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

1982.65 59.60 (3.10%)

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Historical option data for LUPIN

08 Apr 2025 05:52 PM IST
LUPIN 24APR2025 1920 CE
Delta: 0.72
Vega: 1.41
Theta: -1.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1982.65 99 21.4 33.59 69 -16 49
7 Apr 1923.05 79.45 -15.9 43.55 291 34 63
4 Apr 1971.05 95.35 -32.75 33.34 131 22 30
3 Apr 2095.70 128.1 0 0.00 0 1 0
2 Apr 2009.70 128.1 38.75 32.85 5 2 9
1 Apr 1955.40 89.35 -139.75 30.86 9 4 4
28 Mar 2027.95 229.1 0 - 0 0 0
27 Mar 2018.80 229.1 0 - 0 0 0
26 Mar 2058.80 229.1 0 - 0 0 0
25 Mar 2068.75 229.1 0 - 0 0 0
24 Mar 2119.95 229.1 0 - 0 0 0
21 Mar 2114.70 229.1 0 - 0 0 0
20 Mar 2085.70 229.1 0 - 0 0 0
19 Mar 2060.95 229.1 0 - 0 0 0
18 Mar 2034.65 229.1 0 - 0 0 0
17 Mar 1991.85 229.1 0 - 0 0 0
13 Mar 1968.45 229.1 0 - 0 0 0
12 Mar 1966.70 229.1 0 - 0 0 0
11 Mar 1976.10 229.1 0 - 0 0 0
5 Mar 2010.10 229.1 0 - 0 0 0
3 Mar 1952.95 229.1 0 - 0 0 0
27 Feb 1891.05 229.1 0 0.20 0 0 0
26 Feb 1899.20 229.1 0 - 0 0 0
25 Feb 1899.20 229.1 0 - 0 0 0
24 Feb 1902.80 229.1 0 - 0 0 0
21 Feb 1905.35 229.1 0 - 0 0 0
20 Feb 1977.50 229.1 0 - 0 0 0
19 Feb 1978.25 229.1 0 - 0 0 0
18 Feb 2013.50 0 0 - 0 0 0
17 Feb 2026.95 0 0 - 0 0 0
13 Feb 2055.25 0 0 - 0 0 0
12 Feb 2025.20 0 0 - 0 0 0
4 Feb 2111.20 0 0 - 0 0 0
3 Feb 2032.25 0 0 - 0 0 0
1 Feb 2056.25 0 0 - 0 0 0


For Lupin Limited - strike price 1920 expiring on 24APR2025

Delta for 1920 CE is 0.72

Historical price for 1920 CE is as follows

On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 99, which was 21.4 higher than the previous day. The implied volatity was 33.59, the open interest changed by -16 which decreased total open position to 49


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 79.45, which was -15.9 lower than the previous day. The implied volatity was 43.55, the open interest changed by 34 which increased total open position to 63


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 95.35, which was -32.75 lower than the previous day. The implied volatity was 33.34, the open interest changed by 22 which increased total open position to 30


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 128.1, 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 128.1, which was 38.75 higher than the previous day. The implied volatity was 32.85, the open interest changed by 2 which increased total open position to 9


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 89.35, which was -139.75 lower than the previous day. The implied volatity was 30.86, the open interest changed by 4 which increased total open position to 4


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 229.1, 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 229.1, 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 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 229.1, 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 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 229.1, 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 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 229.1, 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 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 229.1, 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 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 229.1, 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 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 229.1, 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 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 229.1, 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 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 229.1, 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 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 229.1, 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 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 229.1, 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 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 229.1, 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 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 229.1, 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 Mar LUPIN was trading at 1952.95. The strike last trading price was 229.1, 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 Feb LUPIN was trading at 1891.05. The strike last trading price was 229.1, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0


