UPL
Upl Limited
Historical option data for UPL
21 Sep 2025 04:12 PM IST
| UPL 30SEP2025 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.47
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 691.10 | 9.9 | -3.85 | 26.24 | 2,134 | 272 | 1,992 | |||||||||
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| 14 Sept | 693.10 | 9.6 | -4.65 | 19.08 | 1,953 | 416 | 2,246 | |||||||||
| 17 Aug | 683.75 | 16.7 | -1.9 | 20.89 | 25 | 5 | 66 | |||||||||
For Upl Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.44
Historical price for 700 CE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 9.9, which was -3.85 lower than the previous day. The implied volatity was 26.24, the open interest changed by 272 which increased total open position to 1992
On 14 Sept UPL was trading at 693.10. The strike last trading price was 9.6, which was -4.65 lower than the previous day. The implied volatity was 19.08, the open interest changed by 416 which increased total open position to 2246
On 17 Aug UPL was trading at 683.75. The strike last trading price was 16.7, which was -1.9 lower than the previous day. The implied volatity was 20.89, the open interest changed by 5 which increased total open position to 66
| UPL 30SEP2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.47
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 691.10 | 14.4 | 3.1 | 23.29 | 718 | -39 | 845 |
| 14 Sept | 693.10 | 23.55 | 5.2 | 34.47 | 1,384 | 201 | 1,015 |
| 17 Aug | 683.75 | 31.5 | 0.6 | 27.68 | 4 | 3 | 42 |
For Upl Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.58
Historical price for 700 PE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 14.4, which was 3.1 higher than the previous day. The implied volatity was 23.29, the open interest changed by -39 which decreased total open position to 845
On 14 Sept UPL was trading at 693.10. The strike last trading price was 23.55, which was 5.2 higher than the previous day. The implied volatity was 34.47, the open interest changed by 201 which increased total open position to 1015
On 17 Aug UPL was trading at 683.75. The strike last trading price was 31.5, which was 0.6 higher than the previous day. The implied volatity was 27.68, the open interest changed by 3 which increased total open position to 42
