VBL
Varun Beverages Limited
501.85
-9.25 (-1.81%)
Option Chain for VBL
17 Aug 2025 12:58 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1025 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | OI pcr | COI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 98.05 | 0.00 | - | 400 | - | 0.00 | 0.05 | 45.18 | 1 | -1 | 39 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 63.35 | 0.00 | - | 410 | - | 0.00 | 10.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 82.95 | 0.00 | - | 420 | - | -0.10 | 0.10 | 39.61 | 5 | -4 | 28 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 49.80 | 0.00 | - | 430 | - | 0.00 | 0.20 | 38.27 | 4 | -3 | 46 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 71.75 | 0.00 | - | 440 | - | -0.05 | 0.35 | 36.81 | 413 | -155 | 205 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 65.30 | 0.00 | - | 450 | - | -0.10 | 0.40 | 32.16 | 29 | -2 | 377 | -0.03 |
| - | 132 | 33 | 43 | - | 44.40 | -7.25 | 3.40 | 460 | -0.12 | 0.30 | 0.80 | 31.05 | 147 | -4 | 449 | -0.06 |
| 0.94 | 519 | 1 | 40 | 23.25 | 35.25 | -8.55 | 1.00 | 470 | 7.00 | 0.20 | 1.10 | 27.36 | 345 | 7 | 521 | -0.09 |
| 0.89 | 1,596 | -373 | 1,011 | 21.50 | 25.90 | -8.25 | 0.33 | 480 | 0.14 | 0.50 | 2.05 | 25.71 | 790 | -53 | 522 | -0.15 |
| 0.76 | 637 | 4 | 122 | 21.78 | 17.80 | -8.15 | 0.93 | 490 | -20.50 | 1.45 | 4.10 | 25.21 | 691 | -82 | 590 | -0.26 |
| 0.60 | 890 | 354 | 1,279 | 22.07 | 11.25 | -7.05 | 2.37 | 500 | 2.26 | 2.65 | 7.55 | 24.98 | 2,424 | 799 | 2,113 | -0.41 |
| 0.42 | 808 | 266 | 1,449 | 23.03 | 6.75 | -5.35 | 0.98 | 510 | -0.13 | 4.45 | 13.15 | 26.27 | 579 | -35 | 793 | -0.57 |
| 0.28 | 1,400 | 232 | 1,553 | 24.75 | 4.10 | -3.45 | 0.27 | 520 | -0.15 | 5.15 | 19.45 | 25.47 | 292 | -34 | 378 | -0.72 |
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| 0.17 | 1,725 | 149 | 1,478 | 25.70 | 2.30 | -2.35 | 0.06 | 530 | -0.01 | 6.95 | 28.30 | 29.18 | 42 | -1 | 104 | -0.79 |
| 0.11 | 1,085 | -47 | 647 | 27.42 | 1.40 | -1.40 | - | 540 | - | 0.60 | 29.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 1,240 | -1 | 535 | 30.05 | 1.00 | -0.80 | - | 550 | - | 1.35 | 38.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 764 | 37 | 337 | 31.87 | 0.70 | -0.50 | 0.02 | 560 | - | 8.00 | 55.80 | 33.49 | 6 | 0 | 18 | -0.94 |
| 0.04 | 235 | 4 | 65 | 33.63 | 0.45 | -0.40 | - | 570 | - | 0.00 | 58.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 640 | -5 | 48 | 36.47 | 0.40 | -0.20 | - | 580 | - | 0.00 | 65.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | - | 590 | - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 652 | 4 | 42 | 40.79 | 0.25 | -0.05 | - | 600 | - | 0.00 | 117.95 | - | 0 | 0 | 0 | - |
| 12,323 | 6,183 | |||||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
