LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 1.42
Theta: -1.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2055.60 | 29.9 | -0.05 | 20.01 | 3,076 | 49 | 693 | |||||||||
| 14 Sept | 2043.40 | 32.5 | 15.7 | 20.03 | 5,949 | 320 | 542 | |||||||||
| 17 Aug | 1961.60 | 61.35 | 0 | 2.71 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2060 expiring on 30SEP2025
Delta for 2060 CE is 0.52
Historical price for 2060 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 29.9, which was -0.05 lower than the previous day. The implied volatity was 20.01, the open interest changed by 49 which increased total open position to 693
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 32.5, which was 15.7 higher than the previous day. The implied volatity was 20.03, the open interest changed by 320 which increased total open position to 542
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 61.35, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 1.42
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 28.6 | -4.45 | 21.06 | 902 | 66 | 337 |
| 14 Sept | 2043.40 | 44.75 | -35.05 | 22.45 | 738 | 182 | 186 |
| 17 Aug | 1961.60 | 171.35 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2060 expiring on 30SEP2025
Delta for 2060 PE is -0.48
Historical price for 2060 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 28.6, which was -4.45 lower than the previous day. The implied volatity was 21.06, the open interest changed by 66 which increased total open position to 337
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 44.75, which was -35.05 lower than the previous day. The implied volatity was 22.45, the open interest changed by 182 which increased total open position to 186
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 171.35, 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
