LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 1.34
Theta: -1.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 40.4 | 0 | 19.45 | 1,925 | 1 | 599 | |||||||||
| 14 Sept | 2043.40 | 42 | 19.75 | 19.77 | 7,863 | 513 | 884 | |||||||||
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| 17 Aug | 1961.60 | 102.5 | 0 | 2.13 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2040 expiring on 30SEP2025
Delta for 2040 CE is 0.64
Historical price for 2040 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was 19.45, the open interest changed by 1 which increased total open position to 599
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 42, which was 19.75 higher than the previous day. The implied volatity was 19.77, the open interest changed by 513 which increased total open position to 884
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 1.35
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 19.9 | -3.85 | 21.22 | 1,438 | 2 | 492 |
| 14 Sept | 2043.40 | 35 | -105.75 | 22.59 | 2,531 | 467 | 478 |
| 17 Aug | 1961.60 | 181.15 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2040 expiring on 30SEP2025
Delta for 2040 PE is -0.37
Historical price for 2040 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 19.9, which was -3.85 lower than the previous day. The implied volatity was 21.22, the open interest changed by 2 which increased total open position to 492
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 35, which was -105.75 lower than the previous day. The implied volatity was 22.59, the open interest changed by 467 which increased total open position to 478
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 181.15, 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
