LUPIN
Lupin Limited
Historical option data for LUPIN
14 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 1.47
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2015.85 | 47 | -24.45 | 20.00 | 465 | 32 | 333 | |||
| 13 Nov | 2039.00 | 71.45 | -26.90 | 22.80 | 327 | -2 | 305 | |||
| 12 Nov | 2090.10 | 98.35 | -9.35 | 21.33 | 140 | -42 | 318 | |||
| 11 Nov | 2084.90 | 107.7 | -16.15 | 27.45 | 369 | -120 | 361 | |||
| 8 Nov | 2104.60 | 123.85 | -21.15 | 27.89 | 421 | 15 | 481 | |||
| 7 Nov | 2111.50 | 145 | -55.00 | 37.02 | 221 | -23 | 485 | |||
| 6 Nov | 2166.05 | 200 | -10.55 | 40.16 | 11 | 1 | 507 | |||
| 5 Nov | 2181.75 | 210.55 | -15.10 | 43.16 | 189 | 139 | 516 | |||
| 4 Nov | 2188.35 | 225.65 | 0.00 | 42.28 | 28 | -3 | 377 | |||
| 1 Nov | 2197.70 | 225.65 | 0.00 | 0.00 | 0 | 19 | 0 | |||
| 31 Oct | 2186.95 | 225.65 | 17.65 | - | 140 | 19 | 380 | |||
| 30 Oct | 2158.25 | 208 | -28.00 | - | 257 | 194 | 359 | |||
| 29 Oct | 2206.15 | 236 | -3.40 | - | 15 | 5 | 164 | |||
| 28 Oct | 2204.70 | 239.4 | 31.45 | - | 241 | -166 | 159 | |||
| 25 Oct | 2156.70 | 207.95 | 42.95 | - | 542 | 317 | 325 | |||
| 24 Oct | 2131.55 | 165 | 30.00 | - | 9 | 6 | 8 | |||
| 23 Oct | 2074.55 | 135 | -143.30 | - | 2 | 1 | 1 | |||
| 22 Oct | 2132.05 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 2243.90 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 278.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 278.3 | 278.30 | - | 0 | 0 | 0 | |||
| 23 Sept | 2182.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 2151.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 2171.90 | 0 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 CE is 0.64
Historical price for 2000 CE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 47, which was -24.45 lower than the previous day. The implied volatity was 20.00, the open interest changed by 32 which increased total open position to 333
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 71.45, which was -26.90 lower than the previous day. The implied volatity was 22.80, the open interest changed by -2 which decreased total open position to 305
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 98.35, which was -9.35 lower than the previous day. The implied volatity was 21.33, the open interest changed by -42 which decreased total open position to 318
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 107.7, which was -16.15 lower than the previous day. The implied volatity was 27.45, the open interest changed by -120 which decreased total open position to 361
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 123.85, which was -21.15 lower than the previous day. The implied volatity was 27.89, the open interest changed by 15 which increased total open position to 481
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 145, which was -55.00 lower than the previous day. The implied volatity was 37.02, the open interest changed by -23 which decreased total open position to 485
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 200, which was -10.55 lower than the previous day. The implied volatity was 40.16, the open interest changed by 1 which increased total open position to 507
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 210.55, which was -15.10 lower than the previous day. The implied volatity was 43.16, the open interest changed by 139 which increased total open position to 516
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 225.65, which was 0.00 lower than the previous day. The implied volatity was 42.28, the open interest changed by -3 which decreased total open position to 377
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 225.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 225.65, which was 17.65 higher 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 208, which was -28.00 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 236, which was -3.40 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 239.4, which was 31.45 higher 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 207.95, which was 42.95 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 165, which was 30.00 higher 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 135, which was -143.30 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 278.3, 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 278.3, 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 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 278.3, 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 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 278.3, 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 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 278.3, 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 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 278.3, 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 278.3, 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 278.3, 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 278.3, 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 278.3, 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 278.3, which was 278.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept LUPIN was trading at 2182.25. The strike last trading price was 0, 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 20 Sept LUPIN was trading at 2151.70. The strike last trading price was 0, 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 19 Sept LUPIN was trading at 2171.90. 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 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 1.51
