Varun Beverages Limited

Fast Moving Consumer Goods · Beverages

NSE: VBL BSE: 540180

₹432.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +4.00

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	432.2500	-1.95	72561525	-480675	Long Unwinding
Nov. 23, 2026	434.7500	-2.25	1013625	29325	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	441.0000	441.0000	436.0000	436.0000	6375	6375
Sept. 30, 2026	Nov. 23, 2026	435.8000	440.3500	433.5000	434.7500	1013625	29325
Sept. 30, 2026	Oct. 27, 2026	432.0000	438.2500	430.9000	432.2500	72561525	-480675
Sept. 29, 2026	Nov. 23, 2026	433.0000	438.0500	429.0000	437.0000	984300	191250
Sept. 29, 2026	Oct. 27, 2026	433.3500	436.2000	426.6000	434.2000	73042200	6886275
Sept. 29, 2026	Sept. 29, 2026	429.0500	436.0000	423.9500	431.0000	3086775	-7601550
Sept. 28, 2026	Nov. 23, 2026	435.0000	435.5000	431.9000	433.4500	793050	48450
Sept. 28, 2026	Oct. 27, 2026	434.4000	434.4000	429.4000	431.4000	66155925	17106675
Sept. 28, 2026	Sept. 29, 2026	433.9500	433.9500	427.1500	429.3000	10688325	-18877650
Sept. 25, 2026	Nov. 23, 2026	436.0000	440.9500	433.4500	438.8000	744600	30600

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.732

Max Pain 430.0000

Open Interest by Strike (Max Pain: 430.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	116.3000	78.09	0.939	320.0000	-0.042	68.88	1.5000	0	0
7650	0	80.6000	—		340.0000	-0.023	46.69	0.5000	0	10200
0	0	93.4000	89.18	0.844	350.0000	-0.057	52.63	1.6000	0	5100
0	0	81.4000	74.23	0.848	360.0000	-0.067	48.1	1.7500	0	6375
3825	0	42.7000	—		370.0000	-0.047	36.14	0.8500	31875	57375
7650	0	54.2000	24.67	0.978	380.0000	-0.068	34.03	1.2500	-2550	316200
2550	0	40.0000	—		390.0000	-0.102	32.19	1.9000	-56100	163200
0	0	41.1000	30.08	0.885	395.0000	-0.126	31.52	2.4000	59925	59925
518925	116025	35.3500	23.7	0.904	400.0000	-0.153	30.8	3.0000	91800	765000
0	0	33.5000	32.16	0.800	405.0000	-0.187	30.28	3.8000	81600	81600
517650	2550	27.7500	26.43	0.798	410.0000	-0.226	29.7	4.7500	36975	527850
0	0	26.7500	33.42	0.707	415.0000	-0.315	38.88	9.8500	0	0
724200	2550	19.9000	24.84	0.701	420.0000	-0.322	28.98	7.4500	462825	983025
79050	79050	16.8000	25.08	0.637	425.0000	-0.376	28.56	9.1500	150450	150450
1526175	100725	13.7500	24.7	0.571	430.0000	-0.434	28.42	11.2500	86700	1323450
90525	90525	11.2500	24.78	0.503	435.0000	-0.493	29.15	14.0500	117300	117300
1897200	563550	9.2000	25.11	0.437	440.0000	-0.552	28.71	16.6000	29325	840225
44625	44625	7.5500	25.63	0.376	445.0000	-0.601	30.18	20.3000	57375	57375
1003425	293250	6.1000	25.98	0.319	450.0000	-0.657	29.55	23.3000	17850	239700
58650	58650	5.1000	26.84	0.273	455.0000	-0.688	32.16	27.9000	8925	8925
573750	249900	3.9500	26.77	0.225	460.0000	-0.723	33.24	32.0000	0	189975
47175	47175	3.2000	27.29	0.188	465.0000	-0.709	41.46	39.0000	0	0
232050	17850	2.6500	28.02	0.159	470.0000	-0.745	40.71	42.5000	0	116025
613275	36975	1.8000	29.29	0.112	480.0000	-0.826	37.3	49.4500	15300	62475
0	0	11.0000	62.7	0.267	490.0000	-0.956	25.55	56.0000	0	10200
665550	16575	0.9000	32.05	0.058	500.0000		—	65.1500	-1275	192525
48450	26775	0.5500	35.51	0.035	520.0000	-0.942	40.69	86.4500	12750	57375