UPL
Upl Limited
Historical option data for UPL
21 Sep 2025 04:12 PM IST
| UPL 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.26
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 691.10 | 36.3 | -7.5 | 27.12 | 50 | 7 | 75 | |||||||||
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| 14 Sept | 693.10 | 32.1 | -8.9 | - | 45 | -4 | 58 | |||||||||
| 17 Aug | 683.75 | 38.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Upl Limited - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.86
Historical price for 660 CE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 36.3, which was -7.5 lower than the previous day. The implied volatity was 27.12, the open interest changed by 7 which increased total open position to 75
On 14 Sept UPL was trading at 693.10. The strike last trading price was 32.1, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 58
On 17 Aug UPL was trading at 683.75. The strike last trading price was 38.55, 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 660 PE | |||||||
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Delta: -0.13
Vega: 0.25
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 691.10 | 2.05 | 0.4 | 26.10 | 350 | 45 | 422 |
| 14 Sept | 693.10 | 5.6 | 1.4 | 30.13 | 208 | 32 | 412 |
| 17 Aug | 683.75 | 12.8 | 1.2 | 26.65 | 2 | 2 | 14 |
For Upl Limited - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.13
Historical price for 660 PE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 26.10, the open interest changed by 45 which increased total open position to 422
On 14 Sept UPL was trading at 693.10. The strike last trading price was 5.6, which was 1.4 higher than the previous day. The implied volatity was 30.13, the open interest changed by 32 which increased total open position to 412
On 17 Aug UPL was trading at 683.75. The strike last trading price was 12.8, which was 1.2 higher than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 14
