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 510 CE
Delta: 0.19 Vega: 0.29 Theta: -0.24 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	2.95 ₹ 3,023.75	0.05 51.25	26.54	309 3,16,725	78 79,950	967 9,91,175
11 Dec	478.50	3.1 ₹ 3,177.5	0.35 358.75	27.35	191 1,95,775	-22 -22,550	891 9,13,275
10 Dec	472.95	2.55 ₹ 2,613.75	-0.15 -153.75	28.77	125 1,28,125	16 16,400	912 9,34,800
9 Dec	471.55	2.7 ₹ 2,767.5	0.45 461.25	29.44	461 4,72,525	-20 -20,500	897 9,19,425
8 Dec	469.80	2.25 ₹ 2,306.25	-1.75 -1793.75	27.73	285 2,92,125	-35 -35,875	919 9,41,975
5 Dec	479.95	3.85 ₹ 3,946.25	-0.6 -615.00	25.56	626 6,41,650	230 2,35,750	954 9,77,850
4 Dec	479.90	4.2 ₹ 4,305	0.3 307.50	26.26	900 9,22,500	24 24,600	724 7,42,100
3 Dec	477.50	4 ₹ 4,100	-1 -1025.00	25.58	405 4,15,125	63 64,575	700 7,17,500
2 Dec	481.40	5.1 ₹ 5,227.5	-0.4 -410.00	25.77	519 5,31,975	50 51,250	636 6,51,900
1 Dec	484.15	5.3 ₹ 5,432.5	-0.35 -358.75	24.64	411 4,21,275	53 54,325	586 6,00,650
28 Nov	481.55	5.45 ₹ 5,586.25	2.65 2716.25	25.26	2,035 20,85,875	-31 -31,775	534 5,47,350
27 Nov	467.30	2.75 ₹ 2,818.75	0.1 102.50	25.22	627 6,42,675	342 3,50,550	563 5,77,075
26 Nov	465.50	2.55 ₹ 2,613.75	1.7 1742.50	24.82	481 4,93,025	169 1,73,225	220 2,25,500
25 Nov	449.05	0.85 ₹ 871.25	-0.45 -461.25	24.37	62 63,550	16 16,400	47 48,175
24 Nov	446.10	1.3 ₹ 1,332.5	-0.2 -205.00	27.10	15 15,375	9 9,225	30 30,750
21 Nov	447.65	1.5 ₹ 1,537.5	-13 -13325.00	26.22	23 23,575	20 20,500	20 20,500
20 Nov	451.50	14.5 ₹ 14,862.5	0 0.00	9.25	0 0	0 0	0 0
19 Nov	454.55	14.5 ₹ 14,862.5	0 0.00	8.82	0 0	0 0	0 0
18 Nov	457.90	14.5 ₹ 14,862.5	0 0.00	8.07	0 0	0 0	0 0
17 Nov	461.70	14.5 ₹ 14,862.5	0 0.00	7.43	0 0	0 0	0 0
14 Nov	459.40	14.5 ₹ 14,862.5	0 0.00	7.44	0 0	0 0	0 0
13 Nov	453.00	14.5 ₹ 14,862.5	0 0.00	8.20	0 0	0 0	0 0
12 Nov	459.30	14.5 ₹ 14,862.5	0 0.00	7.30	0 0	0 0	0 0
11 Nov	470.60	14.5 ₹ 14,862.5	0 0.00	5.52	0 0	0 0	0 0
10 Nov	463.25	14.5 ₹ 14,862.5	0 0.00	6.57	0 0	0 0	0 0
7 Nov	470.20	14.5 ₹ 14,862.5	0 0.00	5.03	0 0	0 0	0 0
6 Nov	471.85	14.5 ₹ 14,862.5	0 0.00	4.89	0 0	0 0	0 0
4 Nov	471.00	14.5 ₹ 14,862.5	0 0.00	4.88	0 0	0 0	0 0
3 Nov	474.75	14.5 ₹ 14,862.5	0 0.00	4.15	0 0	0 0	0 0
31 Oct	469.65	14.5 ₹ 14,862.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	14.5 ₹ 14,862.5	0 0.00	2.61	0 0	0 0	0 0
29 Oct	495.45	14.5 ₹ 14,862.5	0 0.00	0.90	0 0	0 0	0 0
27 Oct	459.35	14.5 ₹ 14,862.5	0 0.00	5.58	0 0	0 0	0 0
17 Oct	461.55	14.5 ₹ 14,862.5	0 0.00	4.92	0 0	0 0	0 0

