LUPIN
Lupin Limited
Historical option data for LUPIN
14 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.03
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2015.85 | 74.8 | -20.20 | 19.18 | 79 | 11 | 25 | |||
| 13 Nov | 2039.00 | 95 | -85.50 | - | 10 | -3 | 16 | |||
| 12 Nov | 2090.10 | 180.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 2084.90 | 180.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 2104.60 | 180.5 | -66.50 | 46.27 | 5 | 1 | 19 | |||
| 7 Nov | 2111.50 | 247 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2166.05 | 247 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2181.75 | 247 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 2188.35 | 247 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 2197.70 | 247 | 0.00 | 0.00 | 0 | 18 | 0 | |||
| 31 Oct | 2186.95 | 247 | -60.65 | - | 18 | 16 | 16 | |||
| 30 Oct | 2158.25 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2206.15 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 2204.70 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2156.70 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2131.55 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2074.55 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 307.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 307.65 | 307.65 | - | 0 | 0 | 0 | |||
| 20 Sept | 2151.70 | 0 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 1960 expiring on 28NOV2024
Delta for 1960 CE is 0.82
Historical price for 1960 CE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 74.8, which was -20.20 lower than the previous day. The implied volatity was 19.18, the open interest changed by 11 which increased total open position to 25
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 95, which was -85.50 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 16
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 180.5, which was 0.00 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 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 180.5, which was 0.00 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 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 180.5, which was -66.50 lower than the previous day. The implied volatity was 46.27, the open interest changed by 1 which increased total open position to 19
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 247, which was 0.00 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 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 247, which was 0.00 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 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 247, which was 0.00 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 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 247, which was 0.00 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 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 247, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 247, which was -60.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 307.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept LUPIN was trading at 2191.10. The strike last trading price was 307.65, which was 307.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept LUPIN was trading at 2151.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 1.26
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2015.85 | 16.3 | 3.40 | 26.80 | 372 | -35 | 204 |
| 13 Nov | 2039.00 | 12.9 | 4.45 | 28.19 | 731 | -50 | 234 |
| 12 Nov | 2090.10 | 8.45 | -1.55 | 28.46 | 742 | -12 | 284 |
| 11 Nov | 2084.90 | 10 | -2.35 | 29.39 | 587 | 89 | 297 |
| 8 Nov | 2104.60 | 12.35 | -13.90 | 31.28 | 1,598 | 67 | 205 |
| 7 Nov | 2111.50 | 26.25 | 11.30 | 42.13 | 445 | 44 | 122 |
| 6 Nov | 2166.05 | 14.95 | -4.00 | 40.51 | 245 | -1 | 77 |
| 5 Nov | 2181.75 | 18.95 | 0.60 | 43.64 | 245 | 28 | 76 |
| 4 Nov | 2188.35 | 18.35 | -8.10 | 44.33 | 54 | 33 | 48 |
| 1 Nov | 2197.70 | 26.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 2186.95 | 26.45 | -5.25 | - | 3 | 2 | 15 |
| 30 Oct | 2158.25 | 31.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2206.15 | 31.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2204.70 | 31.7 | 0.00 | - | 0 | 6 | 0 |
| 25 Oct | 2156.70 | 31.7 | 3.05 | - | 7 | 6 | 13 |
| 24 Oct | 2131.55 | 28.65 | 0.00 | - | 0 | 4 | 0 |
| 23 Oct | 2074.55 | 28.65 | 13.00 | - | 9 | 2 | 5 |
| 22 Oct | 2132.05 | 15.65 | 0.00 | - | 1 | 0 | 2 |
| 21 Oct | 2151.95 | 15.65 | -23.00 | - | 3 | 2 | 2 |
| 11 Oct | 2224.50 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 38.65 | 38.65 | - | 0 | 0 | 0 |
| 20 Sept | 2151.70 | 0 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 1960 expiring on 28NOV2024
Delta for 1960 PE is -0.25
Historical price for 1960 PE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 16.3, which was 3.40 higher than the previous day. The implied volatity was 26.80, the open interest changed by -35 which decreased total open position to 204
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 12.9, which was 4.45 higher than the previous day. The implied volatity was 28.19, the open interest changed by -50 which decreased total open position to 234
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 8.45, which was -1.55 lower than the previous day. The implied volatity was 28.46, the open interest changed by -12 which decreased total open position to 284
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 10, which was -2.35 lower than the previous day. The implied volatity was 29.39, the open interest changed by 89 which increased total open position to 297
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 12.35, which was -13.90 lower than the previous day. The implied volatity was 31.28, the open interest changed by 67 which increased total open position to 205
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 26.25, which was 11.30 higher than the previous day. The implied volatity was 42.13, the open interest changed by 44 which increased total open position to 122
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 14.95, which was -4.00 lower than the previous day. The implied volatity was 40.51, the open interest changed by -1 which decreased total open position to 77
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 18.95, which was 0.60 higher than the previous day. The implied volatity was 43.64, the open interest changed by 28 which increased total open position to 76
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 18.35, which was -8.10 lower than the previous day. The implied volatity was 44.33, the open interest changed by 33 which increased total open position to 48
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 26.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 26.45, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 31.7, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 28.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 28.65, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 15.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 15.65, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept LUPIN was trading at 2191.10. The strike last trading price was 38.65, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept LUPIN was trading at 2151.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
