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 525 CE
Delta: 0.10 Vega: 0.19 Theta: -0.16 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	1.4 ₹ 1,435	-0.05 -51.25	28.91	31 31,775	3 3,075	157 1,60,925
11 Dec	478.50	1.45 ₹ 1,486.25	0 0.00	28.46	30 30,750	3 3,075	156 1,59,900
10 Dec	472.95	1.45 ₹ 1,486.25	-0.05 -51.25	31.10	50 51,250	8 8,200	154 1,57,850
9 Dec	471.55	1.45 ₹ 1,486.25	0.2 205.00	31.05	103 1,05,575	-37 -37,925	147 1,50,675
8 Dec	469.80	1.2 ₹ 1,230	-0.7 -717.50	29.49	176 1,80,400	-88 -90,200	191 1,95,775
5 Dec	479.95	1.9 ₹ 1,947.5	-0.45 -461.25	26.41	61 62,525	25 25,625	279 2,85,975
4 Dec	479.90	2.35 ₹ 2,408.75	0.2 205.00	27.80	110 1,12,750	35 35,875	254 2,60,350
3 Dec	477.50	2.15 ₹ 2,203.75	-0.5 -512.50	26.84	97 99,425	-14 -14,350	220 2,25,500
2 Dec	481.40	2.7 ₹ 2,767.5	-0.3 -307.50	26.55	43 44,075	5 5,125	234 2,39,850
1 Dec	484.15	3 ₹ 3,075	-0.15 -153.75	26.07	85 87,125	11 11,275	229 2,34,725
28 Nov	481.55	3 ₹ 3,075	1.4 1435.00	26.03	514 5,26,850	175 1,79,375	218 2,23,450
27 Nov	467.30	1.55 ₹ 1,588.75	0 0.00	26.55	33 33,825	24 24,600	41 42,025
26 Nov	465.50	1.5 ₹ 1,537.5	-0.1 -102.50	26.44	34 34,850	1 1,025	16 16,400
25 Nov	449.05	1.6 ₹ 1,640	-0.3 -307.50	-	0 0	0 0	0 0
24 Nov	446.10	1.6 ₹ 1,640	-0.3 -307.50	-	0 0	0 0	0 0
21 Nov	447.65	1.6 ₹ 1,640	-0.3 -307.50	-	0 0	-1 -1,025	0 0
20 Nov	451.50	1.6 ₹ 1,640	-0.3 -307.50	29.26	1 1,025	0 0	16 16,400
19 Nov	454.55	1.9 ₹ 1,947.5	-6.4 -6560.00	29.34	22 22,550	16 16,400	16 16,400
18 Nov	457.90	8.3 ₹ 8,507.5	0 0.00	10.20	0 0	0 0	0 0
17 Nov	461.70	8.3 ₹ 8,507.5	0 0.00	9.53	0 0	0 0	0 0
14 Nov	459.40	8.3 ₹ 8,507.5	0 0.00	9.54	0 0	0 0	0 0
13 Nov	453.00	8.3 ₹ 8,507.5	0 0.00	10.15	0 0	0 0	0 0
12 Nov	459.30	8.3 ₹ 8,507.5	0 0.00	9.30	0 0	0 0	0 0
11 Nov	470.60	8.3 ₹ 8,507.5	0 0.00	7.49	0 0	0 0	0 0
10 Nov	463.25	8.3 ₹ 8,507.5	0 0.00	8.55	0 0	0 0	0 0
7 Nov	470.20	8.3 ₹ 8,507.5	0 0.00	7.09	0 0	0 0	0 0
6 Nov	471.85	8.3 ₹ 8,507.5	0 0.00	6.94	0 0	0 0	0 0
4 Nov	471.00	8.3 ₹ 8,507.5	0 0.00	6.90	0 0	0 0	0 0

3 Nov	474.75	8.3 ₹ 8,507.5	0 0.00	5.85	0 0	0 0	0 0
31 Oct	469.65	8.3 ₹ 8,507.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	8.3 ₹ 8,507.5	0 0.00	4.39	0 0	0 0	0 0
29 Oct	495.45	8.3 ₹ 8,507.5	0 0.00	3.02	0 0	0 0	0 0

For Varun Beverages Limited - strike price 525 expiring on 30DEC2025

Delta for 525 CE is 0.10

Historical price for 525 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 157

On 11 Dec VBL was trading at 478.50. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 28.46, the open interest changed by 3 which increased total open position to 156

On 10 Dec VBL was trading at 472.95. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 31.10, the open interest changed by 8 which increased total open position to 154

On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 31.05, the open interest changed by -37 which decreased total open position to 147

On 8 Dec VBL was trading at 469.80. The strike last trading price was 1.2, which was -0.7 lower than the previous day. The implied volatity was 29.49, the open interest changed by -88 which decreased total open position to 191

