LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 2320 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.17
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2055.60 | 0.8 | 0 | 32.25 | 38 | -11 | 108 | |||||||||
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| 14 Sept | 2043.40 | 1.25 | 0.3 | 28.08 | 230 | 36 | 123 | |||||||||
For Lupin Limited - strike price 2320 expiring on 30SEP2025
Delta for 2320 CE is 0.02
Historical price for 2320 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 32.25, the open interest changed by -11 which decreased total open position to 108
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 28.08, the open interest changed by 36 which increased total open position to 123
| LUPIN 30SEP2025 2320 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 | 273 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2043.40 | 273 | -85 | 38.68 | 2 | -2 | 27 |
For Lupin Limited - strike price 2320 expiring on 30SEP2025
Delta for 2320 PE is 0.00
Historical price for 2320 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 273, 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 273, which was -85 lower than the previous day. The implied volatity was 38.68, the open interest changed by -2 which decreased total open position to 27
