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 520 CE
Delta: 0.13 Vega: 0.22 Theta: -0.19 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	1.9 ₹ 1,947.5	0.1 102.50	28.91	313 3,20,825	-21 -21,525	1,030 10,55,750
11 Dec	478.50	1.95 ₹ 1,998.75	0.15 153.75	28.42	218 2,23,450	-4 -4,100	1,053 10,79,325
10 Dec	472.95	1.7 ₹ 1,742.5	-0.1 -102.50	30.12	271 2,77,775	34 34,850	1,058 10,84,450
9 Dec	471.55	1.8 ₹ 1,845	0.3 307.50	30.60	584 5,98,600	-145 -1,48,625	1,023 10,48,575
8 Dec	469.80	1.5 ₹ 1,537.5	-0.95 -973.75	29.02	766 7,85,150	-327 -3,35,175	1,174 12,03,350
5 Dec	479.95	2.35 ₹ 2,408.75	-0.6 -615.00	25.90	954 9,77,850	504 5,16,600	1,501 15,38,525
4 Dec	479.90	2.8 ₹ 2,870	0.25 256.25	27.13	744 7,62,600	-27 -27,675	999 10,23,975
3 Dec	477.50	2.65 ₹ 2,716.25	-0.6 -615.00	26.43	568 5,82,200	107 1,09,675	1,026 10,51,650
2 Dec	481.40	3.3 ₹ 3,382.5	-0.35 -358.75	26.14	333 3,41,325	44 45,100	916 9,38,900
1 Dec	484.15	3.5 ₹ 3,587.5	-0.35 -358.75	25.26	357 3,65,925	14 14,350	872 8,93,800
28 Nov	481.55	3.75 ₹ 3,843.75	1.85 1896.25	25.97	2,515 25,77,875	452 4,63,300	858 8,79,450
27 Nov	467.30	1.85 ₹ 1,896.25	0.05 51.25	26.02	181 1,85,525	29 29,725	405 4,15,125
26 Nov	465.50	1.7 ₹ 1,742.5	1 1025.00	25.57	609 6,24,225	219 2,24,475	376 3,85,400
25 Nov	449.05	0.7 ₹ 717.5	-0.3 -307.50	26.36	80 82,000	15 15,375	156 1,59,900
24 Nov	446.10	1 ₹ 1,025	-0.1 -102.50	28.57	54 55,350	8 8,200	141 1,44,525
21 Nov	447.65	1.1 ₹ 1,127.5	-0.7 -717.50	27.35	41 42,025	-2 -2,050	133 1,36,325
20 Nov	451.50	1.8 ₹ 1,845	-0.3 -307.50	28.53	53 54,325	-5 -5,125	138 1,41,450
19 Nov	454.55	2.1 ₹ 2,152.5	-0.45 -461.25	28.54	191 1,95,775	-18 -18,450	143 1,46,575
18 Nov	457.90	2.5 ₹ 2,562.5	-0.65 -666.25	28.38	150 1,53,750	56 57,400	161 1,65,025
17 Nov	461.70	3.15 ₹ 3,228.75	-0.15 -153.75	28.25	19 19,475	0 0	105 1,07,625
14 Nov	459.40	3.25 ₹ 3,331.25	0.3 307.50	28.16	123 1,26,075	2 2,050	109 1,11,725
13 Nov	453.00	3 ₹ 3,075	-0.7 -717.50	29.16	74 75,850	34 34,850	107 1,09,675
12 Nov	459.30	3.7 ₹ 3,792.5	-1.6 -1640.00	28.74	24 24,600	2 2,050	74 75,850
11 Nov	470.60	5.25 ₹ 5,381.25	1 1025.00	27.53	18 18,450	8 8,200	72 73,800
10 Nov	463.25	4.25 ₹ 4,356.25	-1.35 -1383.75	27.95	17 17,425	4 4,100	63 64,575
7 Nov	470.20	5.6 ₹ 5,740	-0.15 -153.75	26.40	19 19,475	4 4,100	59 60,475