On 5 Dec VBL was trading at 479.95. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 26.41, the open interest changed by 25 which increased total open position to 279

On 4 Dec VBL was trading at 479.90. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 27.80, the open interest changed by 35 which increased total open position to 254

On 3 Dec VBL was trading at 477.50. The strike last trading price was 2.15, which was -0.5 lower than the previous day. The implied volatity was 26.84, the open interest changed by -14 which decreased total open position to 220

On 2 Dec VBL was trading at 481.40. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 26.55, the open interest changed by 5 which increased total open position to 234

On 1 Dec VBL was trading at 484.15. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by 11 which increased total open position to 229

On 28 Nov VBL was trading at 481.55. The strike last trading price was 3, which was 1.4 higher than the previous day. The implied volatity was 26.03, the open interest changed by 175 which increased total open position to 218

On 27 Nov VBL was trading at 467.30. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 26.55, the open interest changed by 24 which increased total open position to 41

On 26 Nov VBL was trading at 465.50. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 26.44, the open interest changed by 1 which increased total open position to 16

On 25 Nov VBL was trading at 449.05. The strike last trading price was 1.6, which was -0.3 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 1.6, which was -0.3 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 1.6, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 20 Nov VBL was trading at 451.50. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 16

On 19 Nov VBL was trading at 454.55. The strike last trading price was 1.9, which was -6.4 lower than the previous day. The implied volatity was 29.34, the open interest changed by 16 which increased total open position to 16

On 18 Nov VBL was trading at 457.90. The strike last trading price was 8.3, which was 0 lower than the previous day. The implied volatity was 10.20, 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 8.3, which was 0 lower than the previous day. The implied volatity was 9.53, 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 8.3, which was 0 lower than the previous day. The implied volatity was 9.54, 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 8.3, which was 0 lower than the previous day. The implied volatity was 10.15, 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 8.3, which was 0 lower than the previous day. The implied volatity was 9.30, 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 8.3, which was 0 lower than the previous day. The implied volatity was 7.49, 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 8.3, which was 0 lower than the previous day. The implied volatity was 8.55, 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 8.3, which was 0 lower than the previous day. The implied volatity was 7.09, 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 8.3, which was 0 lower than the previous day. The implied volatity was 6.94, 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 8.3, which was 0 lower than the previous day. The implied volatity was 6.90, 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 8.3, which was 0 lower than the previous day. The implied volatity was 5.85, 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 8.3, 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 8.3, which was 0 lower than the previous day. The implied volatity was 4.39, 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 8.3, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0

VBL 30DEC2025 525 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	5 5,125
11 Dec	478.50	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	5 5,125
10 Dec	472.95	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	5 5,125
9 Dec	471.55	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
8 Dec	469.80	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	5 5,125
5 Dec	479.95	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
4 Dec	479.90	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
3 Dec	477.50	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
2 Dec	481.40	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
1 Dec	484.15	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
28 Nov	481.55	56.1 ₹ 57,502.5	-16.4 -16810.00	-	0 0	0 0	0 0
27 Nov	467.30	56.1 ₹ 57,502.5	-16.4 -16810.00	29.58	4 4,100	0 0	5 5,125
26 Nov	465.50	72.5 ₹ 74,312.5	-1.15 -1178.75	-	0 0	0 0	0 0
25 Nov	449.05	72.5 ₹ 74,312.5	-1.15 -1178.75	-	0 0	5 5,125	0 0
24 Nov	446.10	72.5 ₹ 74,312.5	-1.15 -1178.75	14.55	5 5,125	0 0	0 0
21 Nov	447.65	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	73.65 ₹ 75,491.25	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 525 expiring on 30DEC2025

Delta for 525 PE is -

Historical price for 525 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 56.1, which was -16.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 11 Dec VBL was trading at 478.50. The strike last trading price was 56.1, which was -16.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 10 Dec VBL was trading at 472.95. The strike last trading price was 56.1, which was -16.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 9 Dec VBL was trading at 471.55. The strike last trading price was 56.1, which was -16.4 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 56.1, which was -16.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 5 Dec VBL was trading at 479.95. The strike last trading price was 56.1, which was -16.4 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 56.1, which was -16.4 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 56.1, which was -16.4 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 56.1, which was -16.4 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 56.1, which was -16.4 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 56.1, which was -16.4 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 56.1, which was -16.4 lower than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 5

On 26 Nov VBL was trading at 465.50. The strike last trading price was 72.5, which was -1.15 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 72.5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 24 Nov VBL was trading at 446.10. The strike last trading price was 72.5, which was -1.15 lower than the previous day. The implied volatity was 14.55, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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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