LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.91
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 69.35 | 1.6 | 19.16 | 341 | -41 | 474 | |||||||||
| 14 Sept | 2043.40 | 66.05 | 27.7 | 19.06 | 4,274 | -616 | 591 | |||||||||
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| 17 Aug | 1961.60 | 60.4 | -12.65 | 23.86 | 51 | -4 | 50 | |||||||||
For Lupin Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.83
Historical price for 2000 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 69.35, which was 1.6 higher than the previous day. The implied volatity was 19.16, the open interest changed by -41 which decreased total open position to 474
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 66.05, which was 27.7 higher than the previous day. The implied volatity was 19.06, the open interest changed by -616 which decreased total open position to 591
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 60.4, which was -12.65 lower than the previous day. The implied volatity was 23.86, the open interest changed by -4 which decreased total open position to 50
| LUPIN 30SEP2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.99
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 8.4 | -2.7 | 21.34 | 431 | -30 | 384 |
| 14 Sept | 2043.40 | 19.5 | -22.55 | 22.14 | 2,839 | 368 | 581 |
| 17 Aug | 1961.60 | 80 | -77.45 | 25.85 | 2 | 2 | 0 |
For Lupin Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.20
Historical price for 2000 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 8.4, which was -2.7 lower than the previous day. The implied volatity was 21.34, the open interest changed by -30 which decreased total open position to 384
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 19.5, which was -22.55 lower than the previous day. The implied volatity was 22.14, the open interest changed by 368 which increased total open position to 581
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 80, which was -77.45 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2 which increased total open position to 0
