VBL

Varun Beverages Limited

477.6 -2.35 (-0.49%)

L: 474 H: 481.3

Back to Option Chain

Historical option data for VBL
15 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 550 CE
Delta: 0.02 Vega: 0.06 Theta: -0.07 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	477.60	0.3 ₹ 307.5	-0.1 -102.50	34.55	32 32,800	-8 -8,200	566 5,80,150
12 Dec	479.95	0.4 ₹ 410	-0.05 -51.25	30.63	33 33,825	-1 -1,025	574 5,88,350
11 Dec	478.50	0.4 ₹ 410	-0.15 -153.75	30.46	69 70,725	44 45,100	575 5,89,375
10 Dec	472.95	0.55 ₹ 563.75	0 0.00	34.73	28 28,700	2 2,050	529 5,42,225
9 Dec	471.55	0.55 ₹ 563.75	0.1 102.50	33.88	171 1,75,275	97 99,425	527 5,40,175
8 Dec	469.80	0.45 ₹ 461.25	-0.25 -256.25	32.41	357 3,65,925	10 10,250	388 3,97,700
5 Dec	479.95	0.65 ₹ 666.25	-0.2 -205.00	28.74	90 92,250	-7 -7,175	379 3,88,475
4 Dec	479.90	0.8 ₹ 820	0 0.00	29.49	323 3,31,075	46 47,150	386 3,95,650
3 Dec	477.50	0.85 ₹ 871.25	-0.05 -51.25	29.63	113 1,15,825	-45 -46,125	341 3,49,525
2 Dec	481.40	0.9 ₹ 922.5	-0.25 -256.25	28.00	95 97,375	19 19,475	387 3,96,675
1 Dec	484.15	1.1 ₹ 1,127.5	-0.1 -102.50	27.98	158 1,61,950	25 25,625	366 3,75,150
28 Nov	481.55	1.05 ₹ 1,076.25	0.35 358.75	27.31	982 10,06,550	115 1,17,875	333 3,41,325
27 Nov	467.30	0.7 ₹ 717.5	-0.05 -51.25	29.38	72 73,800	-27 -27,675	212 2,17,300
26 Nov	465.50	0.7 ₹ 717.5	0.4 410.00	29.37	169 1,73,225	88 90,200	240 2,46,000
25 Nov	449.05	0.3 ₹ 307.5	-0.15 -153.75	30.13	12 12,300	-4 -4,100	152 1,55,800
24 Nov	446.10	0.45 ₹ 461.25	-0.05 -51.25	31.56	4 4,100	-3 -3,075	155 1,58,875
21 Nov	447.65	0.5 ₹ 512.5	-0.25 -256.25	30.86	11 11,275	-3 -3,075	157 1,60,925
20 Nov	451.50	0.75 ₹ 768.75	-0.25 -256.25	31.23	28 28,700	19 19,475	160 1,64,000
19 Nov	454.55	0.95 ₹ 973.75	-0.1 -102.50	31.59	135 1,38,375	54 55,350	141 1,44,525
18 Nov	457.90	1.05 ₹ 1,076.25	-0.25 -256.25	30.85	22 22,550	3 3,075	88 90,200

17 Nov	461.70	1.3 ₹ 1,332.5	-0.05 -51.25	30.43	9 9,225	2 2,050	82 84,050
14 Nov	459.40	1.3 ₹ 1,332.5	-0.1 -102.50	29.89	9 9,225	4 4,100	80 82,000
13 Nov	453.00	1.4 ₹ 1,435	-0.4 -410.00	31.69	10 10,250	-2 -2,050	70 71,750
12 Nov	459.30	1.8 ₹ 1,845	-0.35 -358.75	31.46	2 2,050	0 0	71 72,775
11 Nov	470.60	2.05 ₹ 2,101.25	-1.4 -1435.00	28.58	12 12,300	8 8,200	68 69,700
10 Nov	463.25	3.45 ₹ 3,536.25	0.1 102.50	-	0 0	0 0	0 0
7 Nov	470.20	3.45 ₹ 3,536.25	0.1 102.50	-	0 0	0 0	0 0
6 Nov	471.85	3.45 ₹ 3,536.25	0.1 102.50	-	0 0	0 0	0 0
4 Nov	471.00	3.45 ₹ 3,536.25	0.1 102.50	-	0 0	9 9,225	0 0
3 Nov	474.75	3.45 ₹ 3,536.25	0.1 102.50	28.33	15 15,375	7 7,175	58 59,450
31 Oct	469.65	3.35 ₹ 3,433.75	-1.35 -1383.75	-	5 5,125	2 2,050	51 52,275
30 Oct	485.25	4.7 ₹ 4,817.5	-2.85 -2921.25	27.29	49 50,225	48 49,200	48 49,200

