LUPIN
Lupin Limited
Historical option data for LUPIN
17 Aug 2025 12:56 AM IST
| LUPIN 30SEP2025 1900 CE | ||||||||||||||||
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Delta: 0.73
Vega: 2.33
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1961.60 | 111 | -30.7 | 21.59 | 2 | -1 | 32 | |||||||||
For Lupin Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is 0.73
Historical price for 1900 CE is as follows
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 111, which was -30.7 lower than the previous day. The implied volatity was 21.59, the open interest changed by -1 which decreased total open position to 32
| LUPIN 30SEP2025 1900 PE | |||||||
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Delta: -0.30
Vega: 2.45
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1961.60 | 36.75 | 6.75 | 25.96 | 21 | 5 | 52 |
For Lupin Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.30
Historical price for 1900 PE is as follows
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 36.75, which was 6.75 higher than the previous day. The implied volatity was 25.96, the open interest changed by 5 which increased total open position to 52
