LUPIN
Lupin Limited
Historical option data for LUPIN
05 Dec 2025 04:11 PM IST
| LUPIN 30-DEC-2025 2060 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.92
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 2098.80 | 62.45 | -1.75 | 16.79 | 55 | -5 | 280 | |||||||||
| 4 Dec | 2092.00 | 62.7 | 3.35 | 17.09 | 180 | 0 | 295 | |||||||||
| 3 Dec | 2080.10 | 59.05 | -8.1 | 17.41 | 336 | -30 | 297 | |||||||||
| 2 Dec | 2082.70 | 69.2 | 3.6 | 18.76 | 172 | -31 | 329 | |||||||||
| 1 Dec | 2081.90 | 66.5 | -0.45 | 20.23 | 772 | -94 | 350 | |||||||||
| 28 Nov | 2082.20 | 66.35 | 4.85 | 18.27 | 525 | -55 | 447 | |||||||||
| 27 Nov | 2071.40 | 61.75 | -0.9 | 17.65 | 700 | 10 | 506 | |||||||||
| 26 Nov | 2071.60 | 63.2 | 10.3 | 18.62 | 1,726 | 179 | 496 | |||||||||
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| 25 Nov | 2042.30 | 53.45 | 21.85 | 21.07 | 1,862 | 45 | 322 | |||||||||
| 24 Nov | 1999.60 | 31.35 | -14.95 | 21.42 | 298 | 28 | 260 | |||||||||
| 21 Nov | 2029.40 | 46.2 | -4.9 | 18.72 | 130 | 28 | 231 | |||||||||
| 20 Nov | 2030.80 | 52.2 | -3.3 | 21.90 | 246 | 105 | 206 | |||||||||
| 19 Nov | 2025.40 | 55 | -12.2 | 22.40 | 70 | 20 | 96 | |||||||||
| 18 Nov | 2047.40 | 67 | -6.65 | 21.69 | 86 | 2 | 75 | |||||||||
| 17 Nov | 2052.10 | 74 | -2.1 | 23.05 | 108 | 24 | 72 | |||||||||
| 14 Nov | 2055.30 | 77.75 | 3.05 | 23.15 | 295 | -10 | 30 | |||||||||
| 13 Nov | 2052.90 | 74.1 | 14.05 | 21.28 | 90 | 33 | 42 | |||||||||
| 12 Nov | 2033.90 | 60.05 | 10.8 | 19.50 | 1 | 0 | 9 | |||||||||
| 11 Nov | 1975.90 | 49.25 | -13.7 | 24.73 | 1 | 0 | 8 | |||||||||
| 10 Nov | 1990.20 | 62.95 | 15.1 | - | 2 | 1 | 7 | |||||||||
| 7 Nov | 1971.80 | 47.85 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1955.50 | 47.85 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1997.00 | 47.85 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1983.80 | 47.85 | -7.55 | - | 0 | 6 | 0 | |||||||||
| 31 Oct | 1963.50 | 47.85 | -7.55 | - | 6 | 2 | 2 | |||||||||
| 30 Oct | 1945.80 | 55.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2060 expiring on 30DEC2025
Delta for 2060 CE is 0.69
Historical price for 2060 CE is as follows
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 62.45, which was -1.75 lower than the previous day. The implied volatity was 16.79, the open interest changed by -5 which decreased total open position to 280
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 62.7, which was 3.35 higher than the previous day. The implied volatity was 17.09, the open interest changed by 0 which decreased total open position to 295
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 59.05, which was -8.1 lower than the previous day. The implied volatity was 17.41, the open interest changed by -30 which decreased total open position to 297
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 69.2, which was 3.6 higher than the previous day. The implied volatity was 18.76, the open interest changed by -31 which decreased total open position to 329
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 66.5, which was -0.45 lower than the previous day. The implied volatity was 20.23, the open interest changed by -94 which decreased total open position to 350
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 66.35, which was 4.85 higher than the previous day. The implied volatity was 18.27, the open interest changed by -55 which decreased total open position to 447
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 61.75, which was -0.9 lower than the previous day. The implied volatity was 17.65, the open interest changed by 10 which increased total open position to 506
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 63.2, which was 10.3 higher than the previous day. The implied volatity was 18.62, the open interest changed by 179 which increased total open position to 496
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 53.45, which was 21.85 higher than the previous day. The implied volatity was 21.07, the open interest changed by 45 which increased total open position to 322
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 31.35, which was -14.95 lower than the previous day. The implied volatity was 21.42, the open interest changed by 28 which increased total open position to 260
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 46.2, which was -4.9 lower than the previous day. The implied volatity was 18.72, the open interest changed by 28 which increased total open position to 231
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 52.2, which was -3.3 lower than the previous day. The implied volatity was 21.90, the open interest changed by 105 which increased total open position to 206
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 55, which was -12.2 lower than the previous day. The implied volatity was 22.40, the open interest changed by 20 which increased total open position to 96
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 67, which was -6.65 lower than the previous day. The implied volatity was 21.69, the open interest changed by 2 which increased total open position to 75
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 74, which was -2.1 lower than the previous day. The implied volatity was 23.05, the open interest changed by 24 which increased total open position to 72
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 77.75, which was 3.05 higher than the previous day. The implied volatity was 23.15, the open interest changed by -10 which decreased total open position to 30
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 74.1, which was 14.05 higher than the previous day. The implied volatity was 21.28, the open interest changed by 33 which increased total open position to 42
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 60.05, which was 10.8 higher than the previous day. The implied volatity was 19.50, the open interest changed by 0 which decreased total open position to 9
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 49.25, which was -13.7 lower than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 8
