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 560 CE
Delta: 0.02 Vega: 0.05 Theta: -0.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	0.2 ₹ 205	-0.05 -51.25	30.68	25 25,625	-1 -1,025	514 5,26,850
11 Dec	478.50	0.25 ₹ 256.25	-0.2 -205.00	31.45	40 41,000	-8 -8,200	518 5,30,950
10 Dec	472.95	0.45 ₹ 461.25	0.1 102.50	37.02	3 3,075	0 0	525 5,38,125
9 Dec	471.55	0.35 ₹ 358.75	0.05 51.25	34.52	200 2,05,000	-54 -55,350	525 5,38,125
8 Dec	469.80	0.3 ₹ 307.5	-0.2 -205.00	33.35	44 45,100	-12 -12,300	579 5,93,475
5 Dec	479.95	0.45 ₹ 461.25	-0.15 -153.75	29.88	176 1,80,400	43 44,075	591 6,05,775
4 Dec	479.90	0.55 ₹ 563.75	0.05 51.25	30.47	237 2,42,925	76 77,900	548 5,61,700
3 Dec	477.50	0.5 ₹ 512.5	-0.1 -102.50	29.71	152 1,55,800	111 1,13,775	467 4,78,675
2 Dec	481.40	0.6 ₹ 615	-0.1 -102.50	28.79	95 97,375	71 72,775	340 3,48,500

1 Dec	484.15	0.7 ₹ 717.5	-0.1 -102.50	28.44	32 32,800	10 10,250	269 2,75,725
28 Nov	481.55	0.8 ₹ 820	0.35 358.75	28.67	288 2,95,200	173 1,77,325	259 2,65,475
27 Nov	467.30	0.45 ₹ 461.25	0.1 102.50	-	0 0	2 2,050	0 0
26 Nov	465.50	0.45 ₹ 461.25	0.1 102.50	29.49	2 2,050	1 1,025	85 87,125
21 Nov	447.65	0.35 ₹ 358.75	-0.2 -205.00	31.40	18 18,450	-16 -16,400	85 87,125
20 Nov	451.50	0.55 ₹ 563.75	-0.2 -205.00	31.91	76 77,900	61 62,525	99 1,01,475
19 Nov	454.55	0.75 ₹ 768.75	-0.05 -51.25	32.61	54 55,350	1 1,025	35 35,875
18 Nov	457.90	0.8 ₹ 820	-0.6 -615.00	31.67	8 8,200	2 2,050	33 33,825
12 Nov	459.30	1.35 ₹ 1,383.75	-0.5 -512.50	-	0 0	0 0	0 0
10 Nov	463.25	1.35 ₹ 1,383.75	-0.5 -512.50	30.13	3 3,075	0 0	29 29,725
7 Nov	470.20	1.85 ₹ 1,896.25	-0.5 -512.50	28.69	3 3,075	0 0	32 32,800
6 Nov	471.85	2.35 ₹ 2,408.75	-0.2 -205.00	29.94	3 3,075	1 1,025	31 31,775
4 Nov	471.00	2.55 ₹ 2,613.75	-0.25 -256.25	30.19	11 11,275	-2 -2,050	30 30,750
3 Nov	474.75	2.8 ₹ 2,870	-0.05 -51.25	29.23	17 17,425	15 15,375	30 30,750
31 Oct	469.65	2.85 ₹ 2,921.25	-3.5 -3587.50	-	15 15,375	14 14,350	14 14,350

For Varun Beverages Limited - strike price 560 expiring on 30DEC2025

Delta for 560 CE is 0.02

Historical price for 560 CE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 30.68, the open interest changed by -1 which decreased total open position to 514

On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 31.45, the open interest changed by -8 which decreased total open position to 518

On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 525

On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 34.52, the open interest changed by -54 which decreased total open position to 525

On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 33.35, the open interest changed by -12 which decreased total open position to 579

On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.88, the open interest changed by 43 which increased total open position to 591

On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 30.47, the open interest changed by 76 which increased total open position to 548

On 3 Dec VBL was trading at 477.50. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 29.71, the open interest changed by 111 which increased total open position to 467

On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 28.79, the open interest changed by 71 which increased total open position to 340

On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 28.44, the open interest changed by 10 which increased total open position to 269

On 28 Nov VBL was trading at 481.55. The strike last trading price was 0.8, which was 0.35 higher than the previous day. The implied volatity was 28.67, the open interest changed by 173 which increased total open position to 259

On 27 Nov VBL was trading at 467.30. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 29.49, the open interest changed by 1 which increased total open position to 85

On 21 Nov VBL was trading at 447.65. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 31.40, the open interest changed by -16 which decreased total open position to 85

On 20 Nov VBL was trading at 451.50. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 31.91, the open interest changed by 61 which increased total open position to 99

On 19 Nov VBL was trading at 454.55. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 32.61, the open interest changed by 1 which increased total open position to 35

On 18 Nov VBL was trading at 457.90. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 31.67, the open interest changed by 2 which increased total open position to 33

On 12 Nov VBL was trading at 459.30. The strike last trading price was 1.35, which was -0.5 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 1.35, which was -0.5 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 29

On 7 Nov VBL was trading at 470.20. The strike last trading price was 1.85, which was -0.5 lower than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 32

On 6 Nov VBL was trading at 471.85. The strike last trading price was 2.35, which was -0.2 lower than the previous day. The implied volatity was 29.94, the open interest changed by 1 which increased total open position to 31

On 4 Nov VBL was trading at 471.00. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 30.19, the open interest changed by -2 which decreased total open position to 30

On 3 Nov VBL was trading at 474.75. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 29.23, the open interest changed by 15 which increased total open position to 30

On 31 Oct VBL was trading at 469.65. The strike last trading price was 2.85, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14

VBL 30DEC2025 560 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	479.95	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
11 Dec	478.50	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
10 Dec	472.95	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
9 Dec	471.55	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
8 Dec	469.80	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
5 Dec	479.95	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
4 Dec	479.90	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
3 Dec	477.50	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
2 Dec	481.40	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
1 Dec	484.15	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
28 Nov	481.55	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
27 Nov	467.30	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
26 Nov	465.50	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
21 Nov	447.65	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
18 Nov	457.90	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
10 Nov	463.25	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
7 Nov	470.20	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
6 Nov	471.85	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	114.15 ₹ 1,17,003.75	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 560 expiring on 30DEC2025

Delta for 560 PE is -

Historical price for 560 PE is as follows

On 12 Dec VBL was trading at 479.95. The strike last trading price was 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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 114.15, 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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