[--[65.84.65.76]--]

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
LUPIN 30-DEC-2025 2040 CE
Delta: 0.63
Vega: 1.85
Theta: -1.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2051.80 48.5 -11.5 17.03 222 -3 263
8 Dec 2070.70 59.85 -17.8 17.64 56 2 268
5 Dec 2098.80 77.1 -1.85 17.03 35 -11 268
4 Dec 2092.00 76.4 4.1 16.94 52 -8 279
3 Dec 2080.10 73.3 -7.55 17.91 60 8 287
2 Dec 2082.70 81.5 2.65 18.04 62 3 285
1 Dec 2081.90 79.05 -0.65 20.17 102 -4 283
28 Nov 2082.20 79.05 5.6 18.11 79 -6 287
27 Nov 2071.40 74.75 0.25 17.78 152 -1 294
26 Nov 2071.60 74.85 11.85 18.31 810 -41 295
25 Nov 2042.30 63.45 24.05 20.96 2,391 77 334
24 Nov 1999.60 38.45 -18.4 21.40 400 -2 258
21 Nov 2029.40 57 -4.2 19.09 483 151 260
20 Nov 2030.80 60.35 -3.7 21.43 120 56 110
19 Nov 2025.40 64.5 -12.4 22.40 82 26 50
18 Nov 2047.40 76.8 -6.65 21.31 16 5 24
17 Nov 2052.10 85.4 2.4 23.22 12 6 18
14 Nov 2055.30 83 -4 21.09 3 -1 12
13 Nov 2052.90 87 13.5 21.89 2 0 12
12 Nov 2033.90 76 25 21.41 17 7 12
11 Nov 1975.90 51 -12 22.66 5 2 4
10 Nov 1990.20 63 10.95 25.71 6 0 1
7 Nov 1971.80 52.05 -1.95 23.45 5 1 2
6 Nov 1955.50 54 -0.35 23.67 1 0 1
4 Nov 1997.00 54.35 -29.5 - 0 0 0
3 Nov 1983.80 54.35 -29.5 - 0 0 0
31 Oct 1963.50 54.35 -29.5 - 0 0 0
30 Oct 1945.80 54.35 -29.5 - 0 0 0
28 Oct 1918.70 54.35 -29.5 - 0 0 0
27 Oct 1922.90 54.35 -29.5 - 0 0 0
24 Oct 1931.20 54.35 -29.5 - 0 1 0
23 Oct 1939.80 54.35 -29.5 23.74 1 0 0
21 Oct 1942.30 83.85 0 - 0 0 0
20 Oct 1943.80 83.85 0 - 0 0 0
17 Oct 1940.00 83.85 0 1.96 0 0 0
16 Oct 1951.20 83.85 0 - 0 0 0
15 Oct 1940.50 83.85 0 - 0 0 0
14 Oct 1937.30 83.85 0 - 0 0 0
13 Oct 1972.40 83.85 0 - 0 0 0
10 Oct 1959.30 83.85 0 - 0 0 0
9 Oct 1957.60 83.85 0 - 0 0 0
8 Oct 1905.60 83.85 0 - 0 0 0
7 Oct 1924.80 83.85 0 - 0 0 0
6 Oct 1937.30 0 0 - 0 0 0
3 Oct 1973.60 0 0 0.53 0 0 0


For Lupin Limited - strike price 2040 expiring on 30DEC2025

Delta for 2040 CE is 0.63

Historical price for 2040 CE is as follows

On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 48.5, which was -11.5 lower than the previous day. The implied volatity was 17.03, the open interest changed by -3 which decreased total open position to 263


On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 59.85, which was -17.8 lower than the previous day. The implied volatity was 17.64, the open interest changed by 2 which increased total open position to 268


On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 77.1, which was -1.85 lower than the previous day. The implied volatity was 17.03, the open interest changed by -11 which decreased total open position to 268


On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 76.4, which was 4.1 higher than the previous day. The implied volatity was 16.94, the open interest changed by -8 which decreased total open position to 279


On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 73.3, which was -7.55 lower than the previous day. The implied volatity was 17.91, the open interest changed by 8 which increased total open position to 287


On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 81.5, which was 2.65 higher than the previous day. The implied volatity was 18.04, the open interest changed by 3 which increased total open position to 285


On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 79.05, which was -0.65 lower than the previous day. The implied volatity was 20.17, the open interest changed by -4 which decreased total open position to 283


On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 79.05, which was 5.6 higher than the previous day. The implied volatity was 18.11, the open interest changed by -6 which decreased total open position to 287


On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 74.75, which was 0.25 higher than the previous day. The implied volatity was 17.78, the open interest changed by -1 which decreased total open position to 294


On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 74.85, which was 11.85 higher than the previous day. The implied volatity was 18.31, the open interest changed by -41 which decreased total open position to 295


On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 63.45, which was 24.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by 77 which increased total open position to 334


