LUPIN
Lupin Limited
Historical option data for LUPIN
11 Apr 2025 04:12 PM IST
| LUPIN 24APR2025 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 1.41
Theta: -2.25
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1969.25 | 73.5 | 16.15 | 35.65 | 492 | -50 | 198 | |||
| 9 Apr | 1919.70 | 58.85 | -26.5 | 41.67 | 958 | 89 | 251 | |||
| 8 Apr | 1982.65 | 87.95 | 20.3 | 35.03 | 613 | 31 | 160 | |||
| 7 Apr | 1923.05 | 69.45 | -13.7 | 43.42 | 614 | 40 | 130 | |||
| 4 Apr | 1971.05 | 80.95 | -90.15 | 32.11 | 898 | 56 | 90 | |||
| 3 Apr | 2095.70 | 171.1 | 57.4 | 26.57 | 9 | -1 | 33 | |||
| 2 Apr | 2009.70 | 113.7 | 38.05 | 32.67 | 126 | 15 | 34 | |||
| 1 Apr | 1955.40 | 76.55 | -9.4 | 30.35 | 80 | 18 | 18 | |||
| 28 Mar | 2027.95 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 2018.80 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 2058.80 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 2068.75 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 2119.95 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 2114.70 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 2085.70 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 2060.95 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 2034.65 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1991.85 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1968.45 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1966.70 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1976.10 | 85.95 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Mar | 2010.10 | 85.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1952.95 | 85.95 | 0 | - | 0 | 0 | 0 | |||
For Lupin Limited - strike price 1940 expiring on 24APR2025
Delta for 1940 CE is 0.63
Historical price for 1940 CE is as follows
On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 73.5, which was 16.15 higher than the previous day. The implied volatity was 35.65, the open interest changed by -50 which decreased total open position to 198
On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 58.85, which was -26.5 lower than the previous day. The implied volatity was 41.67, the open interest changed by 89 which increased total open position to 251
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 87.95, which was 20.3 higher than the previous day. The implied volatity was 35.03, the open interest changed by 31 which increased total open position to 160
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 69.45, which was -13.7 lower than the previous day. The implied volatity was 43.42, the open interest changed by 40 which increased total open position to 130
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 80.95, which was -90.15 lower than the previous day. The implied volatity was 32.11, the open interest changed by 56 which increased total open position to 90
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 171.1, which was 57.4 higher than the previous day. The implied volatity was 26.57, the open interest changed by -1 which decreased total open position to 33
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 113.7, which was 38.05 higher than the previous day. The implied volatity was 32.67, the open interest changed by 15 which increased total open position to 34
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 76.55, which was -9.4 lower than the previous day. The implied volatity was 30.35, the open interest changed by 18 which increased total open position to 18
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 85.95, 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 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 1.41
Theta: -1.81
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1969.25 | 37.8 | -35.15 | 37.21 | 625 | -20 | 200 |
| 9 Apr | 1919.70 | 74.15 | 32.55 | 43.51 | 757 | 14 | 220 |
| 8 Apr | 1982.65 | 37.5 | -37.95 | 37.01 | 634 | 25 | 205 |
| 7 Apr | 1923.05 | 71.05 | 24.25 | 41.20 | 773 | -5 | 180 |
| 4 Apr | 1971.05 | 48.1 | 34.25 | 36.49 | 2,442 | 53 | 184 |
| 3 Apr | 2095.70 | 14.45 | -21.35 | 34.84 | 489 | -1 | 135 |
| 2 Apr | 2009.70 | 36.05 | -16.8 | 36.39 | 431 | 19 | 136 |
| 1 Apr | 1955.40 | 46.8 | 19.35 | 31.63 | 268 | 68 | 118 |
| 28 Mar | 2027.95 | 27.45 | 7 | 30.41 | 125 | 40 | 50 |
| 27 Mar | 2018.80 | 20.45 | 0 | 0.00 | 0 | 9 | 0 |
| 26 Mar | 2058.80 | 20.45 | 1.05 | 29.47 | 9 | 8 | 9 |
| 25 Mar | 2068.75 | 19.4 | -94.3 | 30.68 | 1 | 0 | 0 |
