UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
20 Dec 2024 04:13 PM IST
| UNITDSPR 26DEC2024 1540 CE | ||||||||||
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Delta: 0.76
Vega: 0.62
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1544.80 | 18.45 | -22.20 | 11.16 | 391 | -35 | 267 | |||
| 19 Dec | 1572.35 | 40.65 | -5.20 | 21.13 | 390 | -63 | 303 | |||
| 18 Dec | 1579.60 | 45.85 | -0.90 | 21.07 | 1,886 | -171 | 379 | |||
| 17 Dec | 1563.30 | 46.75 | 21.05 | 31.09 | 7,867 | -200 | 553 | |||
| 16 Dec | 1519.20 | 25.7 | 13.00 | 26.26 | 3,650 | 174 | 761 | |||
| 13 Dec | 1512.05 | 12.7 | -6.25 | 18.91 | 1,126 | 28 | 589 | |||
| 12 Dec | 1525.95 | 18.95 | -0.55 | 18.69 | 1,070 | 26 | 558 | |||
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| 11 Dec | 1516.80 | 19.5 | 3.95 | 20.51 | 517 | 32 | 532 | |||
| 10 Dec | 1513.50 | 15.55 | 0.05 | 20.50 | 723 | -62 | 498 | |||
| 9 Dec | 1506.25 | 15.5 | -6.15 | 19.73 | 894 | 85 | 560 | |||
| 6 Dec | 1516.60 | 21.65 | -7.35 | 19.96 | 673 | 96 | 469 | |||
| 5 Dec | 1530.10 | 29 | 2.05 | 20.56 | 717 | 26 | 373 | |||
| 4 Dec | 1526.05 | 26.95 | -8.55 | 19.87 | 725 | 54 | 343 | |||
| 3 Dec | 1542.95 | 35.5 | 0.20 | 18.28 | 620 | 6 | 288 | |||
| 2 Dec | 1532.20 | 35.3 | -2.70 | 21.73 | 972 | -9 | 279 | |||
| 29 Nov | 1529.10 | 38 | 11.00 | 22.18 | 1,774 | 38 | 285 | |||
| 28 Nov | 1502.75 | 27 | -7.85 | 21.89 | 208 | 24 | 246 | |||
| 27 Nov | 1515.75 | 34.85 | 4.45 | 22.11 | 152 | 57 | 222 | |||
| 26 Nov | 1511.15 | 30.4 | 9.10 | 22.33 | 355 | -1 | 166 | |||
| 25 Nov | 1486.10 | 21.3 | -4.70 | 22.14 | 449 | 104 | 164 | |||
| 22 Nov | 1500.15 | 26 | 1.70 | 20.34 | 56 | -3 | 57 | |||
| 21 Nov | 1493.05 | 24.3 | 1.30 | 20.37 | 76 | 47 | 62 | |||
| 20 Nov | 1487.40 | 23 | 0.00 | 20.14 | 17 | 12 | 14 | |||
| 19 Nov | 1487.40 | 23 | 5.00 | 20.14 | 17 | 11 | 14 | |||
| 18 Nov | 1470.80 | 18 | -20.10 | 20.53 | 4 | 2 | 2 | |||
| 6 Nov | 1456.35 | 38.1 | 38.10 | 3.33 | 0 | 0 | 0 | |||
| 1 Nov | 1453.15 | 0 | 2.80 | 0 | 0 | 0 | ||||
For United Spirits Limited - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is 0.76
Historical price for 1540 CE is as follows
On 20 Dec UNITDSPR was trading at 1544.80. The strike last trading price was 18.45, which was -22.20 lower than the previous day. The implied volatity was 11.16, the open interest changed by -35 which decreased total open position to 267
On 19 Dec UNITDSPR was trading at 1572.35. The strike last trading price was 40.65, which was -5.20 lower than the previous day. The implied volatity was 21.13, the open interest changed by -63 which decreased total open position to 303
On 18 Dec UNITDSPR was trading at 1579.60. The strike last trading price was 45.85, which was -0.90 lower than the previous day. The implied volatity was 21.07, the open interest changed by -171 which decreased total open position to 379
On 17 Dec UNITDSPR was trading at 1563.30. The strike last trading price was 46.75, which was 21.05 higher than the previous day. The implied volatity was 31.09, the open interest changed by -200 which decreased total open position to 553
On 16 Dec UNITDSPR was trading at 1519.20. The strike last trading price was 25.7, which was 13.00 higher than the previous day. The implied volatity was 26.26, the open interest changed by 174 which increased total open position to 761
On 13 Dec UNITDSPR was trading at 1512.05. The strike last trading price was 12.7, which was -6.25 lower than the previous day. The implied volatity was 18.91, the open interest changed by 28 which increased total open position to 589
On 12 Dec UNITDSPR was trading at 1525.95. The strike last trading price was 18.95, which was -0.55 lower than the previous day. The implied volatity was 18.69, the open interest changed by 26 which increased total open position to 558
