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

1923.05 -48.00 (-2.44%)

Back to Option Chain


Historical option data for LUPIN

07 Apr 2025 04:12 PM IST
LUPIN 24APR2025 2000 CE
Delta: 0.38
Vega: 1.58
Theta: -2.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Apr 1923.05 43.65 -8.9 42.43 2,976 -120 858
4 Apr 1971.05 51.4 -75.75 32.73 5,722 708 1,001
3 Apr 2095.70 127.2 49.65 30.92 999 -146 293
2 Apr 2009.70 78.15 30.4 33.33 2,233 41 454
1 Apr 1955.40 49 -34.55 31.25 1,376 188 392
28 Mar 2027.95 80.85 -7.65 27.35 933 47 204
27 Mar 2018.80 93 -18.9 34.46 798 42 160
26 Mar 2058.80 111.9 -7.2 31.57 55 22 118
25 Mar 2068.75 119.1 -36.95 27.97 70 26 95
24 Mar 2119.95 156.05 11 28.25 38 -8 67
21 Mar 2114.70 145.05 11.55 22.48 19 4 75
20 Mar 2085.70 133 16 27.10 41 -2 71
19 Mar 2060.95 117 18.5 26.19 55 4 53
18 Mar 2034.65 100 20.8 26.76 26 0 49
17 Mar 1991.85 79.2 8.05 29.27 13 3 49
13 Mar 1968.45 71.15 3.5 29.81 13 3 46
12 Mar 1966.70 67.65 -19.85 26.86 26 17 42
11 Mar 1976.10 87 -9.1 31.87 4 1 25
10 Mar 2010.40 96.1 -2.85 29.30 2 0 24
7 Mar 2030.00 98.95 -10.05 23.44 30 21 24
6 Mar 2018.50 109 -69.45 28.46 3 2 2
5 Mar 2010.10 178.45 0 - 0 0 0
3 Mar 1952.95 178.45 0 0.69 0 0 0
27 Feb 1891.05 178.45 0 2.85 0 0 0
26 Feb 1899.20 178.45 0 2.51 0 0 0
25 Feb 1899.20 178.45 0 2.51 0 0 0
24 Feb 1902.80 178.45 0 2.14 0 0 0
21 Feb 1905.35 178.45 0 1.88 0 0 0
20 Feb 1977.50 178.45 0 - 0 0 0
19 Feb 1978.25 178.45 0 - 0 0 0
18 Feb 2013.50 178.45 0 - 0 0 0
17 Feb 2026.95 178.45 0 - 0 0 0
13 Feb 2055.25 178.45 0 - 0 0 0
12 Feb 2025.20 178.45 0 - 0 0 0
10 Feb 2169.40 178.45 0 - 0 0 0
6 Feb 2185.35 178.45 0 - 0 0 0
5 Feb 2185.10 178.45 0 - 0 0 0
4 Feb 2111.20 178.45 0 - 0 0 0
3 Feb 2032.25 178.45 0 - 0 0 0
1 Feb 2056.25 0 0 - 0 0 0


For Lupin Limited - strike price 2000 expiring on 24APR2025

Delta for 2000 CE is 0.38

Historical price for 2000 CE is as follows

On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 43.65, which was -8.9 lower than the previous day. The implied volatity was 42.43, the open interest changed by -120 which decreased total open position to 858


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 51.4, which was -75.75 lower than the previous day. The implied volatity was 32.73, the open interest changed by 708 which increased total open position to 1001


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 127.2, which was 49.65 higher than the previous day. The implied volatity was 30.92, the open interest changed by -146 which decreased total open position to 293


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 78.15, which was 30.4 higher than the previous day. The implied volatity was 33.33, the open interest changed by 41 which increased total open position to 454


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 49, which was -34.55 lower than the previous day. The implied volatity was 31.25, the open interest changed by 188 which increased total open position to 392


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 80.85, which was -7.65 lower than the previous day. The implied volatity was 27.35, the open interest changed by 47 which increased total open position to 204


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 93, which was -18.9 lower than the previous day. The implied volatity was 34.46, the open interest changed by 42 which increased total open position to 160


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 111.9, which was -7.2 lower than the previous day. The implied volatity was 31.57, the open interest changed by 22 which increased total open position to 118


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 119.1, which was -36.95 lower than the previous day. The implied volatity was 27.97, the open interest changed by 26 which increased total open position to 95


On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 156.05, which was 11 higher than the previous day. The implied volatity was 28.25, the open interest changed by -8 which decreased total open position to 67


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 145.05, which was 11.55 higher than the previous day. The implied volatity was 22.48, the open interest changed by 4 which increased total open position to 75


