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Historical option data for VBL

22 Jun 2026 04:10 PM IST
VBL 30-Jun-2026 (7d) 520 CE
Delta: 0.38
Vega: 0
Theta: -0.55
Gamma: 0.01666
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 512.95 6 -10.45 (-63.53%) 29.64 6,271 1,194 1,347
19 Jun 529.50 16.6 -2.15 (-11.47%) 27.8 332 -26 153
18 Jun 531.55 18.7 -9.8 (-34.39%) 28.81 210 -26 181
17 Jun 544.05 28.35 2.95 (11.61%) 30.87 156 -6 206
16 Jun 541.05 25.2 -2.35 (-8.53%) 24.96 108 -8 214
15 Jun 541.00 27.45 12.25 (80.59%) 33.67 511 -30 221
12 Jun 522.20 14.3 -0.8 (-5.30%) 28.25 737 -38 250
11 Jun 519.90 15.8 -2.6 (-14.13%) 31.54 427 51 289
10 Jun 526.25 19.05 -1.9 (-9.07%) 28.84 157 -4 238
9 Jun 529.75 20.15 3.6 (21.75%) 28.21 195 -7 242
8 Jun 522.15 15.5 -2.15 (-12.18%) 29.15 609 37 249
5 Jun 523.30 17.3 -4.8 (-21.72%) 28.38 425 48 209
4 Jun 528.40 22.25 -4.05 (-15.40%) 29.14 80 1 162
3 Jun 533.40 27.35 -2.35 (-7.91%) 31.62 44 5 161
2 Jun 537.00 30.25 9.9 (48.65%) 31.38 318 -5 158
1 Jun 525.50 20.1 -4.2 (-17.28%) 28.96 223 28 160
29 May 528.00 25.15 -1.5 (-5.63%) 28.97 134 -23 134
27 May 534.50 26.5 0.65 (2.51%) 25.88 80 13 157
26 May 531.30 26.2 0.5 (1.95%) 27.69 147 4 144
25 May 530.70 25.7 -8.55 (-24.96%) 26.17 147 -40 141
22 May 539.45 35.2 12.1 (52.38%) 30.17 576 -60 183
21 May 519.85 23.15 3.4 (17.22%) 31.78 506 82 244
20 May 514.00 19.65 -0.35 (-1.75%) 30.48 155 110 162
19 May 514.80 20 1 (5.26%) 29.92 58 20 51
18 May 511.50 19.05 4.05 (27.00%) 30.31 41 19 30
15 May 503.80 14.9 1.25 (9.16%) 28.94 4 0 7
14 May 505.15 13.65 0 (0.00%) 0 0 0 7
13 May 489.15 13.65 -2.7 (-16.51%) 0 1 1 7
12 May 488.35 16.35 -18.65 (-53.29%) 0 9 5 6
11 May 501.30 35 0 (0.00%) 0 0 0 1
8 May 508.85 35 0 (0.00%) - 0 0 1
7 May 510.60 35 0 (0.00%) - 0 0 1
6 May 508.95 35 0 (0.00%) - 0 0 1
5 May 511.70 35 0 (0.00%) - 0 0 1
4 May 506.75 35 0 (0.00%) - 0 0 1
30 Apr 513.70 35 0 (0.00%) 37.45 0 0 1
29 Apr 523.10 35 32.7 (1421.74%) 37.45 1 0 0
28 Apr 518.55 - - - 0 0 0
27 Apr 518.85 0 0 - 0 0 0
24 Apr 490.45 0 0 - 0 0 0


For Varun Beverages Limited - strike price 520 expiring on 30JUN2026

Delta for 520 CE is 0.38

Historical price for 520 CE is as follows

On 22 Jun VBL was trading at 512.95. The strike last trading price was 6, which was -10.45 lower than the previous day. The implied volatity was 29.64, the open interest changed by 1194 which increased total open position to 1347


On 19 Jun VBL was trading at 529.50. The strike last trading price was 16.6, which was -2.15 lower than the previous day. The implied volatity was 27.8, the open interest changed by -26 which decreased total open position to 153


On 18 Jun VBL was trading at 531.55. The strike last trading price was 18.7, which was -9.8 lower than the previous day. The implied volatity was 28.81, the open interest changed by -26 which decreased total open position to 181


