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

1969.25 49.55 (2.58%)

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Historical option data for LUPIN

11 Apr 2025 04:12 PM IST
LUPIN 24APR2025 1960 CE
Delta: 0.57
Vega: 1.46
Theta: -2.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1969.25 60.8 12.4 34.75 625 -95 267
9 Apr 1919.70 49.45 -23.45 41.11 709 106 359
8 Apr 1982.65 75.25 17 34.62 852 -35 254
7 Apr 1923.05 58.85 -13.25 42.40 777 5 289
4 Apr 1971.05 70.35 -86.15 32.49 1,934 127 284
3 Apr 2095.70 157.6 56.1 30.19 423 -112 156
2 Apr 2009.70 100.4 34.6 32.63 597 33 269
1 Apr 1955.40 66.4 -44.45 30.69 614 227 246
28 Mar 2027.95 110.85 -91.95 29.80 41 19 19
27 Mar 2018.80 202.8 0 - 0 0 0
26 Mar 2058.80 202.8 0 - 0 0 0
25 Mar 2068.75 202.8 0 - 0 0 0
24 Mar 2119.95 202.8 0 - 0 0 0
21 Mar 2114.70 202.8 0 - 0 0 0
20 Mar 2085.70 202.8 0 - 0 0 0
19 Mar 2060.95 202.8 0 - 0 0 0
18 Mar 2034.65 202.8 0 - 0 0 0
17 Mar 1991.85 202.8 0 - 0 0 0
13 Mar 1968.45 202.8 0 - 0 0 0
12 Mar 1966.70 202.8 0 - 0 0 0
11 Mar 1976.10 202.8 0 - 0 0 0
5 Mar 2010.10 202.8 0 - 0 0 0
3 Mar 1952.95 202.8 0 - 0 0 0
27 Feb 1891.05 202.8 0 1.43 0 0 0
26 Feb 1899.20 202.8 0 1.31 0 0 0
25 Feb 1899.20 202.8 0 1.31 0 0 0
24 Feb 1902.80 202.8 0 1.07 0 0 0
21 Feb 1905.35 202.8 0 0.72 0 0 0
20 Feb 1977.50 202.8 0 - 0 0 0
19 Feb 1978.25 202.8 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 1960 expiring on 24APR2025

Delta for 1960 CE is 0.57

Historical price for 1960 CE is as follows

On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 60.8, which was 12.4 higher than the previous day. The implied volatity was 34.75, the open interest changed by -95 which decreased total open position to 267


On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 49.45, which was -23.45 lower than the previous day. The implied volatity was 41.11, the open interest changed by 106 which increased total open position to 359


On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 75.25, which was 17 higher than the previous day. The implied volatity was 34.62, the open interest changed by -35 which decreased total open position to 254


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 58.85, which was -13.25 lower than the previous day. The implied volatity was 42.40, the open interest changed by 5 which increased total open position to 289


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 70.35, which was -86.15 lower than the previous day. The implied volatity was 32.49, the open interest changed by 127 which increased total open position to 284


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 157.6, which was 56.1 higher than the previous day. The implied volatity was 30.19, the open interest changed by -112 which decreased total open position to 156


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 100.4, which was 34.6 higher than the previous day. The implied volatity was 32.63, the open interest changed by 33 which increased total open position to 269


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 66.4, which was -44.45 lower than the previous day. The implied volatity was 30.69, the open interest changed by 227 which increased total open position to 246


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 110.85, which was -91.95 lower than the previous day. The implied volatity was 29.80, the open interest changed by 19 which increased total open position to 19


