LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1760 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 | 250.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2043.40 | 250.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1760 expiring on 30SEP2025
Delta for 1760 CE is -
Historical price for 1760 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 250.35, 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 250.35, 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 1760 PE | |||||||
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Delta: -0.01
Vega: 0.09
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 0.45 | -0.2 | 39.45 | 8 | -7 | 68 |
| 14 Sept | 2043.40 | 1.05 | -0.35 | 33.73 | 29 | -20 | 95 |
For Lupin Limited - strike price 1760 expiring on 30SEP2025
Delta for 1760 PE is -0.01
Historical price for 1760 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 39.45, the open interest changed by -7 which decreased total open position to 68
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 33.73, the open interest changed by -20 which decreased total open position to 95
