LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2080 CE | ||||||||||||||||
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Delta: 0.41
Vega: 1.39
Theta: -1.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 21.05 | -1 | 20.03 | 798 | 2 | 375 | |||||||||
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| 14 Sept | 2043.40 | 25 | 12.45 | 20.45 | 3,048 | 157 | 401 | |||||||||
| 17 Aug | 1961.60 | 88.5 | 0 | 3.40 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2080 expiring on 30SEP2025
Delta for 2080 CE is 0.41
Historical price for 2080 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 21.05, which was -1 lower than the previous day. The implied volatity was 20.03, the open interest changed by 2 which increased total open position to 375
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 25, which was 12.45 higher than the previous day. The implied volatity was 20.45, the open interest changed by 157 which increased total open position to 401
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 88.5, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.40
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 39.45 | -5.45 | 21.22 | 64 | 3 | 121 |
| 14 Sept | 2043.40 | 57.75 | -148.75 | 23.30 | 280 | 110 | 110 |
| 17 Aug | 1961.60 | 206.5 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2080 expiring on 30SEP2025
Delta for 2080 PE is -0.58
Historical price for 2080 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 39.45, which was -5.45 lower than the previous day. The implied volatity was 21.22, the open interest changed by 3 which increased total open position to 121
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 57.75, which was -148.75 lower than the previous day. The implied volatity was 23.30, the open interest changed by 110 which increased total open position to 110
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 206.5, 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
