LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2240 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.30
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2055.60 | 1.45 | -0.4 | 26.49 | 117 | 21 | 110 | |||||||||
| 14 Sept | 2043.40 | 2.75 | 0.85 | 24.73 | 248 | 58 | 87 | |||||||||
For Lupin Limited - strike price 2240 expiring on 30SEP2025
Delta for 2240 CE is 0.04
Historical price for 2240 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 26.49, the open interest changed by 21 which increased total open position to 110
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 2.75, which was 0.85 higher than the previous day. The implied volatity was 24.73, the open interest changed by 58 which increased total open position to 87
| LUPIN 30SEP2025 2240 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 | 200 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2043.40 | 200 | -122.55 | 37.16 | 5 | 5 | 3 |
For Lupin Limited - strike price 2240 expiring on 30SEP2025
Delta for 2240 PE is 0.00
Historical price for 2240 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 200, 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 200, which was -122.55 lower than the previous day. The implied volatity was 37.16, the open interest changed by 5 which increased total open position to 3
