VBL
Varun Beverages Limited
Historical option data for VBL
21 Dec 2025 04:14 PM IST
| VBL 30-DEC-2025 470 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 469.40 | 7.4 | -2.75 | - | 1,792 | 144 | 835 | |||||||||
| 20 Dec | 469.40 | 7.4 | -2.75 | - | 1,792 | 144 | 835 | |||||||||
| 14 Dec | 479.95 | 18.5 | 1.4 | - | 746 | -1 | 682 | |||||||||
| 13 Dec | 479.95 | 18.5 | 1.4 | - | 746 | -1 | 682 | |||||||||
| 7 Dec | 479.95 | 19.55 | -0.45 | - | 388 | 26 | 573 | |||||||||
| 5 Dec | 479.95 | 19.55 | -0.45 | 24.46 | 388 | 25 | 573 | |||||||||
| 30 Nov | 481.55 | 21.8 | 9.7 | - | 2,472 | -113 | 601 | |||||||||
| 29 Nov | 481.55 | 21.8 | 9.7 | - | 2,472 | -113 | 601 | |||||||||
| 23 Nov | 447.65 | 6.35 | -2.7 | - | 302 | 1 | 366 | |||||||||
| 22 Nov | 447.65 | 6.35 | -2.7 | - | 302 | 1 | 366 | |||||||||
| 16 Nov | 459.40 | 14 | 0.8 | - | 86 | -13 | 118 | |||||||||
| 15 Nov | 459.40 | 14 | 0.8 | - | 86 | -13 | 118 | |||||||||
| 14 Nov | 459.40 | 14 | 0.8 | - | 86 | -13 | 118 | |||||||||
| 13 Nov | 453.00 | 13.45 | -2.25 | - | 153 | 72 | 130 | |||||||||
| 9 Nov | 471.30 | 21.2 | -1.3 | - | 10 | 8 | 14 | |||||||||
| 8 Nov | 471.30 | 21.2 | -1.3 | - | 10 | 8 | 14 | |||||||||
| 2 Nov | 469.65 | 25.95 | -8.8 | - | 1 | 1 | 2 | |||||||||
| 1 Nov | 469.65 | 25.95 | -8.8 | - | 1 | 1 | 2 | |||||||||
| 27 Oct | 459.35 | 26.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 26 Oct | 461.40 | 26.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Oct | 461.40 | 26.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Oct | 461.55 | 26.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Varun Beverages Limited - strike price 470 expiring on 30DEC2025
Delta for 470 CE is -
Historical price for 470 CE is as follows
On 21 Dec VBL was trading at 469.40. The strike last trading price was 7.4, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 835
On 20 Dec VBL was trading at 469.40. The strike last trading price was 7.4, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 835
On 14 Dec VBL was trading at 479.95. The strike last trading price was 18.5, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 682
On 13 Dec VBL was trading at 479.95. The strike last trading price was 18.5, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 682
On 7 Dec VBL was trading at 479.95. The strike last trading price was 19.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 573
On 5 Dec VBL was trading at 479.95. The strike last trading price was 19.55, which was -0.45 lower than the previous day. The implied volatity was 24.46, the open interest changed by 25 which increased total open position to 573
On 30 Nov VBL was trading at 481.55. The strike last trading price was 21.8, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by -113 which decreased total open position to 601
On 29 Nov VBL was trading at 481.55. The strike last trading price was 21.8, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by -113 which decreased total open position to 601
On 23 Nov VBL was trading at 447.65. The strike last trading price was 6.35, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 366
On 22 Nov VBL was trading at 447.65. The strike last trading price was 6.35, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 366
On 16 Nov VBL was trading at 459.40. The strike last trading price was 14, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 118
On 15 Nov VBL was trading at 459.40. The strike last trading price was 14, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 118
On 14 Nov VBL was trading at 459.40. The strike last trading price was 14, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 118
On 13 Nov VBL was trading at 453.00. The strike last trading price was 13.45, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 130
On 9 Nov VBL was trading at 471.30. The strike last trading price was 21.2, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 14
On 8 Nov VBL was trading at 471.30. The strike last trading price was 21.2, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 14
On 2 Nov VBL was trading at 469.65. The strike last trading price was 25.95, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 1 Nov VBL was trading at 469.65. The strike last trading price was 25.95, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 27 Oct VBL was trading at 459.35. The strike last trading price was 26.3, 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 Oct VBL was trading at 461.40. The strike last trading price was 26.3, 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 Oct VBL was trading at 461.40. The strike last trading price was 26.3, 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 Oct VBL was trading at 461.55. The strike last trading price was 26.3, 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 30DEC2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 469.40 | 6.25 | 0.6 | - | 2,280 | 65 | 1,011 |
