VARUN BEVERAGES LIMITED Option Chain

Call		Put
	Last Updated now
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	440PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.267	-4.010	0.002	0.732	246.58%	0.00	0.01	****	120.00	460PCR: 11.00	0.90	****	0.10	0.88	63.48%	-0.042	0.002	-0.278	0.072	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	470PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	480PCR: --	0.95	****	0.33	0.88	49.80%	-0.053	0.003	-0.264	0.087	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	490PCR: --	1.00	****	0.00	0.88	42.97%	-0.062	0.004	-0.258	0.099	Login To Trade
0.224	-0.866	0.005	0.804	63.48%	0.00	0.04	****	45.80	500PCR: 73.75	2.10	****	2.58	178.50	44.43%	-0.117	0.005	-0.431	0.159	Login To Trade
0.254	-0.906	0.007	0.756	58.59%	0.00	0.06	****	37.10	510PCR: 64.29	3.60	****	3.94	129.50	43.46%	-0.181	0.007	-0.566	0.213	Login To Trade
0.262	-0.656	0.010	0.740	41.02%	1.75	0.24	****	25.40	520PCR: 12.15	5.60	****	2.87	157.50	41.99%	-0.264	0.010	-0.677	0.265	Login To Trade
0.305	-0.744	0.012	0.634	40.04%	3.50	0.48	****	18.45	530PCR: 3.65	8.25	****	1.76	94.50	39.55%	-0.365	0.012	-0.734	0.304	Login To Trade
0.323	-0.702	0.014	0.511	35.64%	462.88	3.18	****	11.70	540PCR: 2.08	13.00	****	6.62	283.50	40.28%	-0.488	0.012	-0.793	0.323	Login To Trade
0.307	-0.662	0.013	0.375	35.40%	364.88	4.91	****	7.20	550PCR: 0.84	18.45	****	4.13	172.38	39.79%	-0.609	0.012	-0.754	0.311	Login To Trade
0.258	-0.550	0.011	0.252	34.91%	316.75	6.69	****	4.20	560PCR: 0.76	24.70	****	5.11	54.25	37.11%	-0.734	0.011	-0.601	0.265	Login To Trade
0.196	-0.420	0.009	0.159	35.16%	214.38	2.29	****	2.35	570PCR: 0.64	33.15	****	1.46	48.13	39.06%	-0.814	0.009	-0.516	0.216	Login To Trade
0.146	-0.332	0.006	0.104	37.11%	165.38	4.61	****	1.50	580PCR: 0.42	41.65	****	1.93	2.63	38.09%	-0.889	0.006	-0.355	0.153	Login To Trade
0.107	-0.256	0.004	0.069	39.06%	38.50	2.45	****	0.95	590PCR: 0.28	49.45	****	0.69	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.089	-0.234	0.003	0.054	42.97%	206.50	6.60	****	0.80	600PCR: 0.47	58.65	****	3.07	0.88	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.067	-0.182	0.002	0.038	44.92%	31.50	2.49	****	0.50	610PCR: 0.39	70.50	****	0.96	0.88	44.92%	-0.962	0.002	-0.182	0.067	Login To Trade
0.058	-0.173	0.002	0.032	48.83%	8.75	6.22	****	0.45	620PCR: 0.18	75.60	****	1.13	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.052	-0.167	0.002	0.028	52.73%	18.38	2.89	****	0.45	630PCR: 0.35	75.40	****	1.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.047	-0.164	0.001	0.025	56.64%	23.63	3.88	****	0.45	640PCR: 0.15	64.20	****	0.57	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.038	-0.136	0.001	0.019	58.59%	7.00	4.31	****	0.30	650PCR: 0.21	73.00	****	0.91	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.026	-0.094	0.001	0.013	58.59%	2.63	4.94	****	0.20	660PCR: 0.14	83.65	****	0.69	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.018	-0.063	0.001	0.008	58.59%	10.50	3.24	****	0.15	670PCR: 0.22	98.00	****	0.72	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.018	-0.068	0.000	0.008	62.50%	1.75	1.81	****	0.15	680PCR: 0.46	128.00	****	0.84	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.032	-0.147	0.001	0.016	74.22%	0.00	0.66	****	0.30	690PCR: 0.37	85.05	****	0.25	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.032	-0.151	0.001	0.016	78.13%	0.00	2.01	****	0.30	700PCR: 0.11	79.75	****	0.23	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.032	-0.161	0.001	0.016	82.03%	0.00	1.05	****	0.40	710PCR: 0.04	80.80	****	0.04	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.018	-0.087	0.000	0.008	78.13%	0.88	1.43	****	0.20	720PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.031	-0.169	0.001	0.015	89.84%	0.00	0.03	****	0.40	730PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.001	-0.005	0.000	0.001	62.50%	14.88	1.58	****	0.05	740PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.040	-0.258	0.001	0.020	107.42%	0.00	0.29	****	0.60	760PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade

