VBL

Varun Beverages Limited

470.85 -6.30 (-1.32%)

L: 466.8 H: 478.7

Back to Option Chain

Historical option data for VBL
17 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 540 CE
Delta: 0.02 Vega: 0.04 Theta: -0.06 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	470.85	0.2 ₹ 205	-0.3 -307.50	33.95	287 2,94,175	-67 -68,675	501 5,13,525
16 Dec	477.15	0.45 ₹ 461.25	-0.05 -51.25	34.31	171 1,75,275	52 53,300	567 5,81,175

15 Dec	477.60	0.5 ₹ 512.5	-0.2 -205.00	33.57	27 27,675	-13 -13,325	515 5,27,875
12 Dec	479.95	0.7 ₹ 717.5	-0.05 -51.25	30.68	90 92,250	-32 -32,800	525 5,38,125
11 Dec	478.50	0.75 ₹ 768.75	0.05 51.25	30.34	177 1,81,425	7 7,175	571 5,85,275
10 Dec	472.95	0.7 ₹ 717.5	-0.15 -153.75	32.04	74 75,850	-8 -8,200	566 5,80,150
9 Dec	471.55	0.8 ₹ 820	0.1 102.50	32.73	234 2,39,850	72 73,800	574 5,88,350
8 Dec	469.80	0.7 ₹ 717.5	-0.3 -307.50	31.61	494 5,06,350	-128 -1,31,200	502 5,14,550
5 Dec	479.95	0.9 ₹ 922.5	-0.35 -358.75	27.21	322 3,30,050	-147 -1,50,675	632 6,47,800
4 Dec	479.90	1.2 ₹ 1,230	0.1 102.50	28.63	352 3,60,800	11 11,275	779 7,98,475
3 Dec	477.50	1.05 ₹ 1,076.25	-0.35 -358.75	27.49	373 3,82,325	-15 -15,375	769 7,88,225
2 Dec	481.40	1.4 ₹ 1,435	-0.2 -205.00	27.40	120 1,23,000	-9 -9,225	785 8,04,625
1 Dec	484.15	1.6 ₹ 1,640	-0.15 -153.75	27.04	315 3,22,875	4 4,100	794 8,13,850
28 Nov	481.55	1.6 ₹ 1,640	0.65 666.25	26.77	1,761 18,05,025	588 6,02,700	788 8,07,700
27 Nov	467.30	0.95 ₹ 973.75	0.05 51.25	28.26	117 1,19,925	34 34,850	200 2,05,000
26 Nov	465.50	0.9 ₹ 922.5	0.55 563.75	27.97	190 1,94,750	57 58,425	166 1,70,150
25 Nov	449.05	0.35 ₹ 358.75	-0.15 -153.75	28.40	18 18,450	0 0	109 1,11,725
24 Nov	446.10	0.5 ₹ 512.5	-0.2 -205.00	30.24	19 19,475	4 4,100	108 1,10,700
21 Nov	447.65	0.7 ₹ 717.5	-0.25 -256.25	30.19	13 13,325	-4 -4,100	105 1,07,625
20 Nov	451.50	0.95 ₹ 973.75	-0.3 -307.50	30.07	33 33,825	-3 -3,075	108 1,10,700
19 Nov	454.55	1.25 ₹ 1,281.25	-0.2 -205.00	30.72	92 94,300	4 4,100	110 1,12,750
18 Nov	457.90	1.4 ₹ 1,435	-0.45 -461.25	30.08	19 19,475	11 11,275	106 1,08,650
17 Nov	461.70	1.85 ₹ 1,896.25	0.1 102.50	30.16	6 6,150	2 2,050	96 98,400
14 Nov	459.40	1.75 ₹ 1,793.75	-0.05 -51.25	29.27	16 16,400	4 4,100	94 96,350
13 Nov	453.00	1.8 ₹ 1,845	-0.25 -256.25	30.89	51 52,275	-15 -15,375	89 91,225
12 Nov	459.30	2.05 ₹ 2,101.25	-1.15 -1178.75	29.79	25 25,625	-9 -9,225	101 1,03,525
11 Nov	470.60	3.2 ₹ 3,280	0.4 410.00	29.28	7 7,175	0 0	110 1,12,750
10 Nov	463.25	2.8 ₹ 2,870	-0.3 -307.50	30.31	14 14,350	-6 -6,150	114 1,16,850
7 Nov	470.20	3.1 ₹ 3,177.5	-0.25 -256.25	27.26	6 6,150	1 1,025	122 1,25,050
6 Nov	471.85	3.35 ₹ 3,433.75	-0.45 -461.25	27.43	12 12,300	5 5,125	122 1,25,050
4 Nov	471.00	3.8 ₹ 3,895	-0.8 -820.00	28.20	23 23,575	7 7,175	117 1,19,925
3 Nov	474.75	4.6 ₹ 4,715	0.4 410.00	28.09	21 21,525	8 8,200	111 1,13,775
31 Oct	469.65	4.2 ₹ 4,305	-2.65 -2716.25	-	43 44,075	18 18,450	103 1,05,575
30 Oct	485.25	6.85 ₹ 7,021.25	-3.9 -3997.50	28.20	72 73,800	28 28,700	83 85,075
29 Oct	495.45	10.95 ₹ 11,223.75	2.05 2101.25	29.33	80 82,000	55 56,375	55 56,375

