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Varun Beverages Limited

Fast Moving Consumer Goods · Beverages

NSE: VBL BSE: 540180
₹439.60
Oct. 5, 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) +3.95

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

ExpiryClosePrice ChgOIChg OIBuildup
Oct. 27, 2026 440.2000 +7.95 70251225 -846600 Short Covering
Nov. 23, 2026 441.9500 +7.20 1017450 5100 Long Buildup
Dec. 29, 2026 443.5500 +7.55 35700 16575 Long Buildup
DateExpiryOpenHighLowCloseOIChange in OI
Oct. 5, 2026 Dec. 29, 2026 437.4000 445.0000 437.0500 443.5500 35700 16575
Oct. 5, 2026 Nov. 23, 2026 435.0000 442.8500 432.5500 441.9500 1017450 5100
Oct. 5, 2026 Oct. 27, 2026 429.4000 441.3000 429.4000 440.2000 70251225 -846600
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

Options Chain

As of Oct. 5, 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) 0.68
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
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
7650 0 80.6000 — 340.0000 -0.015 50.41 0.3000 3825 12750
350.0000 -0.018 46.58 0.3500 10200 16575
360.0000 -0.020 41.67 0.3500 7650 22950
3825 0 42.7000 — 370.0000 -0.023 36.83 0.3500 -2550 54825
7650 0 54.2000 — 380.0000 -0.048 37.82 0.8500 -22950 308550
0 0 49.3500 — 385.0000 -0.104 46.33 2.6000 0 0
2550 0 40.0000 — 390.0000 -0.073 35.79 1.3000 -7650 132600
0 0 41.1000 — 395.0000 -0.091 35.02 1.6500 6375 98175
444975 -26775 41.8500 24.81 0.950 400.0000 -0.113 34.32 2.1000 -99450 953700
0 0 33.5000 — 405.0000 -0.136 33.16 2.5500 -10200 119850
524025 0 32.8000 25.14 0.890 410.0000 -0.170 32.94 3.3500 -66300 715275
0 0 26.7500 15.91 0.945 415.0000 -0.208 32.59 4.3000 49725 98175
790500 -25500 25.1500 27.21 0.782 420.0000 -0.249 31.8 5.3000 72675 1013625
173400 3825 21.3500 26.79 0.729 425.0000 -0.300 31.81 6.8000 2550 167025
1401225 -135150 18.3000 27.59 0.664 430.0000 -0.352 31.39 8.4000 -207825 991950
165750 -5100 15.3000 27.63 0.599 435.0000 -0.409 31.17 10.3500 12750 179775
1667700 -91800 12.7000 27.83 0.533 440.0000 -0.468 30.98 12.6000 24225 809625
169575 73950 10.3500 27.84 0.467 445.0000 -0.509 42.78 20.3000 0 57375
1153875 216750 8.4000 28.03 0.404 450.0000 -0.584 31.24 18.2500 38250 280500
109650 22950 6.8000 28.36 0.345 455.0000 -0.581 46.82 27.9000 0 8925
1119450 608175 5.4000 28.5 0.290 460.0000 -0.687 31.79 25.1000 1275 189975
100725 22950 4.3000 28.82 0.242 465.0000 -0.616 57.95 39.0000 0 0
425850 212925 3.4500 29.29 0.202 470.0000 -0.764 33.61 33.2500 1275 117300
618375 21675 2.2500 30.41 0.139 480.0000 -0.821 35.45 41.9500 15300 77775
26775 26775 1.5000 31.68 0.096 490.0000 -0.763 54.36 56.0000 0 10200
775200 76500 1.0500 33.21 0.069 500.0000 -0.890 39.85 60.5000 -24225 173400
112200 63750 0.6000 36.84 0.039 520.0000 -0.912 47.33 80.2000 -2550 56100