Call

Put

Vega

Theta

Gamma

Delta

Imp Vol

Vol (k)

OI (lakhs)

PoP

LTP

Strike

LTP

PoP

OI (lakhs)

Vol (k)

Imp Vol

Delta

Gamma

Theta

Vega

Last Updated now

0.000

1.000

0.00%

0.00

****

0.00

440PCR: --

0.00

****

0.00

0.00%

0.000

0.267

-4.010

0.002

0.732

246.58%

0.00

0.01

****

120.00

460PCR: 11.00

0.90

****

0.10

0.88

63.48%

-0.042

0.002

-0.278

0.072

0.000

1.000

0.00%

0.00

****

0.00

470PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

480PCR: --

0.95

****

0.33

0.88

49.80%

-0.053

0.003

-0.264

0.087

0.000

1.000

0.00%

0.00

****

0.00

490PCR: --

1.00

****

0.00

0.88

42.97%

-0.062

0.004

-0.258

0.099

0.224

-0.866

0.005

0.804

63.48%

0.00

0.04

****

45.80

500PCR: 73.75

2.10

****

2.58

178.50

44.43%

-0.117

0.005

-0.431

0.159

0.254

-0.906

0.007

0.756

58.59%

0.00

0.06

****

37.10

510PCR: 64.29

3.60

****

3.94

129.50

43.46%

-0.181

0.007

-0.566

0.213

0.262

-0.656

0.010

0.740

41.02%

1.75

0.24

****

25.40

520PCR: 12.15

5.60

****

2.87

157.50

41.99%

-0.264

0.010

-0.677

0.265

0.305

-0.744

0.012

0.634

40.04%

3.50

0.48

****

18.45

530PCR: 3.65

8.25

****

1.76

94.50

39.55%

-0.365

0.012

-0.734

0.304

0.323

-0.702

0.014

0.511

35.64%

462.88

3.18

****

11.70

540PCR: 2.08

13.00

****

6.62

283.50

40.28%

-0.488

0.012

-0.793

0.323

0.307

-0.662

0.013

0.375

35.40%

364.88

4.91

****

7.20

550PCR: 0.84

18.45

****

4.13

172.38

39.79%

-0.609

0.012

-0.754

0.311

0.258

-0.550

0.011

0.252

34.91%

316.75

6.69

****

4.20

560PCR: 0.76

24.70

****

5.11

54.25

37.11%

-0.734

0.011

-0.601

0.265

0.196

-0.420

0.009

0.159

35.16%

214.38

2.29

****

2.35

570PCR: 0.64

33.15

****

1.46

48.13

39.06%

-0.814

0.009

-0.516

0.216

0.146

-0.332

0.006

0.104

37.11%

165.38

4.61

****

1.50

580PCR: 0.42

41.65

****

1.93

2.63

38.09%

-0.889

0.006

-0.355

0.153

0.107

-0.256

0.004

0.069

39.06%

38.50

2.45

****

0.95

590PCR: 0.28

49.45

****

0.69

0.00

0.00%

-1.000

0.000

0.089

-0.234

0.003

0.054

42.97%

206.50

6.60

****

0.80

600PCR: 0.47

58.65

****

3.07

0.88

0.00%

-1.000

0.000

0.067

-0.182

0.002

0.038

44.92%

31.50

2.49

****

0.50

610PCR: 0.39

70.50

****

0.96

0.88

44.92%

-0.962

0.002

-0.182

0.067

0.058

-0.173

0.002

0.032

48.83%

8.75

6.22

****

0.45

620PCR: 0.18

75.60

****

1.13

0.00

0.00%

-1.000

0.000

0.052

-0.167

0.002

0.028

52.73%

18.38

2.89

****

0.45

630PCR: 0.35

75.40

****

1.02

0.00

0.00%

-1.000

0.000

0.047

-0.164

0.001

0.025

56.64%

23.63

3.88

****

0.45

640PCR: 0.15

64.20

****

0.57

0.00

0.00%

-1.000

0.000

0.038

-0.136

0.001

0.019

58.59%

7.00

4.31

****

0.30

650PCR: 0.21

73.00

****

0.91

0.00

0.00%

-1.000

0.000

0.026

-0.094

0.001

0.013

58.59%

2.63

4.94

****

0.20

660PCR: 0.14

83.65

****

0.69

0.00

0.00%

-1.000

0.000

0.018

-0.063

0.001

0.008

58.59%

10.50

3.24

****

0.15

670PCR: 0.22

98.00

****

0.72

0.00

0.00%

-1.000

0.000

0.018

-0.068

0.000

0.008

62.50%

1.75

1.81

****

0.15

680PCR: 0.46

128.00

****

0.84

0.00

0.00%

-1.000

0.000

0.032

-0.147

0.001

0.016

74.22%

0.00

0.66

****

0.30

690PCR: 0.37

85.05

****

0.25

0.00

0.00%

-1.000

0.000

0.032

-0.151

0.001

0.016

78.13%

0.00

2.01

****

0.30

700PCR: 0.11

79.75

****

0.23

0.00

0.00%

-1.000

0.000

0.032

-0.161

0.001

0.016

