LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1820 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 | 218.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2043.40 | 106.25 | -0.8 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1961.60 | 177.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1820 expiring on 30SEP2025
Delta for 1820 CE is 0.00
Historical price for 1820 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 218.65, 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 106.25, which was -0.8 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 177.4, 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 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.15
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 0.75 | 0 | 34.43 | 4 | 0 | 61 |
| 14 Sept | 2043.40 | 2.25 | -0.85 | 31.20 | 19 | -13 | 77 |
| 17 Aug | 1961.60 | 49.85 | 0 | 6.16 | 0 | 0 | 0 |
For Lupin Limited - strike price 1820 expiring on 30SEP2025
Delta for 1820 PE is -0.02
Historical price for 1820 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 61
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 31.20, the open interest changed by -13 which decreased total open position to 77
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 49.85, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
