[--[65.84.65.76]--]

VBL

Varun Beverages Limited
503.8 -1.35 (-0.27%)
L: 501.15 H: 510

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Historical option data for VBL

15 May 2026 04:10 PM IST
VBL 26-May-2026 (9d) 500 CE
Delta: 0.59
Vega: 0
Theta: -0.45
Gamma: 0.01604
Date Close Ltp Change IV Volume OI Chg OI
15 May 503.80 12.15 -1.8499999999999996 (-13.21%) 27.37 612 -8 1,630
14 May 505.15 14.4 6.4 (80.00%) 30.14 1,659 78 1,639
13 May 489.15 7.9 -0.09999999999999964 (-1.25%) 31.89 725 25 1,561
12 May 488.35 8.3 -5.699999999999999 (-40.71%) 31.65 886 80 1,536
11 May 501.30 15.1 -4.9 (-24.50%) 0 400 1 1,456
8 May 508.85 18.9 -2.3000000000000007 (-10.85%) 29.88 86 9 1,455
7 May 510.60 21.95 0.75 (3.54%) 31.42 190 -12 1,447
6 May 508.95 21.6 -2 (-8.47%) 32.04 305 -25 1,459
5 May 511.70 24 2.6999999999999993 (12.68%) 32.91 334 2 1,485
4 May 506.75 21.25 -5.800000000000001 (-21.44%) 34.29 203 -1 1,482
30 Apr 513.70 27.65 -5.25 (-15.96%) 32.71 513 5 1,488
29 Apr 523.10 31.55 1 (3.27%) 30.3 560 -102 1,483
28 Apr 518.55 32 -2.1000000000000014 (-6.16%) 34.8 2,906 212 1,587
27 Apr 518.85 34.95 11.800000000000004 (50.97%) 39.05 12,774 367 1,376
24 Apr 490.45 23.6 4.150000000000002 (21.34%) 46.04 1,147 135 996
23 Apr 484.25 19.8 -3.1999999999999993 (-13.91%) 43.77 638 147 862
22 Apr 494.95 22.8 5.199999999999999 (29.55%) 39.45 1,333 400 715
21 Apr 485.10 18.45 7.699999999999999 (71.63%) 38.58 660 136 312
20 Apr 466.55 9.85 -2.4000000000000004 (-19.59%) 35.87 323 111 176
17 Apr 473.90 11.9 2.0500000000000007 (20.81%) 34.39 105 64 65
16 Apr 460.40 9.85 -10.35 (-51.24%) 34.82 2 1 1
8 Apr 421.90 - - - 0 0 0
7 Apr 400.85 - - - 0 0 0
6 Apr 401.00 - - - 0 0 0
2 Apr 403.70 - - - 0 0 0
1 Apr 401.80 - - - 0 0 0
30 Mar 384.10 - - - 0 0 0
27 Mar 389.30 - - - 0 0 0
25 Mar 401.45 - - - 0 0 0
24 Mar 388.35 - - - 0 0 0
23 Mar 382.20 - - - 0 0 0
20 Mar 401.45 - - - 0 0 0
19 Mar 404.65 - - - 0 0 0
18 Mar 415.10 - - - 0 0 0
17 Mar 406.35 - - - 0 0 0
16 Mar 407.15 - - - 0 0 0
13 Mar 401.30 - - - 0 0 0
12 Mar 411.05 - - - 0 0 0
11 Mar 431.25 - - - 0 0 0
10 Mar 436.50 - - - 0 0 0
9 Mar 437.75 - - - 0 0 0
6 Mar 447.65 20.2 0 (0.00%) 4.89 0 0 0
5 Mar 445.75 - - - 0 0 0
4 Mar 429.75 - - - 0 0 0
2 Mar 445.30 20.2 0 (0.00%) 4.6 0 0 0
27 Feb 451.40 20.2 0 (0.00%) 4.32 0 0 0


For Varun Beverages Limited - strike price 500 expiring on 26MAY2026

Delta for 500 CE is 0.59

Historical price for 500 CE is as follows

On 15 May VBL was trading at 503.80. The strike last trading price was 12.15, which was -1.8499999999999996 lower than the previous day. The implied volatity was 27.37, the open interest changed by -8 which decreased total open position to 1630


On 14 May VBL was trading at 505.15. The strike last trading price was 14.4, which was 6.4 higher than the previous day. The implied volatity was 30.14, the open interest changed by 78 which increased total open position to 1639