On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 38.45, which was -18.4 lower than the previous day. The implied volatity was 21.40, the open interest changed by -2 which decreased total open position to 258


On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 57, which was -4.2 lower than the previous day. The implied volatity was 19.09, the open interest changed by 151 which increased total open position to 260


On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 60.35, which was -3.7 lower than the previous day. The implied volatity was 21.43, the open interest changed by 56 which increased total open position to 110


On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 64.5, which was -12.4 lower than the previous day. The implied volatity was 22.40, the open interest changed by 26 which increased total open position to 50


On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 76.8, which was -6.65 lower than the previous day. The implied volatity was 21.31, the open interest changed by 5 which increased total open position to 24


On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 85.4, which was 2.4 higher than the previous day. The implied volatity was 23.22, the open interest changed by 6 which increased total open position to 18


On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 83, which was -4 lower than the previous day. The implied volatity was 21.09, the open interest changed by -1 which decreased total open position to 12


On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 87, which was 13.5 higher than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 12


On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 76, which was 25 higher than the previous day. The implied volatity was 21.41, the open interest changed by 7 which increased total open position to 12


On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 51, which was -12 lower than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 4


On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 63, which was 10.95 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 1


On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 52.05, which was -1.95 lower than the previous day. The implied volatity was 23.45, the open interest changed by 1 which increased total open position to 2


On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 54, which was -0.35 lower than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 1


On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 54.35, which was -29.5 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 54.35, which was -29.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 54.35, which was -29.5 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 54.35, which was -29.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct LUPIN was trading at 1918.70. The strike last trading price was 54.35, which was -29.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct LUPIN was trading at 1922.90. The strike last trading price was 54.35, which was -29.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct LUPIN was trading at 1931.20. The strike last trading price was 54.35, which was -29.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct LUPIN was trading at 1939.80. The strike last trading price was 54.35, which was -29.5 lower than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 0


On 21 Oct LUPIN was trading at 1942.30. The strike last trading price was 83.85, 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 Oct LUPIN was trading at 1943.80. The strike last trading price was 83.85, 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 Oct LUPIN was trading at 1940.00. The strike last trading price was 83.85, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 16 Oct LUPIN was trading at 1951.20. The strike last trading price was 83.85, 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 15 Oct LUPIN was trading at 1940.50. The strike last trading price was 83.85, 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 14 Oct LUPIN was trading at 1937.30. The strike last trading price was 83.85, 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 Oct LUPIN was trading at 1972.40. The strike last trading price was 83.85, 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 Oct LUPIN was trading at 1959.30. The strike last trading price was 83.85, 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 9 Oct LUPIN was trading at 1957.60. The strike last trading price was 83.85, 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 8 Oct LUPIN was trading at 1905.60. The strike last trading price was 83.85, 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 Oct LUPIN was trading at 1924.80. The strike last trading price was 83.85, 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 Oct LUPIN was trading at 1937.30. 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


On 3 Oct LUPIN was trading at 1973.60. The strike last trading price was 0, 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


LUPIN 30DEC2025 2040 PE
Delta: -0.39
Vega: 1.89
Theta: -0.75
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2051.80 30.25 6.05 21.70 618 13 373
8 Dec 2070.70 24.4 8.65 20.87 225 -34 365
5 Dec 2098.80 16.95 -1.55 19.21 146 12 400
4 Dec 2092.00 19.55 -4.05 20.05 119 11 389
3 Dec 2080.10 23 -0.55 20.34 151 -9 379
2 Dec 2082.70 23.05 -3.65 21.50 147 -5 387
1 Dec 2081.90 25.55 -2.5 20.86 263 25 395
28 Nov 2082.20 28.3 -1.6 21.62 67 16 372
27 Nov 2071.40 29.4 -2.5 20.93 227 9 361
26 Nov 2071.60 31.7 -14.4 21.26 404 45 351
25 Nov 2042.30 47 -23.55 22.58 595 154 305
24 Nov 1999.60 72.4 17 21.43 93 -17 152
21 Nov 2029.40 54.4 -2.7 22.93 279 118 169
20 Nov 2030.80 55.55 -4.7 21.97 48 7 51
19 Nov 2025.40 60.25 1.7 23.71 68 38 44
18 Nov 2047.40 58.55 6 26.91 2 0 5
17 Nov 2052.10 52.55 -18.05 25.08 8 3 5
14 Nov 2055.30 70.6 -5.45 - 0 0 0
13 Nov 2052.90 70.6 -5.45 - 0 1 0
12 Nov 2033.90 70.6 -5.45 28.41 2 0 1
11 Nov 1975.90 76.05 -105.6 - 0 1 0
10 Nov 1990.20 76.05 -105.6 20.83 1 0 0
7 Nov 1971.80 181.65 0 - 0 0 0
6 Nov 1955.50 181.65 0 - 0 0 0
4 Nov 1997.00 181.65 0 - 0 0 0
3 Nov 1983.80 181.65 0 - 0 0 0
31 Oct 1963.50 181.65 0 - 0 0 0
30 Oct 1945.80 181.65 0 - 0 0 0
28 Oct 1918.70 181.65 0 - 0 0 0
27 Oct 1922.90 181.65 0 - 0 0 0
24 Oct 1931.20 181.65 0 - 0 0 0
23 Oct 1939.80 181.65 0 - 0 0 0
21 Oct 1942.30 181.65 0 - 0 0 0
20 Oct 1943.80 181.65 0 - 0 0 0
17 Oct 1940.00 181.65 0 - 0 0 0
16 Oct 1951.20 181.65 0 - 0 0 0
15 Oct 1940.50 181.65 0 - 0 0 0
14 Oct 1937.30 181.65 0 - 0 0 0
13 Oct 1972.40 181.65 0 - 0 0 0
10 Oct 1959.30 181.65 0 - 0 0 0
9 Oct 1957.60 181.65 0 - 0 0 0
8 Oct 1905.60 181.65 0 - 0 0 0
7 Oct 1924.80 181.65 0 - 0 0 0
6 Oct 1937.30 0 0 - 0 0 0
3 Oct 1973.60 0 0 - 0 0 0


