LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.47
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 2.6 | -0.4 | 24.52 | 342 | 85 | 808 | |||||||||
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| 14 Sept | 2043.40 | 4.55 | 2.5 | 23.59 | 2,488 | 197 | 652 | |||||||||
| 17 Aug | 1961.60 | 11.05 | -6.9 | 24.59 | 6 | 2 | 22 | |||||||||
For Lupin Limited - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.07
Historical price for 2200 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 24.52, the open interest changed by 85 which increased total open position to 808
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 4.55, which was 2.5 higher than the previous day. The implied volatity was 23.59, the open interest changed by 197 which increased total open position to 652
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 11.05, which was -6.9 lower than the previous day. The implied volatity was 24.59, the open interest changed by 2 which increased total open position to 22
| LUPIN 30SEP2025 2200 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 | 146.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2043.40 | 152.4 | -59.6 | 21.68 | 10 | 0 | 33 |
| 17 Aug | 1961.60 | 212 | -79.65 | 13.26 | 1 | 1 | 0 |
For Lupin Limited - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is 0.00
Historical price for 2200 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 146.3, 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 152.4, which was -59.6 lower than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 33
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 212, which was -79.65 lower than the previous day. The implied volatity was 13.26, the open interest changed by 1 which increased total open position to 0
