LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1780 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2055.60 | 205.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 2043.40 | 205.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1780 expiring on 30SEP2025
Delta for 1780 CE is -
Historical price for 1780 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 205.1, 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 205.1, 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 1780 PE | |||||||
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Delta: -0.01
Vega: 0.11
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 0.55 | 0.05 | 37.98 | 1 | 0 | 33 |
| 14 Sept | 2043.40 | 1.3 | -0.5 | 32.67 | 12 | 5 | 43 |
For Lupin Limited - strike price 1780 expiring on 30SEP2025
Delta for 1780 PE is -0.01
Historical price for 1780 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 33
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 32.67, the open interest changed by 5 which increased total open position to 43
