LUPIN
Lupin Limited
Historical option data for LUPIN
21 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.10
Theta: -2.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2043.00 | 20.3 | 1.25 | 24.00 | 1,624 | -18 | 648 | |||
| 20 Nov | 2038.20 | 19.05 | 0.00 | 23.49 | 1,969 | 211 | 664 | |||
| 19 Nov | 2038.20 | 19.05 | -3.95 | 23.49 | 1,969 | 209 | 664 | |||
| 18 Nov | 2035.75 | 23 | 3.30 | 23.17 | 1,369 | -13 | 454 | |||
| 14 Nov | 2015.85 | 19.7 | -16.55 | 20.99 | 1,969 | 124 | 464 | |||
| 13 Nov | 2039.00 | 36.25 | -22.20 | 23.10 | 1,939 | 305 | 338 | |||
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| 12 Nov | 2090.10 | 58.45 | -5.90 | 23.81 | 137 | -14 | 36 | |||
| 11 Nov | 2084.90 | 64.35 | -18.65 | 26.00 | 179 | 22 | 51 | |||
| 8 Nov | 2104.60 | 83 | -41.00 | 28.64 | 66 | 16 | 29 | |||
| 7 Nov | 2111.50 | 124 | -26.80 | 46.80 | 2 | 0 | 13 | |||
| 6 Nov | 2166.05 | 150.8 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 5 Nov | 2181.75 | 150.8 | -23.25 | 34.01 | 41 | 4 | 12 | |||
| 4 Nov | 2188.35 | 174.05 | 10.10 | 38.65 | 1 | 0 | 7 | |||
| 1 Nov | 2197.70 | 163.95 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 31 Oct | 2186.95 | 163.95 | -39.80 | - | 7 | 6 | 6 | |||
| 30 Oct | 2158.25 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2206.15 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2204.70 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2156.70 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2131.55 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2074.55 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2243.90 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 203.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 203.75 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2060 expiring on 28NOV2024
Delta for 2060 CE is 0.42
Historical price for 2060 CE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 20.3, which was 1.25 higher than the previous day. The implied volatity was 24.00, the open interest changed by -18 which decreased total open position to 648
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 23.49, the open interest changed by 211 which increased total open position to 664
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 19.05, which was -3.95 lower than the previous day. The implied volatity was 23.49, the open interest changed by 209 which increased total open position to 664
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 23, which was 3.30 higher than the previous day. The implied volatity was 23.17, the open interest changed by -13 which decreased total open position to 454
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 19.7, which was -16.55 lower than the previous day. The implied volatity was 20.99, the open interest changed by 124 which increased total open position to 464
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 36.25, which was -22.20 lower than the previous day. The implied volatity was 23.10, the open interest changed by 305 which increased total open position to 338
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 58.45, which was -5.90 lower than the previous day. The implied volatity was 23.81, the open interest changed by -14 which decreased total open position to 36
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 64.35, which was -18.65 lower than the previous day. The implied volatity was 26.00, the open interest changed by 22 which increased total open position to 51
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 83, which was -41.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by 16 which increased total open position to 29
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 124, which was -26.80 lower than the previous day. The implied volatity was 46.80, 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 150.8, 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 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 150.8, which was -23.25 lower than the previous day. The implied volatity was 34.01, the open interest changed by 4 which increased total open position to 12
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 174.05, which was 10.10 higher than the previous day. The implied volatity was 38.65, the open interest changed by 0 which decreased total open position to 7
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 163.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 163.95, which was -39.80 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, 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 203.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 1.11
Theta: -1.84
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2043.00 | 39 | -6.90 | 27.30 | 393 | -3 | 202 |
| 20 Nov | 2038.20 | 45.9 | 0.00 | 24.70 | 662 | 32 | 203 |
| 19 Nov | 2038.20 | 45.9 | -1.50 | 24.70 | 662 | 30 | 203 |
| 18 Nov | 2035.75 | 47.4 | -13.85 | 27.82 | 457 | -36 | 167 |
| 14 Nov | 2015.85 | 61.25 | 14.25 | 27.17 | 457 | -29 | 203 |
| 13 Nov | 2039.00 | 47 | 14.25 | 27.09 | 2,420 | 58 | 239 |
| 12 Nov | 2090.10 | 32.75 | -1.10 | 27.02 | 850 | -12 | 224 |
| 11 Nov | 2084.90 | 33.85 | -0.45 | 27.21 | 1,496 | -100 | 232 |
| 8 Nov | 2104.60 | 34.3 | -22.05 | 28.51 | 2,655 | 71 | 332 |
| 7 Nov | 2111.50 | 56.35 | 22.85 | 41.07 | 705 | 171 | 258 |
| 6 Nov | 2166.05 | 33.5 | -4.05 | 38.35 | 199 | -4 | 86 |
| 5 Nov | 2181.75 | 37.55 | 1.00 | 40.70 | 319 | 85 | 89 |
| 4 Nov | 2188.35 | 36.55 | 0.75 | 41.91 | 7 | 3 | 4 |
| 1 Nov | 2197.70 | 35.8 | -14.00 | 40.93 | 2 | 1 | 1 |
| 31 Oct | 2186.95 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2158.25 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2206.15 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2204.70 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2156.70 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2131.55 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2195.30 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2250.90 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2243.90 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 49.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 49.8 | 49.80 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 0 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2060 expiring on 28NOV2024
Delta for 2060 PE is -0.57
Historical price for 2060 PE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 39, which was -6.90 lower than the previous day. The implied volatity was 27.30, the open interest changed by -3 which decreased total open position to 202
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 45.9, which was 0.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 32 which increased total open position to 203
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 45.9, which was -1.50 lower than the previous day. The implied volatity was 24.70, the open interest changed by 30 which increased total open position to 203
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 47.4, which was -13.85 lower than the previous day. The implied volatity was 27.82, the open interest changed by -36 which decreased total open position to 167
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 61.25, which was 14.25 higher than the previous day. The implied volatity was 27.17, the open interest changed by -29 which decreased total open position to 203
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 47, which was 14.25 higher than the previous day. The implied volatity was 27.09, the open interest changed by 58 which increased total open position to 239
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 32.75, which was -1.10 lower than the previous day. The implied volatity was 27.02, the open interest changed by -12 which decreased total open position to 224
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 33.85, which was -0.45 lower than the previous day. The implied volatity was 27.21, the open interest changed by -100 which decreased total open position to 232
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 34.3, which was -22.05 lower than the previous day. The implied volatity was 28.51, the open interest changed by 71 which increased total open position to 332
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 56.35, which was 22.85 higher than the previous day. The implied volatity was 41.07, the open interest changed by 171 which increased total open position to 258
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 33.5, which was -4.05 lower than the previous day. The implied volatity was 38.35, the open interest changed by -4 which decreased total open position to 86
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 37.55, which was 1.00 higher than the previous day. The implied volatity was 40.70, the open interest changed by 85 which increased total open position to 89
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 36.55, which was 0.75 higher than the previous day. The implied volatity was 41.91, the open interest changed by 3 which increased total open position to 4
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 35.8, which was -14.00 lower than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 1
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, which was 49.80 higher 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 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 30 Sept LUPIN was trading at 2191.10. 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