6 Nov	471.85	5.75 ₹ 5,893.75	-0.45 -461.25	26.18	26 26,650	0 0	55 56,375
4 Nov	471.00	6.2 ₹ 6,355	-1.4 -1435.00	26.75	23 23,575	3 3,075	55 56,375
3 Nov	474.75	7.55 ₹ 7,738.75	0.6 615.00	26.89	15 15,375	5 5,125	51 52,275
31 Oct	469.65	7.05 ₹ 7,226.25	-3.9 -3997.50	-	50 51,250	4 4,100	47 48,175
30 Oct	485.25	10.85 ₹ 11,121.25	-5.15 -5278.75	27.19	49 50,225	-1 -1,025	42 43,050
29 Oct	495.45	15.7 ₹ 16,092.5	7.15 7328.75	27.45	103 1,05,575	40 41,000	43 44,075
27 Oct	459.35	8.55 ₹ 8,763.75	0.25 256.25	32.76	13 13,325	-10 -10,250	6 6,150
17 Oct	461.55	8.3 ₹ 8,507.5	0.7 717.50	-	14 14,350	13 13,325	15 15,375
16 Oct	461.30	7.6 ₹ 7,790	-4.8 -4920.00	-	2 2,050	1 1,025	1 1,025

For Varun Beverages Limited - strike price 520 expiring on 30DEC2025

Delta for 520 CE is 0.13

Historical price for 520 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 28.91, the open interest changed by -21 which decreased total open position to 1030

On 11 Dec VBL was trading at 478.50. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 28.42, the open interest changed by -4 which decreased total open position to 1053

On 10 Dec VBL was trading at 472.95. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 30.12, the open interest changed by 34 which increased total open position to 1058

On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 30.60, the open interest changed by -145 which decreased total open position to 1023

On 8 Dec VBL was trading at 469.80. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 29.02, the open interest changed by -327 which decreased total open position to 1174

On 5 Dec VBL was trading at 479.95. The strike last trading price was 2.35, which was -0.6 lower than the previous day. The implied volatity was 25.90, the open interest changed by 504 which increased total open position to 1501

On 4 Dec VBL was trading at 479.90. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was 27.13, the open interest changed by -27 which decreased total open position to 999

On 3 Dec VBL was trading at 477.50. The strike last trading price was 2.65, which was -0.6 lower than the previous day. The implied volatity was 26.43, the open interest changed by 107 which increased total open position to 1026

On 2 Dec VBL was trading at 481.40. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 26.14, the open interest changed by 44 which increased total open position to 916

On 1 Dec VBL was trading at 484.15. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by 14 which increased total open position to 872

On 28 Nov VBL was trading at 481.55. The strike last trading price was 3.75, which was 1.85 higher than the previous day. The implied volatity was 25.97, the open interest changed by 452 which increased total open position to 858

On 27 Nov VBL was trading at 467.30. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 26.02, the open interest changed by 29 which increased total open position to 405

On 26 Nov VBL was trading at 465.50. The strike last trading price was 1.7, which was 1 higher than the previous day. The implied volatity was 25.57, the open interest changed by 219 which increased total open position to 376

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 26.36, the open interest changed by 15 which increased total open position to 156

On 24 Nov VBL was trading at 446.10. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 28.57, the open interest changed by 8 which increased total open position to 141

On 21 Nov VBL was trading at 447.65. The strike last trading price was 1.1, which was -0.7 lower than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 133

On 20 Nov VBL was trading at 451.50. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 28.53, the open interest changed by -5 which decreased total open position to 138

On 19 Nov VBL was trading at 454.55. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 28.54, the open interest changed by -18 which decreased total open position to 143

On 18 Nov VBL was trading at 457.90. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 28.38, the open interest changed by 56 which increased total open position to 161

On 17 Nov VBL was trading at 461.70. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 105

On 14 Nov VBL was trading at 459.40. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 28.16, the open interest changed by 2 which increased total open position to 109

On 13 Nov VBL was trading at 453.00. The strike last trading price was 3, which was -0.7 lower than the previous day. The implied volatity was 29.16, the open interest changed by 34 which increased total open position to 107