On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 133, which was 16 higher than the previous day. The implied volatity was 27.10, the open interest changed by -2 which decreased total open position to 71


On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 117, which was 18.5 higher than the previous day. The implied volatity was 26.19, the open interest changed by 4 which increased total open position to 53


On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 100, which was 20.8 higher than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 49


On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 79.2, which was 8.05 higher than the previous day. The implied volatity was 29.27, the open interest changed by 3 which increased total open position to 49


On 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 71.15, which was 3.5 higher than the previous day. The implied volatity was 29.81, the open interest changed by 3 which increased total open position to 46


On 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 67.65, which was -19.85 lower than the previous day. The implied volatity was 26.86, the open interest changed by 17 which increased total open position to 42


On 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 87, which was -9.1 lower than the previous day. The implied volatity was 31.87, the open interest changed by 1 which increased total open position to 25


On 10 Mar LUPIN was trading at 2010.40. The strike last trading price was 96.1, which was -2.85 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 24


On 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 98.95, which was -10.05 lower than the previous day. The implied volatity was 23.44, the open interest changed by 21 which increased total open position to 24


On 6 Mar LUPIN was trading at 2018.50. The strike last trading price was 109, which was -69.45 lower than the previous day. The implied volatity was 28.46, the open interest changed by 2 which increased total open position to 2


On 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 178.45, 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 Mar LUPIN was trading at 1952.95. The strike last trading price was 178.45, which was 0 lower than the previous day. The implied volatity was 0.69, 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 178.45, which was 0 lower than the previous day. The implied volatity was 2.85, 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 178.45, which was 0 lower than the previous day. The implied volatity was 2.51, 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 178.45, which was 0 lower than the previous day. The implied volatity was 2.51, 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 178.45, which was 0 lower than the previous day. The implied volatity was 2.14, 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 178.45, which was 0 lower than the previous day. The implied volatity was 1.88, 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 178.45, 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 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 178.45, 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 18 Feb LUPIN was trading at 2013.50. The strike last trading price was 178.45, 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 17 Feb LUPIN was trading at 2026.95. The strike last trading price was 178.45, 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 13 Feb LUPIN was trading at 2055.25. The strike last trading price was 178.45, 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 12 Feb LUPIN was trading at 2025.20. The strike last trading price was 178.45, 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 10 Feb LUPIN was trading at 2169.40. The strike last trading price was 178.45, 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 6 Feb LUPIN was trading at 2185.35. The strike last trading price was 178.45, 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 5 Feb LUPIN was trading at 2185.10. The strike last trading price was 178.45, 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 4 Feb LUPIN was trading at 2111.20. The strike last trading price was 178.45, 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 Feb LUPIN was trading at 2032.25. The strike last trading price was 178.45, 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 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 2000 PE
Delta: -0.63
Vega: 1.56
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Apr 1923.05 105 29.05 40.10 629 -53 830
4 Apr 1971.05 76.95 51.45 36.23 5,023 71 885
3 Apr 2095.70 25.5 -32.5 33.34 3,443 -89 816
2 Apr 2009.70 58 -25.4 35.48 1,161 162 918
1 Apr 1955.40 86 36.8 36.16 1,479 124 757
28 Mar 2027.95 53.5 1.9 32.75 1,349 34 633
27 Mar 2018.80 50.9 14.75 29.64 2,465 403 604
26 Mar 2058.80 36.3 1.65 28.80 312 43 201
25 Mar 2068.75 34.3 10.8 30.24 696 74 157
24 Mar 2119.95 23 -3.05 29.91 65 4 83
21 Mar 2114.70 24.7 -7.2 29.03 49 18 79
20 Mar 2085.70 31.9 -6.05 28.93 87 23 61
19 Mar 2060.95 38.15 -7.15 28.72 47 2 38
18 Mar 2034.65 46.25 -20.2 27.79 32 15 35
17 Mar 1991.85 66.45 -23.55 27.72 21 13 19
13 Mar 1968.45 90 21.7 30.50 1 0 5
12 Mar 1966.70 68.3 0 0.00 0 0 0
11 Mar 1976.10 68.3 0 0.00 0 0 0
10 Mar 2010.40 68.3 0 0.00 0 3 0
7 Mar 2030.00 68.3 18.3 32.24 4 3 5
6 Mar 2018.50 50 -0.05 24.43 1 0 1
5 Mar 2010.10 50.05 -30.7 22.88 1 0 0
3 Mar 1952.95 80.75 0 - 0 0 0
27 Feb 1891.05 80.75 0 - 0 0 0
26 Feb 1899.20 80.75 0 - 0 0 0
25 Feb 1899.20 80.75 0 - 0 0 0
24 Feb 1902.80 80.75 0 - 0 0 0
21 Feb 1905.35 80.75 0 - 0 0 0
20 Feb 1977.50 80.75 0 0.20 0 0 0
19 Feb 1978.25 80.75 0 0.09 0 0 0
18 Feb 2013.50 80.75 0 1.54 0 0 0
17 Feb 2026.95 80.75 0 2.16 0 0 0
13 Feb 2055.25 80.75 0 2.87 0 0 0
12 Feb 2025.20 80.75 0 2.03 0 0 0
10 Feb 2169.40 80.75 0 5.70 0 0 0
6 Feb 2185.35 80.75 0 6.11 0 0 0
5 Feb 2185.10 80.75 0 6.09 0 0 0
4 Feb 2111.20 80.75 0 4.23 0 0 0
3 Feb 2032.25 80.75 0 2.21 0 0 0
1 Feb 2056.25 80.75 0 2.75 0 0 0