| 20 Dec | 469.40 | 6.25 | 0.6 | - | 2,280 | 65 | 1,011 |
| 14 Dec | 479.95 | 5.05 | -1.3 | - | 895 | -25 | 586 |
| 13 Dec | 479.95 | 5.05 | -1.3 | - | 895 | -25 | 586 |
| 7 Dec | 479.95 | 7.5 | -0.3 | - | 1,189 | 19 | 594 |
| 5 Dec | 479.95 | 7.5 | -0.3 | 26.13 | 1,189 | 21 | 594 |
| 30 Nov | 481.55 | 7.5 | -5.1 | - | 1,773 | 125 | 514 |
| 29 Nov | 481.55 | 7.5 | -5.1 | - | 1,773 | 125 | 514 |
| 23 Nov | 447.65 | 25.75 | 1.1 | - | 10 | 4 | 85 |
| 22 Nov | 447.65 | 25.75 | 1.1 | - | 10 | 4 | 85 |
| 16 Nov | 459.40 | 19.8 | -4.5 | - | 8 | 1 | 47 |
| 15 Nov | 459.40 | 19.8 | -4.5 | - | 8 | 1 | 47 |
| 14 Nov | 459.40 | 19.8 | -4.5 | - | 8 | 0 | 47 |
| 13 Nov | 453.00 | 24.6 | 3.8 | - | 35 | 20 | 48 |
| 9 Nov | 471.30 | 16 | -1 | - | 5 | -3 | 22 |
| 8 Nov | 471.30 | 16 | -1 | - | 5 | -3 | 22 |
| 2 Nov | 469.65 | 17.4 | 4.85 | - | 5 | 3 | 24 |
| 1 Nov | 469.65 | 17.4 | 4.85 | - | 5 | 3 | 24 |
| 27 Oct | 459.35 | 45.5 | 0 | - | 0 | 0 | 0 |
| 26 Oct | 461.40 | 45.5 | 0 | - | 0 | 0 | 0 |
| 25 Oct | 461.40 | 45.5 | 0 | - | 0 | 0 | 0 |
| 18 Oct | 461.55 | 45.5 | 0 | - | 0 | 0 | 0 |
For Varun Beverages Limited - strike price 470 expiring on 30DEC2025
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 21 Dec VBL was trading at 469.40. The strike last trading price was 6.25, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 1011
On 20 Dec VBL was trading at 469.40. The strike last trading price was 6.25, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 1011
On 14 Dec VBL was trading at 479.95. The strike last trading price was 5.05, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 586
On 13 Dec VBL was trading at 479.95. The strike last trading price was 5.05, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 586
On 7 Dec VBL was trading at 479.95. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 594
On 5 Dec VBL was trading at 479.95. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was 26.13, the open interest changed by 21 which increased total open position to 594
On 30 Nov VBL was trading at 481.55. The strike last trading price was 7.5, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 514
On 29 Nov VBL was trading at 481.55. The strike last trading price was 7.5, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 514
On 23 Nov VBL was trading at 447.65. The strike last trading price was 25.75, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 85
On 22 Nov VBL was trading at 447.65. The strike last trading price was 25.75, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 85
On 16 Nov VBL was trading at 459.40. The strike last trading price was 19.8, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 47
On 15 Nov VBL was trading at 459.40. The strike last trading price was 19.8, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 47
On 14 Nov VBL was trading at 459.40. The strike last trading price was 19.8, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 13 Nov VBL was trading at 453.00. The strike last trading price was 24.6, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 48
On 9 Nov VBL was trading at 471.30. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 22
On 8 Nov VBL was trading at 471.30. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 22
On 2 Nov VBL was trading at 469.65. The strike last trading price was 17.4, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 24
On 1 Nov VBL was trading at 469.65. The strike last trading price was 17.4, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 24
On 27 Oct VBL was trading at 459.35. The strike last trading price was 45.5, 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 Oct VBL was trading at 461.40. The strike last trading price was 45.5, 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 Oct VBL was trading at 461.40. The strike last trading price was 45.5, 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 Oct VBL was trading at 461.55. The strike last trading price was 45.5, 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































































































































































































































