LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2280 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.22
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 1.05 | 0.05 | 29.41 | 2 | 0 | 40 | |||||||||
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| 14 Sept | 2043.40 | 1.7 | -0.4 | 26.08 | 72 | 18 | 49 | |||||||||
For Lupin Limited - strike price 2280 expiring on 30SEP2025
Delta for 2280 CE is 0.03
Historical price for 2280 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 40
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 26.08, the open interest changed by 18 which increased total open position to 49
| LUPIN 30SEP2025 2280 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 | 354.6 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 2043.40 | 354.6 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2280 expiring on 30SEP2025
Delta for 2280 PE is -
Historical price for 2280 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 354.6, 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 354.6, 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
