LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2100 CE | ||||||||||||||||
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Delta: 0.32
Vega: 1.27
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 14.9 | -0.65 | 20.67 | 1,730 | -32 | 926 | |||||||||
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| 14 Sept | 2043.40 | 19 | 9.55 | 21.26 | 6,432 | 51 | 746 | |||||||||
| 17 Aug | 1961.60 | 41 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.32
Historical price for 2100 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 14.9, which was -0.65 lower than the previous day. The implied volatity was 20.67, the open interest changed by -32 which decreased total open position to 926
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 19, which was 9.55 higher than the previous day. The implied volatity was 21.26, the open interest changed by 51 which increased total open position to 746
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2100 PE | |||||||
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Delta: -0.68
Vega: 1.28
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 53.15 | -4.9 | 21.69 | 84 | 7 | 121 |
| 14 Sept | 2043.40 | 70.35 | -41.35 | 22.30 | 136 | -27 | 112 |
| 17 Aug | 1961.60 | 146 | 0 | 0.00 | 0 | 0 | 0 |
For Lupin Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.68
Historical price for 2100 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 53.15, which was -4.9 lower than the previous day. The implied volatity was 21.69, the open interest changed by 7 which increased total open position to 121
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 70.35, which was -41.35 lower than the previous day. The implied volatity was 22.30, the open interest changed by -27 which decreased total open position to 112
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 146, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
