LUPIN

Lupin Limited

2051.8 -18.90 (-0.91%)

L: 2036.7 H: 2073

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Historical option data for LUPIN
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LUPIN 30-DEC-2025 2020 CE
Delta: 0.73 Vega: 1.63 Theta: -1.02 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	2051.80	60.25 ₹ 25,606.25	-12.35 -5248.75	16.15	4 1,700	-1 -425	104 44,200
8 Dec	2070.70	73.7 ₹ 31,322.5	-21.4 -9095.00	17.46	27 11,475	-7 -2,975	105 44,625
5 Dec	2098.80	93.85 ₹ 39,886.25	-0.85 -361.25	17.87	12 5,100	-3 -1,275	114 48,450
4 Dec	2092.00	93.3 ₹ 39,652.5	10.45 4441.25	17.94	3 1,275	0 0	117 49,725
3 Dec	2080.10	82.85 ₹ 35,211.25	-12.2 -5185.00	14.71	44 18,700	-19 -8,075	116 49,300
2 Dec	2082.70	95.05 ₹ 40,396.25	7.4 3145.00	17.07	4 1,700	-2 -850	135 57,375
1 Dec	2081.90	87.65 ₹ 37,251.25	-5.65 -2401.25	17.21	7 2,975	0 0	138 58,650
28 Nov	2082.20	94 ₹ 39,950	6.15 2613.75	18.43	16 6,800	-5 -2,125	137 58,225
27 Nov	2071.40	87.85 ₹ 37,336.25	-0.45 -191.25	17.32	18 7,650	0 0	143 60,775
26 Nov	2071.60	88.55 ₹ 37,633.75	14.3 6077.50	18.33	75 31,875	-11 -4,675	146 62,050
25 Nov	2042.30	73.25 ₹ 31,131.25	25.25 10731.25	20.26	1,002 4,25,850	46 19,550	158 67,150
24 Nov	1999.60	46.85 ₹ 19,911.25	-19.9 -8457.50	21.47	234 99,450	73 31,025	109 46,325
21 Nov	2029.40	66.6 ₹ 28,305	-4.25 -1806.25	18.52	79 33,575	16 6,800	34 14,450

20 Nov	2030.80	71.5 ₹ 30,387.5	-3.95 -1678.75	21.68	26 11,050	11 4,675	18 7,650
19 Nov	2025.40	75.15 ₹ 31,938.75	-14.85 -6311.25	22.46	6 2,550	2 850	3 1,275
18 Nov	2047.40	90 ₹ 38,250	23.05 9796.25	-	0 0	0 0	0 0
17 Nov	2052.10	90 ₹ 38,250	23.05 9796.25	-	0 0	0 0	0 0
14 Nov	2055.30	90 ₹ 38,250	23.05 9796.25	-	0 0	1 425	0 0
13 Nov	2052.90	90 ₹ 38,250	23.05 9796.25	19.03	1 425	0 0	0 0
12 Nov	2033.90	66.95 ₹ 28,453.75	0.15 63.75	13.98	2 850	-1 -425	1 425
11 Nov	1975.90	66.8 ₹ 28,390	-6.55 -2783.75	-	0 0	-1 -425	0 0
10 Nov	1990.20	66.8 ₹ 28,390	-6.55 -2783.75	24.01	4 1,700	-2 -850	1 425
7 Nov	1971.80	73.35 ₹ 31,173.75	17.35 7373.75	27.87	3 1,275	-1 -425	2 850
6 Nov	1955.50	56 ₹ 23,800	-18.55 -7883.75	23.77	3 1,275	0 0	3 1,275
4 Nov	1997.00	74.55 ₹ 31,683.75	10.55 4483.75	-	0 0	1 425	0 0
3 Nov	1983.80	74.55 ₹ 31,683.75	10.55 4483.75	22.05	1 425	0 0	2 850
31 Oct	1963.50	64 ₹ 27,200	-4.35 -1848.75	-	2 850	0 0	0 0
30 Oct	1945.80	68.35 ₹ 29,048.75	0 0.00	1.60	0 0	0 0	0 0

For Lupin Limited - strike price 2020 expiring on 30DEC2025

Delta for 2020 CE is 0.73

Historical price for 2020 CE is as follows

On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 60.25, which was -12.35 lower than the previous day. The implied volatity was 16.15, the open interest changed by -1 which decreased total open position to 104

On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 73.7, which was -21.4 lower than the previous day. The implied volatity was 17.46, the open interest changed by -7 which decreased total open position to 105

