[--[65.84.65.76]--]

VBL

Varun Beverages Limited
469.4 -4.20 (-0.89%)
L: 466.95 H: 476.85

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Historical option data for VBL

19 Dec 2025 04:12 PM IST
VBL 30-DEC-2025 570 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
31 Oct 469.65 2.2 -0.8 - 22 16 17
3 Nov 474.75 2.3 0.1 30.14 32 30 50
4 Nov 471.00 1.85 -0.45 30.19 16 15 67
12 Nov 459.30 0.95 -0.9 31.98 7 2 69
19 Nov 454.55 0.55 -0.4 33.15 16 -3 66
20 Nov 451.50 0.4 -0.15 32.50 10 5 74
26 Nov 465.50 0.45 0.05 32.13 20 0 74
27 Nov 467.30 0.35 -0.1 30.97 29 21 95
28 Nov 481.55 0.6 0.25 29.82 368 127 222
1 Dec 484.15 0.55 0 29.98 60 18 240
2 Dec 481.40 0.45 -0.1 30.12 16 7 259
3 Dec 477.50 0.4 -0.05 31.36 55 19 276
4 Dec 479.90 0.45 0.05 32.28 148 111 385
5 Dec 479.95 0.25 -0.2 29.93 69 44 431
8 Dec 469.80 0.2 -0.05 34.23 78 -39 393
9 Dec 471.55 0.2 0 34.65 76 -59 322
10 Dec 472.95 0.2 0 35.63 15 5 327
11 Dec 478.50 0.2 0 33.47 6 0 327
12 Dec 479.95 0.15 -0.05 32.80 21 -5 322
15 Dec 477.60 0.1 -0.05 36.04 17 0 311
16 Dec 477.15 0.15 0.05 39.43 29 0 310
17 Dec 470.85 0.1 -0.1 41.54 29 0 310
18 Dec 473.60 0.05 -0.05 38.40 108 -37 252
19 Dec 469.40 0.05 -0.05 - 0 0 222


For Varun Beverages Limited - strike price 570 expiring on 30DEC2025

Delta for 570 CE is -

Historical price for 570 CE is as follows

On 31 Oct VBL was trading at 469.65. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 17


On 3 Nov VBL was trading at 474.75. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 30.14, the open interest changed by 30 which increased total open position to 50


On 4 Nov VBL was trading at 471.00. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 30.19, the open interest changed by 15 which increased total open position to 67


On 12 Nov VBL was trading at 459.30. The strike last trading price was 0.95, which was -0.9 lower than the previous day. The implied volatity was 31.98, the open interest changed by 2 which increased total open position to 69


On 19 Nov VBL was trading at 454.55. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 33.15, the open interest changed by -3 which decreased total open position to 66


On 20 Nov VBL was trading at 451.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by 5 which increased total open position to 74


On 26 Nov VBL was trading at 465.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 32.13, the open interest changed by 0 which decreased total open position to 74


On 27 Nov VBL was trading at 467.30. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 30.97, the open interest changed by 21 which increased total open position to 95


On 28 Nov VBL was trading at 481.55. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 29.82, the open interest changed by 127 which increased total open position to 222


On 1 Dec VBL was trading at 484.15. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 29.98, the open interest changed by 18 which increased total open position to 240


On 2 Dec VBL was trading at 481.40. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 30.12, the open interest changed by 7 which increased total open position to 259


On 3 Dec VBL was trading at 477.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.36, the open interest changed by 19 which increased total open position to 276


On 4 Dec VBL was trading at 479.90. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 32.28, the open interest changed by 111 which increased total open position to 385


On 5 Dec VBL was trading at 479.95. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 29.93, the open interest changed by 44 which increased total open position to 431


On 8 Dec VBL was trading at 469.80. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.23, the open interest changed by -39 which decreased total open position to 393


On 9 Dec VBL was trading at 471.55. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 34.65, the open interest changed by -59 which decreased total open position to 322


On 10 Dec VBL was trading at 472.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.63, the open interest changed by 5 which increased total open position to 327


On 11 Dec VBL was trading at 478.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 327


On 12 Dec VBL was trading at 479.95. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 32.80, the open interest changed by -5 which decreased total open position to 322


On 15 Dec VBL was trading at 477.60. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 311


On 16 Dec VBL was trading at 477.15. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 39.43, the open interest changed by 0 which decreased total open position to 310


On 17 Dec VBL was trading at 470.85. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 41.54, the open interest changed by 0 which decreased total open position to 310


On 18 Dec VBL was trading at 473.60. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 38.40, the open interest changed by -37 which decreased total open position to 252


On 19 Dec VBL was trading at 469.40. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 222


VBL 30DEC2025 570 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
31 Oct 469.65 123 0 - 0 0 0
3 Nov 474.75 123 0 - 0 0 0
4 Nov 471.00 123 0 - 0 0 0
12 Nov 459.30 123 0 - 0 0 0
19 Nov 454.55 123 0 - 0 0 0
20 Nov 451.50 123 0 - 0 0 0
26 Nov 465.50 123 0 - 0 0 0
27 Nov 467.30 123 0 - 0 0 0
28 Nov 481.55 123 0 - 0 0 0
1 Dec 484.15 123 0 - 0 0 0
2 Dec 481.40 123 0 - 0 0 0
3 Dec 477.50 123 0 - 0 0 0
4 Dec 479.90 123 0 - 0 0 0
5 Dec 479.95 123 0 - 0 0 0
8 Dec 469.80 123 0 - 0 0 0
9 Dec 471.55 123 0 - 0 0 0
10 Dec 472.95 123 0 - 0 0 0
11 Dec 478.50 123 0 - 0 0 0
12 Dec 479.95 123 0 - 0 0 0
15 Dec 477.60 123 0 - 0 0 0
16 Dec 477.15 123 0 - 0 0 0
17 Dec 470.85 123 0 - 0 0 0
18 Dec 473.60 123 0 - 0 0 0
19 Dec 469.40 123 0 - 0 0 0


For Varun Beverages Limited - strike price 570 expiring on 30DEC2025

Delta for 570 PE is -

Historical price for 570 PE is as follows

On 31 Oct VBL was trading at 469.65. The strike last trading price was 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 123, 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 15 Dec VBL was trading at 477.60. The strike last trading price was 123, 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 16 Dec VBL was trading at 477.15. The strike last trading price was 123, 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 Dec VBL was trading at 470.85. The strike last trading price was 123, 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 Dec VBL was trading at 473.60. The strike last trading price was 123, 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 Dec VBL was trading at 469.40. The strike last trading price was 123, 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