For Varun Beverages Limited - strike price 540 expiring on 30DEC2025

Delta for 540 CE is 0.02

Historical price for 540 CE is as follows

On 17 Dec VBL was trading at 470.85. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 33.95, the open interest changed by -67 which decreased total open position to 501

On 16 Dec VBL was trading at 477.15. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.31, the open interest changed by 52 which increased total open position to 567

On 15 Dec VBL was trading at 477.60. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 33.57, the open interest changed by -13 which decreased total open position to 515

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 30.68, the open interest changed by -32 which decreased total open position to 525

On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 30.34, the open interest changed by 7 which increased total open position to 571

On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.04, the open interest changed by -8 which decreased total open position to 566

On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 32.73, the open interest changed by 72 which increased total open position to 574

On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 31.61, the open interest changed by -128 which decreased total open position to 502

On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 27.21, the open interest changed by -147 which decreased total open position to 632

On 4 Dec VBL was trading at 479.90. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 28.63, the open interest changed by 11 which increased total open position to 779

On 3 Dec VBL was trading at 477.50. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 27.49, the open interest changed by -15 which decreased total open position to 769

On 2 Dec VBL was trading at 481.40. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 27.40, the open interest changed by -9 which decreased total open position to 785

On 1 Dec VBL was trading at 484.15. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 27.04, the open interest changed by 4 which increased total open position to 794

On 28 Nov VBL was trading at 481.55. The strike last trading price was 1.6, which was 0.65 higher than the previous day. The implied volatity was 26.77, the open interest changed by 588 which increased total open position to 788

On 27 Nov VBL was trading at 467.30. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 28.26, the open interest changed by 34 which increased total open position to 200

On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.9, which was 0.55 higher than the previous day. The implied volatity was 27.97, the open interest changed by 57 which increased total open position to 166

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 28.40, the open interest changed by 0 which decreased total open position to 109

On 24 Nov VBL was trading at 446.10. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 30.24, the open interest changed by 4 which increased total open position to 108

On 21 Nov VBL was trading at 447.65. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 30.19, the open interest changed by -4 which decreased total open position to 105

On 20 Nov VBL was trading at 451.50. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 30.07, the open interest changed by -3 which decreased total open position to 108

On 19 Nov VBL was trading at 454.55. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 30.72, the open interest changed by 4 which increased total open position to 110

On 18 Nov VBL was trading at 457.90. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 30.08, the open interest changed by 11 which increased total open position to 106

On 17 Nov VBL was trading at 461.70. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 30.16, the open interest changed by 2 which increased total open position to 96

On 14 Nov VBL was trading at 459.40. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 29.27, the open interest changed by 4 which increased total open position to 94

On 13 Nov VBL was trading at 453.00. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 30.89, the open interest changed by -15 which decreased total open position to 89

On 12 Nov VBL was trading at 459.30. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 29.79, the open interest changed by -9 which decreased total open position to 101

On 11 Nov VBL was trading at 470.60. The strike last trading price was 3.2, which was 0.4 higher than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 110

On 10 Nov VBL was trading at 463.25. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 30.31, the open interest changed by -6 which decreased total open position to 114

On 7 Nov VBL was trading at 470.20. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 122

On 6 Nov VBL was trading at 471.85. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 27.43, the open interest changed by 5 which increased total open position to 122

On 4 Nov VBL was trading at 471.00. The strike last trading price was 3.8, which was -0.8 lower than the previous day. The implied volatity was 28.20, the open interest changed by 7 which increased total open position to 117

On 3 Nov VBL was trading at 474.75. The strike last trading price was 4.6, which was 0.4 higher than the previous day. The implied volatity was 28.09, the open interest changed by 8 which increased total open position to 111

On 31 Oct VBL was trading at 469.65. The strike last trading price was 4.2, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 103

