VBL

VBL futures closed at ₹425.00, −0.1% to spot, with 99% of open interest in the 27 Oct contract, and the 425 straddle prices a move of about ±6.0% by expiry.

1.4% of futures OI sits beyond the 27 Oct contract · 35 of 50 listed contracts traded · 15,000 option contracts changed hands

The 425 straddle closed at ₹25.55 (call 12.65 + put 12.90), pricing a move of about ±6.0% by the 27 Oct expiry. In the last 253 windows of 19 sessions, VBL moved more than that 113 times.

Call OI, lots

6,90087 L shares

Put OI, lots

5,40069 L shares

Puts per call, by OI

0.79by volume 0.69

Max pain

430+1.1% from the close

Contracts traded

35 of 50listed for this expiry

After the last 8 bulletins, VBL closed higher five sessions later in 4 of 8.

Revenue ₹8,651 cr, +21% on a year earlier; profit ₹1,525 cr, +15% in the Jun 2026 quarter, consolidated.

VBL trades at 42 times trailing earnings, 6.6 times book value, revenue +15% over twelve months, a 0.71% dividend yield, market cap ₹1,40,000 cr.

Market cap

₹1,40,000 cron 1 Oct · free float ₹58,000 cr

Price to earnings

42consolidated · four quarters to Jun 2026

Trailing EPS

₹10.01diluted · consolidated · four quarters to Jun 2026

Price to book

6.6consolidated · balance sheet to Jun 2026

Book value a share

₹64.90consolidated · balance sheet to Jun 2026 · over NSE's share count

Debt to equity

0.16borrowings over equity · consolidated · balance sheet to Jun 2026

Return on equity

17%trailing profit over average equity · consolidated

Dividend yield

0.71%₹3.00 a share in 365 days

Face value

₹2a share

Shares outstanding

338 cron 1 Oct

Revenue, trailing 12 months

₹24,755 crfour quarters to Jun 2026

Revenue growth, 12 months

▲ +15%against the twelve months before

Revenue 3-year CAGR

▲ +18%trailing twelve months against the twelve months 3 years earlier · consolidated

Profit, trailing 12 months

₹3,409 crfour quarters to Jun 2026

Profit growth, 12 months

▲ +18%against the twelve months before

Profit 3-year CAGR

▲ +21%trailing twelve months against the twelve months 3 years earlier · consolidated

Promoters hold 59.4%, foreign portfolio investors 19.0%, mutual funds 9.1% and insurance companies 4.7%, as filed for the quarter to 30 Jun.

• Promoters 59.4%
• Foreign portfolio investors 19.0%
• Mutual funds 9.1%
• Insurance companies 4.7%
• Banks and financial institutions 1.5%
• Individual investors 5.3%
• Others 1.1%

Nothing upcoming on record; the last was a dividend of ₹0.50 a share, ex-date 31 Jul 2026.

VBL is +2.5% over 20 sessions against Nifty's −6.2%, 23% below its 52-week high, realised volatility 17% annualised.

Average true range, 14

₹9.82.3% of the close

Average day's range, 20

₹9.02.1% of the close

Volume against 20 sessions

1.44×85 L vs 59 L average

Realised volatility, 20

17%≈ ±1.1% a session · moved more than that on 10 of 20

Realised volatility, 60

28%≈ ±1.7% a session · moved more than that on 11 of 60

Realised volatility, 250

29%≈ ±1.9% a session · moved more than that on 61 of 250

Beta to Nifty, 60

0.90moved with Nifty on 38 of 60 sessions

Beta to Nifty, 250

1.05moved with Nifty on 164 of 250 sessions

Last 20 sessions

12 up · 7 downof 19

Last 60 sessions

29 up · 29 downof 58

Last 250 sessions

119 up · 129 downof 248

Best session, 250

▲ +9.1%29 Oct

Worst session, 250

▼ −7.4%28 Jul

Company

Varun Beverages Limited

Exchange

NSE · BSE 540180, group A

Listed on NSE

8 Nov 2016

Classification

Fast Moving Consumer Goods › Beverages › Other Beverages

Index

BSE 100

Face value

₹2 a share

ISIN

INE200M01039

Sessions on record

272

Price source

NSE UDiFF bhavcopy · end of day · delayed

Filings

NSE and BSE public disclosures · results, shareholding and corporate actions as filed

Computed

2 Oct, 02:22 am IST

Bulletins

8 · written by the desk · not a recommendation

OI Charts is not a SEBI-registered investment adviser or research analyst. Prices, open interest, filings and the desk read are exchange data and arithmetic on it, not a basis for any investment decision.