UPL
Upl Limited
Historical option data for UPL
21 Sep 2025 04:12 PM IST
| UPL 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.28
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 691.10 | 2.6 | -1.25 | 27.75 | 1,154 | 83 | 1,915 | |||||||||
| 14 Sept | 693.10 | 3.3 | -1.75 | 22.96 | 1,432 | 254 | 1,883 | |||||||||
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| 17 Aug | 683.75 | 7.8 | -22.5 | 21.57 | 3 | 2 | 1 | |||||||||
For Upl Limited - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.15
Historical price for 730 CE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 27.75, the open interest changed by 83 which increased total open position to 1915
On 14 Sept UPL was trading at 693.10. The strike last trading price was 3.3, which was -1.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by 254 which increased total open position to 1883
On 17 Aug UPL was trading at 683.75. The strike last trading price was 7.8, which was -22.5 lower than the previous day. The implied volatity was 21.57, the open interest changed by 2 which increased total open position to 1
| UPL 30SEP2025 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.21
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 691.10 | 37.05 | 5.7 | 22.32 | 31 | -6 | 219 |
| 14 Sept | 693.10 | 47.1 | 8.7 | 42.05 | 50 | 15 | 243 |
| 17 Aug | 683.75 | 43.75 | 0 | 0.00 | 0 | 0 | 0 |
For Upl Limited - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.90
Historical price for 730 PE is as follows
On 21 Sept UPL was trading at 691.10. The strike last trading price was 37.05, which was 5.7 higher than the previous day. The implied volatity was 22.32, the open interest changed by -6 which decreased total open position to 219
On 14 Sept UPL was trading at 693.10. The strike last trading price was 47.1, which was 8.7 higher than the previous day. The implied volatity was 42.05, the open interest changed by 15 which increased total open position to 243
On 17 Aug UPL was trading at 683.75. The strike last trading price was 43.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
