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 515 CE
Delta: 0.16 Vega: 0.26 Theta: -0.21 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	2.3 ₹ 2,357.5	0 0.00	27.06	36 36,900	10 10,250	260 2,66,500
11 Dec	478.50	2.35 ₹ 2,408.75	0.1 102.50	27.47	61 62,525	20 20,500	243 2,49,075
10 Dec	472.95	2.25 ₹ 2,306.25	0.25 256.25	30.16	50 51,250	12 12,300	224 2,29,600
9 Dec	471.55	2 ₹ 2,050	0.2 205.00	29.17	174 1,78,350	-56 -57,400	210 2,15,250
8 Dec	469.80	1.85 ₹ 1,896.25	-1.15 -1178.75	28.45	80 82,000	-10 -10,250	268 2,74,700
5 Dec	479.95	3 ₹ 3,075	-0.65 -666.25	25.67	164 1,68,100	91 93,275	279 2,85,975
4 Dec	479.90	3.55 ₹ 3,638.75	0.35 358.75	27.04	240 2,46,000	22 22,550	186 1,90,650
3 Dec	477.50	3.2 ₹ 3,280	-0.8 -820.00	25.84	81 83,025	28 28,700	164 1,68,100
2 Dec	481.40	4.1 ₹ 4,202.5	-0.3 -307.50	25.92	93 95,325	6 6,150	141 1,44,525
1 Dec	484.15	4.4 ₹ 4,510	-0.35 -358.75	25.15	133 1,36,325	-4 -4,100	134 1,37,350
28 Nov	481.55	4.5 ₹ 4,612.5	2.2 2255.00	25.56	446 4,57,150	24 24,600	138 1,41,450
27 Nov	467.30	2.3 ₹ 2,357.5	0.05 51.25	25.77	64 65,600	21 21,525	112 1,14,800
26 Nov	465.50	2.25 ₹ 2,306.25	1.55 1588.75	25.77	131 1,34,275	74 75,850	88 90,200
25 Nov	449.05	0.7 ₹ 717.5	-0.4 -410.00	24.91	17 17,425	-8 -8,200	10 10,250
24 Nov	446.10	1.1 ₹ 1,127.5	-0.2 -205.00	27.16	1 1,025	0 0	18 18,450
21 Nov	447.65	1.3 ₹ 1,332.5	-0.7 -717.50	26.88	5 5,125	-1 -1,025	19 19,475

20 Nov	451.50	1.95 ₹ 1,998.75	-0.65 -666.25	27.56	7 7,175	5 5,125	20 20,500
19 Nov	454.55	2.6 ₹ 2,665	-7.65 -7841.25	28.60	21 21,525	14 14,350	14 14,350
18 Nov	457.90	10.25 ₹ 10,506.25	0 0.00	8.94	0 0	0 0	0 0
17 Nov	461.70	10.25 ₹ 10,506.25	0 0.00	8.15	0 0	0 0	0 0
14 Nov	459.40	10.25 ₹ 10,506.25	0 0.00	8.21	0 0	0 0	0 0
13 Nov	453.00	10.25 ₹ 10,506.25	0 0.00	8.87	0 0	0 0	0 0
12 Nov	459.30	10.25 ₹ 10,506.25	0 0.00	7.99	0 0	0 0	0 0
11 Nov	470.60	10.25 ₹ 10,506.25	0 0.00	6.25	0 0	0 0	0 0
10 Nov	463.25	10.25 ₹ 10,506.25	0 0.00	7.24	0 0	0 0	0 0
7 Nov	470.20	10.25 ₹ 10,506.25	0 0.00	5.74	0 0	0 0	0 0
6 Nov	471.85	10.25 ₹ 10,506.25	0 0.00	5.60	0 0	0 0	0 0
4 Nov	471.00	10.25 ₹ 10,506.25	0 0.00	5.58	0 0	0 0	0 0
3 Nov	474.75	10.25 ₹ 10,506.25	0 0.00	4.85	0 0	0 0	0 0
31 Oct	469.65	10.25 ₹ 10,506.25	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	10.25 ₹ 10,506.25	0 0.00	3.38	0 0	0 0	0 0
29 Oct	495.45	10.25 ₹ 10,506.25	0 0.00	1.62	0 0	0 0	0 0

For Varun Beverages Limited - strike price 515 expiring on 30DEC2025

Delta for 515 CE is 0.16

Historical price for 515 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 27.06, the open interest changed by 10 which increased total open position to 260

On 11 Dec VBL was trading at 478.50. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 27.47, the open interest changed by 20 which increased total open position to 243

On 10 Dec VBL was trading at 472.95. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 30.16, the open interest changed by 12 which increased total open position to 224

