LUPIN
Lupin Limited
Historical option data for LUPIN
09 Dec 2025 04:11 PM IST
| LUPIN 30-DEC-2025 1980 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.82
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2051.80 | 89.65 | -16.45 | 13.76 | 15 | -3 | 95 | |||||||||
| 8 Dec | 2070.70 | 107.15 | -23.95 | 18.39 | 7 | 4 | 98 | |||||||||
| 5 Dec | 2098.80 | 131.1 | 15.05 | 21.06 | 7 | -3 | 95 | |||||||||
| 4 Dec | 2092.00 | 116.05 | -6.95 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2080.10 | 116.05 | -6.95 | 12.67 | 18 | 0 | 98 | |||||||||
| 2 Dec | 2082.70 | 123 | 4 | - | 6 | -2 | 98 | |||||||||
| 1 Dec | 2081.90 | 119 | -6.3 | 15.98 | 7 | 0 | 102 | |||||||||
| 28 Nov | 2082.20 | 125.3 | 7.3 | 18.03 | 56 | -28 | 102 | |||||||||
| 27 Nov | 2071.40 | 118 | 0 | 16.14 | 35 | 18 | 130 | |||||||||
| 26 Nov | 2071.60 | 118.6 | 16.05 | 17.86 | 49 | -5 | 112 | |||||||||
| 25 Nov | 2042.30 | 104 | 35.7 | 22.29 | 108 | 4 | 90 | |||||||||
| 24 Nov | 1999.60 | 67.2 | -20.6 | 21.63 | 119 | 71 | 83 | |||||||||
| 21 Nov | 2029.40 | 87.8 | -9 | 16.30 | 5 | 3 | 11 | |||||||||
| 20 Nov | 2030.80 | 96.8 | -27.7 | 22.15 | 1 | 0 | 7 | |||||||||
| 19 Nov | 2025.40 | 124.5 | 33.5 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2047.40 | 124.5 | 33.5 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2052.10 | 124.5 | 33.5 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2055.30 | 124.5 | 33.5 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 2052.90 | 124.5 | 33.5 | 21.93 | 4 | 1 | 7 | |||||||||
| 12 Nov | 2033.90 | 91 | 1 | 11.53 | 1 | 0 | 7 | |||||||||
| 11 Nov | 1975.90 | 90 | 12 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1990.20 | 90 | 12 | 25.09 | 5 | 0 | 7 | |||||||||
| 7 Nov | 1971.80 | 78 | -2.85 | 23.12 | 14 | -3 | 6 | |||||||||
| 6 Nov | 1955.50 | 80.85 | -2.6 | 23.58 | 12 | 10 | 10 | |||||||||
| 4 Nov | 1997.00 | 83.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Nov | 1983.80 | 83.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1963.50 | 83.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1945.80 | 83.45 | 0 | 0.20 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1980 expiring on 30DEC2025
Delta for 1980 CE is 0.91
Historical price for 1980 CE is as follows
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 89.65, which was -16.45 lower than the previous day. The implied volatity was 13.76, the open interest changed by -3 which decreased total open position to 95
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 107.15, which was -23.95 lower than the previous day. The implied volatity was 18.39, the open interest changed by 4 which increased total open position to 98
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 131.1, which was 15.05 higher than the previous day. The implied volatity was 21.06, the open interest changed by -3 which decreased total open position to 95
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 116.05, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 116.05, which was -6.95 lower than the previous day. The implied volatity was 12.67, the open interest changed by 0 which decreased total open position to 98
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 123, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 98
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 119, which was -6.3 lower than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 102
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 125.3, which was 7.3 higher than the previous day. The implied volatity was 18.03, the open interest changed by -28 which decreased total open position to 102
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 118, which was 0 lower than the previous day. The implied volatity was 16.14, the open interest changed by 18 which increased total open position to 130
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 118.6, which was 16.05 higher than the previous day. The implied volatity was 17.86, the open interest changed by -5 which decreased total open position to 112
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 104, which was 35.7 higher than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 90
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 67.2, which was -20.6 lower than the previous day. The implied volatity was 21.63, the open interest changed by 71 which increased total open position to 83
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 87.8, which was -9 lower than the previous day. The implied volatity was 16.30, the open interest changed by 3 which increased total open position to 11
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 96.8, which was -27.7 lower than the previous day. The implied volatity was 22.15, the open interest changed by 0 which decreased total open position to 7
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 124.5, which was 33.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 124.5, which was 33.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 124.5, which was 33.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 124.5, which was 33.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 124.5, which was 33.5 higher than the previous day. The implied volatity was 21.93, the open interest changed by 1 which increased total open position to 7
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 91, which was 1 higher than the previous day. The implied volatity was 11.53, the open interest changed by 0 which decreased total open position to 7
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 90, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 90, which was 12 higher than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 7
On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 78, which was -2.85 lower than the previous day. The implied volatity was 23.12, the open interest changed by -3 which decreased total open position to 6
On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 80.85, which was -2.6 lower than the previous day. The implied volatity was 23.58, the open interest changed by 10 which increased total open position to 10
On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 83.45, 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 Nov LUPIN was trading at 1983.80. The strike last trading price was 83.45, 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 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 83.45, 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 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 83.45, 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
| LUPIN 30DEC2025 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.38
