LUPIN
Lupin Limited
Historical option data for LUPIN
28 Sep 2025 10:08 PM IST
| LUPIN 28OCT2025 2000 CE | ||||||||||||||||
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Delta: 0.34
Vega: 2.09
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1919.80 | 29.65 | -21.05 | 23.57 | 832 | 8 | 507 | |||||||||
| 21 Sept | 2055.60 | 105 | 1.85 | 22.03 | 14 | 3 | 34 | |||||||||
| 14 Sept | 2043.40 | 102.65 | 30.65 | 22.88 | 28 | 6 | 25 | |||||||||
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| 17 Aug | 1961.60 | 107.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2000 expiring on 28OCT2025
Delta for 2000 CE is 0.34
Historical price for 2000 CE is as follows
On 28 Sept LUPIN was trading at 1919.80. The strike last trading price was 29.65, which was -21.05 lower than the previous day. The implied volatity was 23.57, the open interest changed by 8 which increased total open position to 507
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 105, which was 1.85 higher than the previous day. The implied volatity was 22.03, the open interest changed by 3 which increased total open position to 34
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 102.65, which was 30.65 higher than the previous day. The implied volatity was 22.88, the open interest changed by 6 which increased total open position to 25
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 107.95, 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 28OCT2025 2000 PE | |||||||
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Delta: -0.63
Vega: 2.15
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1919.80 | 98.75 | 29.6 | 28.01 | 336 | -43 | 347 |
| 21 Sept | 2055.60 | 31.5 | -5.35 | 23.92 | 22 | -11 | 53 |
| 14 Sept | 2043.40 | 44.1 | -21.1 | 25.33 | 46 | -3 | 38 |
| 17 Aug | 1961.60 | 0 | 0 | 0.18 | 0 | 0 | 0 |
For Lupin Limited - strike price 2000 expiring on 28OCT2025
Delta for 2000 PE is -0.63
Historical price for 2000 PE is as follows
On 28 Sept LUPIN was trading at 1919.80. The strike last trading price was 98.75, which was 29.6 higher than the previous day. The implied volatity was 28.01, the open interest changed by -43 which decreased total open position to 347
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 31.5, which was -5.35 lower than the previous day. The implied volatity was 23.92, the open interest changed by -11 which decreased total open position to 53
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 44.1, which was -21.1 lower than the previous day. The implied volatity was 25.33, the open interest changed by -3 which decreased total open position to 38
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
