`
[--[65.84.65.76]--]
LUPIN
Lupin Limited

1982.65 59.60 (3.10%)

Back to Option Chain


Historical option data for LUPIN

08 Apr 2025 05:52 PM IST
LUPIN 24APR2025 2040 CE
Delta: 0.39
Vega: 1.59
Theta: -1.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1982.65 37.9 7.45 34.62 339 4 319
7 Apr 1923.05 30.05 -7.2 41.36 454 -14 317
4 Apr 1971.05 36 -62.15 32.67 2,525 231 340
3 Apr 2095.70 98.3 40.7 30.33 409 -84 109
2 Apr 2009.70 57.6 24.55 32.88 564 -17 194
1 Apr 1955.40 32.85 -29.2 30.37 552 83 211
28 Mar 2027.95 59.1 -8.7 27.13 586 99 128
27 Mar 2018.80 70.35 -55.7 33.30 136 32 37
26 Mar 2058.80 126.05 0 0.00 0 0 0
25 Mar 2068.75 126.05 0 0.00 0 4 0
24 Mar 2119.95 126.05 35.05 27.93 5 2 3
21 Mar 2114.70 91 0 0.00 0 0 0
20 Mar 2085.70 91 0 0.00 0 1 0
19 Mar 2060.95 91 -65.05 25.85 1 0 0
18 Mar 2034.65 156.05 0 - 0 0 0
17 Mar 1991.85 156.05 0 1.36 0 0 0
13 Mar 1968.45 156.05 0 2.38 0 0 0
12 Mar 1966.70 156.05 0 2.06 0 0 0
11 Mar 1976.10 156.05 0 1.64 0 0 0
10 Mar 2010.40 156.05 0 0.53 0 0 0
7 Mar 2030.00 156.05 0 - 0 0 0
5 Mar 2010.10 156.05 0 0.25 0 0 0
3 Mar 1952.95 156.05 0 2.23 0 0 0
27 Feb 1891.05 156.05 0 3.91 0 0 0
26 Feb 1899.20 156.05 0 3.62 0 0 0
25 Feb 1899.20 156.05 0 3.62 0 0 0
24 Feb 1902.80 156.05 0 3.52 0 0 0
21 Feb 1905.35 156.05 0 3.22 0 0 0
20 Feb 1977.50 156.05 0 0.98 0 0 0
19 Feb 1978.25 156.05 0 0.83 0 0 0
18 Feb 2013.50 156.05 0 - 0 0 0
17 Feb 2026.95 156.05 0 - 0 0 0
13 Feb 2055.25 0 0 - 0 0 0
12 Feb 2025.20 0 0 - 0 0 0
10 Feb 2169.40 0 0 - 0 0 0
7 Feb 2201.15 0 0 - 0 0 0
6 Feb 2185.35 0 0 - 0 0 0
5 Feb 2185.10 0 0 - 0 0 0
4 Feb 2111.20 0 0 - 0 0 0
3 Feb 2032.25 0 0 - 0 0 0
1 Feb 2056.25 0 0 - 0 0 0


For Lupin Limited - strike price 2040 expiring on 24APR2025

Delta for 2040 CE is 0.39

Historical price for 2040 CE is as follows

On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 37.9, which was 7.45 higher than the previous day. The implied volatity was 34.62, the open interest changed by 4 which increased total open position to 319


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 30.05, which was -7.2 lower than the previous day. The implied volatity was 41.36, the open interest changed by -14 which decreased total open position to 317


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 36, which was -62.15 lower than the previous day. The implied volatity was 32.67, the open interest changed by 231 which increased total open position to 340


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 98.3, which was 40.7 higher than the previous day. The implied volatity was 30.33, the open interest changed by -84 which decreased total open position to 109


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 57.6, which was 24.55 higher than the previous day. The implied volatity was 32.88, the open interest changed by -17 which decreased total open position to 194


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 32.85, which was -29.2 lower than the previous day. The implied volatity was 30.37, the open interest changed by 83 which increased total open position to 211


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 59.1, which was -8.7 lower than the previous day. The implied volatity was 27.13, the open interest changed by 99 which increased total open position to 128