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2051.80 | 12.3 | 2.6 | 21.93 | 96 | -17 | 217 |
| 8 Dec | 2070.70 | 10.1 | 4.4 | 21.75 | 111 | 27 | 235 |
| 5 Dec | 2098.80 | 5.75 | -1.75 | 19.38 | 146 | 56 | 207 |
| 4 Dec | 2092.00 | 7.5 | -2.7 | 20.42 | 42 | 4 | 150 |
| 3 Dec | 2080.10 | 10.25 | 0.05 | 21.36 | 87 | -22 | 148 |
| 2 Dec | 2082.70 | 9.95 | -2.55 | 21.89 | 46 | 20 | 169 |
| 1 Dec | 2081.90 | 11.65 | -1.15 | 21.58 | 109 | -11 | 150 |
| 28 Nov | 2082.20 | 13.45 | -0.95 | 22.07 | 113 | -9 | 160 |
| 27 Nov | 2071.40 | 14.2 | -1.25 | 21.53 | 56 | 8 | 168 |
| 26 Nov | 2071.60 | 15.55 | -8.75 | 21.72 | 215 | -1 | 157 |
| 25 Nov | 2042.30 | 25.15 | -15.05 | 22.79 | 257 | 57 | 158 |
| 24 Nov | 1999.60 | 41.45 | 10.1 | 21.54 | 145 | 39 | 102 |
| 21 Nov | 2029.40 | 31.2 | -0.75 | 23.27 | 9 | 5 | 62 |
| 20 Nov | 2030.80 | 32.4 | -2.65 | 22.65 | 48 | 34 | 56 |
| 19 Nov | 2025.40 | 35.05 | 3.55 | 23.67 | 13 | 8 | 21 |
| 18 Nov | 2047.40 | 31.5 | 2.35 | 24.74 | 3 | 0 | 14 |
| 17 Nov | 2052.10 | 29.15 | -11.25 | - | 0 | 0 | 0 |
| 14 Nov | 2055.30 | 29.15 | -11.25 | - | 0 | 7 | 0 |
| 13 Nov | 2052.90 | 29.15 | -11.25 | 23.76 | 8 | 3 | 10 |
| 12 Nov | 2033.90 | 40.4 | -13.9 | 26.01 | 11 | -3 | 7 |
| 11 Nov | 1975.90 | 55 | -9 | - | 0 | 3 | 0 |
| 10 Nov | 1990.20 | 55 | -9 | 24.02 | 18 | 1 | 8 |
| 7 Nov | 1971.80 | 64 | -7 | 24.32 | 7 | -5 | 9 |
| 6 Nov | 1955.50 | 71 | -53 | 26.66 | 17 | 15 | 15 |
| 4 Nov | 1997.00 | 124 | 0 | 1.85 | 0 | 0 | 0 |
| 3 Nov | 1983.80 | 124 | 0 | 1.82 | 0 | 0 | 0 |
| 31 Oct | 1963.50 | 124 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1945.80 | 124 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 1980 expiring on 30DEC2025
Delta for 1980 PE is -0.20
Historical price for 1980 PE is as follows
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 12.3, which was 2.6 higher than the previous day. The implied volatity was 21.93, the open interest changed by -17 which decreased total open position to 217
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 10.1, which was 4.4 higher than the previous day. The implied volatity was 21.75, the open interest changed by 27 which increased total open position to 235
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 5.75, which was -1.75 lower than the previous day. The implied volatity was 19.38, the open interest changed by 56 which increased total open position to 207
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 7.5, which was -2.7 lower than the previous day. The implied volatity was 20.42, the open interest changed by 4 which increased total open position to 150
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 10.25, which was 0.05 higher than the previous day. The implied volatity was 21.36, the open interest changed by -22 which decreased total open position to 148
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 9.95, which was -2.55 lower than the previous day. The implied volatity was 21.89, the open interest changed by 20 which increased total open position to 169
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 11.65, which was -1.15 lower than the previous day. The implied volatity was 21.58, the open interest changed by -11 which decreased total open position to 150
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 13.45, which was -0.95 lower than the previous day. The implied volatity was 22.07, the open interest changed by -9 which decreased total open position to 160
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 14.2, which was -1.25 lower than the previous day. The implied volatity was 21.53, the open interest changed by 8 which increased total open position to 168
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 15.55, which was -8.75 lower than the previous day. The implied volatity was 21.72, the open interest changed by -1 which decreased total open position to 157
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 25.15, which was -15.05 lower than the previous day. The implied volatity was 22.79, the open interest changed by 57 which increased total open position to 158
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 41.45, which was 10.1 higher than the previous day. The implied volatity was 21.54, the open interest changed by 39 which increased total open position to 102
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 31.2, which was -0.75 lower than the previous day. The implied volatity was 23.27, the open interest changed by 5 which increased total open position to 62
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 32.4, which was -2.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by 34 which increased total open position to 56
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 35.05, which was 3.55 higher than the previous day. The implied volatity was 23.67, the open interest changed by 8 which increased total open position to 21
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 31.5, which was 2.35 higher than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 14
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 29.15, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 29.15, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 29.15, which was -11.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 10
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 40.4, which was -13.9 lower than the previous day. The implied volatity was 26.01, the open interest changed by -3 which decreased total open position to 7
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 55, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 55, which was -9 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1 which increased total open position to 8
On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 64, which was -7 lower than the previous day. The implied volatity was 24.32, the open interest changed by -5 which decreased total open position to 9
On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 71, which was -53 lower than the previous day. The implied volatity was 26.66, the open interest changed by 15 which increased total open position to 15
On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 124, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 124, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 124, 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 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 124, 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































































































































































































































