[--[65.84.65.76]--]

LUPIN

Lupin Limited
2182.2 -8.70 (-0.40%)
L: 2156 H: 2195

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Historical option data for LUPIN

09 Jan 2026 04:12 PM IST
LUPIN 27-JAN-2026 2100 CE
Delta: 0.89
Vega: 0.91
Theta: -0.92
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 2182.20 97.5 -7.25 16.28 67 -12 374
8 Jan 2190.90 107 -23.1 17.28 39 -16 385
7 Jan 2214.30 130.8 49.7 19.20 576 -132 402
6 Jan 2149.70 89.5 54.15 21.90 3,379 -418 542
5 Jan 2083.70 33.4 -14.15 17.60 1,590 339 959
2 Jan 2105.30 47.8 1.45 16.23 1,292 44 633
1 Jan 2102.80 46.5 -5.35 15.66 846 76 589
31 Dec 2109.50 50.1 4.65 16.35 1,047 27 513
30 Dec 2080.40 45 0.35 20.32 1,373 113 487
29 Dec 2082.10 43.95 -17.2 19.06 591 155 372
26 Dec 2112.40 58.9 -1.25 19.78 293 83 216
24 Dec 2107.00 60.3 -5.9 18.47 241 24 134
23 Dec 2113.50 66.6 -11.75 19.74 70 27 112
22 Dec 2126.30 78.35 -1.25 18.34 37 5 85
19 Dec 2125.80 78.65 2.65 19.08 111 20 80
18 Dec 2119.10 76 2.5 20.08 22 5 56
17 Dec 2113.10 73.5 9.9 18.80 38 2 50
16 Dec 2090.60 62.75 -5.5 20.48 55 7 47
15 Dec 2092.60 68.25 -9.7 21.73 36 5 38
12 Dec 2113.90 77.9 14.9 19.14 14 6 32
11 Dec 2081.80 63 8.1 20.55 7 2 25
10 Dec 2055.40 54.9 4.9 21.25 4 1 22
9 Dec 2051.80 50 -6 19.22 9 3 21
8 Dec 2070.70 56 -22.4 18.70 3 -1 18
5 Dec 2098.80 78.4 5.4 21.75 3 2 19
4 Dec 2092.00 73 2.8 19.80 11 3 16
3 Dec 2080.10 70.2 -4.6 20.03 10 -2 12
2 Dec 2082.70 74.8 -1.25 19.55 10 4 12
1 Dec 2081.90 75 3.25 21.17 8 5 6
28 Nov 2082.20 71.75 -18.05 - 0 1 0
27 Nov 2071.40 71.75 -18.05 19.93 1 0 0
26 Nov 2071.60 89.8 0 - 0 0 0


For Lupin Limited - strike price 2100 expiring on 27JAN2026

Delta for 2100 CE is 0.89

Historical price for 2100 CE is as follows

On 9 Jan LUPIN was trading at 2182.20. The strike last trading price was 97.5, which was -7.25 lower than the previous day. The implied volatity was 16.28, the open interest changed by -12 which decreased total open position to 374


On 8 Jan LUPIN was trading at 2190.90. The strike last trading price was 107, which was -23.1 lower than the previous day. The implied volatity was 17.28, the open interest changed by -16 which decreased total open position to 385


On 7 Jan LUPIN was trading at 2214.30. The strike last trading price was 130.8, which was 49.7 higher than the previous day. The implied volatity was 19.20, the open interest changed by -132 which decreased total open position to 402


On 6 Jan LUPIN was trading at 2149.70. The strike last trading price was 89.5, which was 54.15 higher than the previous day. The implied volatity was 21.90, the open interest changed by -418 which decreased total open position to 542


On 5 Jan LUPIN was trading at 2083.70. The strike last trading price was 33.4, which was -14.15 lower than the previous day. The implied volatity was 17.60, the open interest changed by 339 which increased total open position to 959


On 2 Jan LUPIN was trading at 2105.30. The strike last trading price was 47.8, which was 1.45 higher than the previous day. The implied volatity was 16.23, the open interest changed by 44 which increased total open position to 633


On 1 Jan LUPIN was trading at 2102.80. The strike last trading price was 46.5, which was -5.35 lower than the previous day. The implied volatity was 15.66, the open interest changed by 76 which increased total open position to 589


On 31 Dec LUPIN was trading at 2109.50. The strike last trading price was 50.1, which was 4.65 higher than the previous day. The implied volatity was 16.35, the open interest changed by 27 which increased total open position to 513


On 30 Dec LUPIN was trading at 2080.40. The strike last trading price was 45, which was 0.35 higher than the previous day. The implied volatity was 20.32, the open interest changed by 113 which increased total open position to 487


On 29 Dec LUPIN was trading at 2082.10. The strike last trading price was 43.95, which was -17.2 lower than the previous day. The implied volatity was 19.06, the open interest changed by 155 which increased total open position to 372


On 26 Dec LUPIN was trading at 2112.40. The strike last trading price was 58.9, which was -1.25 lower than the previous day. The implied volatity was 19.78, the open interest changed by 83 which increased total open position to 216