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 70.35, which was -55.7 lower than the previous day. The implied volatity was 33.30, the open interest changed by 32 which increased total open position to 37


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 126.05, which was 0 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 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 126.05, which was 0 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 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 126.05, which was 35.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 3


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 91, which was 0 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 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 91, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 91, which was -65.05 lower than the previous day. The implied volatity was 25.85, 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 156.05, 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 156.05, which was 0 lower than the previous day. The implied volatity was 1.36, 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 156.05, which was 0 lower than the previous day. The implied volatity was 2.38, 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 156.05, which was 0 lower than the previous day. The implied volatity was 2.06, 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 156.05, which was 0 lower than the previous day. The implied volatity was 1.64, 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 156.05, 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 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 156.05, 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 156.05, which was 0 lower than the previous day. The implied volatity was 0.25, 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 156.05, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 27 Feb LUPIN was trading at 1891.05. The strike last trading price was 156.05, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


On 26 Feb LUPIN was trading at 1899.20. The strike last trading price was 156.05, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 25 Feb LUPIN was trading at 1899.20. The strike last trading price was 156.05, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 24 Feb LUPIN was trading at 1902.80. The strike last trading price was 156.05, 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 21 Feb LUPIN was trading at 1905.35. The strike last trading price was 156.05, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 156.05, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0


On 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 156.05, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 18 Feb LUPIN was trading at 2013.50. The strike last trading price was 156.05, 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 Feb LUPIN was trading at 2026.95. The strike last trading price was 156.05, 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 Feb LUPIN was trading at 2055.25. 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 12 Feb LUPIN was trading at 2025.20. 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 10 Feb LUPIN was trading at 2169.40. 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 7 Feb LUPIN was trading at 2201.15. 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 6 Feb LUPIN was trading at 2185.35. 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 5 Feb LUPIN was trading at 2185.10. 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 4 Feb LUPIN was trading at 2111.20. 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 Feb LUPIN was trading at 2032.25. 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 1 Feb LUPIN was trading at 2056.25. 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


LUPIN 24APR2025 2040 PE
Delta: -0.60
Vega: 1.61
Theta: -1.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1982.65 90 -45.55 38.38 19 0 163
7 Apr 1923.05 136.75 34.75 42.67 12 -2 162
4 Apr 1971.05 102 64.1 36.73 1,027 -71 164
3 Apr 2095.70 37.05 -40.7 32.79 1,191 107 236
2 Apr 2009.70 78.3 -30.75 35.55 158 4 130
1 Apr 1955.40 111.25 44.1 36.47 290 5 126
28 Mar 2027.95 72.55 4.95 32.82 484 68 121
27 Mar 2018.80 66.3 17.65 27.86 195 23 49
26 Mar 2058.80 48.65 0.8 27.30 3 1 26
25 Mar 2068.75 47.1 14.15 29.52 27 21 24
24 Mar 2119.95 32.95 -4.95 29.48 3 1 2
21 Mar 2114.70 37.9 -59.85 30.37 1 0 0
20 Mar 2085.70 97.75 0 2.90 0 0 0
19 Mar 2060.95 97.75 0 1.99 0 0 0
18 Mar 2034.65 97.75 0 0.80 0 0 0
17 Mar 1991.85 97.75 0 - 0 0 0
13 Mar 1968.45 97.75 0 - 0 0 0
12 Mar 1966.70 97.75 0 - 0 0 0
11 Mar 1976.10 97.75 0 - 0 0 0
10 Mar 2010.40 97.75 0 - 0 0 0
7 Mar 2030.00 97.75 0 0.71 0 0 0
5 Mar 2010.10 97.75 0 - 0 0 0
3 Mar 1952.95 97.75 0 - 0 0 0
27 Feb 1891.05 97.75 0 - 0 0 0
26 Feb 1899.20 97.75 0 - 0 0 0
25 Feb 1899.20 97.75 0 - 0 0 0
24 Feb 1902.80 97.75 0 - 0 0 0
21 Feb 1905.35 97.75 0 - 0 0 0
20 Feb 1977.50 97.75 0 - 0 0 0
19 Feb 1978.25 97.75 0 - 0 0 0
18 Feb 2013.50 97.75 0 0.41 0 0 0
17 Feb 2026.95 97.75 0 0.92 0 0 0
13 Feb 2055.25 97.75 0 2.02 0 0 0
12 Feb 2025.20 97.75 0 0.80 0 0 0
10 Feb 2169.40 0 0 4.73 0 0 0
7 Feb 2201.15 0 0 5.32 0 0 0
6 Feb 2185.35 0 0 5.09 0 0 0
5 Feb 2185.10 0 0 4.88 0 0 0
4 Feb 2111.20 0 0 3.20 0 0 0
3 Feb 2032.25 0 0 1.08 0 0 0
1 Feb 2056.25 0 0 1.77 0 0 0


