UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
21 Sep 2025 04:13 PM IST
| UNITDSPR 30SEP2025 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.82
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1328.20 | 22.8 | -1.45 | 14.69 | 612 | 5 | 822 | |||||||||
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| 14 Sept | 1309.70 | 19.85 | -6.75 | 19.25 | 2,297 | 226 | 1,177 | |||||||||
| 17 Aug | 1319.30 | 41 | -0.05 | 18.23 | 22 | 11 | 14 | |||||||||
For United Spirits Limited - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.68
Historical price for 1320 CE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 22.8, which was -1.45 lower than the previous day. The implied volatity was 14.69, the open interest changed by 5 which increased total open position to 822
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 19.85, which was -6.75 lower than the previous day. The implied volatity was 19.25, the open interest changed by 226 which increased total open position to 1177
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 41, which was -0.05 lower than the previous day. The implied volatity was 18.23, the open interest changed by 11 which increased total open position to 14
| UNITDSPR 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.86
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1328.20 | 10.55 | -1.25 | 18.87 | 339 | -4 | 641 |
| 14 Sept | 1309.70 | 25.75 | 4.8 | 19.85 | 914 | 145 | 789 |
| 17 Aug | 1319.30 | 32 | -0.9 | 20.33 | 8 | 3 | 3 |
For United Spirits Limited - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.35
Historical price for 1320 PE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 10.55, which was -1.25 lower than the previous day. The implied volatity was 18.87, the open interest changed by -4 which decreased total open position to 641
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 25.75, which was 4.8 higher than the previous day. The implied volatity was 19.85, the open interest changed by 145 which increased total open position to 789
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 32, which was -0.9 lower than the previous day. The implied volatity was 20.33, the open interest changed by 3 which increased total open position to 3
