LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 233.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 1923.05 | 233.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 1971.05 | 233.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 2095.70 | 233.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 2009.70 | 233.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1955.40 | 233.1 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 28 Mar | 2027.95 | 233.1 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 2018.80 | 233.1 | 0 | - | 0 | 0 | 0 | |||
For Lupin Limited - strike price 1700 expiring on 24APR2025
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 233.1, 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 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 233.1, 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 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 233.1, 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 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 233.1, 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 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 233.1, 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 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 233.1, 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 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 233.1, 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 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 233.1, 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
| LUPIN 24APR2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.41
Theta: -0.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 3.9 | -7.5 | 46.76 | 401 | -50 | 377 |
| 7 Apr | 1923.05 | 11 | 6.5 | 50.06 | 2,387 | -24 | 431 |
| 4 Apr | 1971.05 | 4.6 | 3.9 | 41.94 | 3,367 | 245 | 472 |
| 3 Apr | 2095.70 | 0.7 | -3.25 | 39.52 | 164 | -18 | 227 |
| 2 Apr | 2009.70 | 4.2 | -0.5 | 43.50 | 232 | 50 | 251 |
| 1 Apr | 1955.40 | 4.85 | 2.05 | 38.73 | 415 | 131 | 194 |
| 28 Mar | 2027.95 | 2.8 | -2.95 | 37.49 | 77 | 58 | 63 |
| 27 Mar | 2018.80 | 4.5 | 0.5 | 40.01 | 6 | 3 | 4 |
For Lupin Limited - strike price 1700 expiring on 24APR2025
Delta for 1700 PE is -0.05
Historical price for 1700 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 3.9, which was -7.5 lower than the previous day. The implied volatity was 46.76, the open interest changed by -50 which decreased total open position to 377
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 11, which was 6.5 higher than the previous day. The implied volatity was 50.06, the open interest changed by -24 which decreased total open position to 431
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 4.6, which was 3.9 higher than the previous day. The implied volatity was 41.94, the open interest changed by 245 which increased total open position to 472
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 0.7, which was -3.25 lower than the previous day. The implied volatity was 39.52, the open interest changed by -18 which decreased total open position to 227
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 4.2, which was -0.5 lower than the previous day. The implied volatity was 43.50, the open interest changed by 50 which increased total open position to 251
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 4.85, which was 2.05 higher than the previous day. The implied volatity was 38.73, the open interest changed by 131 which increased total open position to 194
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 2.8, which was -2.95 lower than the previous day. The implied volatity was 37.49, the open interest changed by 58 which increased total open position to 63
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 40.01, the open interest changed by 3 which increased total open position to 4
