LUPIN
Lupin Limited
Historical option data for LUPIN
11 Apr 2025 04:12 PM IST
| LUPIN 24APR2025 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 1.25
Theta: -1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1969.25 | 21.8 | 4.05 | 34.94 | 630 | 18 | 301 | |||
| 9 Apr | 1919.70 | 18.15 | -11.9 | 39.55 | 206 | 8 | 282 | |||
| 8 Apr | 1982.65 | 30.9 | 5.2 | 34.43 | 123 | 0 | 275 | |||
| 7 Apr | 1923.05 | 25.8 | -5.6 | 41.81 | 333 | 24 | 274 | |||
| 4 Apr | 1971.05 | 30.3 | -55.95 | 32.99 | 1,423 | 164 | 253 | |||
| 3 Apr | 2095.70 | 86.25 | 37.25 | 30.59 | 696 | -75 | 90 | |||
| 2 Apr | 2009.70 | 49.5 | 21.7 | 33.03 | 680 | 17 | 167 | |||
| 1 Apr | 1955.40 | 28.8 | -24.55 | 31.41 | 432 | 20 | 151 | |||
| 28 Mar | 2027.95 | 51.65 | -5.6 | 27.87 | 666 | 74 | 131 | |||
| 27 Mar | 2018.80 | 60 | -12.75 | 31.98 | 225 | 32 | 55 | |||
| 26 Mar | 2058.80 | 75 | -6.45 | 30.27 | 43 | -3 | 23 | |||
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| 25 Mar | 2068.75 | 81.9 | -30.15 | 28.00 | 19 | 11 | 26 | |||
| 24 Mar | 2119.95 | 112.05 | 3.1 | 27.70 | 1 | 0 | 15 | |||
| 21 Mar | 2114.70 | 110.2 | 17.3 | 26.85 | 10 | 3 | 16 | |||
| 20 Mar | 2085.70 | 92.9 | 14 | 26.58 | 16 | 9 | 12 | |||
| 19 Mar | 2060.95 | 78.9 | 17.9 | 25.51 | 3 | 0 | 2 | |||
| 18 Mar | 2034.65 | 61 | 15.7 | 24.18 | 2 | 1 | 1 | |||
| 17 Mar | 1991.85 | 45.3 | 0 | 2.04 | 0 | 0 | 0 | |||
| 13 Mar | 1968.45 | 45.3 | 0 | 3.01 | 0 | 0 | 0 | |||
| 12 Mar | 1966.70 | 45.3 | 0 | 2.75 | 0 | 0 | 0 | |||
| 11 Mar | 1976.10 | 45.3 | 0 | 2.43 | 0 | 0 | 0 | |||
| 10 Mar | 2010.40 | 45.3 | 0 | 1.28 | 0 | 0 | 0 | |||
| 7 Mar | 2030.00 | 45.3 | 0 | 0.27 | 0 | 0 | 0 | |||
| 5 Mar | 2010.10 | 45.3 | 0 | 0.82 | 0 | 0 | 0 | |||
For Lupin Limited - strike price 2060 expiring on 24APR2025
Delta for 2060 CE is 0.28
Historical price for 2060 CE is as follows
On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 21.8, which was 4.05 higher than the previous day. The implied volatity was 34.94, the open interest changed by 18 which increased total open position to 301
On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 18.15, which was -11.9 lower than the previous day. The implied volatity was 39.55, the open interest changed by 8 which increased total open position to 282
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 30.9, which was 5.2 higher than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 275
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 25.8, which was -5.6 lower than the previous day. The implied volatity was 41.81, the open interest changed by 24 which increased total open position to 274
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 30.3, which was -55.95 lower than the previous day. The implied volatity was 32.99, the open interest changed by 164 which increased total open position to 253
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 86.25, which was 37.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by -75 which decreased total open position to 90
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 49.5, which was 21.7 higher than the previous day. The implied volatity was 33.03, the open interest changed by 17 which increased total open position to 167
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 28.8, which was -24.55 lower than the previous day. The implied volatity was 31.41, the open interest changed by 20 which increased total open position to 151
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 51.65, which was -5.6 lower than the previous day. The implied volatity was 27.87, the open interest changed by 74 which increased total open position to 131
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 60, which was -12.75 lower than the previous day. The implied volatity was 31.98, the open interest changed by 32 which increased total open position to 55
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 75, which was -6.45 lower than the previous day. The implied volatity was 30.27, the open interest changed by -3 which decreased total open position to 23
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 81.9, which was -30.15 lower than the previous day. The implied volatity was 28.00, the open interest changed by 11 which increased total open position to 26
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 112.05, which was 3.1 higher than the previous day. The implied volatity was 27.70, the open interest changed by 0 which decreased total open position to 15
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 110.2, which was 17.3 higher than the previous day. The implied volatity was 26.85, the open interest changed by 3 which increased total open position to 16
On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 92.9, which was 14 higher than the previous day. The implied volatity was 26.58, the open interest changed by 9 which increased total open position to 12
On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 78.9, which was 17.9 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 2
On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 61, which was 15.7 higher than the previous day. The implied volatity was 24.18, the open interest changed by 1 which increased total open position to 1