16 Oct	461.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 510 expiring on 30DEC2025

Delta for 510 CE is 0.19

Historical price for 510 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 2.95, which was 0.05 higher than the previous day. The implied volatity was 26.54, the open interest changed by 78 which increased total open position to 967

On 11 Dec VBL was trading at 478.50. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 27.35, the open interest changed by -22 which decreased total open position to 891

On 10 Dec VBL was trading at 472.95. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 28.77, the open interest changed by 16 which increased total open position to 912

On 9 Dec VBL was trading at 471.55. The strike last trading price was 2.7, which was 0.45 higher than the previous day. The implied volatity was 29.44, the open interest changed by -20 which decreased total open position to 897

On 8 Dec VBL was trading at 469.80. The strike last trading price was 2.25, which was -1.75 lower than the previous day. The implied volatity was 27.73, the open interest changed by -35 which decreased total open position to 919

On 5 Dec VBL was trading at 479.95. The strike last trading price was 3.85, which was -0.6 lower than the previous day. The implied volatity was 25.56, the open interest changed by 230 which increased total open position to 954

On 4 Dec VBL was trading at 479.90. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 26.26, the open interest changed by 24 which increased total open position to 724

On 3 Dec VBL was trading at 477.50. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 25.58, the open interest changed by 63 which increased total open position to 700

On 2 Dec VBL was trading at 481.40. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 25.77, the open interest changed by 50 which increased total open position to 636

On 1 Dec VBL was trading at 484.15. The strike last trading price was 5.3, which was -0.35 lower than the previous day. The implied volatity was 24.64, the open interest changed by 53 which increased total open position to 586

On 28 Nov VBL was trading at 481.55. The strike last trading price was 5.45, which was 2.65 higher than the previous day. The implied volatity was 25.26, the open interest changed by -31 which decreased total open position to 534

On 27 Nov VBL was trading at 467.30. The strike last trading price was 2.75, which was 0.1 higher than the previous day. The implied volatity was 25.22, the open interest changed by 342 which increased total open position to 563

On 26 Nov VBL was trading at 465.50. The strike last trading price was 2.55, which was 1.7 higher than the previous day. The implied volatity was 24.82, the open interest changed by 169 which increased total open position to 220

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 24.37, the open interest changed by 16 which increased total open position to 47

On 24 Nov VBL was trading at 446.10. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 27.10, the open interest changed by 9 which increased total open position to 30

On 21 Nov VBL was trading at 447.65. The strike last trading price was 1.5, which was -13 lower than the previous day. The implied volatity was 26.22, the open interest changed by 20 which increased total open position to 20

On 20 Nov VBL was trading at 451.50. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 9.25, 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 14.5, which was 0 lower than the previous day. The implied volatity was 8.82, 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 14.5, which was 0 lower than the previous day. The implied volatity was 8.07, 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 14.5, which was 0 lower than the previous day. The implied volatity was 7.43, 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 14.5, which was 0 lower than the previous day. The implied volatity was 7.44, 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 14.5, which was 0 lower than the previous day. The implied volatity was 8.20, 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 14.5, which was 0 lower than the previous day. The implied volatity was 7.30, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.52, 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 14.5, which was 0 lower than the previous day. The implied volatity was 6.57, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.03, 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 14.5, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.88, 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 14.5, which was 0 lower than the previous day. The implied volatity was 4.15, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 2.61, 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 14.5, which was 0 lower than the previous day. The implied volatity was 0.90, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.58, 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 14.5, which was 0 lower than the previous day. The implied volatity was 4.92, 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

