LUPIN
Lupin Limited
Historical option data for LUPIN
21 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.90
Theta: -2.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2043.00 | 80.5 | -1.50 | 36.09 | 11 | -2 | 21 | |||
| 20 Nov | 2038.20 | 82 | 0.00 | 40.00 | 2 | -1 | 23 | |||
| 19 Nov | 2038.20 | 82 | 12.00 | 40.00 | 2 | -1 | 23 | |||
| 18 Nov | 2035.75 | 70 | 8.70 | 22.37 | 28 | 4 | 25 | |||
| 14 Nov | 2015.85 | 61.3 | -27.25 | 20.63 | 52 | 15 | 21 | |||
| 13 Nov | 2039.00 | 88.55 | -44.20 | 24.58 | 1 | 0 | 5 | |||
| 12 Nov | 2090.10 | 132.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Nov | 2084.90 | 132.75 | -29.55 | 34.92 | 5 | 2 | 5 | |||
| 8 Nov | 2104.60 | 162.3 | -8.95 | 43.78 | 1 | 0 | 2 | |||
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| 7 Nov | 2111.50 | 171.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2166.05 | 171.25 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 2181.75 | 171.25 | -90.95 | - | 2 | 1 | 1 | |||
| 4 Nov | 2188.35 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2197.70 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2186.95 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2158.25 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2206.15 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2204.70 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2156.70 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2131.55 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2074.55 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 262.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 262.2 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 1980 expiring on 28NOV2024
Delta for 1980 CE is 0.75
Historical price for 1980 CE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 80.5, which was -1.50 lower than the previous day. The implied volatity was 36.09, the open interest changed by -2 which decreased total open position to 21
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 82, which was 0.00 lower than the previous day. The implied volatity was 40.00, the open interest changed by -1 which decreased total open position to 23
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 82, which was 12.00 higher than the previous day. The implied volatity was 40.00, the open interest changed by -1 which decreased total open position to 23
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 70, which was 8.70 higher than the previous day. The implied volatity was 22.37, the open interest changed by 4 which increased total open position to 25
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 61.3, which was -27.25 lower than the previous day. The implied volatity was 20.63, the open interest changed by 15 which increased total open position to 21
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 88.55, which was -44.20 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 5
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 132.75, 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 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 132.75, which was -29.55 lower than the previous day. The implied volatity was 34.92, the open interest changed by 2 which increased total open position to 5
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 162.3, which was -8.95 lower than the previous day. The implied volatity was 43.78, the open interest changed by 0 which decreased total open position to 2
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 171.25, 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 171.25, 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 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 171.25, which was -90.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 262.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 262.2, which was 0.00 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 2186.95. The strike last trading price was 262.2, 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 Oct LUPIN was trading at 2158.25. The strike last trading price was 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, 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 262.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.82
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2043.00 | 10.35 | -2.95 | 29.88 | 319 | -3 | 171 |
| 20 Nov | 2038.20 | 13.3 | 0.00 | 26.92 | 302 | 1 | 174 |
| 19 Nov | 2038.20 | 13.3 | -2.25 | 26.92 | 302 | 1 | 174 |
| 18 Nov | 2035.75 | 15.55 | -6.15 | 29.30 | 632 | 13 | 175 |
| 14 Nov | 2015.85 | 21.7 | 4.70 | 26.38 | 594 | 47 | 163 |
| 13 Nov | 2039.00 | 17 | 5.90 | 27.72 | 447 | -11 | 115 |
| 12 Nov | 2090.10 | 11.1 | -2.00 | 27.86 | 499 | 1 | 145 |
| 11 Nov | 2084.90 | 13.1 | -1.60 | 29.01 | 439 | -1 | 144 |
| 8 Nov | 2104.60 | 14.7 | -17.30 | 30.23 | 842 | 32 | 154 |
| 7 Nov | 2111.50 | 32 | 14.80 | 42.57 | 231 | 31 | 117 |
| 6 Nov | 2166.05 | 17.2 | -4.15 | 39.66 | 162 | 27 | 89 |
| 5 Nov | 2181.75 | 21.35 | 0.35 | 42.69 | 271 | 35 | 66 |
| 4 Nov | 2188.35 | 21 | 0.00 | 43.71 | 81 | 18 | 33 |
| 1 Nov | 2197.70 | 21 | 0.00 | 0.00 | 0 | 15 | 0 |
| 31 Oct | 2186.95 | 21 | -8.25 | - | 19 | 13 | 13 |
| 30 Oct | 2158.25 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2206.15 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2204.70 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2156.70 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2131.55 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 29.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 29.25 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 1980 expiring on 28NOV2024
Delta for 1980 PE is -0.21
Historical price for 1980 PE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 10.35, which was -2.95 lower than the previous day. The implied volatity was 29.88, the open interest changed by -3 which decreased total open position to 171
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 174
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 13.3, which was -2.25 lower than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 174
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 15.55, which was -6.15 lower than the previous day. The implied volatity was 29.30, the open interest changed by 13 which increased total open position to 175
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 21.7, which was 4.70 higher than the previous day. The implied volatity was 26.38, the open interest changed by 47 which increased total open position to 163
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 17, which was 5.90 higher than the previous day. The implied volatity was 27.72, the open interest changed by -11 which decreased total open position to 115
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 11.1, which was -2.00 lower than the previous day. The implied volatity was 27.86, the open interest changed by 1 which increased total open position to 145
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 13.1, which was -1.60 lower than the previous day. The implied volatity was 29.01, the open interest changed by -1 which decreased total open position to 144
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 14.7, which was -17.30 lower than the previous day. The implied volatity was 30.23, the open interest changed by 32 which increased total open position to 154
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 32, which was 14.80 higher than the previous day. The implied volatity was 42.57, the open interest changed by 31 which increased total open position to 117
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 17.2, which was -4.15 lower than the previous day. The implied volatity was 39.66, the open interest changed by 27 which increased total open position to 89
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 21.35, which was 0.35 higher than the previous day. The implied volatity was 42.69, the open interest changed by 35 which increased total open position to 66
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 43.71, the open interest changed by 18 which increased total open position to 33
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 21, which was -8.25 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, 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 29.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