For Varun Beverages Limited - strike price 550 expiring on 30DEC2025

Delta for 550 CE is 0.02

Historical price for 550 CE is as follows

On 15 Dec VBL was trading at 477.60. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 34.55, the open interest changed by -8 which decreased total open position to 566

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.63, the open interest changed by -1 which decreased total open position to 574

On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.46, the open interest changed by 44 which increased total open position to 575

On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 34.73, the open interest changed by 2 which increased total open position to 529

On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 33.88, the open interest changed by 97 which increased total open position to 527

On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 32.41, the open interest changed by 10 which increased total open position to 388

On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 28.74, the open interest changed by -7 which decreased total open position to 379

On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 29.49, the open interest changed by 46 which increased total open position to 386

On 3 Dec VBL was trading at 477.50. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 29.63, the open interest changed by -45 which decreased total open position to 341

On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 28.00, the open interest changed by 19 which increased total open position to 387

On 1 Dec VBL was trading at 484.15. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 27.98, the open interest changed by 25 which increased total open position to 366

On 28 Nov VBL was trading at 481.55. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 27.31, the open interest changed by 115 which increased total open position to 333

On 27 Nov VBL was trading at 467.30. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 29.38, the open interest changed by -27 which decreased total open position to 212

On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.7, which was 0.4 higher than the previous day. The implied volatity was 29.37, the open interest changed by 88 which increased total open position to 240

On 25 Nov VBL was trading at 449.05. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 30.13, the open interest changed by -4 which decreased total open position to 152

On 24 Nov VBL was trading at 446.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.56, the open interest changed by -3 which decreased total open position to 155

On 21 Nov VBL was trading at 447.65. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 30.86, the open interest changed by -3 which decreased total open position to 157

On 20 Nov VBL was trading at 451.50. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 31.23, the open interest changed by 19 which increased total open position to 160

On 19 Nov VBL was trading at 454.55. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 31.59, the open interest changed by 54 which increased total open position to 141

On 18 Nov VBL was trading at 457.90. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 30.85, the open interest changed by 3 which increased total open position to 88

On 17 Nov VBL was trading at 461.70. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 2 which increased total open position to 82

On 14 Nov VBL was trading at 459.40. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 29.89, the open interest changed by 4 which increased total open position to 80

On 13 Nov VBL was trading at 453.00. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 31.69, the open interest changed by -2 which decreased total open position to 70

On 12 Nov VBL was trading at 459.30. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 71

On 11 Nov VBL was trading at 470.60. The strike last trading price was 2.05, which was -1.4 lower than the previous day. The implied volatity was 28.58, the open interest changed by 8 which increased total open position to 68

On 10 Nov VBL was trading at 463.25. The strike last trading price was 3.45, 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 7 Nov VBL was trading at 470.20. The strike last trading price was 3.45, 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 6 Nov VBL was trading at 471.85. The strike last trading price was 3.45, 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 Nov VBL was trading at 471.00. The strike last trading price was 3.45, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0

On 3 Nov VBL was trading at 474.75. The strike last trading price was 3.45, which was 0.1 higher than the previous day. The implied volatity was 28.33, the open interest changed by 7 which increased total open position to 58

On 31 Oct VBL was trading at 469.65. The strike last trading price was 3.35, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 51

On 30 Oct VBL was trading at 485.25. The strike last trading price was 4.7, which was -2.85 lower than the previous day. The implied volatity was 27.29, the open interest changed by 48 which increased total open position to 48

VBL 30DEC2025 550 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	477.60	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
12 Dec	479.95	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
11 Dec	478.50	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
10 Dec	472.95	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
9 Dec	471.55	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
8 Dec	469.80	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
5 Dec	479.95	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
4 Dec	479.90	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
3 Dec	477.50	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
2 Dec	481.40	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
1 Dec	484.15	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
28 Nov	481.55	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
27 Nov	467.30	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
26 Nov	465.50	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
25 Nov	449.05	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
24 Nov	446.10	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
17 Nov	461.70	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
11 Nov	470.60	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0
30 Oct	485.25	105.5 ₹ 1,08,137.5	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 550 expiring on 30DEC2025

Delta for 550 PE is -

Historical price for 550 PE is as follows

On 15 Dec VBL was trading at 477.60. The strike last trading price was 105.5, 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 Dec VBL was trading at 479.95. The strike last trading price was 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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 105.5, 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