UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
21 Sep 2025 04:13 PM IST
| UNITDSPR 28OCT2025 1340 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.73
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1328.20 | 31.9 | -0.15 | 16.61 | 75 | 2 | 213 | |||||||||
| 14 Sept | 1309.70 | 27.4 | -5 | 18.43 | 78 | 43 | 84 | |||||||||
For United Spirits Limited - strike price 1340 expiring on 28OCT2025
Delta for 1340 CE is 0.54
Historical price for 1340 CE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 31.9, which was -0.15 lower than the previous day. The implied volatity was 16.61, the open interest changed by 2 which increased total open position to 213
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 27.4, which was -5 lower than the previous day. The implied volatity was 18.43, the open interest changed by 43 which increased total open position to 84
| UNITDSPR 28OCT2025 1340 PE | |||||||
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Delta: -0.46
Vega: 1.73
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1328.20 | 30.85 | -1.25 | 19.50 | 1 | 0 | 172 |
| 14 Sept | 1309.70 | 87 | 0 | - | 0 | 0 | 0 |
For United Spirits Limited - strike price 1340 expiring on 28OCT2025
Delta for 1340 PE is -0.46
Historical price for 1340 PE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 30.85, which was -1.25 lower than the previous day. The implied volatity was 19.50, the open interest changed by 0 which decreased total open position to 172
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 87, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
