Historical option data for UPL
19 May 2026 04:10 PM IST
| UPL 26-May-2026 (7d) 750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -0.06
Gamma: 0.00047
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 May | 633.30 | 0.1 | -0.05 (-33.33%) | 47.33 | 39 | -20 | 142 | |||||||||
| 18 May | 637.85 | 0.15 | -0.05 (-25.00%) | 44.71 | 75 | -30 | 162 | |||||||||
| 15 May | 632.25 | 0.2 | -0.05 (-20.00%) | 42.23 | 72 | -27 | 196 | |||||||||
| 14 May | 638.40 | 0.25 | -0.15 (-37.50%) | 39.35 | 55 | -33 | 223 | |||||||||
| 13 May | 630.10 | 0.35 | -0.15 (-30.00%) | 41.74 | 106 | -60 | 256 | |||||||||
| 12 May | 626.15 | 0.5 | -1.8 (-78.26%) | 0 | 743 | -262 | 320 | |||||||||
| 11 May | 669.00 | 2.35 | 1.2 (104.35%) | 0 | 3,966 | 421 | 593 | |||||||||
| 8 May | 646.00 | 1.1 | 0 (0.00%) | 38.95 | 57 | -5 | 171 | |||||||||
| 7 May | 650.45 | 1.1 | -0.6 (-35.29%) | 36.1 | 110 | 31 | 174 | |||||||||
| 6 May | 660.00 | 1.5 | 0.6 (66.67%) | 34.18 | 90 | 49 | 142 | |||||||||
| 5 May | 642.05 | 0.9 | -0.25 (-21.74%) | 35.38 | 29 | 0 | 93 | |||||||||
| 4 May | 643.35 | 1.2 | -0.2 (-14.29%) | 35.51 | 48 | -35 | 93 | |||||||||
| 30 Apr | 641.85 | 1.35 | -0.4 (-22.86%) | 34.7 | 34 | -7 | 121 | |||||||||
| 29 Apr | 644.10 | 1.7 | -0.7 (-29.17%) | 34.78 | 66 | 24 | 127 | |||||||||
| 28 Apr | 645.50 | 2.4 | 0.15 (6.67%) | 36.33 | 32 | 13 | 93 | |||||||||
| 27 Apr | 639.50 | 2.25 | 0.25 (12.50%) | 36.94 | 72 | 65 | 80 | |||||||||
| 24 Apr | 631.40 | 2 | -1.35 (-40.30%) | 36.48 | 4 | 1 | 15 | |||||||||
| 23 Apr | 642.05 | 3.25 | -0.1 (-2.99%) | 33.05 | 0 | 0 | 14 | |||||||||
| 22 Apr | 653.85 | 3.25 | 1.1 (51.16%) | 33.05 | 17 | 13 | 13 | |||||||||
| 21 Apr | 654.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Upl Limited - strike price 750 expiring on 26MAY2026
Delta for 750 CE is 0.01
Historical price for 750 CE is as follows
On 19 May UPL was trading at 633.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 47.33, the open interest changed by -20 which decreased total open position to 142
On 18 May UPL was trading at 637.85. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.71, the open interest changed by -30 which decreased total open position to 162
On 15 May UPL was trading at 632.25. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.23, the open interest changed by -27 which decreased total open position to 196
On 14 May UPL was trading at 638.40. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 39.35, the open interest changed by -33 which decreased total open position to 223
On 13 May UPL was trading at 630.10. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 41.74, the open interest changed by -60 which decreased total open position to 256
On 12 May UPL was trading at 626.15. The strike last trading price was 0.5, which was -1.8 lower than the previous day. The implied volatity was 0, the open interest changed by -262 which decreased total open position to 320
On 11 May UPL was trading at 669.00. The strike last trading price was 2.35, which was 1.2 higher than the previous day. The implied volatity was 0, the open interest changed by 421 which increased total open position to 593
On 8 May UPL was trading at 646.00. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 38.95, the open interest changed by -5 which decreased total open position to 171
On 7 May UPL was trading at 650.45. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 36.1, the open interest changed by 31 which increased total open position to 174
On 6 May UPL was trading at 660.00. The strike last trading price was 1.5, which was 0.6 higher than the previous day. The implied volatity was 34.18, the open interest changed by 49 which increased total open position to 142
On 5 May UPL was trading at 642.05. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 35.38, the open interest changed by 0 which decreased total open position to 93
On 4 May UPL was trading at 643.35. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 35.51, the open interest changed by -35 which decreased total open position to 93
On 30 Apr UPL was trading at 641.85. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 34.7, the open interest changed by -7 which decreased total open position to 121
On 29 Apr UPL was trading at 644.10. The strike last trading price was 1.7, which was -0.7 lower than the previous day. The implied volatity was 34.78, the open interest changed by 24 which increased total open position to 127
On 28 Apr UPL was trading at 645.50. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 36.33, the open interest changed by 13 which increased total open position to 93
On 27 Apr UPL was trading at 639.50. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 36.94, the open interest changed by 65 which increased total open position to 80
On 24 Apr UPL was trading at 631.40. The strike last trading price was 2, which was -1.35 lower than the previous day. The implied volatity was 36.48, the open interest changed by 1 which increased total open position to 15
On 23 Apr UPL was trading at 642.05. The strike last trading price was 3.25, which was -0.1 lower than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 14
