VBL

Varun Beverages Limited

469.65 -15.60 (-3.21%)

L: 468.5 H: 486.95

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Historical option data for VBL
02 Nov 2025 04:13 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 25-NOV-2025 480 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	469.65	9.6 ₹ 9,840	-7.4 -7585.00	-	3,300 33,82,500	564 5,78,100	1,054 10,80,350
1 Nov	469.65	9.6 ₹ 9,840	-7.4 -7585.00	-	3,300 33,82,500	564 5,78,100	1,054 10,80,350
27 Oct	459.35	11.2 ₹ 11,480	-0.1 -102.50	-	580 5,94,500	123 1,26,075	377 3,86,425
26 Oct	461.40	11.2 ₹ 11,480	-2.45 -2511.25	-	145 1,48,625	-21 -21,525	253 2,59,325
25 Oct	461.40	11.2 ₹ 11,480	-2.45 -2511.25	-	145 1,48,625	-21 -21,525	253 2,59,325
18 Oct	461.55	12.9 ₹ 13,222.5	-0.25 -256.25	-	177 1,81,425	9 9,225	156 1,59,900
15 Oct	441.60	6.6 ₹ 6,765	-0.5 -512.50	-	24 24,600	0 0	105 1,07,625

28 Sept	444.75	14.1 ₹ 14,452.5	0 0.00	0.00	0 0	0 0	0 0

For Varun Beverages Limited - strike price 480 expiring on 25NOV2025

Delta for 480 CE is -

Historical price for 480 CE is as follows

On 2 Nov VBL was trading at 469.65. The strike last trading price was 9.6, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by 564 which increased total open position to 1054

On 1 Nov VBL was trading at 469.65. The strike last trading price was 9.6, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by 564 which increased total open position to 1054

On 27 Oct VBL was trading at 459.35. The strike last trading price was 11.2, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 377

On 26 Oct VBL was trading at 461.40. The strike last trading price was 11.2, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 253

On 25 Oct VBL was trading at 461.40. The strike last trading price was 11.2, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 253

On 18 Oct VBL was trading at 461.55. The strike last trading price was 12.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 156

On 15 Oct VBL was trading at 441.60. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105

On 28 Sept VBL was trading at 444.75. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

VBL 25NOV2025 480 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	469.65	16.95 ₹ 17,373.75	6.9 7072.50	-	1,766 18,10,150	-27 -27,675	726 7,44,150
1 Nov	469.65	16.95 ₹ 17,373.75	6.9 7072.50	-	1,766 18,10,150	-27 -27,675	726 7,44,150
27 Oct	459.35	27.15 ₹ 27,828.75	-0.6 -615.00	-	64 65,600	37 37,925	118 1,20,950
26 Oct	461.40	27.8 ₹ 28,495	2.95 3023.75	-	13 13,325	8 8,200	80 82,000
25 Oct	461.40	27.8 ₹ 28,495	2.95 3023.75	-	13 13,325	8 8,200	80 82,000
18 Oct	461.55	25.95 ₹ 26,598.75	-2.85 -2921.25	-	20 20,500	10 10,250	25 25,625
15 Oct	441.60	34.85 ₹ 35,721.25	-9.15 -9378.75	-	0 0	0 0	0 0
28 Sept	444.75	26.85 ₹ 27,521.25	0 0.00	-	0 0	0 0	0 0

For Varun Beverages Limited - strike price 480 expiring on 25NOV2025

Delta for 480 PE is -

Historical price for 480 PE is as follows

On 2 Nov VBL was trading at 469.65. The strike last trading price was 16.95, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 726

On 1 Nov VBL was trading at 469.65. The strike last trading price was 16.95, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 726

On 27 Oct VBL was trading at 459.35. The strike last trading price was 27.15, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 118

On 26 Oct VBL was trading at 461.40. The strike last trading price was 27.8, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 80

On 25 Oct VBL was trading at 461.40. The strike last trading price was 27.8, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 80

On 18 Oct VBL was trading at 461.55. The strike last trading price was 25.95, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 25

On 15 Oct VBL was trading at 441.60. The strike last trading price was 34.85, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Sept VBL was trading at 444.75. The strike last trading price was 26.85, 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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