VBL
Varun Beverages Limited
Historical option data for VBL
29 Apr 2026 10:10 AM IST
| VBL 26-May-2026 (27d) 500 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0
Theta: -0.29
Gamma: 0.0077
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 522.05 | 31.15 | 0.5999999999999979 | 30.31 | 119 | -27 | 1,558 | |||||||||
| 28 Apr | 518.55 | 32 | -2.1000000000000014 | 34.8 | 2,906 | 212 | 1,587 | |||||||||
| 27 Apr | 518.85 | 34.95 | 11.800000000000004 | 39.05 | 12,774 | 367 | 1,376 | |||||||||
| 24 Apr | 490.45 | 23.6 | 4.150000000000002 | 46.04 | 1,147 | 135 | 996 | |||||||||
| 23 Apr | 484.25 | 19.8 | -3.1999999999999993 | 43.77 | 638 | 147 | 862 | |||||||||
| 22 Apr | 494.95 | 22.8 | 5.199999999999999 | 39.45 | 1,333 | 400 | 715 | |||||||||
| 21 Apr | 485.10 | 18.45 | 7.699999999999999 | 38.58 | 660 | 136 | 312 | |||||||||
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| 20 Apr | 466.55 | 9.85 | -2.4000000000000004 | 35.87 | 323 | 111 | 176 | |||||||||
| 17 Apr | 473.90 | 11.9 | 2.0500000000000007 | 34.39 | 105 | 64 | 65 | |||||||||
| 16 Apr | 460.40 | 9.85 | -10.35 | 34.82 | 2 | 1 | 1 | |||||||||
| 8 Apr | 421.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 400.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 401.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 403.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 401.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 384.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 389.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 401.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 388.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 382.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 401.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 404.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 415.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 406.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 407.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 401.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 411.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 431.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 436.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 437.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 447.65 | 20.2 | 0 | 4.89 | 0 | 0 | 0 | |||||||||
| 5 Mar | 445.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 429.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 445.30 | 20.2 | 0 | 4.6 | 0 | 0 | 0 | |||||||||
| 27 Feb | 451.40 | 20.2 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 500 expiring on 26MAY2026
Delta for 500 CE is 0.72
Historical price for 500 CE is as follows
On 29 Apr VBL was trading at 522.05. The strike last trading price was 31.15, which was 0.5999999999999979 higher than the previous day. The implied volatity was 30.31, the open interest changed by -27 which decreased total open position to 1558
On 28 Apr VBL was trading at 518.55. The strike last trading price was 32, which was -2.1000000000000014 lower than the previous day. The implied volatity was 34.8, the open interest changed by 212 which increased total open position to 1587
On 27 Apr VBL was trading at 518.85. The strike last trading price was 34.95, which was 11.800000000000004 higher than the previous day. The implied volatity was 39.05, the open interest changed by 367 which increased total open position to 1376
On 24 Apr VBL was trading at 490.45. The strike last trading price was 23.6, which was 4.150000000000002 higher than the previous day. The implied volatity was 46.04, the open interest changed by 135 which increased total open position to 996
On 23 Apr VBL was trading at 484.25. The strike last trading price was 19.8, which was -3.1999999999999993 lower than the previous day. The implied volatity was 43.77, the open interest changed by 147 which increased total open position to 862
On 22 Apr VBL was trading at 494.95. The strike last trading price was 22.8, which was 5.199999999999999 higher than the previous day. The implied volatity was 39.45, the open interest changed by 400 which increased total open position to 715
On 21 Apr VBL was trading at 485.10. The strike last trading price was 18.45, which was 7.699999999999999 higher than the previous day. The implied volatity was 38.58, the open interest changed by 136 which increased total open position to 312
On 20 Apr VBL was trading at 466.55. The strike last trading price was 9.85, which was -2.4000000000000004 lower than the previous day. The implied volatity was 35.87, the open interest changed by 111 which increased total open position to 176
On 17 Apr VBL was trading at 473.90. The strike last trading price was 11.9, which was 2.0500000000000007 higher than the previous day. The implied volatity was 34.39, the open interest changed by 64 which increased total open position to 65
On 16 Apr VBL was trading at 460.40. The strike last trading price was 9.85, which was -10.35 lower than the previous day. The implied volatity was 34.82, the open interest changed by 1 which increased total open position to 1
On 8 Apr VBL was trading at 421.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr VBL was trading at 400.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr VBL was trading at 401.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr VBL was trading at 403.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VBL was trading at 401.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar VBL was trading at 384.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar VBL was trading at 389.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar VBL was trading at 388.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar VBL was trading at 382.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar VBL was trading at 404.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar VBL was trading at 415.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar VBL was trading at 406.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar VBL was trading at 407.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VBL was trading at 401.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar VBL was trading at 411.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar VBL was trading at 431.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar VBL was trading at 436.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar VBL was trading at 437.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar VBL was trading at 447.65. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
On 5 Mar VBL was trading at 445.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VBL was trading at 429.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar VBL was trading at 445.30. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 27 Feb VBL was trading at 451.40. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
