LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2020 CE | ||||||||||||||||
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Delta: 0.74
Vega: 1.16
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 54.45 | 1.8 | 19.69 | 330 | -3 | 320 | |||||||||
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| 14 Sept | 2043.40 | 52.7 | 23.3 | 19.17 | 3,496 | -124 | 263 | |||||||||
| 17 Aug | 1961.60 | 74.9 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2020 expiring on 30SEP2025
Delta for 2020 CE is 0.74
Historical price for 2020 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 54.45, which was 1.8 higher than the previous day. The implied volatity was 19.69, the open interest changed by -3 which decreased total open position to 320
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 52.7, which was 23.3 higher than the previous day. The implied volatity was 19.17, the open interest changed by -124 which decreased total open position to 263
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 74.9, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2020 PE | |||||||
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Delta: -0.28
Vega: 1.19
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 12.9 | -3.4 | 20.90 | 685 | -10 | 216 |
| 14 Sept | 2043.40 | 26.6 | -25.7 | 22.18 | 2,104 | 151 | 278 |
| 17 Aug | 1961.60 | 145.35 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2020 expiring on 30SEP2025
Delta for 2020 PE is -0.28
Historical price for 2020 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 12.9, which was -3.4 lower than the previous day. The implied volatity was 20.90, the open interest changed by -10 which decreased total open position to 216
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 26.6, which was -25.7 lower than the previous day. The implied volatity was 22.18, the open interest changed by 151 which increased total open position to 278
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 145.35, 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
