UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
21 Sep 2025 04:13 PM IST
| UNITDSPR 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.92
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1328.20 | 12.6 | -1.55 | 15.79 | 1,470 | -17 | 1,500 | |||||||||
| 14 Sept | 1309.70 | 12.6 | -4.95 | 19.66 | 1,473 | 194 | 1,507 | |||||||||
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| 17 Aug | 1319.30 | 32.75 | -39.4 | 19.10 | 15 | 9 | 8 | |||||||||
For United Spirits Limited - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.46
Historical price for 1340 CE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 12.6, which was -1.55 lower than the previous day. The implied volatity was 15.79, the open interest changed by -17 which decreased total open position to 1500
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 12.6, which was -4.95 lower than the previous day. The implied volatity was 19.66, the open interest changed by 194 which increased total open position to 1507
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 32.75, which was -39.4 lower than the previous day. The implied volatity was 19.10, the open interest changed by 9 which increased total open position to 8
| UNITDSPR 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.92
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1328.20 | 20.3 | -1.35 | 19.64 | 133 | -5 | 602 |
| 14 Sept | 1309.70 | 38.6 | 7.05 | 20.50 | 133 | 13 | 540 |
| 17 Aug | 1319.30 | 41.7 | -16.65 | 20.21 | 1 | 1 | 0 |
For United Spirits Limited - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.53
Historical price for 1340 PE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 20.3, which was -1.35 lower than the previous day. The implied volatity was 19.64, the open interest changed by -5 which decreased total open position to 602
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 38.6, which was 7.05 higher than the previous day. The implied volatity was 20.50, the open interest changed by 13 which increased total open position to 540
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 41.7, which was -16.65 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 0
