UPL
Upl Limited
Historical option data for UPL
21 Sep 2025 04:12 PM IST
| UPL 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.36
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 691.10 | 4 | -2 | 26.73 | 2,177 | 245 | 1,711 | |||||||||
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| 14 Sept | 693.10 | 4.7 | -2.7 | 21.75 | 1,884 | 253 | 1,729 | |||||||||
| 17 Aug | 683.75 | 10.2 | -1.35 | 21.38 | 4 | -1 | 13 | |||||||||
For Upl Limited - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.22
Historical price for 720 CE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 26.73, the open interest changed by 245 which increased total open position to 1711
On 14 Sept UPL was trading at 693.10. The strike last trading price was 4.7, which was -2.7 lower than the previous day. The implied volatity was 21.75, the open interest changed by 253 which increased total open position to 1729
On 17 Aug UPL was trading at 683.75. The strike last trading price was 10.2, which was -1.35 lower than the previous day. The implied volatity was 21.38, the open interest changed by -1 which decreased total open position to 13
| UPL 30SEP2025 720 PE | |||||||
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Delta: -0.79
Vega: 0.34
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 691.10 | 29.35 | 5.8 | 25.35 | 117 | 4 | 420 |
| 14 Sept | 693.10 | 38.45 | 7.85 | 38.94 | 592 | 270 | 694 |
| 17 Aug | 683.75 | 91.3 | 0 | - | 0 | 0 | 0 |
For Upl Limited - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.79
Historical price for 720 PE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 29.35, which was 5.8 higher than the previous day. The implied volatity was 25.35, the open interest changed by 4 which increased total open position to 420
On 14 Sept UPL was trading at 693.10. The strike last trading price was 38.45, which was 7.85 higher than the previous day. The implied volatity was 38.94, the open interest changed by 270 which increased total open position to 694
On 17 Aug UPL was trading at 683.75. The strike last trading price was 91.3, 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