On 30 Oct VBL was trading at 485.25. The strike last trading price was 6.85, which was -3.9 lower than the previous day. The implied volatity was 28.20, the open interest changed by 28 which increased total open position to 83

On 29 Oct VBL was trading at 495.45. The strike last trading price was 10.95, which was 2.05 higher than the previous day. The implied volatity was 29.33, the open interest changed by 55 which increased total open position to 55

VBL 30DEC2025 540 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	470.85	62.55 ₹ 64,113.75	4.05 4151.25	-	0 0	0 0	9 9,225
16 Dec	477.15	62.55 ₹ 64,113.75	4.05 4151.25	-	0 0	0 0	9 9,225
15 Dec	477.60	62.55 ₹ 64,113.75	4.05 4151.25	43.37	3 3,075	0 0	9 9,225
12 Dec	479.95	58.5 ₹ 59,962.5	-1.4 -1435.00	41.00	1 1,025	0 0	9 9,225
11 Dec	478.50	59.9 ₹ 61,397.5	-29.1 -29827.50	40.07	13 13,325	1 1,025	8 8,200
10 Dec	472.95	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	7 7,175
9 Dec	471.55	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
8 Dec	469.80	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	7 7,175
5 Dec	479.95	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
4 Dec	479.90	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
3 Dec	477.50	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
2 Dec	481.40	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
1 Dec	484.15	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
28 Nov	481.55	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
27 Nov	467.30	89 ₹ 91,225	0.1 102.50	-	0 0	0 0	0 0
26 Nov	465.50	89 ₹ 91,225	0.1 102.50	-	0 0	1 1,025	0 0
25 Nov	449.05	89 ₹ 91,225	0.1 102.50	44.38	1 1,025	0 0	6 6,150
24 Nov	446.10	88.9 ₹ 91,122.5	-3.1 -3177.50	27.14	1 1,025	0 0	5 5,125
21 Nov	447.65	92 ₹ 94,300	10.9 11172.50	49.20	1 1,025	0 0	4 4,100
20 Nov	451.50	81 ₹ 83,025	-16.05 -16451.25	-	0 0	4 4,100	0 0
19 Nov	454.55	81 ₹ 83,025	-16.05 -16451.25	29.81	4 4,100	2 2,050	2 2,050
18 Nov	457.90	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0
29 Oct	495.45	97.05 ₹ 99,476.25	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 540 expiring on 30DEC2025

Delta for 540 PE is -

Historical price for 540 PE is as follows

On 17 Dec VBL was trading at 470.85. The strike last trading price was 62.55, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 16 Dec VBL was trading at 477.15. The strike last trading price was 62.55, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 15 Dec VBL was trading at 477.60. The strike last trading price was 62.55, which was 4.05 higher than the previous day. The implied volatity was 43.37, the open interest changed by 0 which decreased total open position to 9

On 12 Dec VBL was trading at 479.95. The strike last trading price was 58.5, which was -1.4 lower than the previous day. The implied volatity was 41.00, the open interest changed by 0 which decreased total open position to 9

On 11 Dec VBL was trading at 478.50. The strike last trading price was 59.9, which was -29.1 lower than the previous day. The implied volatity was 40.07, the open interest changed by 1 which increased total open position to 8

On 10 Dec VBL was trading at 472.95. The strike last trading price was 89, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 9 Dec VBL was trading at 471.55. The strike last trading price was 89, which was 0.1 higher 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 89, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 5 Dec VBL was trading at 479.95. The strike last trading price was 89, which was 0.1 higher 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 89, which was 0.1 higher 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 89, which was 0.1 higher 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 89, which was 0.1 higher 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 89, which was 0.1 higher 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 89, which was 0.1 higher 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 89, which was 0.1 higher 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 89, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov VBL was trading at 449.05. The strike last trading price was 89, which was 0.1 higher than the previous day. The implied volatity was 44.38, the open interest changed by 0 which decreased total open position to 6

On 24 Nov VBL was trading at 446.10. The strike last trading price was 88.9, which was -3.1 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 5

On 21 Nov VBL was trading at 447.65. The strike last trading price was 92, which was 10.9 higher than the previous day. The implied volatity was 49.20, the open interest changed by 0 which decreased total open position to 4

On 20 Nov VBL was trading at 451.50. The strike last trading price was 81, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 19 Nov VBL was trading at 454.55. The strike last trading price was 81, which was -16.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by 2 which increased total open position to 2

On 18 Nov VBL was trading at 457.90. The strike last trading price was 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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 97.05, 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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