On 11 Dec UNITDSPR was trading at 1516.80. The strike last trading price was 19.5, which was 3.95 higher than the previous day. The implied volatity was 20.51, the open interest changed by 32 which increased total open position to 532
On 10 Dec UNITDSPR was trading at 1513.50. The strike last trading price was 15.55, which was 0.05 higher than the previous day. The implied volatity was 20.50, the open interest changed by -62 which decreased total open position to 498
On 9 Dec UNITDSPR was trading at 1506.25. The strike last trading price was 15.5, which was -6.15 lower than the previous day. The implied volatity was 19.73, the open interest changed by 85 which increased total open position to 560
On 6 Dec UNITDSPR was trading at 1516.60. The strike last trading price was 21.65, which was -7.35 lower than the previous day. The implied volatity was 19.96, the open interest changed by 96 which increased total open position to 469
On 5 Dec UNITDSPR was trading at 1530.10. The strike last trading price was 29, which was 2.05 higher than the previous day. The implied volatity was 20.56, the open interest changed by 26 which increased total open position to 373
On 4 Dec UNITDSPR was trading at 1526.05. The strike last trading price was 26.95, which was -8.55 lower than the previous day. The implied volatity was 19.87, the open interest changed by 54 which increased total open position to 343
On 3 Dec UNITDSPR was trading at 1542.95. The strike last trading price was 35.5, which was 0.20 higher than the previous day. The implied volatity was 18.28, the open interest changed by 6 which increased total open position to 288
On 2 Dec UNITDSPR was trading at 1532.20. The strike last trading price was 35.3, which was -2.70 lower than the previous day. The implied volatity was 21.73, the open interest changed by -9 which decreased total open position to 279
On 29 Nov UNITDSPR was trading at 1529.10. The strike last trading price was 38, which was 11.00 higher than the previous day. The implied volatity was 22.18, the open interest changed by 38 which increased total open position to 285
On 28 Nov UNITDSPR was trading at 1502.75. The strike last trading price was 27, which was -7.85 lower than the previous day. The implied volatity was 21.89, the open interest changed by 24 which increased total open position to 246
On 27 Nov UNITDSPR was trading at 1515.75. The strike last trading price was 34.85, which was 4.45 higher than the previous day. The implied volatity was 22.11, the open interest changed by 57 which increased total open position to 222
On 26 Nov UNITDSPR was trading at 1511.15. The strike last trading price was 30.4, which was 9.10 higher than the previous day. The implied volatity was 22.33, the open interest changed by -1 which decreased total open position to 166
On 25 Nov UNITDSPR was trading at 1486.10. The strike last trading price was 21.3, which was -4.70 lower than the previous day. The implied volatity was 22.14, the open interest changed by 104 which increased total open position to 164
On 22 Nov UNITDSPR was trading at 1500.15. The strike last trading price was 26, which was 1.70 higher than the previous day. The implied volatity was 20.34, the open interest changed by -3 which decreased total open position to 57
On 21 Nov UNITDSPR was trading at 1493.05. The strike last trading price was 24.3, which was 1.30 higher than the previous day. The implied volatity was 20.37, the open interest changed by 47 which increased total open position to 62
On 20 Nov UNITDSPR was trading at 1487.40. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 20.14, the open interest changed by 12 which increased total open position to 14
