LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1740 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 234.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2043.40 | 234.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1740 expiring on 30SEP2025
Delta for 1740 CE is -
Historical price for 1740 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 234.8, 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 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 234.8, 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
| LUPIN 30SEP2025 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.07
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 0.35 | -0.15 | 40.70 | 6 | -2 | 56 |
| 14 Sept | 2043.40 | 0.7 | -0.4 | 33.67 | 5 | -4 | 60 |
For Lupin Limited - strike price 1740 expiring on 30SEP2025
Delta for 1740 PE is -0.01
Historical price for 1740 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 40.70, the open interest changed by -2 which decreased total open position to 56
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 33.67, the open interest changed by -4 which decreased total open position to 60