For Lupin Limited - strike price 2000 expiring on 24APR2025

Delta for 2000 PE is -0.63

Historical price for 2000 PE is as follows

On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 105, which was 29.05 higher than the previous day. The implied volatity was 40.10, the open interest changed by -53 which decreased total open position to 830


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 76.95, which was 51.45 higher than the previous day. The implied volatity was 36.23, the open interest changed by 71 which increased total open position to 885


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 25.5, which was -32.5 lower than the previous day. The implied volatity was 33.34, the open interest changed by -89 which decreased total open position to 816


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 58, which was -25.4 lower than the previous day. The implied volatity was 35.48, the open interest changed by 162 which increased total open position to 918


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 86, which was 36.8 higher than the previous day. The implied volatity was 36.16, the open interest changed by 124 which increased total open position to 757


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 53.5, which was 1.9 higher than the previous day. The implied volatity was 32.75, the open interest changed by 34 which increased total open position to 633


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 50.9, which was 14.75 higher than the previous day. The implied volatity was 29.64, the open interest changed by 403 which increased total open position to 604


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 36.3, which was 1.65 higher than the previous day. The implied volatity was 28.80, the open interest changed by 43 which increased total open position to 201


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 34.3, which was 10.8 higher than the previous day. The implied volatity was 30.24, the open interest changed by 74 which increased total open position to 157


On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 23, which was -3.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 4 which increased total open position to 83


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 24.7, which was -7.2 lower than the previous day. The implied volatity was 29.03, the open interest changed by 18 which increased total open position to 79


On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 31.9, which was -6.05 lower than the previous day. The implied volatity was 28.93, the open interest changed by 23 which increased total open position to 61


On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 38.15, which was -7.15 lower than the previous day. The implied volatity was 28.72, the open interest changed by 2 which increased total open position to 38


On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 46.25, which was -20.2 lower than the previous day. The implied volatity was 27.79, the open interest changed by 15 which increased total open position to 35


On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 66.45, which was -23.55 lower than the previous day. The implied volatity was 27.72, the open interest changed by 13 which increased total open position to 19


On 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 90, which was 21.7 higher than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 5


On 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 68.3, 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 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 68.3, 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 10 Mar LUPIN was trading at 2010.40. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 68.3, which was 18.3 higher than the previous day. The implied volatity was 32.24, the open interest changed by 3 which increased total open position to 5


On 6 Mar LUPIN was trading at 2018.50. The strike last trading price was 50, which was -0.05 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 1


On 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 50.05, which was -30.7 lower than the previous day. The implied volatity was 22.88, 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 80.75, 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 80.75, 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 80.75, 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 80.75, 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 80.75, 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 80.75, 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 80.75, 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


On 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 80.75, which was 0 lower than the previous day. The implied volatity was 0.09, 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 80.75, which was 0 lower than the previous day. The implied volatity was 1.54, 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 80.75, which was 0 lower than the previous day. The implied volatity was 2.16, 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 80.75, 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 12 Feb LUPIN was trading at 2025.20. The strike last trading price was 80.75, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0


On 10 Feb LUPIN was trading at 2169.40. The strike last trading price was 80.75, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LUPIN was trading at 2185.35. The strike last trading price was 80.75, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LUPIN was trading at 2185.10. The strike last trading price was 80.75, which was 0 lower than the previous day. The implied volatity was 6.09, 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 80.75, which was 0 lower than the previous day. The implied volatity was 4.23, 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 80.75, which was 0 lower than the previous day. The implied volatity was 2.21, 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 80.75, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0