On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 2.04, 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 45.3, which was 0 lower than the previous day. The implied volatity was 3.01, 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 45.3, which was 0 lower than the previous day. The implied volatity was 2.75, 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 45.3, which was 0 lower than the previous day. The implied volatity was 2.43, 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 45.3, which was 0 lower than the previous day. The implied volatity was 1.28, 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 45.3, which was 0 lower than the previous day. The implied volatity was 0.27, 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 45.3, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24APR2025 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 1.29
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1969.25 | 107.3 | -43.3 | 37.95 | 74 | -9 | 209 |
| 9 Apr | 1919.70 | 150.6 | 48.35 | 39.98 | 5 | 0 | 218 |
| 8 Apr | 1982.65 | 102.25 | -51.85 | 37.93 | 5 | 0 | 220 |
| 7 Apr | 1923.05 | 154.1 | 41.3 | 44.44 | 8 | 1 | 219 |
| 4 Apr | 1971.05 | 113.05 | 67.9 | 35.37 | 445 | -6 | 219 |
| 3 Apr | 2095.70 | 44.8 | -44.3 | 32.89 | 1,070 | 119 | 228 |
| 2 Apr | 2009.70 | 89.75 | -36.6 | 35.57 | 78 | 17 | 110 |
| 1 Apr | 1955.40 | 126.35 | 48.75 | 37.35 | 53 | -12 | 94 |
| 28 Mar | 2027.95 | 79.55 | -2.95 | 31.10 | 189 | 18 | 106 |
| 27 Mar | 2018.80 | 82.5 | 24.2 | 30.89 | 69 | 7 | 89 |
| 26 Mar | 2058.80 | 58.95 | 3.35 | 27.77 | 125 | 73 | 81 |
| 25 Mar | 2068.75 | 56.2 | -135.5 | 29.80 | 8 | 6 | 6 |
| 24 Mar | 2119.95 | 191.7 | 0 | 3.53 | 0 | 0 | 0 |
| 21 Mar | 2114.70 | 191.7 | 0 | 3.22 | 0 | 0 | 0 |
| 20 Mar | 2085.70 | 191.7 | 0 | 2.03 | 0 | 0 | 0 |
| 19 Mar | 2060.95 | 191.7 | 0 | 1.12 | 0 | 0 | 0 |
| 18 Mar | 2034.65 | 191.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1991.85 | 191.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1968.45 | 191.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1966.70 | 191.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1976.10 | 191.7 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 2010.40 | 191.7 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 2030.00 | 191.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 2010.10 | 191.7 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2060 expiring on 24APR2025
Delta for 2060 PE is -0.70
Historical price for 2060 PE is as follows
On 11 Apr LUPIN was trading at 1969.25. The strike last trading price was 107.3, which was -43.3 lower than the previous day. The implied volatity was 37.95, the open interest changed by -9 which decreased total open position to 209
On 9 Apr LUPIN was trading at 1919.70. The strike last trading price was 150.6, which was 48.35 higher than the previous day. The implied volatity was 39.98, the open interest changed by 0 which decreased total open position to 218
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 102.25, which was -51.85 lower than the previous day. The implied volatity was 37.93, the open interest changed by 0 which decreased total open position to 220
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 154.1, which was 41.3 higher than the previous day. The implied volatity was 44.44, the open interest changed by 1 which increased total open position to 219
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 113.05, which was 67.9 higher than the previous day. The implied volatity was 35.37, the open interest changed by -6 which decreased total open position to 219
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 44.8, which was -44.3 lower than the previous day. The implied volatity was 32.89, the open interest changed by 119 which increased total open position to 228
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 89.75, which was -36.6 lower than the previous day. The implied volatity was 35.57, the open interest changed by 17 which increased total open position to 110
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 126.35, which was 48.75 higher than the previous day. The implied volatity was 37.35, the open interest changed by -12 which decreased total open position to 94
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 79.55, which was -2.95 lower than the previous day. The implied volatity was 31.10, the open interest changed by 18 which increased total open position to 106
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 82.5, which was 24.2 higher than the previous day. The implied volatity was 30.89, the open interest changed by 7 which increased total open position to 89
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 58.95, which was 3.35 higher than the previous day. The implied volatity was 27.77, the open interest changed by 73 which increased total open position to 81
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 56.2, which was -135.5 lower than the previous day. The implied volatity was 29.80, the open interest changed by 6 which increased total open position to 6
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 191.7, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 191.7, 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 Mar LUPIN was trading at 2085.70. The strike last trading price was 191.7, which was 0 lower than the previous day. The implied volatity was 2.03, 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 191.7, which was 0 lower than the previous day. The implied volatity was 1.12, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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