On 19 Nov UNITDSPR was trading at 1487.40. The strike last trading price was 23, which was 5.00 higher than the previous day. The implied volatity was 20.14, the open interest changed by 11 which increased total open position to 14
On 18 Nov UNITDSPR was trading at 1470.80. The strike last trading price was 18, which was -20.10 lower than the previous day. The implied volatity was 20.53, the open interest changed by 2 which increased total open position to 2
On 6 Nov UNITDSPR was trading at 1456.35. The strike last trading price was 38.1, which was 38.10 higher than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 1 Nov UNITDSPR was trading at 1453.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
| UNITDSPR 26DEC2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.74
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1544.80 | 10 | 3.75 | 20.89 | 1,427 | -136 | 429 |
| 19 Dec | 1572.35 | 6.25 | -3.30 | 21.83 | 1,318 | -71 | 565 |
| 18 Dec | 1579.60 | 9.55 | -5.65 | 26.80 | 2,788 | 52 | 636 |
| 17 Dec | 1563.30 | 15.2 | -11.95 | 28.01 | 4,701 | 435 | 590 |
| 16 Dec | 1519.20 | 27.15 | -6.65 | 25.87 | 409 | -9 | 156 |
| 13 Dec | 1512.05 | 33.8 | 4.00 | 18.75 | 217 | -94 | 166 |
| 12 Dec | 1525.95 | 29.8 | -2.75 | 21.80 | 90 | 1 | 260 |
| 11 Dec | 1516.80 | 32.55 | -8.00 | 20.82 | 91 | 2 | 258 |
| 10 Dec | 1513.50 | 40.55 | -1.90 | 20.79 | 112 | 30 | 258 |
| 9 Dec | 1506.25 | 42.45 | 4.65 | 21.93 | 213 | 42 | 234 |
| 6 Dec | 1516.60 | 37.8 | 6.65 | 20.98 | 153 | 27 | 193 |
| 5 Dec | 1530.10 | 31.15 | -6.05 | 20.51 | 247 | 4 | 165 |
| 4 Dec | 1526.05 | 37.2 | 8.20 | 22.89 | 458 | 88 | 161 |
| 3 Dec | 1542.95 | 29 | -7.45 | 23.01 | 308 | -16 | 76 |
| 2 Dec | 1532.20 | 36.45 | 0.25 | 24.06 | 338 | 26 | 92 |
| 29 Nov | 1529.10 | 36.2 | -11.00 | 22.51 | 219 | 33 | 60 |
| 28 Nov | 1502.75 | 47.2 | 0.00 | 0.00 | 0 | 26 | 0 |
| 27 Nov | 1515.75 | 47.2 | -2.80 | 25.67 | 26 | 25 | 26 |
| 26 Nov | 1511.15 | 50 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 1486.10 | 50 | -61.90 | 13.21 | 1 | 0 | 0 |
| 22 Nov | 1500.15 | 111.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1493.05 | 111.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1487.40 | 111.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1487.40 | 111.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1470.80 | 111.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1456.35 | 111.9 | 111.90 | - | 0 | 0 | 0 |
| 1 Nov | 1453.15 | 0 | - | 0 | 0 | 0 | |
For United Spirits Limited - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -0.35
Historical price for 1540 PE is as follows
On 20 Dec UNITDSPR was trading at 1544.80. The strike last trading price was 10, which was 3.75 higher than the previous day. The implied volatity was 20.89, the open interest changed by -136 which decreased total open position to 429
On 19 Dec UNITDSPR was trading at 1572.35. The strike last trading price was 6.25, which was -3.30 lower than the previous day. The implied volatity was 21.83, the open interest changed by -71 which decreased total open position to 565
On 18 Dec UNITDSPR was trading at 1579.60. The strike last trading price was 9.55, which was -5.65 lower than the previous day. The implied volatity was 26.80, the open interest changed by 52 which increased total open position to 636
On 17 Dec UNITDSPR was trading at 1563.30. The strike last trading price was 15.2, which was -11.95 lower than the previous day. The implied volatity was 28.01, the open interest changed by 435 which increased total open position to 590
On 16 Dec UNITDSPR was trading at 1519.20. The strike last trading price was 27.15, which was -6.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by -9 which decreased total open position to 156
On 13 Dec UNITDSPR was trading at 1512.05. The strike last trading price was 33.8, which was 4.00 higher than the previous day. The implied volatity was 18.75, the open interest changed by -94 which decreased total open position to 166
