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.

Download CSV

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)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
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

Date	Expiry	Open	High	Low	Close	OI	Change 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) —

Max Pain 380.0000

Open Interest by Strike (Max Pain: 380.0000)

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	64.9500	—		380.0000	-0.180	40.36	9.4000	0	0
0	0	57.8500	20.36	0.921	390.0000	-0.217	40.63	12.1000	0	0
0	0	51.1500	24.37	0.838	400.0000	-0.257	40.95	15.3000	0	0
0	0	45.0000	26.65	0.766	410.0000	-0.299	41.31	19.0000	0	0
0	0	39.3500	28.18	0.698	420.0000	-0.342	41.7	23.2000	0	0
0	0	34.2000	29.29	0.634	430.0000	-0.385	42.12	27.9000	0	0
0	0	29.5500	30.15	0.573	440.0000	-0.428	42.59	33.1000	0	0
0	0	25.4000	30.84	0.514	450.0000	-0.469	43.12	38.8000	0	0
0	0	21.7000	31.4	0.458	460.0000	-0.509	43.7	44.9500	0	0
0	0	18.4500	31.87	0.406	470.0000	-0.547	44.36	51.5500	0	0
0	0	15.6000	32.26	0.357	480.0000	-0.582	45.14	58.6000	0	0
0	0	11.0500	32.97	0.273	500.0000	-0.643	46.83	73.7000	0	0