For Lupin Limited - strike price 2040 expiring on 30DEC2025

Delta for 2040 PE is -0.39

Historical price for 2040 PE is as follows

On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 30.25, which was 6.05 higher than the previous day. The implied volatity was 21.70, the open interest changed by 13 which increased total open position to 373


On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 24.4, which was 8.65 higher than the previous day. The implied volatity was 20.87, the open interest changed by -34 which decreased total open position to 365


On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 16.95, which was -1.55 lower than the previous day. The implied volatity was 19.21, the open interest changed by 12 which increased total open position to 400


On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 19.55, which was -4.05 lower than the previous day. The implied volatity was 20.05, the open interest changed by 11 which increased total open position to 389


On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 23, which was -0.55 lower than the previous day. The implied volatity was 20.34, the open interest changed by -9 which decreased total open position to 379


On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 23.05, which was -3.65 lower than the previous day. The implied volatity was 21.50, the open interest changed by -5 which decreased total open position to 387


On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 25.55, which was -2.5 lower than the previous day. The implied volatity was 20.86, the open interest changed by 25 which increased total open position to 395


On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 28.3, which was -1.6 lower than the previous day. The implied volatity was 21.62, the open interest changed by 16 which increased total open position to 372


On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 29.4, which was -2.5 lower than the previous day. The implied volatity was 20.93, the open interest changed by 9 which increased total open position to 361


On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 31.7, which was -14.4 lower than the previous day. The implied volatity was 21.26, the open interest changed by 45 which increased total open position to 351


On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 47, which was -23.55 lower than the previous day. The implied volatity was 22.58, the open interest changed by 154 which increased total open position to 305


On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 72.4, which was 17 higher than the previous day. The implied volatity was 21.43, the open interest changed by -17 which decreased total open position to 152


On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 54.4, which was -2.7 lower than the previous day. The implied volatity was 22.93, the open interest changed by 118 which increased total open position to 169


On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 55.55, which was -4.7 lower than the previous day. The implied volatity was 21.97, the open interest changed by 7 which increased total open position to 51


On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 60.25, which was 1.7 higher than the previous day. The implied volatity was 23.71, the open interest changed by 38 which increased total open position to 44


On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 58.55, which was 6 higher than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 5


On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 52.55, which was -18.05 lower than the previous day. The implied volatity was 25.08, the open interest changed by 3 which increased total open position to 5


On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 70.6, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 70.6, which was -5.45 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 70.6, which was -5.45 lower than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 1


On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 76.05, which was -105.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 76.05, which was -105.6 lower than the previous day. The implied volatity was 20.83, 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 181.65, 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 Nov LUPIN was trading at 1955.50. The strike last trading price was 181.65, 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 Nov LUPIN was trading at 1997.00. The strike last trading price was 181.65, 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 Nov LUPIN was trading at 1983.80. The strike last trading price was 181.65, 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 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 181.65, 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 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 181.65, 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 28 Oct LUPIN was trading at 1918.70. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1922.90. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1931.20. The strike last trading price was 181.65, 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 23 Oct LUPIN was trading at 1939.80. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1942.30. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1943.80. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1940.00. The strike last trading price was 181.65, 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 16 Oct LUPIN was trading at 1951.20. The strike last trading price was 181.65, 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 15 Oct LUPIN was trading at 1940.50. The strike last trading price was 181.65, 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 14 Oct LUPIN was trading at 1937.30. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1972.40. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1959.30. The strike last trading price was 181.65, 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 9 Oct LUPIN was trading at 1957.60. The strike last trading price was 181.65, 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 8 Oct LUPIN was trading at 1905.60. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1924.80. The strike last trading price was 181.65, 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 Oct LUPIN was trading at 1937.30. 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


On 3 Oct LUPIN was trading at 1973.60. 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