LUPIN
Lupin Limited
Historical option data for LUPIN
21 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 1.05
Theta: -2.20
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2043.00 | 41.8 | 2.45 | 24.63 | 706 | 13 | 221 | |||
| 20 Nov | 2038.20 | 39.35 | 0.00 | 24.91 | 808 | -15 | 206 | |||
| 19 Nov | 2038.20 | 39.35 | -4.00 | 24.91 | 808 | -17 | 206 | |||
| 18 Nov | 2035.75 | 43.35 | 7.40 | 23.45 | 1,557 | 60 | 221 | |||
| 14 Nov | 2015.85 | 35.95 | -22.40 | 20.33 | 824 | 138 | 162 | |||
| 13 Nov | 2039.00 | 58.35 | -25.30 | 23.07 | 77 | 4 | 25 | |||
| 12 Nov | 2090.10 | 83.65 | -7.20 | 22.38 | 21 | 0 | 21 | |||
| 11 Nov | 2084.90 | 90.85 | -37.55 | 26.03 | 31 | 13 | 21 | |||
| 8 Nov | 2104.60 | 128.4 | -68.80 | 39.82 | 1 | 0 | 8 | |||
| 7 Nov | 2111.50 | 197.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2166.05 | 197.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 2181.75 | 197.2 | -11.70 | 44.29 | 17 | 2 | 7 | |||
| 4 Nov | 2188.35 | 208.9 | 11.90 | 41.56 | 5 | 1 | 5 | |||
| 1 Nov | 2197.70 | 197 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 2186.95 | 197 | -35.10 | - | 4 | 2 | 2 | |||
| 30 Oct | 2158.25 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2206.15 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2204.70 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2156.70 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 24 Oct | 2131.55 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2074.55 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2243.90 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 232.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 232.1 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2020 expiring on 28NOV2024
Delta for 2020 CE is 0.65
Historical price for 2020 CE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 41.8, which was 2.45 higher than the previous day. The implied volatity was 24.63, the open interest changed by 13 which increased total open position to 221
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 39.35, which was 0.00 lower than the previous day. The implied volatity was 24.91, the open interest changed by -15 which decreased total open position to 206
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 39.35, which was -4.00 lower than the previous day. The implied volatity was 24.91, the open interest changed by -17 which decreased total open position to 206
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 43.35, which was 7.40 higher than the previous day. The implied volatity was 23.45, the open interest changed by 60 which increased total open position to 221
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 35.95, which was -22.40 lower than the previous day. The implied volatity was 20.33, the open interest changed by 138 which increased total open position to 162
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 58.35, which was -25.30 lower than the previous day. The implied volatity was 23.07, the open interest changed by 4 which increased total open position to 25
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 83.65, which was -7.20 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 21
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 90.85, which was -37.55 lower than the previous day. The implied volatity was 26.03, the open interest changed by 13 which increased total open position to 21
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 128.4, which was -68.80 lower than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 8
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 197.2, 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 197.2, which was 0.00 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 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 197.2, which was -11.70 lower than the previous day. The implied volatity was 44.29, the open interest changed by 2 which increased total open position to 7
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 208.9, which was 11.90 higher than the previous day. The implied volatity was 41.56, the open interest changed by 1 which increased total open position to 5
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 197, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 197, which was -35.10 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, 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 232.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 1.06
Theta: -1.88
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2043.00 | 19.95 | -5.00 | 27.48 | 837 | -13 | 292 |
| 20 Nov | 2038.20 | 24.95 | 0.00 | 25.01 | 831 | 13 | 304 |
| 19 Nov | 2038.20 | 24.95 | -5.00 | 25.01 | 831 | 12 | 304 |
| 18 Nov | 2035.75 | 29.95 | -7.55 | 29.79 | 1,940 | -110 | 295 |
| 14 Nov | 2015.85 | 37.5 | 8.10 | 26.15 | 1,387 | 166 | 404 |
| 13 Nov | 2039.00 | 29.4 | 10.70 | 27.43 | 852 | 104 | 237 |
| 12 Nov | 2090.10 | 18.7 | -2.15 | 26.70 | 602 | -51 | 172 |
| 11 Nov | 2084.90 | 20.85 | -1.40 | 27.66 | 596 | -33 | 227 |
| 8 Nov | 2104.60 | 22.25 | -19.45 | 29.00 | 1,309 | 69 | 258 |
| 7 Nov | 2111.50 | 41.7 | 17.50 | 41.15 | 392 | 108 | 186 |
| 6 Nov | 2166.05 | 24.2 | -4.60 | 38.96 | 85 | 21 | 81 |
| 5 Nov | 2181.75 | 28.8 | 0.70 | 41.88 | 211 | -1 | 61 |
| 4 Nov | 2188.35 | 28.1 | 2.90 | 42.94 | 103 | 49 | 65 |
| 1 Nov | 2197.70 | 25.2 | -5.90 | 40.35 | 3 | 2 | 16 |
| 31 Oct | 2186.95 | 31.1 | -13.90 | - | 14 | 11 | 13 |
| 30 Oct | 2158.25 | 45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2206.15 | 45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2204.70 | 45 | 0.00 | - | 0 | 2 | 0 |
| 25 Oct | 2156.70 | 45 | 6.35 | - | 2 | 1 | 1 |
| 24 Oct | 2131.55 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2195.30 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2250.90 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2243.90 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 38.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 38.65 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2020 expiring on 28NOV2024
Delta for 2020 PE is -0.37
Historical price for 2020 PE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 19.95, which was -5.00 lower than the previous day. The implied volatity was 27.48, the open interest changed by -13 which decreased total open position to 292
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 13 which increased total open position to 304
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 24.95, which was -5.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 12 which increased total open position to 304
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 29.95, which was -7.55 lower than the previous day. The implied volatity was 29.79, the open interest changed by -110 which decreased total open position to 295
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 37.5, which was 8.10 higher than the previous day. The implied volatity was 26.15, the open interest changed by 166 which increased total open position to 404
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 29.4, which was 10.70 higher than the previous day. The implied volatity was 27.43, the open interest changed by 104 which increased total open position to 237
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 18.7, which was -2.15 lower than the previous day. The implied volatity was 26.70, the open interest changed by -51 which decreased total open position to 172
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 20.85, which was -1.40 lower than the previous day. The implied volatity was 27.66, the open interest changed by -33 which decreased total open position to 227
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 22.25, which was -19.45 lower than the previous day. The implied volatity was 29.00, the open interest changed by 69 which increased total open position to 258
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 41.7, which was 17.50 higher than the previous day. The implied volatity was 41.15, the open interest changed by 108 which increased total open position to 186
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 24.2, which was -4.60 lower than the previous day. The implied volatity was 38.96, the open interest changed by 21 which increased total open position to 81
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 28.8, which was 0.70 higher than the previous day. The implied volatity was 41.88, the open interest changed by -1 which decreased total open position to 61
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 28.1, which was 2.90 higher than the previous day. The implied volatity was 42.94, the open interest changed by 49 which increased total open position to 65
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 25.2, which was -5.90 lower than the previous day. The implied volatity was 40.35, the open interest changed by 2 which increased total open position to 16
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 31.1, which was -13.90 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 45, 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 45, 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 45, 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 45, which was 6.35 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, 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 38.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
