UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
17 Aug 2025 12:57 AM IST
| UNITDSPR 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.24
Vega: 1.48
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.24
Historical price for 1400 CE is as follows
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: -0.72
Vega: 1.59
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.72
Historical price for 1400 PE is as follows
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
