VBL Varun Beverages Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals
Sector: Fast Moving Consumer Goods · F&O lot size: 1,275VBL lot size: 1,275 shares per F&O lot for the 3 listed expiries (2026-10-27, 2026-11-23, 2026-12-29). One lot is worth about ₹5.36 lakh at the last underlying price of ₹420.55. All F&O lot sizes →
VBL Chart daily candles · add any indicator · computed in your browser
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Daily bars from exchange end-of-day data; during market hours today’s bar updates with the latest price. Splits and bonuses are adjusted; demergers show as the real gaps they were. Volume profile is estimated from each day’s range. D marks a bulk or block deal day (green: net buying, red: net selling, purple: matched cross). Charting by TradingView Lightweight Charts.
VBL Seasonality month by month since 2016 · adjusted month-end closes
VBL in October: closed the month higher in 3 of 9 years (2017–2025), with a median move of -1.4% and an average of -0.2%.
Years the month closed higher / years with data, and the median monthly move. Past patterns, not a forecast: most months are close to a coin toss.
Smart Money Verdict synthesis of derivatives, deals, and promoter files
Analysis what the data is telling us about VBL
In the last completed session, Varun Beverages Ltd. closed -2.73% with futures open interest moving +0.8%. That combination — price falling while OI builds — is classified as Short Buildup. Fresh short positions are being added on weakness, which historically prefaces further downside until shorts are forced to cover. The stock's option PCR sits at 0.58, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹430 sits 2.2% above the current price, a mild magnet near expiry.
There have been no notable bulk or block deals from FIIs, mutual funds, or insurance companies in Varun Beverages Ltd. over the last 30 sessions.
Putting it together, the smart-money picture for Varun Beverages Ltd. suggests further downside pressure is likely.
F&O Positioning EOD derivatives setup
Quote Details key metrics & weights
Technical Snapshot as of 2026-10-19 close · from 400 sessions of price history
Key Fundamentals headline ratios · Consumer Defensive
Fundamental ratios sourced from public market data, refreshed periodically; verify against company filings before relying on them.
Institutional Deals last 30 sessions (bulk & block)
Insider & Promoter Filings last 60 days
VBL Option Chain nearest expiry 2026-10-27 · spot 421 · EOD 2026-10-19
VBL option chain today (2026-10-27 expiry, NSE data of 2026-10-19): put-call ratio 0.58 · max pain ₹430 · highest call OI at ₹430 · highest put OI at ₹440 · underlying ₹420.55. One lot is 1,275 shares. At-the-money implied volatility 27.9%, IV rank 28 and IV percentile 51 over the past year (range 21.4%–45.0%); 20-day historical volatility 25.9%.
| Call OI (writers) | Strike | Put OI (writers) |
|---|---|---|
| 360 |
IV 54%
Δ -0.02
θ -0.1
ν 0
|
|
|
IV 41%
Δ 0.99
θ -0.1
ν 0
|
370 |
IV 41%
Δ -0.01
θ -0.1
ν 0
|
|
IV 40%
Δ 0.97
θ -0.2
ν 0
|
380 |
IV 40%
Δ -0.03
θ -0.1
ν 0
|
|
IV 61%
Δ 0.86
θ -0.6
ν 0
|
385 |
IV 61%
Δ -0.14
θ -0.6
ν 0
|
|
IV 36%
Δ 0.94
θ -0.2
ν 0
|
390 |
IV 36%
Δ -0.06
θ -0.2
ν 0
|
|
IV 34%
Δ 0.91
θ -0.3
ν 0
|
395 |
IV 34%
Δ -0.09
θ -0.2
ν 0
|
|
IV 32%
Δ 0.87
θ -0.3
ν 0
|
400 |
IV 32%
Δ -0.13
θ -0.3
ν 0
|
|
IV 31%
Δ 0.81
θ -0.4
ν 0
|
405 |
IV 31%
Δ -0.19
θ -0.3
ν 0
|
|
IV 30%
Δ 0.73
θ -0.5
ν 0
|
410 |
IV 30%
Δ -0.27
θ -0.4
ν 0
|
|
IV 30%
Δ 0.63
θ -0.5
ν 0
|
415 |
IV 30%
Δ -0.37
θ -0.4
ν 0
|
|
IV 30%
Δ 0.51
θ -0.5
ν 0
|
420 |
IV 30%
Δ -0.49
θ -0.5
ν 0
|
|
IV 30%
Δ 0.40
θ -0.5
ν 0
|
425 |
IV 30%
Δ -0.60
θ -0.4
ν 0
|
|
IV 30%
Δ 0.30
θ -0.5
ν 0
|
430 R MP |
IV 30%
Δ -0.70
θ -0.4
ν 0
|
|
IV 31%
Δ 0.22
θ -0.4
ν 0
|
435 |
IV 31%
Δ -0.78
θ -0.3
ν 0
|
|
IV 33%
Δ 0.16
θ -0.3
ν 0
|
440 S |
IV 33%
Δ -0.84
θ -0.3
ν 0
|
|
IV 35%
Δ 0.12
θ -0.3
ν 0
|
445 |
IV 35%
Δ -0.88
θ -0.2
ν 0
|
|
IV 37%
Δ 0.09
θ -0.3
ν 0
|
450 |
IV 37%
Δ -0.91
θ -0.2
ν 0
|
|
IV 38%
Δ 0.07
θ -0.2
ν 0
|
455 |
IV 38%
Δ -0.93
θ -0.1
ν 0
|
|
IV 40%
Δ 0.05
θ -0.2
ν 0
|
460 |
IV 40%
Δ -0.95
θ -0.1
ν 0
|
|
IV 42%
Δ 0.04
θ -0.2
ν 0
|
465 |
IV 42%
Δ -0.96
θ -0.1
ν 0
|
|
IV 43%
Δ 0.03
θ -0.1
ν 0
|
470 |
IV 43%
Δ -0.97
θ -0.0
ν 0
|
Chain Interpretation
Strategy Builder multi-leg payoff for VBL options · 2026-10-27 expiry
Legs
Payoff at expiry
Latest News recent coverage from Reuters, Simply Wall St, MT Newswires and others
VBL — frequently asked questions
What is the Varun Beverages Ltd. share price today?
VBL is trading at ₹420.55 (+0.00% vs previous close), per the latest update on this page.
What is the P/E ratio of Varun Beverages Ltd.?
VBL (Varun Beverages Ltd.) has a trailing twelve-month P/E ratio of 42.0.
What is the market cap of Varun Beverages Ltd.?
VBL has a market capitalisation of approximately ₹142,251 crore.
What is the ROE of Varun Beverages Ltd.?
VBL has a return on equity (ROE) of about 16.9%.
Is VBL near its 52-week high?
VBL is trading -24.3% from its 52-week high of ₹555.80 as of 2026-10-19.
What is the RSI of VBL?
The 14-day RSI of VBL is 43.2, which is considered neutral.
Is VBL above its 200-day moving average?
VBL is trading below its 200-DMA of ₹462.59 (-9.1% away).
What is the F&O buildup in VBL?
The latest end-of-day derivatives data classifies VBL as Short Buildup (bias: bearish), based on the day's combined price and open-interest change.
What is the max pain and PCR for VBL options?
VBL's option-chain max pain strike is ₹430 and its put-call ratio (OI) is 0.58, from the latest end-of-day option chain.
Are FIIs or big investors buying VBL?
Strota tracks every bulk and block deal in VBL with named buyers and sellers, plus promoter and insider filings — the tables on this page list the most recent institutional activity as disclosed to the exchanges.