VBL

Varun Beverages Limited

479.95 +1.45 (0.30%)

L: 473.45 H: 481.55

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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 530 CE
Delta: 0.08 Vega: 0.16 Theta: -0.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	1.1 ₹ 1,127.5	-0.05 -51.25	29.45	207 2,12,175	-11 -11,275	501 5,13,525
11 Dec	478.50	1.2 ₹ 1,230	0 0.00	29.33	146 1,49,650	19 19,475	522 5,35,050
10 Dec	472.95	1.15 ₹ 1,178.75	-0.05 -51.25	31.48	107 1,09,675	25 25,625	504 5,16,600
9 Dec	471.55	1.25 ₹ 1,281.25	0.25 256.25	32.00	174 1,78,350	-33 -33,825	479 4,90,975
8 Dec	469.80	1 ₹ 1,025	-0.55 -563.75	30.22	269 2,75,725	-96 -98,400	513 5,25,825
5 Dec	479.95	1.45 ₹ 1,486.25	-0.5 -512.50	26.51	161 1,65,025	-40 -41,000	610 6,25,250
4 Dec	479.90	1.85 ₹ 1,896.25	0.2 205.00	27.94	390 3,99,750	57 58,425	648 6,64,200
3 Dec	477.50	1.7 ₹ 1,742.5	-0.4 -410.00	27.06	151 1,54,775	-27 -27,675	591 6,05,775
2 Dec	481.40	2.15 ₹ 2,203.75	-0.25 -256.25	26.75	176 1,80,400	-34 -34,850	618 6,33,450
1 Dec	484.15	2.4 ₹ 2,460	-0.2 -205.00	26.27	160 1,64,000	2 2,050	652 6,68,300
28 Nov	481.55	2.5 ₹ 2,562.5	1.1 1127.50	26.48	1,165 11,94,125	415 4,25,375	653 6,69,325
27 Nov	467.30	1.35 ₹ 1,383.75	0.1 102.50	27.31	103 1,05,575	26 26,650	239 2,44,975
26 Nov	465.50	1.25 ₹ 1,281.25	0.7 717.50	26.90	423 4,33,575	202 2,07,050	220 2,25,500
25 Nov	449.05	0.55 ₹ 563.75	-0.25 -256.25	27.82	14 14,350	-7 -7,175	17 17,425
24 Nov	446.10	0.8 ₹ 820	-0.2 -205.00	30.13	2 2,050	0 0	24 24,600
21 Nov	447.65	1 ₹ 1,025	-0.3 -307.50	29.60	1 1,025	0 0	24 24,600
20 Nov	451.50	1.3 ₹ 1,332.5	-0.35 -358.75	29.29	10 10,250	-7 -7,175	25 25,625
19 Nov	454.55	1.65 ₹ 1,691.25	-0.15 -153.75	29.81	48 49,200	17 17,425	32 32,800
18 Nov	457.90	1.8 ₹ 1,845	-0.6 -615.00	28.98	5 5,125	1 1,025	15 15,375
17 Nov	461.70	2.4 ₹ 2,460	-0.05 -51.25	29.20	3 3,075	2 2,050	13 13,325
14 Nov	459.40	2.45 ₹ 2,511.25	0.2 205.00	28.93	5 5,125	0 0	16 16,400
13 Nov	453.00	2.25 ₹ 2,306.25	-1.8 -1845.00	29.81	8 8,200	5 5,125	15 15,375
12 Nov	459.30	4 ₹ 4,100	0.1 102.50	-	0 0	3 3,075	0 0
11 Nov	470.60	4 ₹ 4,100	0.1 102.50	28.21	6 6,150	2 2,050	9 9,225
10 Nov	463.25	3.9 ₹ 3,997.5	-0.15 -153.75	30.33	1 1,025	0 0	6 6,150
7 Nov	470.20	4.05 ₹ 4,151.25	-0.75 -768.75	26.56	2 2,050	-1 -1,025	5 5,125
6 Nov	471.85	4.8 ₹ 4,920	-0.6 -615.00	-	0 0	0 0	0 0

4 Nov	471.00	4.8 ₹ 4,920	-0.6 -615.00	27.39	3 3,075	-1 -1,025	5 5,125
3 Nov	474.75	5.35 ₹ 5,483.75	-4.95 -5073.75	-	0 0	4 4,100	0 0
31 Oct	469.65	5.35 ₹ 5,483.75	-4.95 -5073.75	-	6 6,150	2 2,050	4 4,100
30 Oct	485.25	10.3 ₹ 10,557.5	-0.2 -205.00	30.20	5 5,125	2 2,050	2 2,050
29 Oct	495.45	10.5 ₹ 10,762.5	0 0.00	3.70	0 0	0 0	0 0

For Varun Beverages Limited - strike price 530 expiring on 30DEC2025

Delta for 530 CE is 0.08

Historical price for 530 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by -11 which decreased total open position to 501

On 11 Dec VBL was trading at 478.50. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 29.33, the open interest changed by 19 which increased total open position to 522

On 10 Dec VBL was trading at 472.95. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 31.48, the open interest changed by 25 which increased total open position to 504

On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 32.00, the open interest changed by -33 which decreased total open position to 479

On 8 Dec VBL was trading at 469.80. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 30.22, the open interest changed by -96 which decreased total open position to 513

On 5 Dec VBL was trading at 479.95. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 26.51, the open interest changed by -40 which decreased total open position to 610

On 4 Dec VBL was trading at 479.90. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 27.94, the open interest changed by 57 which increased total open position to 648

On 3 Dec VBL was trading at 477.50. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 27.06, the open interest changed by -27 which decreased total open position to 591

