LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.39
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2055.60 | 104 | 4.65 | 18.44 | 18 | -6 | 123 | |||||||||
| 14 Sept | 2043.40 | 98.9 | 38.1 | 21.85 | 201 | -61 | 156 | |||||||||
| 17 Aug | 1961.60 | 79.9 | -55.7 | 23.82 | 3 | 1 | 2 | |||||||||
For Lupin Limited - strike price 1960 expiring on 30SEP2025
Delta for 1960 CE is 0.95
Historical price for 1960 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 104, which was 4.65 higher than the previous day. The implied volatity was 18.44, the open interest changed by -6 which decreased total open position to 123
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 98.9, which was 38.1 higher than the previous day. The implied volatity was 21.85, the open interest changed by -61 which decreased total open position to 156
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 79.9, which was -55.7 lower than the previous day. The implied volatity was 23.82, the open interest changed by 1 which increased total open position to 2
| LUPIN 30SEP2025 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.60
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 3.65 | -1.35 | 22.76 | 345 | -11 | 354 |
| 14 Sept | 2043.40 | 10.25 | -14.5 | 23.00 | 845 | -43 | 348 |
| 17 Aug | 1961.60 | 135.5 | 0 | 1.05 | 0 | 0 | 0 |
For Lupin Limited - strike price 1960 expiring on 30SEP2025
Delta for 1960 PE is -0.09
Historical price for 1960 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 22.76, the open interest changed by -11 which decreased total open position to 354
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 10.25, which was -14.5 lower than the previous day. The implied volatity was 23.00, the open interest changed by -43 which decreased total open position to 348
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 135.5, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
