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 570 CE
Delta: 0.01 Vega: 0.02 Theta: -0.03 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	470.85	0.1 ₹ 102.5	-0.1 -102.50	41.54	29 29,725	0 0	310 3,17,750
16 Dec	477.15	0.15 ₹ 153.75	0.05 51.25	39.43	29 29,725	0 0	310 3,17,750
15 Dec	477.60	0.1 ₹ 102.5	-0.05 -51.25	36.04	17 17,425	0 0	311 3,18,775
12 Dec	479.95	0.15 ₹ 153.75	-0.05 -51.25	32.80	21 21,525	-5 -5,125	322 3,30,050
11 Dec	478.50	0.2 ₹ 205	0 0.00	33.47	6 6,150	0 0	327 3,35,175
10 Dec	472.95	0.2 ₹ 205	0 0.00	35.63	15 15,375	5 5,125	327 3,35,175
9 Dec	471.55	0.2 ₹ 205	0 0.00	34.65	76 77,900	-59 -60,475	322 3,30,050
8 Dec	469.80	0.2 ₹ 205	-0.05 -51.25	34.23	78 79,950	-39 -39,975	393 4,02,825
5 Dec	479.95	0.25 ₹ 256.25	-0.2 -205.00	29.93	69 70,725	44 45,100	431 4,41,775
4 Dec	479.90	0.45 ₹ 461.25	0.05 51.25	32.28	148 1,51,700	111 1,13,775	385 3,94,625

3 Dec	477.50	0.4 ₹ 410	-0.05 -51.25	31.36	55 56,375	19 19,475	276 2,82,900
2 Dec	481.40	0.45 ₹ 461.25	-0.1 -102.50	30.12	16 16,400	7 7,175	259 2,65,475
1 Dec	484.15	0.55 ₹ 563.75	0 0.00	29.98	60 61,500	18 18,450	240 2,46,000
28 Nov	481.55	0.6 ₹ 615	0.25 256.25	29.82	368 3,77,200	127 1,30,175	222 2,27,550
27 Nov	467.30	0.35 ₹ 358.75	-0.1 -102.50	30.97	29 29,725	21 21,525	95 97,375
26 Nov	465.50	0.45 ₹ 461.25	0.05 51.25	32.13	20 20,500	0 0	74 75,850
20 Nov	451.50	0.4 ₹ 410	-0.15 -153.75	32.50	10 10,250	5 5,125	74 75,850
19 Nov	454.55	0.55 ₹ 563.75	-0.4 -410.00	33.15	16 16,400	-3 -3,075	66 67,650
12 Nov	459.30	0.95 ₹ 973.75	-0.9 -922.50	31.98	7 7,175	2 2,050	69 70,725
4 Nov	471.00	1.85 ₹ 1,896.25	-0.45 -461.25	30.19	16 16,400	15 15,375	67 68,675
3 Nov	474.75	2.3 ₹ 2,357.5	0.1 102.50	30.14	32 32,800	30 30,750	50 51,250
31 Oct	469.65	2.2 ₹ 2,255	-0.8 -820.00	-	22 22,550	16 16,400	17 17,425

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

Delta for 570 CE is 0.01

Historical price for 570 CE is as follows

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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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

VBL 30DEC2025 570 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	470.85	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
16 Dec	477.15	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
15 Dec	477.60	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
12 Dec	479.95	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
11 Dec	478.50	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
10 Dec	472.95	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
9 Dec	471.55	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
8 Dec	469.80	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
5 Dec	479.95	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
4 Dec	479.90	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
3 Dec	477.50	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
2 Dec	481.40	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
1 Dec	484.15	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
28 Nov	481.55	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
27 Nov	467.30	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
26 Nov	465.50	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
20 Nov	451.50	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
19 Nov	454.55	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
12 Nov	459.30	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
4 Nov	471.00	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
3 Nov	474.75	123 ₹ 1,26,075	0 0.00	-	0 0	0 0	0 0
31 Oct	469.65	123 ₹ 1,26,075	0 0.00	-	0 0	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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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

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