interest changed by -2 which decreased total open position to 40


On 24 Oct VBL was trading at 461.40. The strike last trading price was 11.2, which was -2.8 lower than the previous day. The implied volatity was 28.11, the open interest changed by -2 which decreased total open position to 43


On 23 Oct VBL was trading at 465.55. The strike last trading price was 14, which was 2.8 higher than the previous day. The implied volatity was 30.00, the open interest changed by 9 which increased total open position to 44


On 21 Oct VBL was trading at 459.45. The strike last trading price was 11.1, which was 0.1 higher than the previous day. The implied volatity was 28.25, the open interest changed by 9 which increased total open position to 33


On 20 Oct VBL was trading at 456.35. The strike last trading price was 11, which was -1.5 lower than the previous day. The implied volatity was 29.16, the open interest changed by 7 which increased total open position to 14


On 17 Oct VBL was trading at 461.55. The strike last trading price was 12.5, which was 0.45 higher than the previous day. The implied volatity was 28.06, the open interest changed by 4 which increased total open position to 6


On 16 Oct VBL was trading at 461.30. The strike last trading price was 12.05, which was -4.85 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 1


VBL 30DEC2025 500 PE
Delta: -0.70
Vega: 0.37
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 479.95 21.5 -2.25 26.99 10 1 244
11 Dec 478.50 22.55 -6.2 26.12 72 -33 241
10 Dec 472.95 28.75 -2.5 25.61 17 -6 275
9 Dec 471.55 31.25 -0.1 32.39 17 -3 282
8 Dec 469.80 31 7 28.63 64 -25 285
5 Dec 479.95 24.45 -0.15 28.25 18 -2 311
4 Dec 479.90 24.65 -0.85 27.46 156 3 312
3 Dec 477.50 25.5 3 27.96 78 -31 310
2 Dec 481.40 22.35 0.45 25.79 47 9 337
1 Dec 484.15 21.9 -1.15 26.86 138 26 322
28 Nov 481.55 23.75 -11.45 25.99 592 33 294
27 Nov 467.30 35.2 0.15 29.28 96 55 260
26 Nov 465.50 35.15 -14.5 26.62 139 46 206
25 Nov 449.05 49.95 -1.5 28.58 59 43 158
24 Nov 446.10 51.1 -0.1 26.85 79 53 114
21 Nov 447.65 51.2 3 31.12 10 3 61
20 Nov 451.50 48 3.2 32.04 6 0 58
19 Nov 454.55 44.8 2.3 28.08 2 0 58
18 Nov 457.90 42.5 2.55 28.08 7 4 55
17 Nov 461.70 39.95 -3.1 29.42 6 2 50
14 Nov 459.40 43.05 -2.85 32.24 1 0 47
13 Nov 453.00 46.75 5.45 31.67 27 17 46
12 Nov 459.30 41.3 5.8 28.44 17 13 28
11 Nov 470.60 35.5 -3 31.05 1 0 15
10 Nov 463.25 38.5 2.45 27.96 8 -1 14
7 Nov 470.20 36.05 3.05 32.47 1 0 15
6 Nov 471.85 33 0 28.32 2 0 14
4 Nov 471.00 33 6.5 27.33 1 0 13
3 Nov 474.75 26.5 -39.15 - 0 0 0
31 Oct 469.65 26.5 -39.15 - 0 13 0
30 Oct 485.25 26.5 -39.15 27.87 17 12 12
29 Oct 495.45 65.65 0 0.66 0 0 0
28 Oct 454.15 65.65 0 - 0 0 0
27 Oct 459.35 65.65 0 - 0 0 0
24 Oct 461.40 65.65 0 - 0 0 0
23 Oct 465.55 65.65 0 - 0 0 0
21 Oct 459.45 65.65 0 - 0 0 0
20 Oct 456.35 65.65 0 - 0 0 0
17 Oct 461.55 65.65 0 - 0 0 0
16 Oct 461.30 0 0 - 0 0 0


For Varun Beverages Limited - strike price 500 expiring on 30DEC2025

Delta for 500 PE is -0.70

Historical price for 500 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 21.5, which was -2.25 lower than the previous day. The implied volatity was 26.99, the open interest changed by 1 which increased total open position to 244


On 11 Dec VBL was trading at 478.50. The strike last trading price was 22.55, which was -6.2 lower than the previous day. The implied volatity was 26.12, the open interest changed by -33 which decreased total open position to 241


On 10 Dec VBL was trading at 472.95. The strike last trading price was 28.75, which was -2.5 lower than the previous day. The implied volatity was 25.61, the open interest changed by -6 which decreased total open position to 275


On 9 Dec VBL was trading at 471.55. The strike last trading price was 31.25, which was -0.1 lower than the previous day. The implied volatity was 32.39, the open interest changed by -3 which decreased total open position to 282


On 8 Dec VBL was trading at 469.80. The strike last trading price was 31, which was 7 higher than the previous day. The implied volatity was 28.63, the open interest changed by -25 which decreased total open position to 285


