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[--[65.84.65.76]--]
LUPIN
Lupin Limited

2002 32.75 (1.66%)

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Historical option data for LUPIN

15 Apr 2025 11:32 AM IST
LUPIN 24APR2025 1820 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 2002.70 143.9 0 0.00 0 0 0
11 Apr 1969.25 143.9 0 0.00 0 0 0
9 Apr 1919.70 143.9 0 0.00 0 -1 0
8 Apr 1982.65 143.9 -1.5 - 1 0 13
7 Apr 1923.05 145.4 -2.85 46.58 24 9 13
4 Apr 1971.05 148.25 -60.95 - 3 0 1
3 Apr 2095.70 209.2 0 0.00 0 1 0
2 Apr 2009.70 209.2 60.85 31.87 1 0 0
1 Apr 1955.40 148.35 0 - 0 0 0
28 Mar 2027.95 148.35 0 - 0 0 0
27 Mar 2018.80 148.35 0 - 0 0 0
26 Mar 2058.80 148.35 0 - 0 0 0
25 Mar 2068.75 148.35 0 - 0 0 0


For Lupin Limited - strike price 1820 expiring on 24APR2025

Delta for 1820 CE is 0.00

Historical price for 1820 CE is as follows

On 15 Apr LUPIN was trading at 2002.70. The strike last trading price was 143.9, 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 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 143.9, 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 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 143.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 143.9, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 145.4, which was -2.85 lower than the previous day. The implied volatity was 46.58, the open interest changed by 9 which increased total open position to 13


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 148.25, which was -60.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 209.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 209.2, which was 60.85 higher than the previous day. The implied volatity was 31.87, 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 148.35, 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 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 148.35, 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 148.35, 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 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 148.35, 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 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 148.35, 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 1820 PE
Delta: -0.06
Vega: 0.36
Theta: -0.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 2002.70 3.1 -8.45 39.84 125 -29 445
11 Apr 1969.25 11.3 -17.7 41.97 471 97 474
9 Apr 1919.70 30.95 18.1 47.88 457 140 375
8 Apr 1982.65 12.8 -18.2 41.85 165 -19 237
7 Apr 1923.05 29.55 14.55 45.31 420 -19 255
4 Apr 1971.05 15.8 12 38.43 946 142 285
3 Apr 2095.70 3.45 -8.55 36.67 217 88 146
2 Apr 2009.70 12.5 -4.3 39.27 117 27 57
1 Apr 1955.40 18.45 -38.95 36.82 90 29 29
28 Mar 2027.95 57.4 0 10.57 0 0 0
27 Mar 2018.80 57.4 0 10.54 0 0 0
26 Mar 2058.80 57.4 0 11.55 0 0 0
25 Mar 2068.75 57.4 0 11.89 0 0 0


For Lupin Limited - strike price 1820 expiring on 24APR2025

Delta for 1820 PE is -0.06

Historical price for 1820 PE is as follows

On 15 Apr LUPIN was trading at 2002.70. The strike last trading price was 3.1, which was -8.45 lower than the previous day. The implied volatity was 39.84, the open interest changed by -29 which decreased total open position to 445


On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 11.3, which was -17.7 lower than the previous day. The implied volatity was 41.97, the open interest changed by 97 which increased total open position to 474


On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 30.95, which was 18.1 higher than the previous day. The implied volatity was 47.88, the open interest changed by 140 which increased total open position to 375


On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 12.8, which was -18.2 lower than the previous day. The implied volatity was 41.85, the open interest changed by -19 which decreased total open position to 237


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 29.55, which was 14.55 higher than the previous day. The implied volatity was 45.31, the open interest changed by -19 which decreased total open position to 255


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 15.8, which was 12 higher than the previous day. The implied volatity was 38.43, the open interest changed by 142 which increased total open position to 285


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 3.45, which was -8.55 lower than the previous day. The implied volatity was 36.67, the open interest changed by 88 which increased total open position to 146


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 12.5, which was -4.3 lower than the previous day. The implied volatity was 39.27, the open interest changed by 27 which increased total open position to 57


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 18.45, which was -38.95 lower than the previous day. The implied volatity was 36.82, the open interest changed by 29 which increased total open position to 29


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 57.4, which was 0 lower than the previous day. The implied volatity was 10.57, 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 57.4, which was 0 lower than the previous day. The implied volatity was 10.54, the open interest changed by 0 which decreased total open position to 0


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 57.4, which was 0 lower than the previous day. The implied volatity was 11.55, the open interest changed by 0 which decreased total open position to 0


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 57.4, which was 0 lower than the previous day. The implied volatity was 11.89, the open interest changed by 0 which decreased total open position to 0