On 9 Dec VBL was trading at 471.55. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 29.17, the open interest changed by -56 which decreased total open position to 210

On 8 Dec VBL was trading at 469.80. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 28.45, the open interest changed by -10 which decreased total open position to 268

On 5 Dec VBL was trading at 479.95. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 25.67, the open interest changed by 91 which increased total open position to 279

On 4 Dec VBL was trading at 479.90. The strike last trading price was 3.55, which was 0.35 higher than the previous day. The implied volatity was 27.04, the open interest changed by 22 which increased total open position to 186

On 3 Dec VBL was trading at 477.50. The strike last trading price was 3.2, which was -0.8 lower than the previous day. The implied volatity was 25.84, the open interest changed by 28 which increased total open position to 164

On 2 Dec VBL was trading at 481.40. The strike last trading price was 4.1, which was -0.3 lower than the previous day. The implied volatity was 25.92, the open interest changed by 6 which increased total open position to 141

On 1 Dec VBL was trading at 484.15. The strike last trading price was 4.4, which was -0.35 lower than the previous day. The implied volatity was 25.15, the open interest changed by -4 which decreased total open position to 134

On 28 Nov VBL was trading at 481.55. The strike last trading price was 4.5, which was 2.2 higher than the previous day. The implied volatity was 25.56, the open interest changed by 24 which increased total open position to 138

On 27 Nov VBL was trading at 467.30. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 25.77, the open interest changed by 21 which increased total open position to 112

On 26 Nov VBL was trading at 465.50. The strike last trading price was 2.25, which was 1.55 higher than the previous day. The implied volatity was 25.77, the open interest changed by 74 which increased total open position to 88

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 24.91, the open interest changed by -8 which decreased total open position to 10

On 24 Nov VBL was trading at 446.10. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 18

On 21 Nov VBL was trading at 447.65. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 26.88, the open interest changed by -1 which decreased total open position to 19

On 20 Nov VBL was trading at 451.50. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 27.56, the open interest changed by 5 which increased total open position to 20

On 19 Nov VBL was trading at 454.55. The strike last trading price was 2.6, which was -7.65 lower than the previous day. The implied volatity was 28.60, the open interest changed by 14 which increased total open position to 14

On 18 Nov VBL was trading at 457.90. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 8.94, 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 10.25, which was 0 lower than the previous day. The implied volatity was 8.15, 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 10.25, which was 0 lower than the previous day. The implied volatity was 8.21, 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 10.25, which was 0 lower than the previous day. The implied volatity was 8.87, 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 10.25, which was 0 lower than the previous day. The implied volatity was 7.99, 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 10.25, which was 0 lower than the previous day. The implied volatity was 6.25, 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 10.25, which was 0 lower than the previous day. The implied volatity was 7.24, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.74, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.60, 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 10.25, 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 3 Nov VBL was trading at 474.75. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 4.85, 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 10.25, 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 10.25, which was 0 lower than the previous day. The implied volatity was 3.38, 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 10.25, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0

VBL 30DEC2025 515 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
11 Dec	478.50	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
10 Dec	472.95	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
9 Dec	471.55	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
8 Dec	469.80	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
5 Dec	479.95	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
4 Dec	479.90	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
3 Dec	477.50	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
2 Dec	481.40	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
1 Dec	484.15	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
28 Nov	481.55	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
27 Nov	467.30	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
26 Nov	465.50	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
25 Nov	449.05	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	65.7 ₹ 67,342.5	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 515 expiring on 30DEC2025

Delta for 515 PE is -

Historical price for 515 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 65.7, 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 Dec VBL was trading at 478.50. The strike last trading price was 65.7, 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 Dec VBL was trading at 472.95. The strike last trading price was 65.7, 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 9 Dec VBL was trading at 471.55. The strike last trading price was 65.7, 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 8 Dec VBL was trading at 469.80. The strike last trading price was 65.7, 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 Dec VBL was trading at 479.95. The strike last trading price was 65.7, 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 Dec VBL was trading at 479.90. The strike last trading price was 65.7, 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 Dec VBL was trading at 477.50. The strike last trading price was 65.7, 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 2 Dec VBL was trading at 481.40. The strike last trading price was 65.7, 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 1 Dec VBL was trading at 484.15. The strike last trading price was 65.7, 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 28 Nov VBL was trading at 481.55. The strike last trading price was 65.7, 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 Nov VBL was trading at 467.30. The strike last trading price was 65.7, 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 26 Nov VBL was trading at 465.50. The strike last trading price was 65.7, 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 25 Nov VBL was trading at 449.05. The strike last trading price was 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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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