On 12 Nov VBL was trading at 459.30. The strike last trading price was 3.7, which was -1.6 lower than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 74

On 11 Nov VBL was trading at 470.60. The strike last trading price was 5.25, which was 1 higher than the previous day. The implied volatity was 27.53, the open interest changed by 8 which increased total open position to 72

On 10 Nov VBL was trading at 463.25. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 63

On 7 Nov VBL was trading at 470.20. The strike last trading price was 5.6, which was -0.15 lower than the previous day. The implied volatity was 26.40, the open interest changed by 4 which increased total open position to 59

On 6 Nov VBL was trading at 471.85. The strike last trading price was 5.75, which was -0.45 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 55

On 4 Nov VBL was trading at 471.00. The strike last trading price was 6.2, which was -1.4 lower than the previous day. The implied volatity was 26.75, the open interest changed by 3 which increased total open position to 55

On 3 Nov VBL was trading at 474.75. The strike last trading price was 7.55, which was 0.6 higher than the previous day. The implied volatity was 26.89, the open interest changed by 5 which increased total open position to 51

On 31 Oct VBL was trading at 469.65. The strike last trading price was 7.05, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 47

On 30 Oct VBL was trading at 485.25. The strike last trading price was 10.85, which was -5.15 lower than the previous day. The implied volatity was 27.19, the open interest changed by -1 which decreased total open position to 42

On 29 Oct VBL was trading at 495.45. The strike last trading price was 15.7, which was 7.15 higher than the previous day. The implied volatity was 27.45, the open interest changed by 40 which increased total open position to 43

On 27 Oct VBL was trading at 459.35. The strike last trading price was 8.55, which was 0.25 higher than the previous day. The implied volatity was 32.76, the open interest changed by -10 which decreased total open position to 6

On 17 Oct VBL was trading at 461.55. The strike last trading price was 8.3, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 15

On 16 Oct VBL was trading at 461.30. The strike last trading price was 7.6, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

VBL 30DEC2025 520 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	35.6 ₹ 36,490	-3 -3075.00	-	0 0	0 0	62 63,550
11 Dec	478.50	35.6 ₹ 36,490	-3 -3075.00	-	0 0	0 0	62 63,550
10 Dec	472.95	35.6 ₹ 36,490	-3 -3075.00	-	0 0	0 0	62 63,550
9 Dec	471.55	35.6 ₹ 36,490	-3 -3075.00	-	0 0	0 0	0 0
8 Dec	469.80	35.6 ₹ 36,490	-3 -3075.00	-	0 0	0 0	62 63,550
5 Dec	479.95	35.6 ₹ 36,490	-3 -3075.00	-	0 0	5 5,125	0 0
4 Dec	479.90	35.6 ₹ 36,490	-3 -3075.00	-	33 33,825	5 5,125	62 63,550
3 Dec	477.50	38.8 ₹ 39,770	-14.25 -14606.25	-	0 0	0 0	0 0
2 Dec	481.40	38.8 ₹ 39,770	-14.25 -14606.25	-	0 0	0 0	0 0
1 Dec	484.15	38.8 ₹ 39,770	-14.25 -14606.25	-	0 0	25 25,625	0 0
28 Nov	481.55	38.8 ₹ 39,770	-14.25 -14606.25	26.20	73 74,825	21 21,525	53 54,325
27 Nov	467.30	53.05 ₹ 54,376.25	-15.75 -16143.75	-	0 0	0 0	0 0
26 Nov	465.50	53.05 ₹ 54,376.25	-15.75 -16143.75	30.00	2 2,050	-1 -1,025	31 31,775
25 Nov	449.05	68.8 ₹ 70,520	-0.2 -205.00	32.00	7 7,175	3 3,075	32 32,800
24 Nov	446.10	69 ₹ 70,725	3.35 3433.75	20.79	11 11,275	0 0	18 18,450
21 Nov	447.65	65.65 ₹ 67,291.25	1.3 1332.50	-	0 0	11 11,275	0 0
20 Nov	451.50	65.65 ₹ 67,291.25	1.3 1332.50	34.07	12 12,300	11 11,275	18 18,450
19 Nov	454.55	64.35 ₹ 65,958.75	11.05 11326.25	35.03	3 3,075	1 1,025	6 6,150
18 Nov	457.90	53.3 ₹ 54,632.5	3.3 3382.50	-	0 0	0 0	0 0
17 Nov	461.70	53.3 ₹ 54,632.5	3.3 3382.50	-	0 0	0 0	0 0
14 Nov	459.40	53.3 ₹ 54,632.5	3.3 3382.50	-	0 0	0 0	0 0
13 Nov	453.00	53.3 ₹ 54,632.5	3.3 3382.50	-	0 0	0 0	0 0
12 Nov	459.30	53.3 ₹ 54,632.5	3.3 3382.50	-	0 0	0 0	0 0
11 Nov	470.60	53.3 ₹ 54,632.5	3.3 3382.50	-	0 0	1 1,025	0 0
10 Nov	463.25	53.3 ₹ 54,632.5	3.3 3382.50	25.39	1 1,025	0 0	4 4,100
7 Nov	470.20	50 ₹ 51,250	-30.8 -31570.00	32.10	4 4,100	3 3,075	3 3,075
6 Nov	471.85	80.8 ₹ 82,820	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	80.8 ₹ 82,820	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	80.8 ₹ 82,820	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	80.8 ₹ 82,820	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	80.8 ₹ 82,820	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	80.8 ₹ 82,820	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 520 expiring on 30DEC2025