On 22 Apr UPL was trading at 653.85. The strike last trading price was 3.25, which was 1.1 higher than the previous day. The implied volatity was 33.05, the open interest changed by 13 which increased total open position to 13
On 21 Apr UPL was trading at 654.30. The strike last trading price was 0, 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
| UPL 26-May-2026 (7d) 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0
Theta: -0.08
Gamma: 0.00064
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 May | 633.30 | 108.3 | -3.7 (-3.30%) | 46.83 | 4 | -2 | 67 |
| 18 May | 637.85 | 112 | 3 (2.75%) | 58.57 | 4 | 0 | 69 |
| 15 May | 632.25 | 109 | 0 (0.00%) | 42.04 | 2 | -2 | 69 |
| 14 May | 638.40 | 109 | 5 (4.81%) | 39.31 | 2 | 0 | 71 |
| 13 May | 630.10 | 104 | 0 (0.00%) | 0 | 0 | 0 | 71 |
| 12 May | 626.15 | 104 | 25.15 (31.90%) | 0 | 1 | -1 | 71 |
| 11 May | 669.00 | 78.85 | -21.95 (-21.78%) | 0 | 12 | -6 | 72 |
| 8 May | 646.00 | 101.5 | 13.5 (15.34%) | 39.24 | 5 | 2 | 78 |
| 7 May | 650.45 | 88 | -12 (-12.00%) | 34.24 | 9 | 0 | 78 |
| 6 May | 660.00 | 100 | 100 | - | 0 | 0 | 78 |
| 5 May | 642.05 | 100 | 100 | - | 0 | 0 | 78 |
| 4 May | 643.35 | 100 | 100 | - | 0 | 0 | 78 |
| 30 Apr | 641.85 | 100 | 100 | - | 0 | 0 | 78 |
| 29 Apr | 644.10 | 100 | 100 (-6.54%) | 36 | 0 | 0 | 78 |
| 28 Apr | 645.50 | 100 | -7 (-6.54%) | 36 | 20 | 16 | 78 |
| 27 Apr | 639.50 | 107 | -7 (-6.14%) | 36.31 | 23 | 15 | 61 |
| 24 Apr | 631.40 | 114 | 9.05 (8.62%) | 36.46 | 2 | 1 | 45 |
| 23 Apr | 642.05 | 104.95 | 11.45 (12.25%) | 23.66 | 31 | 30 | 43 |
| 22 Apr | 653.85 | 93.5 | 1 (1.08%) | 26.18 | 11 | 9 | 11 |
| 21 Apr | 654.30 | 92.5 | -83.4 (-47.41%) | 21.52 | 2 | 1 | 1 |
For Upl Limited - strike price 750 expiring on 26MAY2026
Delta for 750 PE is -0.99
Historical price for 750 PE is as follows
On 19 May UPL was trading at 633.30. The strike last trading price was 108.3, which was -3.7 lower than the previous day. The implied volatity was 46.83, the open interest changed by -2 which decreased total open position to 67
On 18 May UPL was trading at 637.85. The strike last trading price was 112, which was 3 higher than the previous day. The implied volatity was 58.57, the open interest changed by 0 which decreased total open position to 69
On 15 May UPL was trading at 632.25. The strike last trading price was 109, which was 0 lower than the previous day. The implied volatity was 42.04, the open interest changed by -2 which decreased total open position to 69
On 14 May UPL was trading at 638.40. The strike last trading price was 109, which was 5 higher than the previous day. The implied volatity was 39.31, the open interest changed by 0 which decreased total open position to 71
On 13 May UPL was trading at 630.10. The strike last trading price was 104, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 71
On 12 May UPL was trading at 626.15. The strike last trading price was 104, which was 25.15 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 71
On 11 May UPL was trading at 669.00. The strike last trading price was 78.85, which was -21.95 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 72
On 8 May UPL was trading at 646.00. The strike last trading price was 101.5, which was 13.5 higher than the previous day. The implied volatity was 39.24, the open interest changed by 2 which increased total open position to 78
On 7 May UPL was trading at 650.45. The strike last trading price was 88, which was -12 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 78
On 6 May UPL was trading at 660.00. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 5 May UPL was trading at 642.05. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 4 May UPL was trading at 643.35. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 30 Apr UPL was trading at 641.85. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 29 Apr UPL was trading at 644.10. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was 36, the open interest changed by 0 which decreased total open position to 78
On 28 Apr UPL was trading at 645.50. The strike last trading price was 100, which was -7 lower than the previous day. The implied volatity was 36, the open interest changed by 16 which increased total open position to 78
On 27 Apr UPL was trading at 639.50. The strike last trading price was 107, which was -7 lower than the previous day. The implied volatity was 36.31, the open interest changed by 15 which increased total open position to 61
On 24 Apr UPL was trading at 631.40. The strike last trading price was 114, which was 9.05 higher than the previous day. The implied volatity was 36.46, the open interest changed by 1 which increased total open position to 45
On 23 Apr UPL was trading at 642.05. The strike last trading price was 104.95, which was 11.45 higher than the previous day. The implied volatity was 23.66, the open interest changed by 30 which increased total open position to 43
On 22 Apr UPL was trading at 653.85. The strike last trading price was 93.5, which was 1 higher than the previous day. The implied volatity was 26.18, the open interest changed by 9 which increased total open position to 11
On 21 Apr UPL was trading at 654.30. The strike last trading price was 92.5, which was -83.4 lower than the previous day. The implied volatity was 21.52, the open interest changed by 1 which increased total open position to 1
