LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2120 CE | ||||||||||||||||
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Delta: 0.23
Vega: 1.10
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 10.15 | -0.7 | 21.08 | 499 | -1 | 289 | |||||||||
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| 14 Sept | 2043.40 | 14.6 | 7.7 | 21.85 | 1,139 | 25 | 196 | |||||||||
| 17 Aug | 1961.60 | 76.1 | 0 | 4.72 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2120 expiring on 30SEP2025
Delta for 2120 CE is 0.23
Historical price for 2120 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 10.15, which was -0.7 lower than the previous day. The implied volatity was 21.08, the open interest changed by -1 which decreased total open position to 289
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 14.6, which was 7.7 higher than the previous day. The implied volatity was 21.85, the open interest changed by 25 which increased total open position to 196
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 233.4 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 2043.40 | 233.4 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1961.60 | 233.4 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2120 expiring on 30SEP2025
Delta for 2120 PE is -
Historical price for 2120 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 233.4, 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
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 233.4, 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
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 233.4, 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
