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 535 CE
Delta: 0.05 Vega: 0.11 Theta: -0.10 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	0.65 ₹ 666.25	-0.25 -256.25	28.25	25 25,625	-10 -10,250	81 83,025
11 Dec	478.50	0.9 ₹ 922.5	-0.05 -51.25	29.49	36 36,900	-15 -15,375	91 93,275
10 Dec	472.95	0.9 ₹ 922.5	-0.15 -153.75	31.77	3 3,075	0 0	107 1,09,675
9 Dec	471.55	1.05 ₹ 1,076.25	0.2 205.00	32.71	25 25,625	-15 -15,375	105 1,07,625
8 Dec	469.80	0.8 ₹ 820	-0.4 -410.00	30.65	43 44,075	-7 -7,175	120 1,23,000
5 Dec	479.95	1.2 ₹ 1,230	-0.3 -307.50	27.17	46 47,150	-16 -16,400	127 1,30,175
4 Dec	479.90	1.45 ₹ 1,486.25	0.1 102.50	28.10	179 1,83,475	11 11,275	137 1,40,425
3 Dec	477.50	1.4 ₹ 1,435	-0.25 -256.25	27.57	60 61,500	-15 -15,375	127 1,30,175
2 Dec	481.40	1.65 ₹ 1,691.25	-0.3 -307.50	26.72	47 48,175	-13 -13,325	143 1,46,575
1 Dec	484.15	2 ₹ 2,050	-0.1 -102.50	26.81	49 50,225	-6 -6,150	155 1,58,875
28 Nov	481.55	2.05 ₹ 2,101.25	0.85 871.25	26.79	357 3,65,925	119 1,21,975	161 1,65,025
27 Nov	467.30	1.2 ₹ 1,230	0.6 615.00	28.15	65 66,625	39 39,975	45 46,125
26 Nov	465.50	0.6 ₹ 615	-0.25 -256.25	-	0 0	0 0	0 0
25 Nov	449.05	0.6 ₹ 615	-0.25 -256.25	-	0 0	0 0	0 0
24 Nov	446.10	0.6 ₹ 615	-0.25 -256.25	29.89	1 1,025	0 0	6 6,150
21 Nov	447.65	0.85 ₹ 871.25	-0.3 -307.50	29.99	2 2,050	0 0	6 6,150

20 Nov	451.50	1.15 ₹ 1,178.75	-0.3 -307.50	29.93	11 11,275	-4 -4,100	8 8,200
19 Nov	454.55	1.45 ₹ 1,486.25	-5.3 -5432.50	30.35	38 38,950	13 13,325	13 13,325
18 Nov	457.90	6.75 ₹ 6,918.75	0 0.00	11.44	0 0	0 0	0 0
17 Nov	461.70	6.75 ₹ 6,918.75	0 0.00	10.72	0 0	0 0	0 0
14 Nov	459.40	6.75 ₹ 6,918.75	0 0.00	10.70	0 0	0 0	0 0
13 Nov	453.00	6.75 ₹ 6,918.75	0 0.00	11.33	0 0	0 0	0 0
12 Nov	459.30	6.75 ₹ 6,918.75	0 0.00	10.51	0 0	0 0	0 0
11 Nov	470.60	6.75 ₹ 6,918.75	0 0.00	8.79	0 0	0 0	0 0
10 Nov	463.25	6.75 ₹ 6,918.75	0 0.00	9.78	0 0	0 0	0 0
7 Nov	470.20	6.75 ₹ 6,918.75	0 0.00	8.36	0 0	0 0	0 0
6 Nov	471.85	6.75 ₹ 6,918.75	0 0.00	8.20	0 0	0 0	0 0
4 Nov	471.00	6.75 ₹ 6,918.75	0 0.00	8.14	0 0	0 0	0 0
3 Nov	474.75	6.75 ₹ 6,918.75	0 0.00	7.45	0 0	0 0	0 0
31 Oct	469.65	6.75 ₹ 6,918.75	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	6.75 ₹ 6,918.75	0 0.00	5.59	0 0	0 0	0 0
29 Oct	495.45	6.75 ₹ 6,918.75	0 0.00	4.04	0 0	0 0	0 0

