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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 +15.20 70251225 -846600 Short Covering
Nov. 23, 2026 441.9500 +14.95 1017450 5100 Long Buildup
Dec. 29, 2026 443.5500 +14.40 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
Oct. 1, 2026 Dec. 29, 2026 435.0000 435.0000 424.0000 429.1500 19125 12750
Oct. 1, 2026 Nov. 23, 2026 433.4500 434.6000 418.6000 427.0000 1012350 -1275
Oct. 1, 2026 Oct. 27, 2026 430.0000 432.7000 416.0000 425.0000 71097825 -1463700
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

Options Chain

As of Oct. 1, 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) 1.32
Max Pain 420.0000

Open Interest by Strike (Max Pain: 420.0000)

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

CALLS Strike PUTS
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
0 0 66.9500 — 370.0000 -0.106 40.86 3.7000 0 0
0 0 71.9000 48.76 0.824 380.0000 -0.174 48.4 8.3000 0 0
0 0 51.0000 — 390.0000 -0.184 41.55 7.5500 0 0
0 0 47.3500 — 395.0000 -0.207 41.77 8.8500 0 0
1275 1275 35.0500 — 400.0000 -0.175 31.4 5.2500 0 34425
0 0 40.4500 19.98 0.894 405.0000 -0.257 42.15 11.8500 0 0
0 0 37.2500 22.68 0.833 410.0000 -0.283 42.41 13.6000 0 0
0 0 34.2000 24.46 0.780 415.0000 -0.309 42.75 15.5500 0 0
0 0 45.0000 48.77 0.653 420.0000 -0.297 30.96 10.4000 0 6375
0 0 28.6500 26.95 0.684 425.0000 -0.364 43.33 19.8500 0 0
0 0 26.1000 27.82 0.640 430.0000 -0.391 43.75 22.3000 0 0
0 0 23.7000 28.53 0.597 435.0000 -0.418 44.09 24.8500 0 0
11475 10200 12.7500 15.94 0.572 440.0000 -0.443 48.07 29.9500 0 0
0 0 19.4500 29.76 0.515 445.0000 -0.471 44.9 30.4500 0 0
0 0 17.5000 30.18 0.477 450.0000 -0.496 45.37 33.5000 0 0
0 0 15.7500 30.62 0.441 455.0000 -0.520 45.89 36.7000 0 0
12750 8925 12.3500 28.25 0.392 460.0000 -0.541 47.88 41.0000 0 0
0 0 12.6500 31.35 0.372 465.0000 -0.566 46.99 43.5000 0 0
0 0 11.2500 31.59 0.341 470.0000 -0.588 47.61 47.1000 0 0
1275 -2550 2.2500 18.64 0.145 480.0000 -0.665 40.51 49.4000 0 1275
0 0 7.0000 32.63 0.233 490.0000 -0.661 50.46 62.6500 0 0
5100 1275 3.0500 27.24 0.138 500.0000