LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2055.60 | 85 | 1.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2043.40 | 82.3 | 33.6 | 19.96 | 663 | -84 | 245 | |||||||||
| 17 Aug | 1961.60 | 90.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is 0.00
Historical price for 1980 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 85, which was 1.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 82.3, which was 33.6 higher than the previous day. The implied volatity was 19.96, the open interest changed by -84 which decreased total open position to 245
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 90.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.78
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 5.55 | -1.8 | 21.97 | 424 | 14 | 227 |
| 14 Sept | 2043.40 | 14.4 | -18.05 | 22.50 | 1,183 | -3 | 249 |
| 17 Aug | 1961.60 | 121.5 | 0 | 0.26 | 0 | 0 | 0 |
For Lupin Limited - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is -0.14
Historical price for 1980 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 5.55, which was -1.8 lower than the previous day. The implied volatity was 21.97, the open interest changed by 14 which increased total open position to 227
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 14.4, which was -18.05 lower than the previous day. The implied volatity was 22.50, the open interest changed by -3 which decreased total open position to 249
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 121.5, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