VBL 30DEC2025 510 PE
Delta: -0.79 Vega: 0.30 Theta: -0.12 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	29.45 ₹ 30,186.25	-2.75 -2818.75	27.91	5 5,125	0 0	33 33,825
11 Dec	478.50	32.2 ₹ 33,005	-0.95 -973.75	-	0 0	0 0	33 33,825
10 Dec	472.95	32.2 ₹ 33,005	-0.95 -973.75	-	0 0	0 0	33 33,825
9 Dec	471.55	32.2 ₹ 33,005	-0.95 -973.75	-	0 0	0 0	0 0
8 Dec	469.80	32.2 ₹ 33,005	-0.95 -973.75	-	0 0	0 0	33 33,825
5 Dec	479.95	32.2 ₹ 33,005	-0.95 -973.75	-	0 0	3 3,075	0 0
4 Dec	479.90	32.2 ₹ 33,005	-0.95 -973.75	27.86	21 21,525	-1 -1,025	29 29,725
3 Dec	477.50	32.95 ₹ 33,773.75	3.85 3946.25	28.14	28 28,700	1 1,025	29 29,725
2 Dec	481.40	29.1 ₹ 29,827.5	-1.3 -1332.50	-	0 0	0 0	0 0
1 Dec	484.15	29.1 ₹ 29,827.5	-1.3 -1332.50	27.55	17 17,425	0 0	28 28,700
28 Nov	481.55	30.4 ₹ 31,160	-29.1 -29827.50	25.05	76 77,900	24 24,600	27 27,675
27 Nov	467.30	59.5 ₹ 60,987.5	-13.6 -13940.00	-	0 0	0 0	0 0
26 Nov	465.50	59.5 ₹ 60,987.5	-13.6 -13940.00	-	0 0	0 0	0 0
25 Nov	449.05	59.5 ₹ 60,987.5	-13.6 -13940.00	-	0 0	3 3,075	0 0
24 Nov	446.10	59.5 ₹ 60,987.5	-13.6 -13940.00	22.67	3 3,075	1 1,025	1 1,025
21 Nov	447.65	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	73.1 ₹ 74,927.5	0 0.00	-	0 0	0 0	0 0
27 Oct	459.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	461.55	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Oct	461.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 510 expiring on 30DEC2025

Delta for 510 PE is -0.79

Historical price for 510 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 29.45, which was -2.75 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 33

On 11 Dec VBL was trading at 478.50. The strike last trading price was 32.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33

On 10 Dec VBL was trading at 472.95. The strike last trading price was 32.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33

On 9 Dec VBL was trading at 471.55. The strike last trading price was 32.2, which was -0.95 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 32.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33

On 5 Dec VBL was trading at 479.95. The strike last trading price was 32.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 4 Dec VBL was trading at 479.90. The strike last trading price was 32.2, which was -0.95 lower than the previous day. The implied volatity was 27.86, the open interest changed by -1 which decreased total open position to 29

On 3 Dec VBL was trading at 477.50. The strike last trading price was 32.95, which was 3.85 higher than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 29

On 2 Dec VBL was trading at 481.40. The strike last trading price was 29.1, which was -1.3 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 29.1, which was -1.3 lower than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 28

On 28 Nov VBL was trading at 481.55. The strike last trading price was 30.4, which was -29.1 lower than the previous day. The implied volatity was 25.05, the open interest changed by 24 which increased total open position to 27

On 27 Nov VBL was trading at 467.30. The strike last trading price was 59.5, which was -13.6 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 59.5, which was -13.6 lower than the previous day. The implied volatity was -, 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 59.5, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 24 Nov VBL was trading at 446.10. The strike last trading price was 59.5, which was -13.6 lower than the previous day. The implied volatity was 22.67, the open interest changed by 1 which increased total open position to 1

On 21 Nov VBL was trading at 447.65. The strike last trading price was 73.1, 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 20 Nov VBL was trading at 451.50. The strike last trading price was 73.1, 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 19 Nov VBL was trading at 454.55. The strike last trading price was 73.1, 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 18 Nov VBL was trading at 457.90. The strike last trading price was 73.1, 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 17 Nov VBL was trading at 461.70. The strike last trading price was 73.1, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 73.1, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 73.1, 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 12 Nov VBL was trading at 459.30. The strike last trading price was 73.1, 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 11 Nov VBL was trading at 470.60. The strike last trading price was 73.1, 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 10 Nov VBL was trading at 463.25. The strike last trading price was 73.1, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 73.1, 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 6 Nov VBL was trading at 471.85. The strike last trading price was 73.1, 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 4 Nov VBL was trading at 471.00. The strike last trading price was 73.1, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 73.1, 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 31 Oct VBL was trading at 469.65. The strike last trading price was 73.1, 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 73.1, 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 29 Oct VBL was trading at 495.45. The strike last trading price was 73.1, 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 27 Oct VBL was trading at 459.35. 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 17 Oct VBL was trading at 461.55. 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

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