LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.90
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 6.8 | -0.85 | 21.60 | 389 | 2 | 356 | |||||||||
| 14 Sept | 2043.40 | 10.75 | 5.75 | 22.09 | 800 | 77 | 188 | |||||||||
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| 17 Aug | 1961.60 | 40.1 | 0 | 5.35 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2140 expiring on 30SEP2025
Delta for 2140 CE is 0.17
Historical price for 2140 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 6.8, which was -0.85 lower than the previous day. The implied volatity was 21.60, the open interest changed by 2 which increased total open position to 356
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 10.75, which was 5.75 higher than the previous day. The implied volatity was 22.09, the open interest changed by 77 which increased total open position to 188
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 40.1, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 182.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2043.40 | 182.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1961.60 | 229.3 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2140 expiring on 30SEP2025
Delta for 2140 PE is 0.00
Historical price for 2140 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 182.15, 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
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 182.15, 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
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 229.3, 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
