UNITDSPR
United Spirits Limited
Historical option data for UNITDSPR
24 Apr 2025 04:13 PM IST
| UNITDSPR 29MAY2025 1600 CE | ||||||||||
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Delta: 0.45
Vega: 1.91
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Apr | 1560.80 | 42 | -7.85 | 26.92 | 1,466 | 103 | 611 | |||
| 23 Apr | 1580.40 | 47.45 | 7.1 | 23.62 | 1,188 | 69 | 494 | |||
| 22 Apr | 1557.60 | 42.35 | 17.9 | 26.77 | 751 | 227 | 423 | |||
| 21 Apr | 1516.70 | 23.15 | 1.05 | 25.14 | 342 | 125 | 194 | |||
| 17 Apr | 1517.80 | 23 | 2.5 | 23.39 | 80 | 23 | 68 | |||
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| 16 Apr | 1503.20 | 20.8 | -1.2 | 24.62 | 55 | 35 | 44 | |||
| 15 Apr | 1501.70 | 22 | 4 | 24.50 | 11 | 8 | 8 | |||
For United Spirits Limited - strike price 1600 expiring on 29MAY2025
Delta for 1600 CE is 0.45
Historical price for 1600 CE is as follows
On 24 Apr UNITDSPR was trading at 1560.80. The strike last trading price was 42, which was -7.85 lower than the previous day. The implied volatity was 26.92, the open interest changed by 103 which increased total open position to 611
On 23 Apr UNITDSPR was trading at 1580.40. The strike last trading price was 47.45, which was 7.1 higher than the previous day. The implied volatity was 23.62, the open interest changed by 69 which increased total open position to 494
On 22 Apr UNITDSPR was trading at 1557.60. The strike last trading price was 42.35, which was 17.9 higher than the previous day. The implied volatity was 26.77, the open interest changed by 227 which increased total open position to 423
On 21 Apr UNITDSPR was trading at 1516.70. The strike last trading price was 23.15, which was 1.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 125 which increased total open position to 194
On 17 Apr UNITDSPR was trading at 1517.80. The strike last trading price was 23, which was 2.5 higher than the previous day. The implied volatity was 23.39, the open interest changed by 23 which increased total open position to 68
On 16 Apr UNITDSPR was trading at 1503.20. The strike last trading price was 20.8, which was -1.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by 35 which increased total open position to 44
On 15 Apr UNITDSPR was trading at 1501.70. The strike last trading price was 22, which was 4 higher than the previous day. The implied volatity was 24.50, the open interest changed by 8 which increased total open position to 8
| UNITDSPR 29MAY2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.92
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Apr | 1560.80 | 70 | 6.45 | 29.98 | 144 | 23 | 89 |
| 23 Apr | 1580.40 | 65.7 | -8.7 | 33.38 | 98 | 42 | 71 |
| 22 Apr | 1557.60 | 74 | -23 | 30.73 | 46 | 21 | 28 |
| 21 Apr | 1516.70 | 97 | 4 | 28.24 | 4 | 0 | 3 |
| 17 Apr | 1517.80 | 93 | -9 | 26.99 | 1 | 0 | 3 |
| 16 Apr | 1503.20 | 102 | -8.35 | 24.00 | 1 | 0 | 2 |
| 15 Apr | 1501.70 | 110.35 | -104.65 | 29.01 | 2 | 1 | 1 |
For United Spirits Limited - strike price 1600 expiring on 29MAY2025
Delta for 1600 PE is -0.54
Historical price for 1600 PE is as follows
On 24 Apr UNITDSPR was trading at 1560.80. The strike last trading price was 70, which was 6.45 higher than the previous day. The implied volatity was 29.98, the open interest changed by 23 which increased total open position to 89
On 23 Apr UNITDSPR was trading at 1580.40. The strike last trading price was 65.7, which was -8.7 lower than the previous day. The implied volatity was 33.38, the open interest changed by 42 which increased total open position to 71
On 22 Apr UNITDSPR was trading at 1557.60. The strike last trading price was 74, which was -23 lower than the previous day. The implied volatity was 30.73, the open interest changed by 21 which increased total open position to 28
On 21 Apr UNITDSPR was trading at 1516.70. The strike last trading price was 97, which was 4 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 3
On 17 Apr UNITDSPR was trading at 1517.80. The strike last trading price was 93, which was -9 lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 3
On 16 Apr UNITDSPR was trading at 1503.20. The strike last trading price was 102, which was -8.35 lower than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 2
On 15 Apr UNITDSPR was trading at 1501.70. The strike last trading price was 110.35, which was -104.65 lower than the previous day. The implied volatity was 29.01, the open interest changed by 1 which increased total open position to 1
