LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 1900 CE | ||||||||||
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Delta: 0.76
Vega: 1.29
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 113.75 | 25.3 | 33.95 | 161 | -5 | 164 | |||
| 7 Apr | 1923.05 | 91.15 | -19.6 | 44.19 | 772 | 59 | 167 | |||
| 4 Apr | 1971.05 | 110.4 | -134.6 | 34.50 | 349 | 73 | 106 | |||
| 3 Apr | 2095.70 | 245 | 99 | 60.22 | 5 | -2 | 34 | |||
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| 2 Apr | 2009.70 | 146 | 46 | 34.92 | 95 | -6 | 34 | |||
| 1 Apr | 1955.40 | 100 | -56.1 | 29.57 | 63 | 17 | 40 | |||
| 28 Mar | 2027.95 | 156.1 | 1.1 | 30.72 | 41 | 18 | 23 | |||
| 27 Mar | 2018.80 | 155 | -58 | 31.61 | 5 | 1 | 5 | |||
| 26 Mar | 2058.80 | 213 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 2068.75 | 213 | -32 | 41.82 | 1 | 0 | 3 | |||
| 24 Mar | 2119.95 | 245 | 14 | 32.26 | 1 | 0 | 2 | |||
| 21 Mar | 2114.70 | 231 | 126.8 | - | 2 | 1 | 1 | |||
| 20 Mar | 2085.70 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 2060.95 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 2034.65 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1991.85 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1968.45 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1966.70 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1976.10 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 2010.10 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1953.20 | 104.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1952.95 | 104.2 | 0 | - | 0 | 0 | 0 | |||
For Lupin Limited - strike price 1900 expiring on 24APR2025
Delta for 1900 CE is 0.76
Historical price for 1900 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 113.75, which was 25.3 higher than the previous day. The implied volatity was 33.95, the open interest changed by -5 which decreased total open position to 164
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 91.15, which was -19.6 lower than the previous day. The implied volatity was 44.19, the open interest changed by 59 which increased total open position to 167
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 110.4, which was -134.6 lower than the previous day. The implied volatity was 34.50, the open interest changed by 73 which increased total open position to 106
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 245, which was 99 higher than the previous day. The implied volatity was 60.22, the open interest changed by -2 which decreased total open position to 34
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 146, which was 46 higher than the previous day. The implied volatity was 34.92, the open interest changed by -6 which decreased total open position to 34
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 100, which was -56.1 lower than the previous day. The implied volatity was 29.57, the open interest changed by 17 which increased total open position to 40
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 156.1, which was 1.1 higher than the previous day. The implied volatity was 30.72, the open interest changed by 18 which increased total open position to 23
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 155, which was -58 lower than the previous day. The implied volatity was 31.61, the open interest changed by 1 which increased total open position to 5
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 213, 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 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 213, which was -32 lower than the previous day. The implied volatity was 41.82, the open interest changed by 0 which decreased total open position to 3
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 245, which was 14 higher than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 2
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 231, which was 126.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 104.2, 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 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 104.2, 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 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 104.2, 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 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 104.2, 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 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 104.2, 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 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 104.2, 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 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 104.2, 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 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 104.2, 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 Mar LUPIN was trading at 1953.20. The strike last trading price was 104.2, 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 104.2, 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 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 1.35
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 25.85 | -31.05 | 38.06 | 687 | 36 | 770 |
| 7 Apr | 1923.05 | 54 | 21.3 | 42.56 | 2,705 | 35 | 739 |
| 4 Apr | 1971.05 | 33.5 | 24.55 | 36.66 | 7,962 | 228 | 715 |
| 3 Apr | 2095.70 | 8.95 | -16.1 | 35.10 | 2,004 | -96 | 487 |
| 2 Apr | 2009.70 | 25.85 | -11 | 37.33 | 1,423 | 114 | 583 |