On 17 Jun VBL was trading at 544.05. The strike last trading price was 28.35, which was 2.95 higher than the previous day. The implied volatity was 30.87, the open interest changed by -6 which decreased total open position to 206


On 16 Jun VBL was trading at 541.05. The strike last trading price was 25.2, which was -2.35 lower than the previous day. The implied volatity was 24.96, the open interest changed by -8 which decreased total open position to 214


On 15 Jun VBL was trading at 541.00. The strike last trading price was 27.45, which was 12.25 higher than the previous day. The implied volatity was 33.67, the open interest changed by -30 which decreased total open position to 221


On 12 Jun VBL was trading at 522.20. The strike last trading price was 14.3, which was -0.8 lower than the previous day. The implied volatity was 28.25, the open interest changed by -38 which decreased total open position to 250


On 11 Jun VBL was trading at 519.90. The strike last trading price was 15.8, which was -2.6 lower than the previous day. The implied volatity was 31.54, the open interest changed by 51 which increased total open position to 289


On 10 Jun VBL was trading at 526.25. The strike last trading price was 19.05, which was -1.9 lower than the previous day. The implied volatity was 28.84, the open interest changed by -4 which decreased total open position to 238


On 9 Jun VBL was trading at 529.75. The strike last trading price was 20.15, which was 3.6 higher than the previous day. The implied volatity was 28.21, the open interest changed by -7 which decreased total open position to 242


On 8 Jun VBL was trading at 522.15. The strike last trading price was 15.5, which was -2.15 lower than the previous day. The implied volatity was 29.15, the open interest changed by 37 which increased total open position to 249


On 5 Jun VBL was trading at 523.30. The strike last trading price was 17.3, which was -4.8 lower than the previous day. The implied volatity was 28.38, the open interest changed by 48 which increased total open position to 209


On 4 Jun VBL was trading at 528.40. The strike last trading price was 22.25, which was -4.05 lower than the previous day. The implied volatity was 29.14, the open interest changed by 1 which increased total open position to 162


On 3 Jun VBL was trading at 533.40. The strike last trading price was 27.35, which was -2.35 lower than the previous day. The implied volatity was 31.62, the open interest changed by 5 which increased total open position to 161


On 2 Jun VBL was trading at 537.00. The strike last trading price was 30.25, which was 9.9 higher than the previous day. The implied volatity was 31.38, the open interest changed by -5 which decreased total open position to 158


On 1 Jun VBL was trading at 525.50. The strike last trading price was 20.1, which was -4.2 lower than the previous day. The implied volatity was 28.96, the open interest changed by 28 which increased total open position to 160


On 29 May VBL was trading at 528.00. The strike last trading price was 25.15, which was -1.5 lower than the previous day. The implied volatity was 28.97, the open interest changed by -23 which decreased total open position to 134


On 27 May VBL was trading at 534.50. The strike last trading price was 26.5, which was 0.65 higher than the previous day. The implied volatity was 25.88, the open interest changed by 13 which increased total open position to 157


On 26 May VBL was trading at 531.30. The strike last trading price was 26.2, which was 0.5 higher than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 144


On 25 May VBL was trading at 530.70. The strike last trading price was 25.7, which was -8.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by -40 which decreased total open position to 141


On 22 May VBL was trading at 539.45. The strike last trading price was 35.2, which was 12.1 higher than the previous day. The implied volatity was 30.17, the open interest changed by -60 which decreased total open position to 183


On 21 May VBL was trading at 519.85. The strike last trading price was 23.15, which was 3.4 higher than the previous day. The implied volatity was 31.78, the open interest changed by 82 which increased total open position to 244


On 20 May VBL was trading at 514.00. The strike last trading price was 19.65, which was -0.35 lower than the previous day. The implied volatity was 30.48, the open interest changed by 110 which increased total open position to 162


On 19 May VBL was trading at 514.80. The strike last trading price was 20, which was 1 higher than the previous day. The implied volatity was 29.92, the open interest changed by 20 which increased total open position to 51


On 18 May VBL was trading at 511.50. The strike last trading price was 19.05, which was 4.05 higher than the previous day. The implied volatity was 30.31, the open interest changed by 19 which increased total open position to 30


On 15 May VBL was trading at 503.80. The strike last trading price was 14.9, which was 1.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 7


On 14 May VBL was trading at 505.15. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7