On 13 May VBL was trading at 489.15. The strike last trading price was 7.9, which was -0.09999999999999964 lower than the previous day. The implied volatity was 31.89, the open interest changed by 25 which increased total open position to 1561


On 12 May VBL was trading at 488.35. The strike last trading price was 8.3, which was -5.699999999999999 lower than the previous day. The implied volatity was 31.65, the open interest changed by 80 which increased total open position to 1536


On 11 May VBL was trading at 501.30. The strike last trading price was 15.1, which was -4.9 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 1456


On 8 May VBL was trading at 508.85. The strike last trading price was 18.9, which was -2.3000000000000007 lower than the previous day. The implied volatity was 29.88, the open interest changed by 9 which increased total open position to 1455


On 7 May VBL was trading at 510.60. The strike last trading price was 21.95, which was 0.75 higher than the previous day. The implied volatity was 31.42, the open interest changed by -12 which decreased total open position to 1447


On 6 May VBL was trading at 508.95. The strike last trading price was 21.6, which was -2 lower than the previous day. The implied volatity was 32.04, the open interest changed by -25 which decreased total open position to 1459


On 5 May VBL was trading at 511.70. The strike last trading price was 24, which was 2.6999999999999993 higher than the previous day. The implied volatity was 32.91, the open interest changed by 2 which increased total open position to 1485


On 4 May VBL was trading at 506.75. The strike last trading price was 21.25, which was -5.800000000000001 lower than the previous day. The implied volatity was 34.29, the open interest changed by -1 which decreased total open position to 1482


On 30 Apr VBL was trading at 513.70. The strike last trading price was 27.65, which was -5.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 5 which increased total open position to 1488


On 29 Apr VBL was trading at 523.10. The strike last trading price was 31.55, which was 1 higher than the previous day. The implied volatity was 30.3, the open interest changed by -102 which decreased total open position to 1483


On 28 Apr VBL was trading at 518.55. The strike last trading price was 32, which was -2.1000000000000014 lower than the previous day. The implied volatity was 34.8, the open interest changed by 212 which increased total open position to 1587


On 27 Apr VBL was trading at 518.85. The strike last trading price was 34.95, which was 11.800000000000004 higher than the previous day. The implied volatity was 39.05, the open interest changed by 367 which increased total open position to 1376


On 24 Apr VBL was trading at 490.45. The strike last trading price was 23.6, which was 4.150000000000002 higher than the previous day. The implied volatity was 46.04, the open interest changed by 135 which increased total open position to 996


On 23 Apr VBL was trading at 484.25. The strike last trading price was 19.8, which was -3.1999999999999993 lower than the previous day. The implied volatity was 43.77, the open interest changed by 147 which increased total open position to 862


On 22 Apr VBL was trading at 494.95. The strike last trading price was 22.8, which was 5.199999999999999 higher than the previous day. The implied volatity was 39.45, the open interest changed by 400 which increased total open position to 715


On 21 Apr VBL was trading at 485.10. The strike last trading price was 18.45, which was 7.699999999999999 higher than the previous day. The implied volatity was 38.58, the open interest changed by 136 which increased total open position to 312


On 20 Apr VBL was trading at 466.55. The strike last trading price was 9.85, which was -2.4000000000000004 lower than the previous day. The implied volatity was 35.87, the open interest changed by 111 which increased total open position to 176


On 17 Apr VBL was trading at 473.90. The strike last trading price was 11.9, which was 2.0500000000000007 higher than the previous day. The implied volatity was 34.39, the open interest changed by 64 which increased total open position to 65


On 16 Apr VBL was trading at 460.40. The strike last trading price was 9.85, which was -10.35 lower than the previous day. The implied volatity was 34.82, the open interest changed by 1 which increased total open position to 1


On 8 Apr VBL was trading at 421.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr VBL was trading at 400.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr VBL was trading at 401.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr VBL was trading at 403.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr VBL was trading at 401.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar VBL was trading at 384.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar VBL was trading at 389.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Mar VBL was trading at 388.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Mar VBL was trading at 382.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar VBL was trading at 404.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar VBL was trading at 415.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar VBL was trading at 406.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar VBL was trading at 407.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar VBL was trading at 401.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar VBL was trading at 411.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar VBL was trading at 431.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar VBL was trading at 436.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar VBL was trading at 437.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar VBL was trading at 447.65. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0


On 5 Mar VBL was trading at 445.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar VBL was trading at 429.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar VBL was trading at 445.30. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0


On 27 Feb VBL was trading at 451.40. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0