For Lupin Limited - strike price 2040 expiring on 24APR2025

Delta for 2040 PE is -0.60

Historical price for 2040 PE is as follows

On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 90, which was -45.55 lower than the previous day. The implied volatity was 38.38, the open interest changed by 0 which decreased total open position to 163


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 136.75, which was 34.75 higher than the previous day. The implied volatity was 42.67, the open interest changed by -2 which decreased total open position to 162


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 102, which was 64.1 higher than the previous day. The implied volatity was 36.73, the open interest changed by -71 which decreased total open position to 164


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 37.05, which was -40.7 lower than the previous day. The implied volatity was 32.79, the open interest changed by 107 which increased total open position to 236


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 78.3, which was -30.75 lower than the previous day. The implied volatity was 35.55, the open interest changed by 4 which increased total open position to 130


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 111.25, which was 44.1 higher than the previous day. The implied volatity was 36.47, the open interest changed by 5 which increased total open position to 126


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 72.55, which was 4.95 higher than the previous day. The implied volatity was 32.82, the open interest changed by 68 which increased total open position to 121


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 66.3, which was 17.65 higher than the previous day. The implied volatity was 27.86, the open interest changed by 23 which increased total open position to 49


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 48.65, which was 0.8 higher than the previous day. The implied volatity was 27.30, the open interest changed by 1 which increased total open position to 26


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 47.1, which was 14.15 higher than the previous day. The implied volatity was 29.52, the open interest changed by 21 which increased total open position to 24


On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 32.95, which was -4.95 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 2


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 37.9, which was -59.85 lower than the previous day. The implied volatity was 30.37, 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 97.75, which was 0 lower than the previous day. The implied volatity was 2.90, 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 97.75, which was 0 lower than the previous day. The implied volatity was 1.99, 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 97.75, which was 0 lower than the previous day. The implied volatity was 0.80, 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 97.75, 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 97.75, 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 97.75, 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 97.75, 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 97.75, 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 97.75, which was 0 lower than the previous day. The implied volatity was 0.71, 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 97.75, 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 97.75, 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 Feb LUPIN was trading at 1891.05. The strike last trading price was 97.75, 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 26 Feb LUPIN was trading at 1899.20. The strike last trading price was 97.75, 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 25 Feb LUPIN was trading at 1899.20. The strike last trading price was 97.75, 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 Feb LUPIN was trading at 1902.80. The strike last trading price was 97.75, 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 Feb LUPIN was trading at 1905.35. The strike last trading price was 97.75, 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 Feb LUPIN was trading at 1977.50. The strike last trading price was 97.75, 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 Feb LUPIN was trading at 1978.25. The strike last trading price was 97.75, 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 Feb LUPIN was trading at 2013.50. The strike last trading price was 97.75, 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 17 Feb LUPIN was trading at 2026.95. The strike last trading price was 97.75, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LUPIN was trading at 2055.25. The strike last trading price was 97.75, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 12 Feb LUPIN was trading at 2025.20. The strike last trading price was 97.75, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0


On 10 Feb LUPIN was trading at 2169.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0


On 7 Feb LUPIN was trading at 2201.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LUPIN was trading at 2185.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LUPIN was trading at 2185.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 4 Feb LUPIN was trading at 2111.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0


On 3 Feb LUPIN was trading at 2032.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LUPIN was trading at 2056.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0