UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
21 Sep 2025 04:13 PM IST
| UNITDSPR 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.39
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1328.20 | 2 | -0.5 | 20.19 | 948 | 3 | 1,568 | |||||||||
| 14 Sept | 1309.70 | 3.35 | -1.15 | 22.48 | 1,264 | 23 | 1,377 | |||||||||
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| 17 Aug | 1319.30 | 12.25 | -3.75 | 18.68 | 107 | 44 | 86 | |||||||||
For United Spirits Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.09
Historical price for 1400 CE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 20.19, the open interest changed by 3 which increased total open position to 1568
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 22.48, the open interest changed by 23 which increased total open position to 1377
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 12.25, which was -3.75 lower than the previous day. The implied volatity was 18.68, the open interest changed by 44 which increased total open position to 86
| UNITDSPR 30SEP2025 1400 PE | |||||||
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Delta: -0.84
Vega: 0.57
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1328.20 | 69.15 | 5.4 | 26.74 | 43 | -3 | 353 |
| 14 Sept | 1309.70 | 89 | 11.15 | 23.95 | 46 | -2 | 546 |
| 17 Aug | 1319.30 | 83.25 | -17.35 | 21.88 | 47 | 30 | 92 |
For United Spirits Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.84
Historical price for 1400 PE is as follows
On 21 Sept UNITDSPR was trading at 1328.20. The strike last trading price was 69.15, which was 5.4 higher than the previous day. The implied volatity was 26.74, the open interest changed by -3 which decreased total open position to 353
On 14 Sept UNITDSPR was trading at 1309.70. The strike last trading price was 89, which was 11.15 higher than the previous day. The implied volatity was 23.95, the open interest changed by -2 which decreased total open position to 546
On 17 Aug UNITDSPR was trading at 1319.30. The strike last trading price was 83.25, which was -17.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 30 which increased total open position to 92