On 13 May VBL was trading at 489.15. The strike last trading price was 13.65, which was -2.7 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 7


On 12 May VBL was trading at 488.35. The strike last trading price was 16.35, which was -18.65 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 6


On 11 May VBL was trading at 501.30. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 8 May VBL was trading at 508.85. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 May VBL was trading at 510.60. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May VBL was trading at 508.95. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 May VBL was trading at 511.70. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May VBL was trading at 506.75. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr VBL was trading at 513.70. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 1


On 29 Apr VBL was trading at 523.10. The strike last trading price was 35, which was 32.7 higher than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 0


On 28 Apr VBL was trading at 518.55. 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 Apr VBL was trading at 518.85. 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 24 Apr VBL was trading at 490.45. 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 30-Jun-2026 (7d) 520 PE
Delta: -0.61
Vega: 0
Theta: -0.49
Gamma: 0.01623
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 512.95 14 9 (180.00%) 30.49 3,224 191 514
19 Jun 529.50 5 0 (0.00%) 24.46 1,019 -136 323
18 Jun 531.55 5 3 (150.00%) 26.23 1,610 -276 461
17 Jun 544.05 2 -2 (-50.00%) 26.71 1,331 -30 738
16 Jun 541.05 4 0 (0.00%) 27 436 60 768
15 Jun 541.00 4 -5 (-55.56%) 27.88 1,587 166 706
12 Jun 522.20 10 -2 (-16.67%) 23.9 1,786 -318 540
11 Jun 519.90 12 1 (9.09%) 27.05 1,812 429 853
10 Jun 526.25 10 2 (25.00%) 28.32 560 -13 424
9 Jun 529.75 9 -4 (-30.77%) 26.42 307 21 436
8 Jun 522.15 14 2 (16.67%) 27.68 1,021 -7 415
5 Jun 523.30 12 2 (20.00%) 25.81 625 7 423
4 Jun 528.40 10 1 (11.11%) 25.39 255 -32 416
3 Jun 533.40 8 1 (14.29%) 25.77 460 -19 448
2 Jun 537.00 7 -5 (-41.67%) 25.29 1,574 -67 468
1 Jun 525.50 12 2 (20.00%) 25.43 1,245 148 525
29 May 528.00 9 0 (0.00%) 24.04 312 25 379
27 May 534.50 9 -2 (-18.18%) 25.85 266 -1 355
26 May 531.30 11 -1 (-8.33%) 26.57 376 83 360
25 May 530.70 12.15 2.15 (21.50%) 28.24 373 -33 277
22 May 539.45 9.75 -8.25 (-45.83%) 27.99 982 182 310
21 May 519.85 18.9 -3.85 (-16.92%) 29.4 266 91 118
20 May 514.00 22.75 2.15 (10.44%) 30.31 13 6 27
19 May 514.80 20.6 -4.7 (-18.58%) 29.49 16 6 21
18 May 511.50 24.4 -3.1 (-11.27%) 31.45 15 10 15
15 May 503.80 27.5 2.5 (10.00%) 30.32 3 1 5
14 May 505.15 25 0 (0.00%) 0 0 0 4
13 May 489.15 25 0 (0.00%) 0 0 0 4
12 May 488.35 25 0 (0.00%) 0 0 0 4
11 May 501.30 25 0 (0.00%) 0 0 0 4
8 May 508.85 25 25 - 0 0 4
7 May 510.60 25 25 - 0 0 4
6 May 508.95 25 25 (0.00%) 28.45 0 0 4
5 May 511.70 25 0 (0.00%) 28.45 3 0 1
4 May 506.75 25 -103.9 (-80.61%) 24.69 1 0 0
30 Apr 513.70 0 0 - 0 0 0
29 Apr 523.10 0 0 - 0 0 0
28 Apr 518.55 - - - 0 0 0
27 Apr 518.85 0 0 - 0 0 0
24 Apr 490.45 0 0 - 0 0 0


For Varun Beverages Limited - strike price 520 expiring on 30JUN2026

Delta for 520 PE is -0.61

Historical price for 520 PE is as follows

On 22 Jun VBL was trading at 512.95. The strike last trading price was 14, which was 9 higher than the previous day. The implied volatity was 30.49, the open interest changed by 191 which increased total open position to 514


On 19 Jun VBL was trading at 529.50. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 24.46, the open interest changed by -136 which decreased total open position to 323