For Varun Beverages Limited - strike price 535 expiring on 30DEC2025

Delta for 535 CE is 0.05

Historical price for 535 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 28.25, the open interest changed by -10 which decreased total open position to 81

On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 29.49, the open interest changed by -15 which decreased total open position to 91

On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 107

On 9 Dec VBL was trading at 471.55. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 32.71, the open interest changed by -15 which decreased total open position to 105

On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 30.65, the open interest changed by -7 which decreased total open position to 120

On 5 Dec VBL was trading at 479.95. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 27.17, the open interest changed by -16 which decreased total open position to 127

On 4 Dec VBL was trading at 479.90. The strike last trading price was 1.45, which was 0.1 higher than the previous day. The implied volatity was 28.10, the open interest changed by 11 which increased total open position to 137

On 3 Dec VBL was trading at 477.50. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 27.57, the open interest changed by -15 which decreased total open position to 127

On 2 Dec VBL was trading at 481.40. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 26.72, the open interest changed by -13 which decreased total open position to 143

On 1 Dec VBL was trading at 484.15. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 26.81, the open interest changed by -6 which decreased total open position to 155

On 28 Nov VBL was trading at 481.55. The strike last trading price was 2.05, which was 0.85 higher than the previous day. The implied volatity was 26.79, the open interest changed by 119 which increased total open position to 161

On 27 Nov VBL was trading at 467.30. The strike last trading price was 1.2, which was 0.6 higher than the previous day. The implied volatity was 28.15, the open interest changed by 39 which increased total open position to 45

On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.6, which was -0.25 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 0.6, which was -0.25 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 0.6, which was -0.25 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 6

On 21 Nov VBL was trading at 447.65. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 29.99, the open interest changed by 0 which decreased total open position to 6

On 20 Nov VBL was trading at 451.50. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 29.93, the open interest changed by -4 which decreased total open position to 8

On 19 Nov VBL was trading at 454.55. The strike last trading price was 1.45, which was -5.3 lower than the previous day. The implied volatity was 30.35, the open interest changed by 13 which increased total open position to 13

On 18 Nov VBL was trading at 457.90. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 11.44, 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 6.75, which was 0 lower than the previous day. The implied volatity was 10.72, 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 6.75, which was 0 lower than the previous day. The implied volatity was 10.70, 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 6.75, which was 0 lower than the previous day. The implied volatity was 11.33, 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 6.75, which was 0 lower than the previous day. The implied volatity was 10.51, 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 6.75, which was 0 lower than the previous day. The implied volatity was 8.79, 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 6.75, which was 0 lower than the previous day. The implied volatity was 9.78, 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 6.75, which was 0 lower than the previous day. The implied volatity was 8.36, 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 6.75, which was 0 lower than the previous day. The implied volatity was 8.20, 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 6.75, which was 0 lower than the previous day. The implied volatity was 8.14, 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 6.75, which was 0 lower than the previous day. The implied volatity was 7.45, 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 6.75, 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 6.75, which was 0 lower than the previous day. The implied volatity was 5.59, 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 6.75, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0

VBL 30DEC2025 535 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
11 Dec	478.50	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
10 Dec	472.95	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
9 Dec	471.55	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
8 Dec	469.80	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
5 Dec	479.95	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
4 Dec	479.90	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
3 Dec	477.50	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
2 Dec	481.40	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
1 Dec	484.15	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
28 Nov	481.55	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
27 Nov	467.30	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
26 Nov	465.50	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
25 Nov	449.05	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	82 ₹ 84,050	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 535 expiring on 30DEC2025

Delta for 535 PE is -

Historical price for 535 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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

Related Pages for VBL

VBL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD