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

2015.85 -23.15 (-1.14%)

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Historical option data for LUPIN

14 Nov 2024 04:12 PM IST
LUPIN 28NOV2024 2040 CE
Delta: 0.45
Vega: 1.56
Theta: -1.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2015.85 26.75 -19.35 20.56 1,670 135 317
13 Nov 2039.00 46.1 -26.00 22.85 934 154 182
12 Nov 2090.10 72.1 -3.55 24.34 55 2 29
11 Nov 2084.90 75.65 -25.00 25.18 102 11 26
8 Nov 2104.60 100.65 -29.35 31.37 11 1 15
7 Nov 2111.50 130 -37.35 43.71 1 0 13
6 Nov 2166.05 167.35 -28.80 38.77 3 0 15
5 Nov 2181.75 196.15 0.00 0.00 0 5 0
4 Nov 2188.35 196.15 13.85 43.02 14 4 14
1 Nov 2197.70 182.3 0.00 0.00 0 10 0
31 Oct 2186.95 182.3 -68.05 - 10 9 9
30 Oct 2158.25 250.35 0.00 - 0 0 0
29 Oct 2206.15 250.35 0.00 - 0 0 0
28 Oct 2204.70 250.35 0.00 - 0 0 0
25 Oct 2156.70 250.35 0.00 - 0 0 0
24 Oct 2131.55 250.35 0.00 - 0 0 0
23 Oct 2074.55 250.35 0.00 - 0 0 0
22 Oct 2132.05 250.35 0.00 - 0 0 0
21 Oct 2151.95 250.35 0.00 - 0 0 0
17 Oct 2176.30 250.35 0.00 - 0 0 0
16 Oct 2195.30 250.35 0.00 - 0 0 0
15 Oct 2250.90 250.35 0.00 - 0 0 0
14 Oct 2243.90 250.35 0.00 - 0 0 0
11 Oct 2224.50 250.35 0.00 - 0 0 0
10 Oct 2154.65 250.35 0.00 - 0 0 0
9 Oct 2286.05 250.35 0.00 - 0 0 0
7 Oct 2174.90 250.35 0.00 - 0 0 0
30 Sept 2191.10 250.35 250.35 - 0 0 0
25 Sept 2221.10 0 0.00 - 0 0 0
24 Sept 2215.75 0 0.00 - 0 0 0
23 Sept 2182.25 0 0.00 - 0 0 0
20 Sept 2151.70 0 0.00 - 0 0 0
19 Sept 2171.90 0 0.00 - 0 0 0
18 Sept 2224.95 0 0.00 - 0 0 0
11 Sept 2209.40 0 0.00 - 0 0 0
10 Sept 2222.55 0 0.00 - 0 0 0
9 Sept 2216.80 0 0.00 - 0 0 0
2 Sept 2232.75 0 - 0 0 0


For Lupin Limited - strike price 2040 expiring on 28NOV2024

Delta for 2040 CE is 0.45

Historical price for 2040 CE is as follows

On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 26.75, which was -19.35 lower than the previous day. The implied volatity was 20.56, the open interest changed by 135 which increased total open position to 317


On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 46.1, which was -26.00 lower than the previous day. The implied volatity was 22.85, the open interest changed by 154 which increased total open position to 182


On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 72.1, which was -3.55 lower than the previous day. The implied volatity was 24.34, the open interest changed by 2 which increased total open position to 29


On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 75.65, which was -25.00 lower than the previous day. The implied volatity was 25.18, the open interest changed by 11 which increased total open position to 26


On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 100.65, which was -29.35 lower than the previous day. The implied volatity was 31.37, the open interest changed by 1 which increased total open position to 15


On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 130, which was -37.35 lower than the previous day. The implied volatity was 43.71, the open interest changed by 0 which decreased total open position to 13


On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 167.35, which was -28.80 lower than the previous day. The implied volatity was 38.77, the open interest changed by 0 which decreased total open position to 15


On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 196.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 196.15, which was 13.85 higher than the previous day. The implied volatity was 43.02, the open interest changed by 4 which increased total open position to 14


On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 182.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 182.3, which was -68.05 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, 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 250.35, which was 250.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LUPIN was trading at 2221.10. The strike last trading price was 0, 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 Sept LUPIN was trading at 2215.75. The strike last trading price was 0, 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 Sept LUPIN was trading at 2182.25. The strike last trading price was 0, 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 20 Sept LUPIN was trading at 2151.70. The strike last trading price was 0, 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 19 Sept LUPIN was trading at 2171.90. The strike last trading price was 0, 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 18 Sept LUPIN was trading at 2224.95. The strike last trading price was 0, 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 Sept LUPIN was trading at 2209.40. The strike last trading price was 0, 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 Sept LUPIN was trading at 2222.55. The strike last trading price was 0, 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 Sept LUPIN was trading at 2216.80. The strike last trading price was 0, 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 2 Sept LUPIN was trading at 2232.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


LUPIN 28NOV2024 2040 PE
Delta: -0.54
Vega: 1.57
Theta: -1.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2015.85 48 11.00 26.24 961 5 352
13 Nov 2039.00 37 12.65 26.95 2,028 105 346
12 Nov 2090.10 24.35 -1.70 26.40 802 -22 297
11 Nov 2084.90 26.05 -1.75 26.98 830 -35 325
8 Nov 2104.60 27.8 -22.20 28.76 2,229 95 359
7 Nov 2111.50 50 22.85 41.84 595 170 246
6 Nov 2166.05 27.15 -5.75 37.77 187 -15 76
5 Nov 2181.75 32.9 1.75 41.27 280 89 91
4 Nov 2188.35 31.15 -28.75 41.86 4 0 0
1 Nov 2197.70 59.9 0.00 8.10 0 0 0
31 Oct 2186.95 59.9 0.00 - 0 0 0
30 Oct 2158.25 59.9 0.00 - 0 0 0
29 Oct 2206.15 59.9 0.00 - 0 0 0
28 Oct 2204.70 59.9 0.00 - 0 0 0
25 Oct 2156.70 59.9 0.00 - 0 0 0
24 Oct 2131.55 59.9 0.00 - 0 0 0
23 Oct 2074.55 59.9 0.00 - 0 0 0
22 Oct 2132.05 59.9 0.00 - 0 0 0
21 Oct 2151.95 59.9 0.00 - 0 0 0
17 Oct 2176.30 59.9 0.00 - 0 0 0
16 Oct 2195.30 59.9 0.00 - 0 0 0
15 Oct 2250.90 59.9 0.00 - 0 0 0
14 Oct 2243.90 59.9 0.00 - 0 0 0
11 Oct 2224.50 59.9 0.00 - 0 0 0
10 Oct 2154.65 59.9 0.00 - 0 0 0
9 Oct 2286.05 59.9 0.00 - 0 0 0
7 Oct 2174.90 59.9 0.00 - 0 0 0
30 Sept 2191.10 59.9 0.00 - 0 0 0
25 Sept 2221.10 59.9 0.00 - 0 0 0
24 Sept 2215.75 59.9 59.90 - 0 0 0
23 Sept 2182.25 0 0.00 - 0 0 0
20 Sept 2151.70 0 0.00 - 0 0 0
19 Sept 2171.90 0 0.00 - 0 0 0
18 Sept 2224.95 0 0.00 - 0 0 0
11 Sept 2209.40 0 0.00 - 0 0 0
10 Sept 2222.55 0 0.00 - 0 0 0
9 Sept 2216.80 0 0.00 - 0 0 0
2 Sept 2232.75 0 - 0 0 0


For Lupin Limited - strike price 2040 expiring on 28NOV2024

Delta for 2040 PE is -0.54

Historical price for 2040 PE is as follows

On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 48, which was 11.00 higher than the previous day. The implied volatity was 26.24, the open interest changed by 5 which increased total open position to 352


On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 37, which was 12.65 higher than the previous day. The implied volatity was 26.95, the open interest changed by 105 which increased total open position to 346


On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 24.35, which was -1.70 lower than the previous day. The implied volatity was 26.40, the open interest changed by -22 which decreased total open position to 297


On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 26.05, which was -1.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by -35 which decreased total open position to 325


On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 27.8, which was -22.20 lower than the previous day. The implied volatity was 28.76, the open interest changed by 95 which increased total open position to 359


On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 50, which was 22.85 higher than the previous day. The implied volatity was 41.84, the open interest changed by 170 which increased total open position to 246


On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 27.15, which was -5.75 lower than the previous day. The implied volatity was 37.77, the open interest changed by -15 which decreased total open position to 76


On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 32.9, which was 1.75 higher than the previous day. The implied volatity was 41.27, the open interest changed by 89 which increased total open position to 91


On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 31.15, which was -28.75 lower than the previous day. The implied volatity was 41.86, the open interest changed by 0 which decreased total open position to 0


On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 59.9, which was 0.00 lower than the previous day. The implied volatity was 8.10, the open interest changed by 0 which decreased total open position to 0


On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 59.9, 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 Oct LUPIN was trading at 2158.25. The strike last trading price was 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 Sept LUPIN was trading at 2221.10. The strike last trading price was 59.9, 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 Sept LUPIN was trading at 2215.75. The strike last trading price was 59.9, which was 59.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept LUPIN was trading at 2182.25. The strike last trading price was 0, 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 20 Sept LUPIN was trading at 2151.70. The strike last trading price was 0, 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 19 Sept LUPIN was trading at 2171.90. The strike last trading price was 0, 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 18 Sept LUPIN was trading at 2224.95. The strike last trading price was 0, 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 Sept LUPIN was trading at 2209.40. The strike last trading price was 0, 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 Sept LUPIN was trading at 2222.55. The strike last trading price was 0, 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 Sept LUPIN was trading at 2216.80. The strike last trading price was 0, 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 2 Sept LUPIN was trading at 2232.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to