[--[65.84.65.76]--]

VBL

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

Back to Option Chain


Historical option data for VBL

21 Dec 2025 04:14 PM IST
VBL 30-DEC-2025 470 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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