| VBL 26-May-2026 (27d) 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0
Theta: -0.23
Gamma: 0.00729
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 522.05 | 8.45 | -1.6000000000000014 | 32.24 | 319 | 83 | 995 |
| 28 Apr | 518.55 | 9.5 | -4.050000000000001 | 32.12 | 2,679 | 164 | 916 |
| 27 Apr | 518.85 | 13.3 | -15.75 | 39.15 | 4,178 | 479 | 755 |
| 24 Apr | 490.45 | 29.5 | -2.3000000000000007 | 44.61 | 100 | 44 | 275 |
| 23 Apr | 484.25 | 31.4 | 5.399999999999999 | 41.41 | 166 | 60 | 231 |
| 22 Apr | 494.95 | 26.5 | -1.6999999999999993 | 41.69 | 157 | 114 | 171 |
| 21 Apr | 485.10 | 27.5 | -11.299999999999997 | 35.38 | 43 | 30 | 57 |
| 20 Apr | 466.55 | 38.85 | 3 | 34.28 | 18 | 12 | 25 |
| 17 Apr | 473.90 | 35.85 | -13.149999999999999 | 34.03 | 12 | 10 | 12 |
| 16 Apr | 460.40 | 49 | -3.8999999999999986 | 47.96 | 2 | 1 | 1 |
| 8 Apr | 421.90 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 400.85 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 401.00 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 403.70 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 401.80 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 384.10 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 389.30 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 401.45 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 388.35 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 382.20 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 401.45 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 404.65 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 415.10 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 406.35 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 407.15 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 401.30 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 411.05 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 431.25 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 436.50 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 437.75 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 447.65 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 445.75 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 429.75 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 445.30 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 451.40 | 0 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 500 expiring on 26MAY2026
Delta for 500 PE is -0.28
Historical price for 500 PE is as follows
On 29 Apr VBL was trading at 522.05. The strike last trading price was 8.45, which was -1.6000000000000014 lower than the previous day. The implied volatity was 32.24, the open interest changed by 83 which increased total open position to 995
On 28 Apr VBL was trading at 518.55. The strike last trading price was 9.5, which was -4.050000000000001 lower than the previous day. The implied volatity was 32.12, the open interest changed by 164 which increased total open position to 916
On 27 Apr VBL was trading at 518.85. The strike last trading price was 13.3, which was -15.75 lower than the previous day. The implied volatity was 39.15, the open interest changed by 479 which increased total open position to 755
On 24 Apr VBL was trading at 490.45. The strike last trading price was 29.5, which was -2.3000000000000007 lower than the previous day. The implied volatity was 44.61, the open interest changed by 44 which increased total open position to 275
On 23 Apr VBL was trading at 484.25. The strike last trading price was 31.4, which was 5.399999999999999 higher than the previous day. The implied volatity was 41.41, the open interest changed by 60 which increased total open position to 231
On 22 Apr VBL was trading at 494.95. The strike last trading price was 26.5, which was -1.6999999999999993 lower than the previous day. The implied volatity was 41.69, the open interest changed by 114 which increased total open position to 171
On 21 Apr VBL was trading at 485.10. The strike last trading price was 27.5, which was -11.299999999999997 lower than the previous day. The implied volatity was 35.38, the open interest changed by 30 which increased total open position to 57
On 20 Apr VBL was trading at 466.55. The strike last trading price was 38.85, which was 3 higher than the previous day. The implied volatity was 34.28, the open interest changed by 12 which increased total open position to 25
On 17 Apr VBL was trading at 473.90. The strike last trading price was 35.85, which was -13.149999999999999 lower than the previous day. The implied volatity was 34.03, the open interest changed by 10 which increased total open position to 12
On 16 Apr VBL was trading at 460.40. The strike last trading price was 49, which was -3.8999999999999986 lower than the previous day. The implied volatity was 47.96, the open interest changed by 1 which increased total open position to 1
On 8 Apr VBL was trading at 421.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr VBL was trading at 400.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr VBL was trading at 401.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr VBL was trading at 403.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VBL was trading at 401.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar VBL was trading at 384.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar VBL was trading at 389.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar VBL was trading at 388.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar VBL was trading at 382.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar VBL was trading at 404.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar VBL was trading at 415.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar VBL was trading at 406.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar VBL was trading at 407.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar VBL was trading at 401.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar VBL was trading at 411.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar VBL was trading at 431.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar VBL was trading at 436.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar VBL was trading at 437.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar VBL was trading at 447.65. 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
On 5 Mar VBL was trading at 445.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VBL was trading at 429.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar VBL was trading at 445.30. 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
On 27 Feb VBL was trading at 451.40. 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
