LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1800 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 162 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2043.40 | 162 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1961.60 | 223.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.00
Historical price for 1800 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 162, which was 0 lower than the previous day. The implied volatity was 0.00, 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 162, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 223.6, 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 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.17
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 1 | 0.3 | 38.64 | 3 | -2 | 254 |
| 14 Sept | 2043.40 | 1.35 | -1.2 | 30.67 | 349 | -72 | 247 |
| 17 Aug | 1961.60 | 14 | -8 | 26.58 | 2 | 2 | 2 |
For Lupin Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -0.02
Historical price for 1800 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 1, which was 0.3 higher than the previous day. The implied volatity was 38.64, the open interest changed by -2 which decreased total open position to 254
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 1.35, which was -1.2 lower than the previous day. The implied volatity was 30.67, the open interest changed by -72 which decreased total open position to 247
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 14, which was -8 lower than the previous day. The implied volatity was 26.58, the open interest changed by 2 which increased total open position to 2
