Basic Option Chain of Varun Beverages Ltd. (VBL)
Birds's Eye
Future/Option
Technicals
MovingAverage
Candlestick
PivotPoint
Fundamentals
Fin Statements
Beta&Vols
Tech ChartsVBL Option for Expiry Date 30/06/2026
| Calls | Puts | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Strike Price | PCR OI | IV | Contracts | OI | Close | Close | OI | Contracts | IV | PCR Vol |
| 440.0 | - | - | - | - | - | 0.2 | 20250 | 15 | 48.9 | 0.0 |
| 450.0 | - | - | - | - | - | 0.25 | 194625 | 74 | 44.16 | 0.0 |
| 455.0 | - | - | - | - | - | 0.25 | 3375 | 17 | 40.99 | 0.0 |
| 460.0 | 64.0 | 8.58 | 2 | 1125 | 50.2 | 0.3 | 72000 | 208 | 38.97 | 104.0 |
| 465.0 | - | - | - | - | - | 0.55 | 11250 | 41 | 39.94 | 0.0 |
| 470.0 | - | - | - | - | - | 0.5 | 67500 | 188 | 35.74 | 0.0 |
| 480.0 | - | - | - | - | - | 0.8 | 250875 | 652 | 31.95 | 0.0 |
| 485.0 | - | - | - | - | - | 1.1 | 128250 | 520 | 30.58 | 0.0 |
| 490.0 | 27.08 | 26.71 | 66 | 14625 | 24.75 | 1.55 | 396000 | 1134 | 29.42 | 17.18 |
| 495.0 | - | - | - | - | - | 2.4 | 426375 | 1165 | 29.35 | 0.0 |
| 500.0 | 1.54 | 27.61 | 618 | 1204875 | 16.8 | 3.65 | 1854000 | 5175 | 29.59 | 8.37 |
| 505.0 | 3.64 | 28.62 | 400 | 96750 | 13.6 | 5.2 | 352125 | 2926 | 29.49 | 7.32 |
| 510.0 | 1.23 | 28.67 | 3716 | 456750 | 10.6 | 7.35 | 561375 | 5253 | 30.01 | 1.41 |
| 515.0 | 0.61 | 29.69 | 2681 | 465750 | 8.35 | 10.0 | 282375 | 2199 | 30.7 | 0.82 |
| 520.0 | 0.36 | 30.09 | 6271 | 1488375 | 6.35 | 13.05 | 533250 | 3224 | 31.33 | 0.51 |
| 525.0 | 0.2 | 31.24 | 3656 | 900000 | 4.95 | 16.55 | 176625 | 646 | 32.22 | 0.18 |
| 530.0 | 0.34 | 32.15 | 5162 | 1428750 | 3.8 | 20.45 | 488250 | 572 | 33.45 | 0.11 |
| 535.0 | 0.21 | 33.24 | 3283 | 1810125 | 2.95 | 24.2 | 387000 | 293 | 32.93 | 0.09 |
| 540.0 | 0.25 | 34.36 | 5255 | 3037500 | 2.3 | 29.1 | 748125 | 254 | 36.83 | 0.05 |
| 545.0 | 0.29 | 35.47 | 1899 | 891000 | 1.8 | 33.5 | 261000 | 99 | 37.77 | 0.05 |
| 550.0 | 0.18 | 36.82 | 3405 | 3027375 | 1.45 | 38.15 | 546750 | 160 | 39.49 | 0.05 |
| 555.0 | 0.33 | 37.93 | 571 | 758250 | 1.15 | 43.45 | 247500 | 51 | 45.05 | 0.09 |
| 560.0 | 0.16 | 38.87 | 1983 | 1453500 | 0.9 | - | - | - | - | - |
| 565.0 | 0.15 | 40.29 | 841 | 434250 | 0.75 | - | - | - | - | - |
| 570.0 | 0.07 | 41.29 | 869 | 686250 | 0.6 | - | - | - | - | - |
| 575.0 | 0.0 | 42.57 | 472 | 267750 | 0.5 | - | - | - | - | - |
| 580.0 | 0.02 | 44.36 | 918 | 1270125 | 0.45 | - | - | - | - | - |
| 585.0 | 0.0 | 45.97 | 16 | 28125 | 0.4 | - | - | - | - | - |
| 590.0 | 0.0 | 47.39 | 279 | 544500 | 0.35 | - | - | - | - | - |
| 600.0 | 0.01 | 48.0 | 819 | 2144250 | 0.2 | - | - | - | - | - |
Risk Free rate : 6.25 %, Dividend Yield : 0.0019 %