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
21 Dec 2025 04:14 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 27-JAN-2026 460 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	469.40	24 ₹ 27,000	0 0.00	-	8 9,000	2 2,250	19 21,375
20 Dec	469.40	24 ₹ 27,000	0 0.00	-	8 9,000	2 2,250	19 21,375
14 Dec	479.95	28.7 ₹ 32,287.5	5.2 5850.00	-	0 0	0 0	8 9,000
13 Dec	479.95	28.7 ₹ 32,287.5	5.2 5850.00	-	0 0	0 0	8 9,000
7 Dec	479.95	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	0 0	0 0
5 Dec	479.95	36.1 ₹ 40,612.5	-1.4 -1575.00	-	0 0	0 0	0 0
30 Nov	481.55	37.5 ₹ 42,187.5	12.8 14400.00	-	15 16,875	-7 -7,875	18 20,250
29 Nov	481.55	37.5 ₹ 42,187.5	12.8 14400.00	-	15 16,875	-7 -7,875	18 20,250
23 Nov	447.65	19.7 ₹ 22,162.5	-2.15 -2418.75	-	1 1,125	0 0	6 6,750
22 Nov	447.65	19.7 ₹ 22,162.5	-2.15 -2418.75	-	1 1,125	0 0	6 6,750

16 Nov	459.40	26 ₹ 29,250	-4.8 -5400.00	-	0 0	0 0	0 0
15 Nov	459.40	26 ₹ 29,250	-4.8 -5400.00	-	0 0	0 0	0 0
14 Nov	459.40	26 ₹ 29,250	-4.8 -5400.00	-	0 0	1 1,125	0 0
13 Nov	453.00	26 ₹ 29,250	-4.8 -5400.00	-	1 1,125	0 0	1 1,125
9 Nov	471.30	34.7 ₹ 39,037.5	0 0.00	-	0 0	0 0	0 0
8 Nov	471.30	34.7 ₹ 39,037.5	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 460 expiring on 27JAN2026

Delta for 460 CE is -

Historical price for 460 CE is as follows

On 21 Dec VBL was trading at 469.40. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19

On 20 Dec VBL was trading at 469.40. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19

On 14 Dec VBL was trading at 479.95. The strike last trading price was 28.7, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 13 Dec VBL was trading at 479.95. The strike last trading price was 28.7, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 7 Dec VBL was trading at 479.95. The strike last trading price was 36.1, which was -1.4 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 36.1, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Nov VBL was trading at 481.55. The strike last trading price was 37.5, which was 12.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 18

On 29 Nov VBL was trading at 481.55. The strike last trading price was 37.5, which was 12.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 18

On 23 Nov VBL was trading at 447.65. The strike last trading price was 19.7, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 22 Nov VBL was trading at 447.65. The strike last trading price was 19.7, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 16 Nov VBL was trading at 459.40. The strike last trading price was 26, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 15 Nov VBL was trading at 459.40. The strike last trading price was 26, which was -4.8 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 26, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov VBL was trading at 453.00. The strike last trading price was 26, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Nov VBL was trading at 471.30. The strike last trading price was 34.7, 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 Nov VBL was trading at 471.30. The strike last trading price was 34.7, 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

VBL 27JAN2026 460 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	469.40	9.45 ₹ 10,631.25	1.1 1237.50	-	44 49,500	15 16,875	101 1,13,625
20 Dec	469.40	9.45 ₹ 10,631.25	1.1 1237.50	-	44 49,500	15 16,875	101 1,13,625
14 Dec	479.95	8.2 ₹ 9,225	-0.35 -393.75	-	1 1,125	-1 -1,125	68 76,500
13 Dec	479.95	8.2 ₹ 9,225	-0.35 -393.75	-	1 1,125	-1 -1,125	68 76,500
7 Dec	479.95	9.7 ₹ 10,912.5	1.8 2025.00	-	2 2,250	1 1,125	60 67,500
5 Dec	479.95	9.7 ₹ 10,912.5	1.8 2025.00	28.45	2 2,250	0 0	60 67,500
30 Nov	481.55	8.1 ₹ 9,112.5	-4.65 -5231.25	-	96 1,08,000	27 30,375	54 60,750
29 Nov	481.55	8.1 ₹ 9,112.5	-4.65 -5231.25	-	96 1,08,000	27 30,375	54 60,750
23 Nov	447.65	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
22 Nov	447.65	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
16 Nov	459.40	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
15 Nov	459.40	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
14 Nov	459.40	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
13 Nov	453.00	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
9 Nov	471.30	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0
8 Nov	471.30	33.6 ₹ 37,800	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 460 expiring on 27JAN2026

Delta for 460 PE is -

Historical price for 460 PE is as follows

On 21 Dec VBL was trading at 469.40. The strike last trading price was 9.45, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 101

On 20 Dec VBL was trading at 469.40. The strike last trading price was 9.45, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 101

On 14 Dec VBL was trading at 479.95. The strike last trading price was 8.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68

On 13 Dec VBL was trading at 479.95. The strike last trading price was 8.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68

On 7 Dec VBL was trading at 479.95. The strike last trading price was 9.7, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 60

On 5 Dec VBL was trading at 479.95. The strike last trading price was 9.7, which was 1.8 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 60

On 30 Nov VBL was trading at 481.55. The strike last trading price was 8.1, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 54

On 29 Nov VBL was trading at 481.55. The strike last trading price was 8.1, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 54

On 23 Nov VBL was trading at 447.65. The strike last trading price was 33.6, 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 22 Nov VBL was trading at 447.65. The strike last trading price was 33.6, 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 Nov VBL was trading at 459.40. The strike last trading price was 33.6, 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 Nov VBL was trading at 459.40. The strike last trading price was 33.6, 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 33.6, 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 33.6, 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 Nov VBL was trading at 471.30. The strike last trading price was 33.6, 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 Nov VBL was trading at 471.30. The strike last trading price was 33.6, 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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