On 5 Dec VBL was trading at 479.95. The strike last trading price was 24.45, which was -0.15 lower than the previous day. The implied volatity was 28.25, the open interest changed by -2 which decreased total open position to 311


On 4 Dec VBL was trading at 479.90. The strike last trading price was 24.65, which was -0.85 lower than the previous day. The implied volatity was 27.46, the open interest changed by 3 which increased total open position to 312


On 3 Dec VBL was trading at 477.50. The strike last trading price was 25.5, which was 3 higher than the previous day. The implied volatity was 27.96, the open interest changed by -31 which decreased total open position to 310


On 2 Dec VBL was trading at 481.40. The strike last trading price was 22.35, which was 0.45 higher than the previous day. The implied volatity was 25.79, the open interest changed by 9 which increased total open position to 337


On 1 Dec VBL was trading at 484.15. The strike last trading price was 21.9, which was -1.15 lower than the previous day. The implied volatity was 26.86, the open interest changed by 26 which increased total open position to 322


On 28 Nov VBL was trading at 481.55. The strike last trading price was 23.75, which was -11.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 33 which increased total open position to 294


On 27 Nov VBL was trading at 467.30. The strike last trading price was 35.2, which was 0.15 higher than the previous day. The implied volatity was 29.28, the open interest changed by 55 which increased total open position to 260


On 26 Nov VBL was trading at 465.50. The strike last trading price was 35.15, which was -14.5 lower than the previous day. The implied volatity was 26.62, the open interest changed by 46 which increased total open position to 206


On 25 Nov VBL was trading at 449.05. The strike last trading price was 49.95, which was -1.5 lower than the previous day. The implied volatity was 28.58, the open interest changed by 43 which increased total open position to 158


On 24 Nov VBL was trading at 446.10. The strike last trading price was 51.1, which was -0.1 lower than the previous day. The implied volatity was 26.85, the open interest changed by 53 which increased total open position to 114


On 21 Nov VBL was trading at 447.65. The strike last trading price was 51.2, which was 3 higher than the previous day. The implied volatity was 31.12, the open interest changed by 3 which increased total open position to 61


On 20 Nov VBL was trading at 451.50. The strike last trading price was 48, which was 3.2 higher than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 58


On 19 Nov VBL was trading at 454.55. The strike last trading price was 44.8, which was 2.3 higher than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 58


On 18 Nov VBL was trading at 457.90. The strike last trading price was 42.5, which was 2.55 higher than the previous day. The implied volatity was 28.08, the open interest changed by 4 which increased total open position to 55


On 17 Nov VBL was trading at 461.70. The strike last trading price was 39.95, which was -3.1 lower than the previous day. The implied volatity was 29.42, the open interest changed by 2 which increased total open position to 50


On 14 Nov VBL was trading at 459.40. The strike last trading price was 43.05, which was -2.85 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 47


On 13 Nov VBL was trading at 453.00. The strike last trading price was 46.75, which was 5.45 higher than the previous day. The implied volatity was 31.67, the open interest changed by 17 which increased total open position to 46


On 12 Nov VBL was trading at 459.30. The strike last trading price was 41.3, which was 5.8 higher than the previous day. The implied volatity was 28.44, the open interest changed by 13 which increased total open position to 28


On 11 Nov VBL was trading at 470.60. The strike last trading price was 35.5, which was -3 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 15


On 10 Nov VBL was trading at 463.25. The strike last trading price was 38.5, which was 2.45 higher than the previous day. The implied volatity was 27.96, the open interest changed by -1 which decreased total open position to 14


On 7 Nov VBL was trading at 470.20. The strike last trading price was 36.05, which was 3.05 higher than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 15


On 6 Nov VBL was trading at 471.85. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 14


On 4 Nov VBL was trading at 471.00. The strike last trading price was 33, which was 6.5 higher than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 13


On 3 Nov VBL was trading at 474.75. The strike last trading price was 26.5, which was -39.15 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 26.5, which was -39.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 30 Oct VBL was trading at 485.25. The strike last trading price was 26.5, which was -39.15 lower than the previous day. The implied volatity was 27.87, the open interest changed by 12 which increased total open position to 12


On 29 Oct VBL was trading at 495.45. The strike last trading price was 65.65, which was 0 lower than the previous day. The implied volatity was 0.66, 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 65.65, 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 27 Oct VBL was trading at 459.35. The strike last trading price was 65.65, 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 24 Oct VBL was trading at 461.40. The strike last trading price was 65.65, 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 23 Oct VBL was trading at 465.55. The strike last trading price was 65.65, 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 21 Oct VBL was trading at 459.45. The strike last trading price was 65.65, 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 20 Oct VBL was trading at 456.35. The strike last trading price was 65.65, 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 17 Oct VBL was trading at 461.55. The strike last trading price was 65.65, 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 16 Oct VBL was trading at 461.30. 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