On 26 Feb LUPIN was trading at 1899.20. The strike last trading price was 229.1, 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 25 Feb LUPIN was trading at 1899.20. The strike last trading price was 229.1, 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 24 Feb LUPIN was trading at 1902.80. The strike last trading price was 229.1, 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 21 Feb LUPIN was trading at 1905.35. The strike last trading price was 229.1, 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 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 229.1, 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 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 229.1, 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 18 Feb LUPIN was trading at 2013.50. The strike last trading price was 0, 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 Feb LUPIN was trading at 2026.95. The strike last trading price was 0, 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 Feb LUPIN was trading at 2055.25. The strike last trading price was 0, 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 Feb LUPIN was trading at 2025.20. The strike last trading price was 0, 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 Feb LUPIN was trading at 2111.20. The strike last trading price was 0, 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 Feb LUPIN was trading at 2032.25. The strike last trading price was 0, 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 1 Feb LUPIN was trading at 2056.25. The strike last trading price was 0, 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 1920 PE
Delta: -0.30
Vega: 1.45
Theta: -1.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1982.65 31.05 -34.95 37.40 394 -10 146
7 Apr 1923.05 62.25 22.5 41.98 841 7 157
4 Apr 1971.05 39.9 28.8 36.31 1,715 -16 154
3 Apr 2095.70 11.1 -18.85 34.64 429 85 171
2 Apr 2009.70 30.95 -12.7 37.07 306 14 85
1 Apr 1955.40 42.9 17.9 33.92 67 17 73
28 Mar 2027.95 27.1 0.75 33.37 100 45 56
27 Mar 2018.80 26.7 10.65 31.56 7 3 7
26 Mar 2058.80 16.05 1.85 29.33 1 0 3
25 Mar 2068.75 14.2 -38.55 29.72 3 1 1
24 Mar 2119.95 52.75 0 9.48 0 0 0
21 Mar 2114.70 52.75 0 9.20 0 0 0
20 Mar 2085.70 52.75 0 7.90 0 0 0
19 Mar 2060.95 52.75 0 7.05 0 0 0
18 Mar 2034.65 52.75 0 5.52 0 0 0
17 Mar 1991.85 52.75 0 3.66 0 0 0
13 Mar 1968.45 52.75 0 2.68 0 0 0
12 Mar 1966.70 52.75 0 2.94 0 0 0
11 Mar 1976.10 52.75 0 3.07 0 0 0
5 Mar 2010.10 52.75 0 4.14 0 0 0
3 Mar 1952.95 52.75 0 2.43 0 0 0
27 Feb 1891.05 52.75 0 0.09 0 0 0
26 Feb 1899.20 52.75 0 0.19 0 0 0
25 Feb 1899.20 52.75 0 0.19 0 0 0
24 Feb 1902.80 52.75 0 0.64 0 0 0
21 Feb 1905.35 52.75 0 0.65 0 0 0
20 Feb 1977.50 52.75 0 2.92 0 0 0
19 Feb 1978.25 52.75 0 2.88 0 0 0
18 Feb 2013.50 52.75 0 4.07 0 0 0
17 Feb 2026.95 52.75 0 4.21 0 0 0
13 Feb 2055.25 52.75 0 5.06 0 0 0
12 Feb 2025.20 52.75 0 4.21 0 0 0
4 Feb 2111.20 52.75 0 6.38 0 0 0
3 Feb 2032.25 52.75 0 3.98 0 0 0
1 Feb 2056.25 0 0 4.89 0 0 0


For Lupin Limited - strike price 1920 expiring on 24APR2025

Delta for 1920 PE is -0.30

Historical price for 1920 PE is as follows

On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 31.05, which was -34.95 lower than the previous day. The implied volatity was 37.40, the open interest changed by -10 which decreased total open position to 146


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 62.25, which was 22.5 higher than the previous day. The implied volatity was 41.98, the open interest changed by 7 which increased total open position to 157


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 39.9, which was 28.8 higher than the previous day. The implied volatity was 36.31, the open interest changed by -16 which decreased total open position to 154


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 11.1, which was -18.85 lower than the previous day. The implied volatity was 34.64, the open interest changed by 85 which increased total open position to 171


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 30.95, which was -12.7 lower than the previous day. The implied volatity was 37.07, the open interest changed by 14 which increased total open position to 85


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 42.9, which was 17.9 higher than the previous day. The implied volatity was 33.92, the open interest changed by 17 which increased total open position to 73


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 27.1, which was 0.75 higher than the previous day. The implied volatity was 33.37, the open interest changed by 45 which increased total open position to 56


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 26.7, which was 10.65 higher than the previous day. The implied volatity was 31.56, the open interest changed by 3 which increased total open position to 7


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 16.05, which was 1.85 higher than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 3


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 14.2, which was -38.55 lower than the previous day. The implied volatity was 29.72, the open interest changed by 1 which increased total open position to 1


On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 9.20, the open interest changed by 0 which decreased total open position to 0


On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 7.90, 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 52.75, which was 0 lower than the previous day. The implied volatity was 7.05, 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 52.75, which was 0 lower than the previous day. The implied volatity was 5.52, 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 52.75, which was 0 lower than the previous day. The implied volatity was 3.66, 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 52.75, which was 0 lower than the previous day. The implied volatity was 2.68, 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 52.75, which was 0 lower than the previous day. The implied volatity was 2.94, 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 52.75, which was 0 lower than the previous day. The implied volatity was 3.07, 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 52.75, which was 0 lower than the previous day. The implied volatity was 4.14, 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 52.75, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 27 Feb LUPIN was trading at 1891.05. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 26 Feb LUPIN was trading at 1899.20. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 25 Feb LUPIN was trading at 1899.20. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 24 Feb LUPIN was trading at 1902.80. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 21 Feb LUPIN was trading at 1905.35. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0


On 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0


On 18 Feb LUPIN was trading at 2013.50. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0


On 17 Feb LUPIN was trading at 2026.95. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LUPIN was trading at 2055.25. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0


On 12 Feb LUPIN was trading at 2025.20. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0


On 4 Feb LUPIN was trading at 2111.20. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0


On 3 Feb LUPIN was trading at 2032.25. The strike last trading price was 52.75, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LUPIN was trading at 2056.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0