Historical option data for UPL
23 Jun 2026 01:26 PM IST
| UPL 28-Jul-2026 (35d) 615 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.01
Theta: -0.34
Gamma: 0.00728
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 595.65 | 17 | -2 (-10.53%) | 28.92 | 1 | 0 | 2 | |||||||||
| 22 Jun | 605.50 | 19 | 0 (0.00%) | 27.25 | 1 | 0 | 2 | |||||||||
| 19 Jun | 608.65 | 19 | -3 (-13.64%) | 27.25 | 1 | 1 | 2 | |||||||||
| 18 Jun | 610.80 | 22 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 614.40 | 22 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 615.35 | 22 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 616.60 | 22 | 0 (0.00%) | 25.36 | 1 | 0 | 1 | |||||||||
| 12 Jun | 610.10 | 22 | -47.7 (-68.44%) | 25.36 | 1 | 1 | 1 | |||||||||
For Upl Limited - strike price 615 expiring on 28JUL2026
Delta for 615 CE is 0.44
Historical price for 615 CE is as follows
On 23 Jun UPL was trading at 595.65. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 2
On 22 Jun UPL was trading at 605.50. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 2
On 19 Jun UPL was trading at 608.65. The strike last trading price was 19, which was -3 lower than the previous day. The implied volatity was 27.25, the open interest changed by 1 which increased total open position to 2
On 18 Jun UPL was trading at 610.80. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun UPL was trading at 614.40. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun UPL was trading at 615.35. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun UPL was trading at 616.60. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 1
On 12 Jun UPL was trading at 610.10. The strike last trading price was 22, which was -47.7 lower than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 1
| UPL 28-Jul-2026 (35d) 615 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.01
Theta: -0.18
Gamma: 0.00841
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 595.65 | 27.4 | 4.4 (19.13%) | 24.33 | 6 | 4 | 4 |
| 22 Jun | 605.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 608.65 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 610.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 614.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 615.35 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 616.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 610.10 | 0 | 0 | - | 0 | 0 | 0 |
For Upl Limited - strike price 615 expiring on 28JUL2026
Delta for 615 PE is -0.62
Historical price for 615 PE is as follows
On 23 Jun UPL was trading at 595.65. The strike last trading price was 27.4, which was 4.4 higher than the previous day. The implied volatity was 24.33, the open interest changed by 4 which increased total open position to 4
On 22 Jun UPL was trading at 605.50. 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
On 19 Jun UPL was trading at 608.65. 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
On 18 Jun UPL was trading at 610.80. 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
On 17 Jun UPL was trading at 614.40. 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
On 16 Jun UPL was trading at 615.35. 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
On 15 Jun UPL was trading at 616.60. 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
On 12 Jun UPL was trading at 610.10. 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