On 18 Jun VBL was trading at 531.55. The strike last trading price was 5, which was 3 higher than the previous day. The implied volatity was 26.23, the open interest changed by -276 which decreased total open position to 461


On 17 Jun VBL was trading at 544.05. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 26.71, the open interest changed by -30 which decreased total open position to 738


On 16 Jun VBL was trading at 541.05. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 27, the open interest changed by 60 which increased total open position to 768


On 15 Jun VBL was trading at 541.00. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was 27.88, the open interest changed by 166 which increased total open position to 706


On 12 Jun VBL was trading at 522.20. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 23.9, the open interest changed by -318 which decreased total open position to 540


On 11 Jun VBL was trading at 519.90. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 27.05, the open interest changed by 429 which increased total open position to 853


On 10 Jun VBL was trading at 526.25. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 28.32, the open interest changed by -13 which decreased total open position to 424


On 9 Jun VBL was trading at 529.75. The strike last trading price was 9, which was -4 lower than the previous day. The implied volatity was 26.42, the open interest changed by 21 which increased total open position to 436


On 8 Jun VBL was trading at 522.15. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 27.68, the open interest changed by -7 which decreased total open position to 415


On 5 Jun VBL was trading at 523.30. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 25.81, the open interest changed by 7 which increased total open position to 423


On 4 Jun VBL was trading at 528.40. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 25.39, the open interest changed by -32 which decreased total open position to 416


On 3 Jun VBL was trading at 533.40. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 25.77, the open interest changed by -19 which decreased total open position to 448


On 2 Jun VBL was trading at 537.00. The strike last trading price was 7, which was -5 lower than the previous day. The implied volatity was 25.29, the open interest changed by -67 which decreased total open position to 468


On 1 Jun VBL was trading at 525.50. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 25.43, the open interest changed by 148 which increased total open position to 525


On 29 May VBL was trading at 528.00. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 24.04, the open interest changed by 25 which increased total open position to 379


On 27 May VBL was trading at 534.50. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 25.85, the open interest changed by -1 which decreased total open position to 355


On 26 May VBL was trading at 531.30. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 26.57, the open interest changed by 83 which increased total open position to 360


On 25 May VBL was trading at 530.70. The strike last trading price was 12.15, which was 2.15 higher than the previous day. The implied volatity was 28.24, the open interest changed by -33 which decreased total open position to 277


On 22 May VBL was trading at 539.45. The strike last trading price was 9.75, which was -8.25 lower than the previous day. The implied volatity was 27.99, the open interest changed by 182 which increased total open position to 310


On 21 May VBL was trading at 519.85. The strike last trading price was 18.9, which was -3.85 lower than the previous day. The implied volatity was 29.4, the open interest changed by 91 which increased total open position to 118


On 20 May VBL was trading at 514.00. The strike last trading price was 22.75, which was 2.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by 6 which increased total open position to 27


On 19 May VBL was trading at 514.80. The strike last trading price was 20.6, which was -4.7 lower than the previous day. The implied volatity was 29.49, the open interest changed by 6 which increased total open position to 21


On 18 May VBL was trading at 511.50. The strike last trading price was 24.4, which was -3.1 lower than the previous day. The implied volatity was 31.45, the open interest changed by 10 which increased total open position to 15


On 15 May VBL was trading at 503.80. The strike last trading price was 27.5, which was 2.5 higher than the previous day. The implied volatity was 30.32, the open interest changed by 1 which increased total open position to 5


On 14 May VBL was trading at 505.15. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4


On 13 May VBL was trading at 489.15. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4


On 12 May VBL was trading at 488.35. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4


On 11 May VBL was trading at 501.30. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4


On 8 May VBL was trading at 508.85. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 7 May VBL was trading at 510.60. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 6 May VBL was trading at 508.95. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 4


On 5 May VBL was trading at 511.70. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 1


On 4 May VBL was trading at 506.75. The strike last trading price was 25, which was -103.9 lower than the previous day. The implied volatity was 24.69, the open interest changed by 0 which decreased total open position to 0


On 30 Apr VBL was trading at 513.70. 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 29 Apr VBL was trading at 523.10. 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 28 Apr VBL was trading at 518.55. 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 Apr VBL was trading at 518.85. 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 24 Apr VBL was trading at 490.45. 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