On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 62.95, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 47.85, which was -7.55 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 47.85, which was -7.55 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 47.85, which was -7.55 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 47.85, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 47.85, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 55.4, 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 30DEC2025 2060 PE | |||||||
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Delta: -0.33
Vega: 1.97
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 2098.80 | 23 | -2.25 | 19.15 | 400 | 20 | 314 |
| 4 Dec | 2092.00 | 25.95 | -4.5 | 20.01 | 386 | -5 | 293 |
| 3 Dec | 2080.10 | 29.9 | -0.2 | 20.26 | 978 | 72 | 311 |
| 2 Dec | 2082.70 | 28.55 | -7.35 | 20.94 | 182 | -6 | 242 |
| 1 Dec | 2081.90 | 32.9 | -1.55 | 20.90 | 648 | -135 | 248 |
| 28 Nov | 2082.20 | 36 | -2.05 | 21.79 | 240 | 19 | 383 |
| 27 Nov | 2071.40 | 37.15 | -2.55 | 20.99 | 345 | 5 | 364 |
| 26 Nov | 2071.60 | 39.7 | -16.3 | 21.34 | 638 | 241 | 359 |
| 25 Nov | 2042.30 | 56.05 | -26.95 | 22.37 | 188 | 50 | 121 |
| 24 Nov | 1999.60 | 81.7 | 14.7 | 19.98 | 29 | 12 | 72 |
| 21 Nov | 2029.40 | 65.3 | -0.8 | 23.25 | 64 | 34 | 60 |
| 20 Nov | 2030.80 | 66.1 | -5.05 | 22.03 | 15 | 8 | 26 |
| 19 Nov | 2025.40 | 71.25 | -103.85 | 23.97 | 22 | 17 | 17 |
| 18 Nov | 2047.40 | 175.1 | 0 | 0.61 | 0 | 0 | 0 |
| 17 Nov | 2052.10 | 175.1 | 0 | 0.74 | 0 | 0 | 0 |
| 14 Nov | 2055.30 | 175.1 | 0 | 0.81 | 0 | 0 | 0 |
| 13 Nov | 2052.90 | 175.1 | 0 | 0.79 | 0 | 0 | 0 |
| 12 Nov | 2033.90 | 175.1 | 0 | 0.24 | 0 | 0 | 0 |
| 11 Nov | 1975.90 | 175.1 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1990.20 | 175.1 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1971.80 | 175.1 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1955.50 | 175.1 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1997.00 | 175.1 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1983.80 | 175.1 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1963.50 | 175.1 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1945.80 | 175.1 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2060 expiring on 30DEC2025
Delta for 2060 PE is -0.33
Historical price for 2060 PE is as follows
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 23, which was -2.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 20 which increased total open position to 314
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 25.95, which was -4.5 lower than the previous day. The implied volatity was 20.01, the open interest changed by -5 which decreased total open position to 293
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 29.9, which was -0.2 lower than the previous day. The implied volatity was 20.26, the open interest changed by 72 which increased total open position to 311
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 28.55, which was -7.35 lower than the previous day. The implied volatity was 20.94, the open interest changed by -6 which decreased total open position to 242
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 32.9, which was -1.55 lower than the previous day. The implied volatity was 20.90, the open interest changed by -135 which decreased total open position to 248
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 36, which was -2.05 lower than the previous day. The implied volatity was 21.79, the open interest changed by 19 which increased total open position to 383
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 37.15, which was -2.55 lower than the previous day. The implied volatity was 20.99, the open interest changed by 5 which increased total open position to 364
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 39.7, which was -16.3 lower than the previous day. The implied volatity was 21.34, the open interest changed by 241 which increased total open position to 359
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 56.05, which was -26.95 lower than the previous day. The implied volatity was 22.37, the open interest changed by 50 which increased total open position to 121
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 81.7, which was 14.7 higher than the previous day. The implied volatity was 19.98, the open interest changed by 12 which increased total open position to 72
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 65.3, which was -0.8 lower than the previous day. The implied volatity was 23.25, the open interest changed by 34 which increased total open position to 60
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 66.1, which was -5.05 lower than the previous day. The implied volatity was 22.03, the open interest changed by 8 which increased total open position to 26
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 71.25, which was -103.85 lower than the previous day. The implied volatity was 23.97, the open interest changed by 17 which increased total open position to 17
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 175.1, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 175.1, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 175.1, which was 0 lower than the previous day. The implied volatity was 0.81, 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 175.1, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 175.1, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 175.1, 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 Nov LUPIN was trading at 1990.20. The strike last trading price was 175.1, 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 Nov LUPIN was trading at 1971.80. The strike last trading price was 175.1, 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 175.1, 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 175.1, 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 175.1, 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 175.1, 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 175.1, 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































































































































































































































