LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 1.64
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 64.9 | 15.1 | 35.00 | 602 | -62 | 178 | |||
| 7 Apr | 1923.05 | 49.75 | -12.2 | 41.75 | 381 | 32 | 243 | |||
| 4 Apr | 1971.05 | 60 | -80 | 32.42 | 1,356 | 173 | 210 | |||
| 3 Apr | 2095.70 | 140.1 | 50.8 | 29.18 | 89 | -5 | 37 | |||
| 2 Apr | 2009.70 | 89.9 | 34.25 | 33.58 | 316 | 19 | 44 | |||
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| 1 Apr | 1955.40 | 57.05 | -13.1 | 30.90 | 76 | 24 | 24 | |||
| 28 Mar | 2027.95 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 2018.80 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 2058.80 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 2068.75 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 2119.95 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 2114.70 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 2085.70 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 2060.95 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 2034.65 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1991.85 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1968.45 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1966.70 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1976.10 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 2010.10 | 70.15 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1952.95 | 70.15 | 0 | - | 0 | 0 | 0 | |||
For Lupin Limited - strike price 1980 expiring on 24APR2025
Delta for 1980 CE is 0.55
Historical price for 1980 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 64.9, which was 15.1 higher than the previous day. The implied volatity was 35.00, the open interest changed by -62 which decreased total open position to 178
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 49.75, which was -12.2 lower than the previous day. The implied volatity was 41.75, the open interest changed by 32 which increased total open position to 243
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 60, which was -80 lower than the previous day. The implied volatity was 32.42, the open interest changed by 173 which increased total open position to 210
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 140.1, which was 50.8 higher than the previous day. The implied volatity was 29.18, the open interest changed by -5 which decreased total open position to 37
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 89.9, which was 34.25 higher than the previous day. The implied volatity was 33.58, the open interest changed by 19 which increased total open position to 44
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 57.05, which was -13.1 lower than the previous day. The implied volatity was 30.90, the open interest changed by 24 which increased total open position to 24
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 70.15, 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 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 1.64
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 55.4 | -43.05 | 37.53 | 370 | 69 | 322 |
| 7 Apr | 1923.05 | 96.8 | 31.85 | 42.95 | 330 | -19 | 254 |
| 4 Apr | 1971.05 | 66.6 | 45.25 | 36.43 | 1,976 | 121 | 284 |
| 3 Apr | 2095.70 | 21 | -28.4 | 33.69 | 604 | -6 | 160 |
| 2 Apr | 2009.70 | 50 | -21.9 | 35.87 | 316 | 20 | 166 |
| 1 Apr | 1955.40 | 75 | 31.85 | 36.19 | 510 | 22 | 146 |
| 28 Mar | 2027.95 | 45.9 | 2.6 | 33.00 | 438 | 88 | 124 |
| 27 Mar | 2018.80 | 41.3 | 12.8 | 29.51 | 91 | 18 | 28 |
| 26 Mar | 2058.80 | 28.5 | -0.05 | 28.13 | 7 | 6 | 9 |
| 25 Mar | 2068.75 | 28.65 | -108.8 | 30.40 | 3 | 0 | 0 |
| 24 Mar | 2119.95 | 137.45 | 0 | 7.02 | 0 | 0 | 0 |
| 21 Mar | 2114.70 | 137.45 | 0 | 6.18 | 0 | 0 | 0 |
| 20 Mar | 2085.70 | 137.45 | 0 | 5.11 | 0 | 0 | 0 |
| 19 Mar | 2060.95 | 137.45 | 0 | 4.28 | 0 | 0 | 0 |
| 18 Mar | 2034.65 | 137.45 | 0 | 3.35 | 0 | 0 | 0 |
| 17 Mar | 1991.85 | 137.45 | 0 | 1.29 | 0 | 0 | 0 |
| 13 Mar | 1968.45 | 137.45 | 0 | 0.14 | 0 | 0 | 0 |
| 12 Mar | 1966.70 | 137.45 | 0 | 0.36 | 0 | 0 | 0 |
| 11 Mar | 1976.10 | 137.45 | 0 | 0.82 | 0 | 0 | 0 |
| 5 Mar | 2010.10 | 137.45 | 0 | 0.79 | 0 | 0 | 0 |
| 3 Mar | 1952.95 | 137.45 | 0 | 0.14 | 0 | 0 | 0 |
For Lupin Limited - strike price 1980 expiring on 24APR2025
Delta for 1980 PE is -0.45
Historical price for 1980 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 55.4, which was -43.05 lower than the previous day. The implied volatity was 37.53, the open interest changed by 69 which increased total open position to 322
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 96.8, which was 31.85 higher than the previous day. The implied volatity was 42.95, the open interest changed by -19 which decreased total open position to 254
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 66.6, which was 45.25 higher than the previous day. The implied volatity was 36.43, the open interest changed by 121 which increased total open position to 284
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 21, which was -28.4 lower than the previous day. The implied volatity was 33.69, the open interest changed by -6 which decreased total open position to 160
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 50, which was -21.9 lower than the previous day. The implied volatity was 35.87, the open interest changed by 20 which increased total open position to 166
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 75, which was 31.85 higher than the previous day. The implied volatity was 36.19, the open interest changed by 22 which increased total open position to 146
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 45.9, which was 2.6 higher than the previous day. The implied volatity was 33.00, the open interest changed by 88 which increased total open position to 124
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 41.3, which was 12.8 higher than the previous day. The implied volatity was 29.51, the open interest changed by 18 which increased total open position to 28
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 28.5, which was -0.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by 6 which increased total open position to 9
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 28.65, which was -108.8 lower than the previous day. The implied volatity was 30.40, 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 137.45, which was 0 lower than the previous day. The implied volatity was 7.02, 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 137.45, which was 0 lower than the previous day. The implied volatity was 6.18, 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 137.45, which was 0 lower than the previous day. The implied volatity was 5.11, 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 137.45, which was 0 lower than the previous day. The implied volatity was 4.28, 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 137.45, which was 0 lower than the previous day. The implied volatity was 3.35, 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 137.45, which was 0 lower than the previous day. The implied volatity was 1.29, 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 137.45, which was 0 lower than the previous day. The implied volatity was 0.14, 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 137.45, which was 0 lower than the previous day. The implied volatity was 0.36, 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 137.45, which was 0 lower than the previous day. The implied volatity was 0.82, 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 137.45, which was 0 lower than the previous day. The implied volatity was 0.79, 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 137.45, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
