LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 2020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.64
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 45.15 | 9.15 | 34.33 | 141 | 7 | 202 | |||
| 7 Apr | 1923.05 | 37 | -6.85 | 42.27 | 246 | 7 | 200 | |||
| 4 Apr | 1971.05 | 43.25 | -67.2 | 32.72 | 1,009 | 40 | 203 | |||
| 3 Apr | 2095.70 | 111.65 | 44.3 | 30.22 | 202 | -52 | 164 | |||
| 2 Apr | 2009.70 | 67.35 | 27.1 | 33.08 | 864 | 76 | 216 | |||
| 1 Apr | 1955.40 | 40.9 | -31.4 | 31.06 | 542 | 31 | 143 | |||
| 28 Mar | 2027.95 | 70 | -8.5 | 27.49 | 1,150 | 59 | 112 | |||
| 27 Mar | 2018.80 | 80 | -28 | 32.56 | 187 | 51 | 54 | |||
| 26 Mar | 2058.80 | 108 | 0 | 0.00 | 0 | 3 | 0 | |||
| 25 Mar | 2068.75 | 108 | 51.3 | 29.02 | 3 | 0 | 0 | |||
| 24 Mar | 2119.95 | 56.7 | 0 | - | 0 | 0 | 0 | |||
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| 21 Mar | 2114.70 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 2085.70 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 2060.95 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 2034.65 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1991.85 | 56.7 | 0 | 0.53 | 0 | 0 | 0 | |||
| 13 Mar | 1968.45 | 56.7 | 0 | 1.57 | 0 | 0 | 0 | |||
| 12 Mar | 1966.70 | 56.7 | 0 | 1.25 | 0 | 0 | 0 | |||
| 11 Mar | 1976.10 | 56.7 | 0 | 0.84 | 0 | 0 | 0 | |||
| 10 Mar | 2010.40 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 2030.00 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 2010.10 | 56.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1952.95 | 0 | 0 | 1.49 | 0 | 0 | 0 | |||
For Lupin Limited - strike price 2020 expiring on 24APR2025
Delta for 2020 CE is 0.44
Historical price for 2020 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 45.15, which was 9.15 higher than the previous day. The implied volatity was 34.33, the open interest changed by 7 which increased total open position to 202
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 37, which was -6.85 lower than the previous day. The implied volatity was 42.27, the open interest changed by 7 which increased total open position to 200
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 43.25, which was -67.2 lower than the previous day. The implied volatity was 32.72, the open interest changed by 40 which increased total open position to 203
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 111.65, which was 44.3 higher than the previous day. The implied volatity was 30.22, the open interest changed by -52 which decreased total open position to 164
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 67.35, which was 27.1 higher than the previous day. The implied volatity was 33.08, the open interest changed by 76 which increased total open position to 216
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 40.9, which was -31.4 lower than the previous day. The implied volatity was 31.06, the open interest changed by 31 which increased total open position to 143
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 70, which was -8.5 lower than the previous day. The implied volatity was 27.49, the open interest changed by 59 which increased total open position to 112
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 80, which was -28 lower than the previous day. The implied volatity was 32.56, the open interest changed by 51 which increased total open position to 54
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 108, 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 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 108, which was 51.3 higher than the previous day. The implied volatity was 29.02, 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 56.7, 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 56.7, 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 56.7, 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 56.7, 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 56.7, 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 56.7, which was 0 lower than the previous day. The implied volatity was 0.53, 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 56.7, which was 0 lower than the previous day. The implied volatity was 1.57, 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 56.7, which was 0 lower than the previous day. The implied volatity was 1.25, 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 56.7, which was 0 lower than the previous day. The implied volatity was 0.84, 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 56.7, 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 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 56.7, 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 56.7, 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 0, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24APR2025 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 120 | 0 | 0.00 | 0 | -7 | 0 |
| 7 Apr | 1923.05 | 120 | 34.45 | 41.00 | 84 | -7 | 81 |
| 4 Apr | 1971.05 | 85.95 | 54.85 | 34.77 | 679 | -25 | 91 |
| 3 Apr | 2095.70 | 31 | -36.35 | 33.14 | 585 | -2 | 116 |
| 2 Apr | 2009.70 | 68.7 | -29.2 | 36.02 | 223 | 14 | 117 |
| 1 Apr | 1955.40 | 98.85 | 40.8 | 36.64 | 374 | 9 | 106 |
| 28 Mar | 2027.95 | 62.65 | 2.15 | 32.81 | 620 | 45 | 97 |
| 27 Mar | 2018.80 | 58 | 18.6 | 29.30 | 230 | 49 | 53 |
| 26 Mar | 2058.80 | 39.4 | -1.3 | 26.82 | 3 | 0 | 3 |
| 25 Mar | 2068.75 | 40.7 | -122.85 | 30.06 | 3 | 0 | 0 |
| 24 Mar | 2119.95 | 163.55 | 0 | 4.97 | 0 | 0 | 0 |
| 21 Mar | 2114.70 | 163.55 | 0 | 4.61 | 0 | 0 | 0 |
| 20 Mar | 2085.70 | 163.55 | 0 | 3.52 | 0 | 0 | 0 |
| 19 Mar | 2060.95 | 163.55 | 0 | 2.86 | 0 | 0 | 0 |
| 18 Mar | 2034.65 | 163.55 | 0 | 1.79 | 0 | 0 | 0 |
| 17 Mar | 1991.85 | 163.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1968.45 | 163.55 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1966.70 | 163.55 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1976.10 | 163.55 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 2010.40 | 163.55 | 0 | 0.41 | 0 | 0 | 0 |
| 7 Mar | 2030.00 | 163.55 | 0 | 1.30 | 0 | 0 | 0 |
| 5 Mar | 2010.10 | 163.55 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1952.95 | 163.55 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2020 expiring on 24APR2025
Delta for 2020 PE is 0.00
Historical price for 2020 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 120, which was 34.45 higher than the previous day. The implied volatity was 41.00, the open interest changed by -7 which decreased total open position to 81
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 85.95, which was 54.85 higher than the previous day. The implied volatity was 34.77, the open interest changed by -25 which decreased total open position to 91
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 31, which was -36.35 lower than the previous day. The implied volatity was 33.14, the open interest changed by -2 which decreased total open position to 116
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 68.7, which was -29.2 lower than the previous day. The implied volatity was 36.02, the open interest changed by 14 which increased total open position to 117
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 98.85, which was 40.8 higher than the previous day. The implied volatity was 36.64, the open interest changed by 9 which increased total open position to 106
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 62.65, which was 2.15 higher than the previous day. The implied volatity was 32.81, the open interest changed by 45 which increased total open position to 97
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 58, which was 18.6 higher than the previous day. The implied volatity was 29.30, the open interest changed by 49 which increased total open position to 53
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 39.4, which was -1.3 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 3
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 40.7, which was -122.85 lower than the previous day. The implied volatity was 30.06, 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 163.55, which was 0 lower than the previous day. The implied volatity was 4.97, 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 163.55, which was 0 lower than the previous day. The implied volatity was 4.61, 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 163.55, which was 0 lower than the previous day. The implied volatity was 3.52, 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 163.55, which was 0 lower than the previous day. The implied volatity was 2.86, 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 163.55, which was 0 lower than the previous day. The implied volatity was 1.79, 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 163.55, 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 163.55, 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 163.55, 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 163.55, 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 Mar LUPIN was trading at 2010.40. The strike last trading price was 163.55, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 163.55, which was 0 lower than the previous day. The implied volatity was 1.30, 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 163.55, 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 163.55, 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