| 24 Mar | 2119.95 | 113.7 | 0 | 8.69 | 0 | 0 | 0 |
| 21 Mar | 2114.70 | 113.7 | 0 | 8.38 | 0 | 0 | 0 |
| 20 Mar | 2085.70 | 113.7 | 0 | 7.10 | 0 | 0 | 0 |
| 19 Mar | 2060.95 | 113.7 | 0 | 5.85 | 0 | 0 | 0 |
| 18 Mar | 2034.65 | 113.7 | 0 | 4.74 | 0 | 0 | 0 |
| 17 Mar | 1991.85 | 113.7 | 0 | 3.05 | 0 | 0 | 0 |
| 13 Mar | 1968.45 | 113.7 | 0 | 1.99 | 0 | 0 | 0 |
| 12 Mar | 1966.70 | 113.7 | 0 | 2.11 | 0 | 0 | 0 |
| 11 Mar | 1976.10 | 113.7 | 0 | 2.56 | 0 | 0 | 0 |
| 5 Mar | 2010.10 | 113.7 | 0 | 3.49 | 0 | 0 | 0 |
| 3 Mar | 1952.95 | 113.7 | 0 | 1.57 | 0 | 0 | 0 |
For Lupin Limited - strike price 1940 expiring on 24APR2025
Delta for 1940 PE is -0.38
Historical price for 1940 PE is as follows
On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 37.8, which was -35.15 lower than the previous day. The implied volatity was 37.21, the open interest changed by -20 which decreased total open position to 200
On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 74.15, which was 32.55 higher than the previous day. The implied volatity was 43.51, the open interest changed by 14 which increased total open position to 220
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 37.5, which was -37.95 lower than the previous day. The implied volatity was 37.01, the open interest changed by 25 which increased total open position to 205
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 71.05, which was 24.25 higher than the previous day. The implied volatity was 41.20, the open interest changed by -5 which decreased total open position to 180
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 48.1, which was 34.25 higher than the previous day. The implied volatity was 36.49, the open interest changed by 53 which increased total open position to 184
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 14.45, which was -21.35 lower than the previous day. The implied volatity was 34.84, the open interest changed by -1 which decreased total open position to 135
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 36.05, which was -16.8 lower than the previous day. The implied volatity was 36.39, the open interest changed by 19 which increased total open position to 136
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 46.8, which was 19.35 higher than the previous day. The implied volatity was 31.63, the open interest changed by 68 which increased total open position to 118
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 27.45, which was 7 higher than the previous day. The implied volatity was 30.41, the open interest changed by 40 which increased total open position to 50
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 20.45, which was 1.05 higher than the previous day. The implied volatity was 29.47, the open interest changed by 8 which increased total open position to 9
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 19.4, which was -94.3 lower than the previous day. The implied volatity was 30.68, 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 113.7, which was 0 lower than the previous day. The implied volatity was 8.69, 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 113.7, which was 0 lower than the previous day. The implied volatity was 8.38, 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 113.7, which was 0 lower than the previous day. The implied volatity was 7.10, 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 113.7, which was 0 lower than the previous day. The implied volatity was 5.85, 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 113.7, which was 0 lower than the previous day. The implied volatity was 4.74, 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 113.7, which was 0 lower than the previous day. The implied volatity was 3.05, 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 113.7, which was 0 lower than the previous day. The implied volatity was 1.99, 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 113.7, which was 0 lower than the previous day. The implied volatity was 2.11, 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 113.7, which was 0 lower than the previous day. The implied volatity was 2.56, 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 113.7, which was 0 lower than the previous day. The implied volatity was 3.49, 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 113.7, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