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2015.85 | 28.9 | 6.45 | 26.29 | 1,991 | 4 | 763 |
| 13 Nov | 2039.00 | 22.45 | 7.85 | 27.48 | 2,245 | 83 | 778 |
| 12 Nov | 2090.10 | 14.6 | -1.55 | 27.38 | 1,327 | -19 | 699 |
| 11 Nov | 2084.90 | 16.15 | -1.90 | 28.01 | 2,134 | 39 | 719 |
| 8 Nov | 2104.60 | 18.05 | -18.95 | 29.56 | 4,384 | 56 | 679 |
| 7 Nov | 2111.50 | 37 | 16.40 | 42.12 | 1,773 | 193 | 625 |
| 6 Nov | 2166.05 | 20.6 | -4.40 | 39.41 | 849 | -3 | 433 |
| 5 Nov | 2181.75 | 25 | 0.30 | 42.39 | 2,052 | 77 | 436 |
| 4 Nov | 2188.35 | 24.7 | 0.70 | 43.57 | 462 | 108 | 360 |
| 1 Nov | 2197.70 | 24 | -1.30 | 42.22 | 44 | 0 | 252 |
| 31 Oct | 2186.95 | 25.3 | -8.10 | - | 239 | 40 | 252 |
| 30 Oct | 2158.25 | 33.4 | 13.90 | - | 207 | 10 | 213 |
| 29 Oct | 2206.15 | 19.5 | -0.50 | - | 191 | -9 | 203 |
| 28 Oct | 2204.70 | 20 | -17.50 | - | 209 | 29 | 213 |
| 25 Oct | 2156.70 | 37.5 | 10.50 | - | 240 | 94 | 184 |
| 24 Oct | 2131.55 | 27 | -14.00 | - | 82 | 16 | 90 |
| 23 Oct | 2074.55 | 41 | 9.00 | - | 75 | 55 | 70 |
| 22 Oct | 2132.05 | 32 | 8.35 | - | 7 | 4 | 14 |
| 21 Oct | 2151.95 | 23.65 | 9.15 | - | 12 | 0 | 11 |
| 17 Oct | 2176.30 | 14.5 | 2.50 | - | 3 | 1 | 11 |
| 16 Oct | 2195.30 | 12 | 4.00 | - | 1 | 0 | 10 |
| 15 Oct | 2250.90 | 8 | -2.05 | - | 2 | 0 | 10 |
| 14 Oct | 2243.90 | 10.05 | -1.10 | - | 5 | 2 | 9 |
| 11 Oct | 2224.50 | 11.15 | -8.85 | - | 7 | 4 | 5 |
| 10 Oct | 2154.65 | 20 | -28.55 | - | 1 | 0 | 0 |
| 9 Oct | 2286.05 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 48.55 | 48.55 | - | 0 | 0 | 0 |
| 23 Sept | 2182.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 2151.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 2171.90 | 0 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 PE is -0.39
Historical price for 2000 PE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 28.9, which was 6.45 higher than the previous day. The implied volatity was 26.29, the open interest changed by 4 which increased total open position to 763
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 22.45, which was 7.85 higher than the previous day. The implied volatity was 27.48, the open interest changed by 83 which increased total open position to 778
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 14.6, which was -1.55 lower than the previous day. The implied volatity was 27.38, the open interest changed by -19 which decreased total open position to 699
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 16.15, which was -1.90 lower than the previous day. The implied volatity was 28.01, the open interest changed by 39 which increased total open position to 719
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 18.05, which was -18.95 lower than the previous day. The implied volatity was 29.56, the open interest changed by 56 which increased total open position to 679
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 37, which was 16.40 higher than the previous day. The implied volatity was 42.12, the open interest changed by 193 which increased total open position to 625
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 20.6, which was -4.40 lower than the previous day. The implied volatity was 39.41, the open interest changed by -3 which decreased total open position to 433
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 25, which was 0.30 higher than the previous day. The implied volatity was 42.39, the open interest changed by 77 which increased total open position to 436
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 24.7, which was 0.70 higher than the previous day. The implied volatity was 43.57, the open interest changed by 108 which increased total open position to 360
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 24, which was -1.30 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 252
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 25.3, which was -8.10 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 33.4, which was 13.90 higher 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 19.5, which was -0.50 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 20, which was -17.50 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 37.5, which was 10.50 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 27, which was -14.00 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 41, which was 9.00 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 32, which was 8.35 higher 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 23.65, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 14.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 12, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 8, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 10.05, which was -1.10 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 11.15, which was -8.85 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 20, which was -28.55 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 48.55, 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 48.55, 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 48.55, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept LUPIN was trading at 2182.25. The strike last trading price was 0, 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 20 Sept LUPIN was trading at 2151.70. The strike last trading price was 0, 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 19 Sept LUPIN was trading at 2171.90. 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
