LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 28OCT2025 2040 CE | ||||||||||||||||
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Delta: 0.62
Vega: 2.57
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2055.60 | 79.25 | -1.8 | 21.88 | 38 | -5 | 55 | |||||||||
| 14 Sept | 2043.40 | 80 | -12.45 | 22.74 | 11 | 8 | 9 | |||||||||
| 17 Aug | 1961.60 | 92.45 | 0 | 1.10 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2040 expiring on 28OCT2025
Delta for 2040 CE is 0.62
Historical price for 2040 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 79.25, which was -1.8 lower than the previous day. The implied volatity was 21.88, the open interest changed by -5 which decreased total open position to 55
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 80, which was -12.45 lower than the previous day. The implied volatity was 22.74, the open interest changed by 8 which increased total open position to 9
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 92.45, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
| LUPIN 28OCT2025 2040 PE | |||||||
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Delta: -0.39
Vega: 2.59
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 49.35 | -123.9 | 25.16 | 2 | 2 | 0 |
| 14 Sept | 2043.40 | 173.25 | 0 | 1.10 | 0 | 0 | 0 |
| 17 Aug | 1961.60 | 0 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2040 expiring on 28OCT2025
Delta for 2040 PE is -0.39
Historical price for 2040 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 49.35, which was -123.9 lower than the previous day. The implied volatity was 25.16, the open interest changed by 2 which increased total open position to 0
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
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 -, the open interest changed by 0 which decreased total open position to 0