On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 93.85, which was -0.85 lower than the previous day. The implied volatity was 17.87, the open interest changed by -3 which decreased total open position to 114

On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 93.3, which was 10.45 higher than the previous day. The implied volatity was 17.94, the open interest changed by 0 which decreased total open position to 117

On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 82.85, which was -12.2 lower than the previous day. The implied volatity was 14.71, the open interest changed by -19 which decreased total open position to 116

On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 95.05, which was 7.4 higher than the previous day. The implied volatity was 17.07, the open interest changed by -2 which decreased total open position to 135

On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 87.65, which was -5.65 lower than the previous day. The implied volatity was 17.21, the open interest changed by 0 which decreased total open position to 138

On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 94, which was 6.15 higher than the previous day. The implied volatity was 18.43, the open interest changed by -5 which decreased total open position to 137

On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 87.85, which was -0.45 lower than the previous day. The implied volatity was 17.32, the open interest changed by 0 which decreased total open position to 143

On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 88.55, which was 14.3 higher than the previous day. The implied volatity was 18.33, the open interest changed by -11 which decreased total open position to 146

On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 73.25, which was 25.25 higher than the previous day. The implied volatity was 20.26, the open interest changed by 46 which increased total open position to 158

On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 46.85, which was -19.9 lower than the previous day. The implied volatity was 21.47, the open interest changed by 73 which increased total open position to 109

On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 66.6, which was -4.25 lower than the previous day. The implied volatity was 18.52, the open interest changed by 16 which increased total open position to 34

On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 71.5, which was -3.95 lower than the previous day. The implied volatity was 21.68, the open interest changed by 11 which increased total open position to 18

On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 75.15, which was -14.85 lower than the previous day. The implied volatity was 22.46, the open interest changed by 2 which increased total open position to 3

On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 90, which was 23.05 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 90, which was 23.05 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 90, which was 23.05 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 90, which was 23.05 higher than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 0

On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 66.95, which was 0.15 higher than the previous day. The implied volatity was 13.98, the open interest changed by -1 which decreased total open position to 1

On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 66.8, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 66.8, which was -6.55 lower than the previous day. The implied volatity was 24.01, the open interest changed by -2 which decreased total open position to 1

On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 73.35, which was 17.35 higher than the previous day. The implied volatity was 27.87, the open interest changed by -1 which decreased total open position to 2

On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 56, which was -18.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 3

On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 74.55, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 74.55, which was 10.55 higher than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 2

On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 64, which was -4.35 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 68.35, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0

