UPL
Upl Limited
Historical option data for UPL
21 Sep 2025 04:12 PM IST
| UPL 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.23
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 691.10 | 46 | -7.5 | 31.46 | 31 | -2 | 109 | |||||||||
| 14 Sept | 693.10 | 39.65 | -8.75 | - | 71 | -4 | 118 | |||||||||
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| 17 Aug | 683.75 | 74.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Upl Limited - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.89
Historical price for 650 CE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 46, which was -7.5 lower than the previous day. The implied volatity was 31.46, the open interest changed by -2 which decreased total open position to 109
On 14 Sept UPL was trading at 693.10. The strike last trading price was 39.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 118
On 17 Aug UPL was trading at 683.75. The strike last trading price was 74.65, 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
| UPL 30SEP2025 650 PE | |||||||
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Delta: -0.08
Vega: 0.18
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 691.10 | 1.2 | 0.15 | 27.28 | 168 | -13 | 310 |
| 14 Sept | 693.10 | 3.8 | 1 | 30.52 | 182 | 5 | 412 |
| 17 Aug | 683.75 | 10.4 | 0.3 | 27.39 | 3 | 3 | 15 |
For Upl Limited - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.08
Historical price for 650 PE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 27.28, the open interest changed by -13 which decreased total open position to 310
On 14 Sept UPL was trading at 693.10. The strike last trading price was 3.8, which was 1 higher than the previous day. The implied volatity was 30.52, the open interest changed by 5 which increased total open position to 412
On 17 Aug UPL was trading at 683.75. The strike last trading price was 10.4, which was 0.3 higher than the previous day. The implied volatity was 27.39, the open interest changed by 3 which increased total open position to 15