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, 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 202.8, which was 0 lower than the previous day. The implied volatity was 1.43, 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 202.8, which was 0 lower than the previous day. The implied volatity was 1.31, 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 202.8, which was 0 lower than the previous day. The implied volatity was 1.31, 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 202.8, which was 0 lower than the previous day. The implied volatity was 1.07, 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 202.8, which was 0 lower than the previous day. The implied volatity was 0.72, 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 202.8, 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 202.8, 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 1960 PE
Delta: -0.43
Vega: 1.46
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1969.25 47.05 -36 37.63 852 -18 598
9 Apr 1919.70 84.05 35.7 42.57 1,019 13 622
8 Apr 1982.65 45.2 -40.35 36.82 511 6 608
7 Apr 1923.05 82.85 27.5 41.68 503 -36 601
4 Apr 1971.05 56 39 35.98 3,392 233 634
3 Apr 2095.70 17.15 -24.65 34.03 1,134 181 404
2 Apr 2009.70 43.5 -18.75 36.61 739 59 223
1 Apr 1955.40 62.9 27.7 35.21 691 33 162
28 Mar 2027.95 39 1 33.21 601 84 129
27 Mar 2018.80 38 12.3 30.98 117 -4 44
26 Mar 2058.80 25.7 1.8 29.65 20 -7 48
25 Mar 2068.75 24 7.3 30.72 71 41 55
24 Mar 2119.95 16.7 -2.45 31.11 11 6 15
21 Mar 2114.70 19.15 -6.1 31.21 10 4 6
20 Mar 2085.70 25.25 0 0.00 0 1 0
19 Mar 2060.95 25.25 -10.15 28.17 2 0 1
18 Mar 2034.65 35.4 -17.45 29.16 1 0 1
17 Mar 1991.85 52.85 0 0.00 0 0 0
13 Mar 1968.45 52.85 0 0.00 0 0 0
12 Mar 1966.70 52.85 0 0.00 0 1 0
11 Mar 1976.10 52.85 -12.95 26.11 1 0 0
5 Mar 2010.10 65.8 0 2.79 0 0 0
3 Mar 1952.95 65.8 0 0.86 0 0 0
27 Feb 1891.05 65.8 0 - 0 0 0
26 Feb 1899.20 65.8 0 - 0 0 0
25 Feb 1899.20 65.8 0 - 0 0 0
24 Feb 1902.80 65.8 0 - 0 0 0
21 Feb 1905.35 65.8 0 - 0 0 0
20 Feb 1977.50 65.8 0 1.81 0 0 0
19 Feb 1978.25 65.8 0 1.72 0 0 0
18 Feb 2013.50 65.8 0 2.68 0 0 0
17 Feb 2026.95 65.8 0 2.74 0 0 0
13 Feb 2055.25 65.8 0 3.90 0 0 0
12 Feb 2025.20 65.8 0 3.03 0 0 0
4 Feb 2111.20 65.8 0 5.33 0 0 0
3 Feb 2032.25 65.8 0 2.87 0 0 0
1 Feb 2056.25 0 0 3.82 0 0 0


For Lupin Limited - strike price 1960 expiring on 24APR2025

Delta for 1960 PE is -0.43

Historical price for 1960 PE is as follows

On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 47.05, which was -36 lower than the previous day. The implied volatity was 37.63, the open interest changed by -18 which decreased total open position to 598


On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 84.05, which was 35.7 higher than the previous day. The implied volatity was 42.57, the open interest changed by 13 which increased total open position to 622


On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 45.2, which was -40.35 lower than the previous day. The implied volatity was 36.82, the open interest changed by 6 which increased total open position to 608


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 82.85, which was 27.5 higher than the previous day. The implied volatity was 41.68, the open interest changed by -36 which decreased total open position to 601


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 56, which was 39 higher than the previous day. The implied volatity was 35.98, the open interest changed by 233 which increased total open position to 634


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 17.15, which was -24.65 lower than the previous day. The implied volatity was 34.03, the open interest changed by 181 which increased total open position to 404


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 43.5, which was -18.75 lower than the previous day. The implied volatity was 36.61, the open interest changed by 59 which increased total open position to 223


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 62.9, which was 27.7 higher than the previous day. The implied volatity was 35.21, the open interest changed by 33 which increased total open position to 162


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 39, which was 1 higher than the previous day. The implied volatity was 33.21, the open interest changed by 84 which increased total open position to 129


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 38, which was 12.3 higher than the previous day. The implied volatity was 30.98, the open interest changed by -4 which decreased total open position to 44


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 25.7, which was 1.8 higher than the previous day. The implied volatity was 29.65, the open interest changed by -7 which decreased total open position to 48


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 24, which was 7.3 higher than the previous day. The implied volatity was 30.72, the open interest changed by 41 which increased total open position to 55


On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 16.7, which was -2.45 lower than the previous day. The implied volatity was 31.11, the open interest changed by 6 which increased total open position to 15


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 19.15, which was -6.1 lower than the previous day. The implied volatity was 31.21, the open interest changed by 4 which increased total open position to 6


On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 25.25, 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 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 25.25, which was -10.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 1


On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 35.4, which was -17.45 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 1


On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 52.85, 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 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 52.85, 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 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 52.85, 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 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 52.85, which was -12.95 lower than the previous day. The implied volatity was 26.11, 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 65.8, which was 0 lower than the previous day. The implied volatity was 2.79, 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 65.8, which was 0 lower than the previous day. The implied volatity was 0.86, 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 65.8, 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 Feb LUPIN was trading at 1899.20. The strike last trading price was 65.8, 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 65.8, 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 65.8, 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 65.8, 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 65.8, which was 0 lower than the previous day. The implied volatity was 1.81, 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 65.8, which was 0 lower than the previous day. The implied volatity was 1.72, 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 65.8, 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 17 Feb LUPIN was trading at 2026.95. The strike last trading price was 65.8, which was 0 lower than the previous day. The implied volatity was 2.74, 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 65.8, which was 0 lower than the previous day. The implied volatity was 3.90, 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 65.8, which was 0 lower than the previous day. The implied volatity was 3.03, 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 65.8, which was 0 lower than the previous day. The implied volatity was 5.33, 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 65.8, which was 0 lower than the previous day. The implied volatity was 2.87, 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 3.82, the open interest changed by 0 which decreased total open position to 0