LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
LUPIN 30SEP2025 2180 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.58
Theta: -0.66
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 2055.60 | 3.4 | -0.5 | 23.34 | 147 | -19 | 308 | |||||||||
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14 Sept | 2043.40 | 6.05 | 3.3 | 23.07 | 715 | 197 | 298 | |||||||||
17 Aug | 1961.60 | 31.95 | 0 | 6.60 | 0 | 0 | 0 |
For Lupin Limited - strike price 2180 expiring on 30SEP2025
Delta for 2180 CE is 0.09
Historical price for 2180 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 3.4, which was -0.5 lower than the previous day. The implied volatity was 23.34, the open interest changed by -19 which decreased total open position to 308
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 6.05, which was 3.3 higher than the previous day. The implied volatity was 23.07, the open interest changed by 197 which increased total open position to 298
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 31.95, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0
LUPIN 30SEP2025 2180 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 | 260.75 | 0 | - | 0 | 0 | 0 |
14 Sept | 2043.40 | 260.75 | 0 | - | 0 | 0 | 0 |
17 Aug | 1961.60 | 260.75 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2180 expiring on 30SEP2025
Delta for 2180 PE is -
Historical price for 2180 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 260.75, 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 260.75, 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 260.75, 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