VBL 26-May-2026 (9d) 500 PE
Delta: -0.42
Vega: 0
Theta: -0.4
Gamma: 0.01519
Date Close Ltp Change IV Volume OI Chg OI
15 May 503.80 8.05 -0.049999999999998934 (-0.62%) 28.97 1,093 -87 897
14 May 505.15 7.7 -7.6000000000000005 (-49.67%) 28.41 598 -63 989
13 May 489.15 14.9 -2.2499999999999982 (-13.12%) 25.13 393 -7 1,052
12 May 488.35 16.2 5.049999999999999 (45.29%) 28.1 781 -60 1,060
11 May 501.30 10.2 1.75 (20.71%) 0 624 38 1,120
8 May 508.85 8.4 0.15000000000000036 (1.82%) 28.12 318 -29 1,082
7 May 510.60 8 -0.6500000000000004 (-7.51%) 28.73 556 -21 1,113
6 May 508.95 8.5 -0.9000000000000004 (-9.57%) 28.34 843 -24 1,143
5 May 511.70 9.1 -2.6500000000000004 (-22.55%) 30.94 1,314 99 1,162
4 May 506.75 11.75 1.8000000000000007 (18.09%) 30.93 594 -2 1,064
30 Apr 513.70 9.6 1.7999999999999998 (23.08%) 31.7 916 -10 1,056
29 Apr 523.10 8.1 -1.950000000000001 (-19.40%) 31.57 1,261 150 1,062
28 Apr 518.55 9.5 -4.050000000000001 (-29.89%) 32.12 2,679 164 916
27 Apr 518.85 13.3 -15.75 (-54.22%) 39.15 4,178 479 755
24 Apr 490.45 29.5 -2.3000000000000007 (-7.23%) 44.61 100 44 275
23 Apr 484.25 31.4 5.399999999999999 (20.77%) 41.41 166 60 231
22 Apr 494.95 26.5 -1.6999999999999993 (-6.03%) 41.69 157 114 171
21 Apr 485.10 27.5 -11.299999999999997 (-29.12%) 35.38 43 30 57
20 Apr 466.55 38.85 3 (8.37%) 34.28 18 12 25
17 Apr 473.90 35.85 -13.149999999999999 (-26.84%) 34.03 12 10 12
16 Apr 460.40 49 -3.8999999999999986 (-7.37%) 47.96 2 1 1
8 Apr 421.90 - - - 0 0 0
7 Apr 400.85 - - - 0 0 0
6 Apr 401.00 - - - 0 0 0
2 Apr 403.70 - - - 0 0 0
1 Apr 401.80 - - - 0 0 0
30 Mar 384.10 - - - 0 0 0
27 Mar 389.30 - - - 0 0 0
25 Mar 401.45 - - - 0 0 0
24 Mar 388.35 - - - 0 0 0
23 Mar 382.20 - - - 0 0 0
20 Mar 401.45 - - - 0 0 0
19 Mar 404.65 - - - 0 0 0
18 Mar 415.10 - - - 0 0 0
17 Mar 406.35 - - - 0 0 0
16 Mar 407.15 - - - 0 0 0
13 Mar 401.30 - - - 0 0 0
12 Mar 411.05 - - - 0 0 0
11 Mar 431.25 - - - 0 0 0
10 Mar 436.50 - - - 0 0 0
9 Mar 437.75 - - - 0 0 0
6 Mar 447.65 0 0 (0.00%) - 0 0 0
5 Mar 445.75 - - - 0 0 0
4 Mar 429.75 - - - 0 0 0
2 Mar 445.30 0 0 (0.00%) - 0 0 0
27 Feb 451.40 0 0 (0.00%) - 0 0 0


For Varun Beverages Limited - strike price 500 expiring on 26MAY2026

Delta for 500 PE is -0.42

Historical price for 500 PE is as follows

On 15 May VBL was trading at 503.80. The strike last trading price was 8.05, which was -0.049999999999998934 lower than the previous day. The implied volatity was 28.97, the open interest changed by -87 which decreased total open position to 897


On 14 May VBL was trading at 505.15. The strike last trading price was 7.7, which was -7.6000000000000005 lower than the previous day. The implied volatity was 28.41, the open interest changed by -63 which decreased total open position to 989


On 13 May VBL was trading at 489.15. The strike last trading price was 14.9, which was -2.2499999999999982 lower than the previous day. The implied volatity was 25.13, the open interest changed by -7 which decreased total open position to 1052


On 12 May VBL was trading at 488.35. The strike last trading price was 16.2, which was 5.049999999999999 higher than the previous day. The implied volatity was 28.1, the open interest changed by -60 which decreased total open position to 1060