Delta for 520 PE is -

Historical price for 520 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 35.6, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62

On 11 Dec VBL was trading at 478.50. The strike last trading price was 35.6, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62

On 10 Dec VBL was trading at 472.95. The strike last trading price was 35.6, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62

On 9 Dec VBL was trading at 471.55. The strike last trading price was 35.6, which was -3 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 35.6, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62

On 5 Dec VBL was trading at 479.95. The strike last trading price was 35.6, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 4 Dec VBL was trading at 479.90. The strike last trading price was 35.6, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 62

On 3 Dec VBL was trading at 477.50. The strike last trading price was 38.8, which was -14.25 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 38.8, which was -14.25 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 38.8, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0

On 28 Nov VBL was trading at 481.55. The strike last trading price was 38.8, which was -14.25 lower than the previous day. The implied volatity was 26.20, the open interest changed by 21 which increased total open position to 53

On 27 Nov VBL was trading at 467.30. The strike last trading price was 53.05, which was -15.75 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 53.05, which was -15.75 lower than the previous day. The implied volatity was 30.00, the open interest changed by -1 which decreased total open position to 31

On 25 Nov VBL was trading at 449.05. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was 32.00, the open interest changed by 3 which increased total open position to 32

On 24 Nov VBL was trading at 446.10. The strike last trading price was 69, which was 3.35 higher than the previous day. The implied volatity was 20.79, 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 65.65, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 65.65, which was 1.3 higher than the previous day. The implied volatity was 34.07, the open interest changed by 11 which increased total open position to 18

On 19 Nov VBL was trading at 454.55. The strike last trading price was 64.35, which was 11.05 higher than the previous day. The implied volatity was 35.03, the open interest changed by 1 which increased total open position to 6

On 18 Nov VBL was trading at 457.90. The strike last trading price was 53.3, which was 3.3 higher 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 53.3, which was 3.3 higher 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 53.3, which was 3.3 higher 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 53.3, which was 3.3 higher 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 53.3, which was 3.3 higher 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 53.3, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 10 Nov VBL was trading at 463.25. The strike last trading price was 53.3, which was 3.3 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 4

On 7 Nov VBL was trading at 470.20. The strike last trading price was 50, which was -30.8 lower than the previous day. The implied volatity was 32.10, the open interest changed by 3 which increased total open position to 3

On 6 Nov VBL was trading at 471.85. The strike last trading price was 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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 80.8, 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

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

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