LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1920 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 | 142.05 | 7.25 | - | 12 | -10 | 139 | |||||||||
| 14 Sept | 2043.40 | 133.55 | 43.5 | 19.12 | 17 | -7 | 161 | |||||||||
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| 17 Aug | 1961.60 | 95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1920 expiring on 30SEP2025
Delta for 1920 CE is -
Historical price for 1920 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 142.05, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 139
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 133.55, which was 43.5 higher than the previous day. The implied volatity was 19.12, the open interest changed by -7 which decreased total open position to 161
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 95, 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
| LUPIN 30SEP2025 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.35
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 1.8 | -0.6 | 25.10 | 102 | -31 | 162 |
| 14 Sept | 2043.40 | 5.45 | -8.55 | 24.13 | 606 | -112 | 146 |
| 17 Aug | 1961.60 | 115.35 | 0 | 2.66 | 0 | 0 | 0 |
For Lupin Limited - strike price 1920 expiring on 30SEP2025
Delta for 1920 PE is -0.05
Historical price for 1920 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 1.8, which was -0.6 lower than the previous day. The implied volatity was 25.10, the open interest changed by -31 which decreased total open position to 162
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 5.45, which was -8.55 lower than the previous day. The implied volatity was 24.13, the open interest changed by -112 which decreased total open position to 146
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 115.35, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