On 11 May VBL was trading at 501.30. The strike last trading price was 10.2, which was 1.75 higher than the previous day. The implied volatity was 0, the open interest changed by 38 which increased total open position to 1120


On 8 May VBL was trading at 508.85. The strike last trading price was 8.4, which was 0.15000000000000036 higher than the previous day. The implied volatity was 28.12, the open interest changed by -29 which decreased total open position to 1082


On 7 May VBL was trading at 510.60. The strike last trading price was 8, which was -0.6500000000000004 lower than the previous day. The implied volatity was 28.73, the open interest changed by -21 which decreased total open position to 1113


On 6 May VBL was trading at 508.95. The strike last trading price was 8.5, which was -0.9000000000000004 lower than the previous day. The implied volatity was 28.34, the open interest changed by -24 which decreased total open position to 1143


On 5 May VBL was trading at 511.70. The strike last trading price was 9.1, which was -2.6500000000000004 lower than the previous day. The implied volatity was 30.94, the open interest changed by 99 which increased total open position to 1162


On 4 May VBL was trading at 506.75. The strike last trading price was 11.75, which was 1.8000000000000007 higher than the previous day. The implied volatity was 30.93, the open interest changed by -2 which decreased total open position to 1064


On 30 Apr VBL was trading at 513.70. The strike last trading price was 9.6, which was 1.7999999999999998 higher than the previous day. The implied volatity was 31.7, the open interest changed by -10 which decreased total open position to 1056


On 29 Apr VBL was trading at 523.10. The strike last trading price was 8.1, which was -1.950000000000001 lower than the previous day. The implied volatity was 31.57, the open interest changed by 150 which increased total open position to 1062


On 28 Apr VBL was trading at 518.55. The strike last trading price was 9.5, which was -4.050000000000001 lower than the previous day. The implied volatity was 32.12, the open interest changed by 164 which increased total open position to 916


On 27 Apr VBL was trading at 518.85. The strike last trading price was 13.3, which was -15.75 lower than the previous day. The implied volatity was 39.15, the open interest changed by 479 which increased total open position to 755


On 24 Apr VBL was trading at 490.45. The strike last trading price was 29.5, which was -2.3000000000000007 lower than the previous day. The implied volatity was 44.61, the open interest changed by 44 which increased total open position to 275


On 23 Apr VBL was trading at 484.25. The strike last trading price was 31.4, which was 5.399999999999999 higher than the previous day. The implied volatity was 41.41, the open interest changed by 60 which increased total open position to 231


On 22 Apr VBL was trading at 494.95. The strike last trading price was 26.5, which was -1.6999999999999993 lower than the previous day. The implied volatity was 41.69, the open interest changed by 114 which increased total open position to 171


On 21 Apr VBL was trading at 485.10. The strike last trading price was 27.5, which was -11.299999999999997 lower than the previous day. The implied volatity was 35.38, the open interest changed by 30 which increased total open position to 57


On 20 Apr VBL was trading at 466.55. The strike last trading price was 38.85, which was 3 higher than the previous day. The implied volatity was 34.28, the open interest changed by 12 which increased total open position to 25


On 17 Apr VBL was trading at 473.90. The strike last trading price was 35.85, which was -13.149999999999999 lower than the previous day. The implied volatity was 34.03, the open interest changed by 10 which increased total open position to 12


On 16 Apr VBL was trading at 460.40. The strike last trading price was 49, which was -3.8999999999999986 lower than the previous day. The implied volatity was 47.96, the open interest changed by 1 which increased total open position to 1


On 8 Apr VBL was trading at 421.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr VBL was trading at 400.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr VBL was trading at 401.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr VBL was trading at 403.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr VBL was trading at 401.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar VBL was trading at 384.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar VBL was trading at 389.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Mar VBL was trading at 388.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Mar VBL was trading at 382.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar VBL was trading at 401.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar VBL was trading at 404.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar VBL was trading at 415.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar VBL was trading at 406.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar VBL was trading at 407.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar VBL was trading at 401.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar VBL was trading at 411.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar VBL was trading at 431.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar VBL was trading at 436.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar VBL was trading at 437.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar VBL was trading at 447.65. The strike last trading price was 0, 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 5 Mar VBL was trading at 445.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar VBL was trading at 429.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar VBL was trading at 445.30. The strike last trading price was 0, 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 27 Feb VBL was trading at 451.40. The strike last trading price was 0, 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