On 12 Dec UNITDSPR was trading at 1525.95. The strike last trading price was 29.8, which was -2.75 lower than the previous day. The implied volatity was 21.80, the open interest changed by 1 which increased total open position to 260
On 11 Dec UNITDSPR was trading at 1516.80. The strike last trading price was 32.55, which was -8.00 lower than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 258
On 10 Dec UNITDSPR was trading at 1513.50. The strike last trading price was 40.55, which was -1.90 lower than the previous day. The implied volatity was 20.79, the open interest changed by 30 which increased total open position to 258
On 9 Dec UNITDSPR was trading at 1506.25. The strike last trading price was 42.45, which was 4.65 higher than the previous day. The implied volatity was 21.93, the open interest changed by 42 which increased total open position to 234
On 6 Dec UNITDSPR was trading at 1516.60. The strike last trading price was 37.8, which was 6.65 higher than the previous day. The implied volatity was 20.98, the open interest changed by 27 which increased total open position to 193
On 5 Dec UNITDSPR was trading at 1530.10. The strike last trading price was 31.15, which was -6.05 lower than the previous day. The implied volatity was 20.51, the open interest changed by 4 which increased total open position to 165
On 4 Dec UNITDSPR was trading at 1526.05. The strike last trading price was 37.2, which was 8.20 higher than the previous day. The implied volatity was 22.89, the open interest changed by 88 which increased total open position to 161
On 3 Dec UNITDSPR was trading at 1542.95. The strike last trading price was 29, which was -7.45 lower than the previous day. The implied volatity was 23.01, the open interest changed by -16 which decreased total open position to 76
On 2 Dec UNITDSPR was trading at 1532.20. The strike last trading price was 36.45, which was 0.25 higher than the previous day. The implied volatity was 24.06, the open interest changed by 26 which increased total open position to 92
On 29 Nov UNITDSPR was trading at 1529.10. The strike last trading price was 36.2, which was -11.00 lower than the previous day. The implied volatity was 22.51, the open interest changed by 33 which increased total open position to 60
On 28 Nov UNITDSPR was trading at 1502.75. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 27 Nov UNITDSPR was trading at 1515.75. The strike last trading price was 47.2, which was -2.80 lower than the previous day. The implied volatity was 25.67, the open interest changed by 25 which increased total open position to 26
On 26 Nov UNITDSPR was trading at 1511.15. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov UNITDSPR was trading at 1486.10. The strike last trading price was 50, which was -61.90 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 0
On 22 Nov UNITDSPR was trading at 1500.15. The strike last trading price was 111.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov UNITDSPR was trading at 1493.05. The strike last trading price was 111.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov UNITDSPR was trading at 1487.40. The strike last trading price was 111.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov UNITDSPR was trading at 1487.40. The strike last trading price was 111.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov UNITDSPR was trading at 1470.80. The strike last trading price was 111.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov UNITDSPR was trading at 1456.35. The strike last trading price was 111.9, which was 111.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov UNITDSPR was trading at 1453.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
