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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 1860 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 2002.70 104.15 1.2 0.00 0 0 0
11 Apr 1969.25 104.15 1.2 0.00 0 10 0
9 Apr 1919.70 104.15 -33.05 42.69 21 3 14
8 Apr 1982.65 137.2 23.2 18.78 14 -3 11
7 Apr 1923.05 114 -34 43.50 49 4 13
4 Apr 1971.05 148 -23.5 40.79 26 8 9
3 Apr 2095.70 171.5 0 0.00 0 1 0
2 Apr 2009.70 171.5 46.5 29.18 3 1 1
1 Apr 1955.40 125 0 - 0 0 0
28 Mar 2027.95 125 0 - 0 0 0
27 Mar 2018.80 125 0 - 0 0 0
26 Mar 2058.80 125 0 - 0 0 0
25 Mar 2068.75 125 0 - 0 0 0
3 Mar 1952.95 125 0 - 0 0 0


For Lupin Limited - strike price 1860 expiring on 24APR2025

Delta for 1860 CE is 0.00

Historical price for 1860 CE is as follows

On 15 Apr LUPIN was trading at 2002.70. The strike last trading price was 104.15, which was 1.2 higher 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 104.15, which was 1.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 104.15, which was -33.05 lower than the previous day. The implied volatity was 42.69, the open interest changed by 3 which increased total open position to 14


On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 137.2, which was 23.2 higher than the previous day. The implied volatity was 18.78, the open interest changed by -3 which decreased total open position to 11


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 114, which was -34 lower than the previous day. The implied volatity was 43.50, the open interest changed by 4 which increased total open position to 13


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 148, which was -23.5 lower than the previous day. The implied volatity was 40.79, the open interest changed by 8 which increased total open position to 9


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 171.5, 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 171.5, which was 46.5 higher than the previous day. The implied volatity was 29.18, the open interest changed by 1 which increased total open position to 1


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 125, 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 125, 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 125, 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 125, 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 125, 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 Mar LUPIN was trading at 1952.95. The strike last trading price was 125, 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 1860 PE
Delta: -0.10
Vega: 0.54
Theta: -1.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 2002.70 5.6 -12.4 37.95 185 -17 220
11 Apr 1969.25 16.4 -24.25 39.53 490 -10 237
9 Apr 1919.70 41 22 45.59 566 57 250
8 Apr 1982.65 17.4 -24.45 39.18 123 3 192
7 Apr 1923.05 40.35 18.15 43.97 276 -3 191
4 Apr 1971.05 23.25 18.15 37.49 1,358 -27 200
3 Apr 2095.70 5.15 -12.3 35.14 474 95 227
2 Apr 2009.70 18.15 -7.9 38.29 383 -111 129
1 Apr 1955.40 26.95 13.65 36.13 541 173 240
28 Mar 2027.95 12.95 -6.75 32.31 214 45 67
27 Mar 2018.80 19.7 -53.9 36.30 47 27 27
26 Mar 2058.80 73.6 0 9.76 0 0 0
25 Mar 2068.75 73.6 0 10.33 0 0 0
3 Mar 1952.95 73.6 0 4.39 0 0 0


For Lupin Limited - strike price 1860 expiring on 24APR2025

Delta for 1860 PE is -0.10

Historical price for 1860 PE is as follows

On 15 Apr LUPIN was trading at 2002.70. The strike last trading price was 5.6, which was -12.4 lower than the previous day. The implied volatity was 37.95, the open interest changed by -17 which decreased total open position to 220


On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 16.4, which was -24.25 lower than the previous day. The implied volatity was 39.53, the open interest changed by -10 which decreased total open position to 237


On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 41, which was 22 higher than the previous day. The implied volatity was 45.59, the open interest changed by 57 which increased total open position to 250


On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 17.4, which was -24.45 lower than the previous day. The implied volatity was 39.18, the open interest changed by 3 which increased total open position to 192


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 40.35, which was 18.15 higher than the previous day. The implied volatity was 43.97, the open interest changed by -3 which decreased total open position to 191


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 23.25, which was 18.15 higher than the previous day. The implied volatity was 37.49, the open interest changed by -27 which decreased total open position to 200


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 5.15, which was -12.3 lower than the previous day. The implied volatity was 35.14, the open interest changed by 95 which increased total open position to 227


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 18.15, which was -7.9 lower than the previous day. The implied volatity was 38.29, the open interest changed by -111 which decreased total open position to 129


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 26.95, which was 13.65 higher than the previous day. The implied volatity was 36.13, the open interest changed by 173 which increased total open position to 240


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 12.95, which was -6.75 lower than the previous day. The implied volatity was 32.31, the open interest changed by 45 which increased total open position to 67


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 19.7, which was -53.9 lower than the previous day. The implied volatity was 36.30, the open interest changed by 27 which increased total open position to 27


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 73.6, which was 0 lower than the previous day. The implied volatity was 9.76, 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 73.6, which was 0 lower than the previous day. The implied volatity was 10.33, the open interest changed by 0 which decreased total open position to 0


On 3 Mar LUPIN was trading at 1952.95. The strike last trading price was 73.6, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0