LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1940 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.04
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 122.5 | 2.5 | 13.45 | 41 | -26 | 139 | |||||||||
| 14 Sept | 2043.40 | 115.85 | 42.8 | 22.04 | 144 | -42 | 177 | |||||||||
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| 17 Aug | 1961.60 | 71.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1940 expiring on 30SEP2025
Delta for 1940 CE is 1.00
Historical price for 1940 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 122.5, which was 2.5 higher than the previous day. The implied volatity was 13.45, the open interest changed by -26 which decreased total open position to 139
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 115.85, which was 42.8 higher than the previous day. The implied volatity was 22.04, the open interest changed by -42 which decreased total open position to 177
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 71.85, 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 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.46
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 2.55 | -0.8 | 23.92 | 83 | -21 | 378 |
| 14 Sept | 2043.40 | 7.25 | -11.7 | 23.03 | 830 | 23 | 293 |
| 17 Aug | 1961.60 | 100 | 0 | 1.85 | 0 | 0 | 0 |
For Lupin Limited - strike price 1940 expiring on 30SEP2025
Delta for 1940 PE is -0.07
Historical price for 1940 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 2.55, which was -0.8 lower than the previous day. The implied volatity was 23.92, the open interest changed by -21 which decreased total open position to 378
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 7.25, which was -11.7 lower than the previous day. The implied volatity was 23.03, the open interest changed by 23 which increased total open position to 293
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
