LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1900 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 | 159.8 | 1.95 | - | 11 | -2 | 137 | |||||||||
| 14 Sept | 2043.40 | 152 | 46.75 | 22.35 | 23 | -7 | 146 | |||||||||
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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 -
Historical price for 1900 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 159.8, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 137
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 152, which was 46.75 higher than the previous day. The implied volatity was 22.35, the open interest changed by -7 which decreased total open position to 146
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: -0.04
Vega: 0.30
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 1.5 | -0.45 | 27.06 | 68 | -11 | 548 |
| 14 Sept | 2043.40 | 4.1 | -6.2 | 24.74 | 1,226 | -92 | 449 |
| 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 -0.04
Historical price for 1900 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 27.06, the open interest changed by -11 which decreased total open position to 548
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 4.1, which was -6.2 lower than the previous day. The implied volatity was 24.74, the open interest changed by -92 which decreased total open position to 449
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
