UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
21 Sep 2025 04:13 PM IST
| UNITDSPR 30SEP2025 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.43
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1328.20 | 37.25 | -1.3 | 12.75 | 201 | -7 | 487 | |||||||||
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| 14 Sept | 1309.70 | 30.4 | -8.05 | 19.34 | 1,666 | 199 | 857 | |||||||||
| 17 Aug | 1319.30 | 53.5 | 5.75 | 18.70 | 35 | 8 | 10 | |||||||||
For United Spirits Limited - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.89
Historical price for 1300 CE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 37.25, which was -1.3 lower than the previous day. The implied volatity was 12.75, the open interest changed by -7 which decreased total open position to 487
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 30.4, which was -8.05 lower than the previous day. The implied volatity was 19.34, the open interest changed by 199 which increased total open position to 857
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 53.5, which was 5.75 higher than the previous day. The implied volatity was 18.70, the open interest changed by 8 which increased total open position to 10
| UNITDSPR 30SEP2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.65
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1328.20 | 5.15 | -0.95 | 19.24 | 274 | 18 | 751 |
| 14 Sept | 1309.70 | 16.05 | 2.95 | 19.65 | 1,111 | 73 | 878 |
| 17 Aug | 1319.30 | 26.25 | -9.75 | 21.77 | 48 | 2 | 15 |
For United Spirits Limited - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.20
Historical price for 1300 PE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 5.15, which was -0.95 lower than the previous day. The implied volatity was 19.24, the open interest changed by 18 which increased total open position to 751
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 16.05, which was 2.95 higher than the previous day. The implied volatity was 19.65, the open interest changed by 73 which increased total open position to 878
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 26.25, which was -9.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 2 which increased total open position to 15