| 1 Apr | 1955.40 | 38.55 | 18.1 | 35.62 | 1,367 | 123 | 469 |
| 28 Mar | 2027.95 | 22.75 | -0.25 | 33.76 | 619 | 97 | 346 |
| 27 Mar | 2018.80 | 21.9 | 6.95 | 32.09 | 601 | 129 | 248 |
| 26 Mar | 2058.80 | 14.95 | 2.45 | 31.12 | 15 | 9 | 119 |
| 25 Mar | 2068.75 | 12.5 | 2.8 | 30.84 | 62 | 25 | 109 |
| 24 Mar | 2119.95 | 9.5 | -0.6 | 32.28 | 17 | 1 | 83 |
| 21 Mar | 2114.70 | 10 | -4.5 | 30.93 | 68 | 25 | 64 |
| 20 Mar | 2085.70 | 14.5 | -0.75 | 31.52 | 34 | 3 | 39 |
| 19 Mar | 2060.95 | 15.3 | -5.45 | 29.66 | 21 | 7 | 35 |
| 18 Mar | 2034.65 | 20.75 | -8.9 | 29.70 | 14 | 9 | 28 |
| 17 Mar | 1991.85 | 29.25 | -9.75 | 28.29 | 15 | 9 | 19 |
| 13 Mar | 1968.45 | 39 | -4 | 28.01 | 4 | 0 | 6 |
| 12 Mar | 1966.70 | 42 | 4.8 | 29.88 | 6 | -1 | 3 |
| 11 Mar | 1976.10 | 37.2 | 1.8 | 28.71 | 1 | 0 | 3 |
| 5 Mar | 2010.10 | 35.4 | -21.6 | 30.25 | 3 | 0 | 2 |
| 4 Mar | 1953.20 | 57 | -9.55 | 32.76 | 1 | 0 | 1 |
| 3 Mar | 1952.95 | 66.55 | -25.85 | 35.53 | 2 | 0 | 0 |
For Lupin Limited - strike price 1900 expiring on 24APR2025
Delta for 1900 PE is -0.26
Historical price for 1900 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 25.85, which was -31.05 lower than the previous day. The implied volatity was 38.06, the open interest changed by 36 which increased total open position to 770
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 54, which was 21.3 higher than the previous day. The implied volatity was 42.56, the open interest changed by 35 which increased total open position to 739
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 33.5, which was 24.55 higher than the previous day. The implied volatity was 36.66, the open interest changed by 228 which increased total open position to 715
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 8.95, which was -16.1 lower than the previous day. The implied volatity was 35.10, the open interest changed by -96 which decreased total open position to 487
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 25.85, which was -11 lower than the previous day. The implied volatity was 37.33, the open interest changed by 114 which increased total open position to 583
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 38.55, which was 18.1 higher than the previous day. The implied volatity was 35.62, the open interest changed by 123 which increased total open position to 469
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 22.75, which was -0.25 lower than the previous day. The implied volatity was 33.76, the open interest changed by 97 which increased total open position to 346
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 21.9, which was 6.95 higher than the previous day. The implied volatity was 32.09, the open interest changed by 129 which increased total open position to 248
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 14.95, which was 2.45 higher than the previous day. The implied volatity was 31.12, the open interest changed by 9 which increased total open position to 119
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 12.5, which was 2.8 higher than the previous day. The implied volatity was 30.84, the open interest changed by 25 which increased total open position to 109
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 9.5, which was -0.6 lower than the previous day. The implied volatity was 32.28, the open interest changed by 1 which increased total open position to 83
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 10, which was -4.5 lower than the previous day. The implied volatity was 30.93, the open interest changed by 25 which increased total open position to 64
On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 14.5, which was -0.75 lower than the previous day. The implied volatity was 31.52, the open interest changed by 3 which increased total open position to 39
On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 15.3, which was -5.45 lower than the previous day. The implied volatity was 29.66, the open interest changed by 7 which increased total open position to 35
On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 20.75, which was -8.9 lower than the previous day. The implied volatity was 29.70, the open interest changed by 9 which increased total open position to 28
On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 29.25, which was -9.75 lower than the previous day. The implied volatity was 28.29, the open interest changed by 9 which increased total open position to 19
On 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 39, which was -4 lower than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 6
On 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 42, which was 4.8 higher than the previous day. The implied volatity was 29.88, the open interest changed by -1 which decreased total open position to 3
On 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 37.2, which was 1.8 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 3
On 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 35.4, which was -21.6 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 2
On 4 Mar LUPIN was trading at 1953.20. The strike last trading price was 57, which was -9.55 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 1
On 3 Mar LUPIN was trading at 1952.95. The strike last trading price was 66.55, which was -25.85 lower than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 0
