UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
21 Sep 2025 04:13 PM IST
| UNITDSPR 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.56
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1328.20 | 3.45 | -0.75 | 18.35 | 489 | -7 | 860 | |||||||||
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| 14 Sept | 1309.70 | 5.05 | -2.05 | 21.30 | 985 | 141 | 657 | |||||||||
| 17 Aug | 1319.30 | 21.9 | 1.65 | 21.38 | 8 | 2 | 8 | |||||||||
For United Spirits Limited - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.16
Historical price for 1380 CE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was 18.35, the open interest changed by -7 which decreased total open position to 860
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 5.05, which was -2.05 lower than the previous day. The implied volatity was 21.30, the open interest changed by 141 which increased total open position to 657
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 21.9, which was 1.65 higher than the previous day. The implied volatity was 21.38, the open interest changed by 2 which increased total open position to 8
| UNITDSPR 30SEP2025 1380 PE | |||||||
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Delta: -0.78
Vega: 0.68
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1328.20 | 50.7 | 4.2 | 23.48 | 32 | -3 | 38 |
| 14 Sept | 1309.70 | 71.85 | 9.95 | 23.84 | 46 | 5 | 34 |
| 17 Aug | 1319.30 | 68 | -11.7 | 21.24 | 7 | 7 | 6 |
For United Spirits Limited - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.78
Historical price for 1380 PE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 50.7, which was 4.2 higher than the previous day. The implied volatity was 23.48, the open interest changed by -3 which decreased total open position to 38
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 71.85, which was 9.95 higher than the previous day. The implied volatity was 23.84, the open interest changed by 5 which increased total open position to 34
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 68, which was -11.7 lower than the previous day. The implied volatity was 21.24, the open interest changed by 7 which increased total open position to 6