On 2 Dec VBL was trading at 481.40. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 26.75, the open interest changed by -34 which decreased total open position to 618

On 1 Dec VBL was trading at 484.15. The strike last trading price was 2.4, which was -0.2 lower than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 652

On 28 Nov VBL was trading at 481.55. The strike last trading price was 2.5, which was 1.1 higher than the previous day. The implied volatity was 26.48, the open interest changed by 415 which increased total open position to 653

On 27 Nov VBL was trading at 467.30. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 27.31, the open interest changed by 26 which increased total open position to 239

On 26 Nov VBL was trading at 465.50. The strike last trading price was 1.25, which was 0.7 higher than the previous day. The implied volatity was 26.90, the open interest changed by 202 which increased total open position to 220

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 27.82, the open interest changed by -7 which decreased total open position to 17

On 24 Nov VBL was trading at 446.10. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 24

On 21 Nov VBL was trading at 447.65. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 29.60, the open interest changed by 0 which decreased total open position to 24

On 20 Nov VBL was trading at 451.50. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 29.29, the open interest changed by -7 which decreased total open position to 25

On 19 Nov VBL was trading at 454.55. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 29.81, the open interest changed by 17 which increased total open position to 32

On 18 Nov VBL was trading at 457.90. The strike last trading price was 1.8, which was -0.6 lower than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 15

On 17 Nov VBL was trading at 461.70. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 29.20, the open interest changed by 2 which increased total open position to 13

On 14 Nov VBL was trading at 459.40. The strike last trading price was 2.45, which was 0.2 higher than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 16

On 13 Nov VBL was trading at 453.00. The strike last trading price was 2.25, which was -1.8 lower than the previous day. The implied volatity was 29.81, the open interest changed by 5 which increased total open position to 15

On 12 Nov VBL was trading at 459.30. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 11 Nov VBL was trading at 470.60. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 28.21, the open interest changed by 2 which increased total open position to 9

On 10 Nov VBL was trading at 463.25. The strike last trading price was 3.9, which was -0.15 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 6

On 7 Nov VBL was trading at 470.20. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was 26.56, the open interest changed by -1 which decreased total open position to 5

On 6 Nov VBL was trading at 471.85. The strike last trading price was 4.8, which was -0.6 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 4.8, which was -0.6 lower than the previous day. The implied volatity was 27.39, the open interest changed by -1 which decreased total open position to 5

On 3 Nov VBL was trading at 474.75. The strike last trading price was 5.35, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 31 Oct VBL was trading at 469.65. The strike last trading price was 5.35, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4

On 30 Oct VBL was trading at 485.25. The strike last trading price was 10.3, which was -0.2 lower than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 2

On 29 Oct VBL was trading at 495.45. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0

VBL 30DEC2025 530 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	59.9 ₹ 61,397.5	-20.1 -20602.50	-	0 0	0 0	5 5,125
11 Dec	478.50	59.9 ₹ 61,397.5	-20.1 -20602.50	-	0 0	0 0	5 5,125
10 Dec	472.95	59.9 ₹ 61,397.5	-20.1 -20602.50	-	0 0	0 0	5 5,125
9 Dec	471.55	59.9 ₹ 61,397.5	-20.1 -20602.50	45.47	12 12,300	4 4,100	6 6,150
8 Dec	469.80	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	2 2,050
5 Dec	479.95	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
4 Dec	479.90	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
3 Dec	477.50	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
2 Dec	481.40	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
1 Dec	484.15	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
28 Nov	481.55	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
27 Nov	467.30	80 ₹ 82,000	-8.8 -9020.00	-	0 0	0 0	0 0
26 Nov	465.50	80 ₹ 82,000	-8.8 -9020.00	-	0 0	2 2,050	0 0
25 Nov	449.05	80 ₹ 82,000	-8.8 -9020.00	44.19	2 2,050	0 0	0 0
24 Nov	446.10	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	88.8 ₹ 91,020	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 530 expiring on 30DEC2025

Delta for 530 PE is -

Historical price for 530 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 59.9, which was -20.1 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 59.9, which was -20.1 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 59.9, which was -20.1 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 59.9, which was -20.1 lower than the previous day. The implied volatity was 45.47, the open interest changed by 4 which increased total open position to 6

On 8 Dec VBL was trading at 469.80. The strike last trading price was 80, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 5 Dec VBL was trading at 479.95. The strike last trading price was 80, which was -8.8 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 80, which was -8.8 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 80, which was -8.8 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 80, which was -8.8 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 80, which was -8.8 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 80, which was -8.8 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 80, which was -8.8 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 80, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 25 Nov VBL was trading at 449.05. The strike last trading price was 80, which was -8.8 lower than the previous day. The implied volatity was 44.19, 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 88.8, 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 21 Nov VBL was trading at 447.65. The strike last trading price was 88.8, 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 20 Nov VBL was trading at 451.50. The strike last trading price was 88.8, 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 19 Nov VBL was trading at 454.55. The strike last trading price was 88.8, 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 18 Nov VBL was trading at 457.90. The strike last trading price was 88.8, 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 17 Nov VBL was trading at 461.70. The strike last trading price was 88.8, 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 14 Nov VBL was trading at 459.40. The strike last trading price was 88.8, 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 13 Nov VBL was trading at 453.00. The strike last trading price was 88.8, 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 12 Nov VBL was trading at 459.30. The strike last trading price was 88.8, 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 11 Nov VBL was trading at 470.60. The strike last trading price was 88.8, 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 10 Nov VBL was trading at 463.25. The strike last trading price was 88.8, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 88.8, 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 6 Nov VBL was trading at 471.85. The strike last trading price was 88.8, 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 88.8, 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 88.8, 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 88.8, 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 88.8, 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 88.8, 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

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