82.03%

0.00

1.05

****

0.40

710PCR: 0.04

80.80

****

0.04

0.00

0.00%

-1.000

0.000

0.018

-0.087

0.000

0.008

78.13%

0.88

1.43

****

0.20

720PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.031

-0.169

0.001

0.015

89.84%

0.00

0.03

****

0.40

730PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.001

-0.005

0.000

0.001

62.50%

14.88

1.58

****

0.05

740PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.040

-0.258

0.001

0.020

107.42%

0.00

0.29

****

0.60

760PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

VARUN BEVERAGES LIMITED - Statistics

Day Range

₹537.35 - ₹546.80

52w Range

₹488.40 - ₹681.12

Volume

814,053

F&O Tools

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Underlying Assets & Securities

VARUN BEVERAGES LIMITED

537.70

-3.80 (-0.70%)

VARUN BEVERAGES LIMITED Options

VBL 550 CE 30 JAN 25

₹7.20

-2.30 (-24.21%)

VBL 540 PE 30 JAN 25

₹13.00

+0.15 (1.17%)

VBL 560 CE 30 JAN 25

₹4.15

-1.95 (-31.97%)

VBL 550 PE 30 JAN 25

₹18.45

+0.60 (3.36%)

VARUN BEVERAGES LIMITED Futures

VBL FUT 27 MAR 25

₹548.30

-0.50 (-0.09%)

VBL FUT 30 JAN 25

₹538.70

-3.10 (-0.57%)

VBL FUT 27 FEB 25

₹541.60

-3.65 (-0.67%)

Frequently Asked Questions

What is the current spot price for VARUN BEVERAGES LIMITED?

The current spot price for VARUN BEVERAGES LIMITED is ₹537.70.

What is the minimum option lot size for VARUN BEVERAGES LIMITED?

The minimum lot size for VARUN BEVERAGES LIMITED is 875.

Which VARUN BEVERAGES LIMITED call and put option contract has the highest open interest?

The 560.00 strike for VARUN BEVERAGES LIMITED call options have an OI of 6.69 Lakhs. The 540.00 strike for VARUN BEVERAGES LIMITED put options has an OI of 6.62 Lakhs

What is the current at-the-money (ATM) strike for VARUN BEVERAGES LIMITED and what is its price?

The current ATM strike for VARUN BEVERAGES LIMITED is 530.00. The call price is ₹18.45 and the put price is ₹8.25.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for VARUN BEVERAGES LIMITED?

The PCR for the 530.00 strike is 3.65.

What is the implied volatility of VARUN BEVERAGES LIMITED?

The implied volatility (IV) of at-the-money VARUN BEVERAGES LIMITED call is 40.04% and 39.55% for puts.

How much will the price change of the at-the-money (ATM) strike for VARUN BEVERAGES LIMITED call options if VARUN BEVERAGES LIMITED moves up in price by ₹1?

The ATM strike is 530.00 and the call option is priced at ₹18.45. If VARUN BEVERAGES LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.6336. The value of 0.6336 is the option's 'Delta'.

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Calls/Puts

Vertical Spread

Straddle

VARUN BEVERAGES LIMITED - Statistics

F&O Tools

Underlying Assets & Securities

VARUN BEVERAGES LIMITED Options

VARUN BEVERAGES LIMITED Futures

Frequently Asked Questions

What is the current spot price for VARUN BEVERAGES LIMITED?

What is the minimum option lot size for VARUN BEVERAGES LIMITED?

Which VARUN BEVERAGES LIMITED call and put option contract has the highest open interest?

What is the current at-the-money (ATM) strike for VARUN BEVERAGES LIMITED and what is its price?

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for VARUN BEVERAGES LIMITED?

What is the implied volatility of VARUN BEVERAGES LIMITED?

How much will the price change of the at-the-money (ATM) strike for VARUN BEVERAGES LIMITED call options if VARUN BEVERAGES LIMITED moves up in price by ₹1?