LUPIN 30DEC2025 2020 PE
Delta: -0.32 Vega: 1.76 Theta: -0.71 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	2051.80	22.15 ₹ 9,413.75	4.25 1806.25	21.32	171 72,675	-24 -10,200	249 1,05,825
8 Dec	2070.70	18.25 ₹ 7,756.25	6.8 2890.00	21.02	116 49,300	0 0	272 1,15,600
5 Dec	2098.80	12.3 ₹ 5,227.5	-1.45 -616.25	19.36	90 38,250	-5 -2,125	275 1,16,875
4 Dec	2092.00	14.2 ₹ 6,035	-3.4 -1445.00	19.98	113 48,025	45 19,125	282 1,19,850
3 Dec	2080.10	17.4 ₹ 7,395	-0.45 -191.25	20.46	51 21,675	2 850	237 1,00,725
2 Dec	2082.70	17.2 ₹ 7,310	-3.45 -1466.25	21.33	68 28,900	1 425	236 1,00,300
1 Dec	2081.90	20 ₹ 8,500	-1.9 -807.50	21.13	202 85,850	57 24,225	234 99,450
28 Nov	2082.20	22.5 ₹ 9,562.5	-1.4 -595.00	21.82	43 18,275	-6 -2,550	178 75,650
27 Nov	2071.40	23.5 ₹ 9,987.5	-1.65 -701.25	21.19	106 45,050	-4 -1,700	184 78,200
26 Nov	2071.60	25.25 ₹ 10,731.25	-12.5 -5312.50	21.37	206 87,550	22 9,350	187 79,475
25 Nov	2042.30	39 ₹ 16,575	-18.85 -8011.25	22.79	424 1,80,200	119 50,575	165 70,125
24 Nov	1999.60	59.55 ₹ 25,308.75	13.7 5822.50	20.91	80 34,000	15 6,375	46 19,550
21 Nov	2029.40	46 ₹ 19,550	-1.1 -467.50	23.17	61 25,925	16 6,800	31 13,175
20 Nov	2030.80	46.75 ₹ 19,868.75	-3.25 -1381.25	22.16	17 7,225	6 2,550	15 6,375
19 Nov	2025.40	50 ₹ 21,250	3.8 1615.00	23.37	4 1,700	1 425	9 3,825
18 Nov	2047.40	46.2 ₹ 19,635	2.8 1190.00	25.41	1 425	0 0	9 3,825
17 Nov	2052.10	43.4 ₹ 18,445	2.4 1020.00	24.67	3 1,275	0 0	8 3,400
14 Nov	2055.30	41 ₹ 17,425	-19 -8075.00	23.29	2 850	0 0	6 2,550
13 Nov	2052.90	60 ₹ 25,500	-30.05 -12771.25	-	0 0	1 425	0 0
12 Nov	2033.90	60 ₹ 25,500	-30.05 -12771.25	27.57	1 425	0 0	5 2,125
11 Nov	1975.90	90.05 ₹ 38,271.25	-58.4 -24820.00	-	0 0	0 0	0 0
10 Nov	1990.20	90.05 ₹ 38,271.25	-58.4 -24820.00	-	0 0	0 0	0 0
7 Nov	1971.80	90.05 ₹ 38,271.25	-58.4 -24820.00	-	0 0	0 0	0 0
6 Nov	1955.50	90.05 ₹ 38,271.25	-58.4 -24820.00	-	0 0	0 0	0 0
4 Nov	1997.00	90.05 ₹ 38,271.25	-58.4 -24820.00	-	0 0	0 0	0 0
3 Nov	1983.80	90.05 ₹ 38,271.25	-58.4 -24820.00	-	0 0	5 2,125	0 0
31 Oct	1963.50	90.05 ₹ 38,271.25	-58.4 -24820.00	-	5 2,125	4 1,700	4 1,700
30 Oct	1945.80	148.45 ₹ 63,091.25	0 0.00	-	0 0	0 0	0 0

For Lupin Limited - strike price 2020 expiring on 30DEC2025

Delta for 2020 PE is -0.32

Historical price for 2020 PE is as follows

On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 22.15, which was 4.25 higher than the previous day. The implied volatity was 21.32, the open interest changed by -24 which decreased total open position to 249

On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 18.25, which was 6.8 higher than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 272

On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 12.3, which was -1.45 lower than the previous day. The implied volatity was 19.36, the open interest changed by -5 which decreased total open position to 275

On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 14.2, which was -3.4 lower than the previous day. The implied volatity was 19.98, the open interest changed by 45 which increased total open position to 282

On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 17.4, which was -0.45 lower than the previous day. The implied volatity was 20.46, the open interest changed by 2 which increased total open position to 237

On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 17.2, which was -3.45 lower than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 236

On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 20, which was -1.9 lower than the previous day. The implied volatity was 21.13, the open interest changed by 57 which increased total open position to 234

On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 22.5, which was -1.4 lower than the previous day. The implied volatity was 21.82, the open interest changed by -6 which decreased total open position to 178

On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 23.5, which was -1.65 lower than the previous day. The implied volatity was 21.19, the open interest changed by -4 which decreased total open position to 184

On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 25.25, which was -12.5 lower than the previous day. The implied volatity was 21.37, the open interest changed by 22 which increased total open position to 187

On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 39, which was -18.85 lower than the previous day. The implied volatity was 22.79, the open interest changed by 119 which increased total open position to 165

On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 59.55, which was 13.7 higher than the previous day. The implied volatity was 20.91, the open interest changed by 15 which increased total open position to 46

On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 46, which was -1.1 lower than the previous day. The implied volatity was 23.17, the open interest changed by 16 which increased total open position to 31

On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 46.75, which was -3.25 lower than the previous day. The implied volatity was 22.16, the open interest changed by 6 which increased total open position to 15

On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 50, which was 3.8 higher than the previous day. The implied volatity was 23.37, the open interest changed by 1 which increased total open position to 9

On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 46.2, which was 2.8 higher than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 9

On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 43.4, which was 2.4 higher than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 8

On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 41, which was -19 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 6

On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 60, which was -30.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 60, which was -30.05 lower than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 5

On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 90.05, which was -58.4 lower 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 90.05, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 90.05, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 90.05, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 90.05, which was -58.4 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 90.05, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 90.05, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

On 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 148.45, 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

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