On 24 Dec LUPIN was trading at 2107.00. The strike last trading price was 60.3, which was -5.9 lower than the previous day. The implied volatity was 18.47, the open interest changed by 24 which increased total open position to 134


On 23 Dec LUPIN was trading at 2113.50. The strike last trading price was 66.6, which was -11.75 lower than the previous day. The implied volatity was 19.74, the open interest changed by 27 which increased total open position to 112


On 22 Dec LUPIN was trading at 2126.30. The strike last trading price was 78.35, which was -1.25 lower than the previous day. The implied volatity was 18.34, the open interest changed by 5 which increased total open position to 85


On 19 Dec LUPIN was trading at 2125.80. The strike last trading price was 78.65, which was 2.65 higher than the previous day. The implied volatity was 19.08, the open interest changed by 20 which increased total open position to 80


On 18 Dec LUPIN was trading at 2119.10. The strike last trading price was 76, which was 2.5 higher than the previous day. The implied volatity was 20.08, the open interest changed by 5 which increased total open position to 56


On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 73.5, which was 9.9 higher than the previous day. The implied volatity was 18.80, the open interest changed by 2 which increased total open position to 50


On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 62.75, which was -5.5 lower than the previous day. The implied volatity was 20.48, the open interest changed by 7 which increased total open position to 47


On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 68.25, which was -9.7 lower than the previous day. The implied volatity was 21.73, the open interest changed by 5 which increased total open position to 38


On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 77.9, which was 14.9 higher than the previous day. The implied volatity was 19.14, the open interest changed by 6 which increased total open position to 32


On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 63, which was 8.1 higher than the previous day. The implied volatity was 20.55, the open interest changed by 2 which increased total open position to 25


On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 54.9, which was 4.9 higher than the previous day. The implied volatity was 21.25, the open interest changed by 1 which increased total open position to 22


On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 50, which was -6 lower than the previous day. The implied volatity was 19.22, the open interest changed by 3 which increased total open position to 21


On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 56, which was -22.4 lower than the previous day. The implied volatity was 18.70, the open interest changed by -1 which decreased total open position to 18


On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 78.4, which was 5.4 higher than the previous day. The implied volatity was 21.75, the open interest changed by 2 which increased total open position to 19


On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 73, which was 2.8 higher than the previous day. The implied volatity was 19.80, the open interest changed by 3 which increased total open position to 16


On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 70.2, which was -4.6 lower than the previous day. The implied volatity was 20.03, the open interest changed by -2 which decreased total open position to 12


On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 74.8, which was -1.25 lower than the previous day. The implied volatity was 19.55, the open interest changed by 4 which increased total open position to 12


On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 75, which was 3.25 higher than the previous day. The implied volatity was 21.17, the open interest changed by 5 which increased total open position to 6


On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 71.75, which was -18.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 71.75, which was -18.05 lower than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 0


On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 89.8, 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 27JAN2026 2100 PE
Delta: -0.21
Vega: 1.38
Theta: -0.82
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 2182.20 14.2 1.55 24.71 737 -45 562
8 Jan 2190.90 12.5 3.85 24.12 623 -83 604
7 Jan 2214.30 8.95 -10.6 23.78 1,872 86 683
6 Jan 2149.70 19.3 -26.2 23.01 1,568 -59 595
5 Jan 2083.70 48 15.7 22.22 651 76 660
2 Jan 2105.30 32.25 -1.4 19.41 414 37 584
1 Jan 2102.80 33 -2.1 19.15 497 78 547
31 Dec 2109.50 36.3 -10.2 20.72 452 16 468
30 Dec 2080.40 44.85 -7.7 18.71 392 101 454
29 Dec 2082.10 52.6 13.05 22.17 369 110 351
26 Dec 2112.40 41.85 -0.35 20.55 224 71 239
24 Dec 2107.00 42.45 1.2 21.12 131 44 169
23 Dec 2113.50 40.5 5.75 20.71 65 25 125
22 Dec 2126.30 35.3 -0.15 21.76 42 32 100
19 Dec 2125.80 35.15 -7.65 20.17 49 19 67
18 Dec 2119.10 42.8 -3.7 21.49 21 6 50
17 Dec 2113.10 46.5 -7.4 22.66 39 18 43
16 Dec 2090.60 53.9 0.5 20.86 5 2 24
15 Dec 2092.60 53.4 5.45 20.83 5 3 21
12 Dec 2113.90 47.95 -25.05 22.10 13 9 16
11 Dec 2081.80 73 -3.3 - 0 0 7
10 Dec 2055.40 73 -3.3 21.33 1 0 6
9 Dec 2051.80 76.3 19.3 22.20 2 1 6
8 Dec 2070.70 57 -14.4 - 0 0 5
5 Dec 2098.80 57 -14.4 21.08 5 3 4
4 Dec 2092.00 71.4 -54.15 - 0 0 0
3 Dec 2080.10 71.4 -54.15 - 0 0 0
2 Dec 2082.70 71.4 -54.15 - 0 1 0
1 Dec 2081.90 71.4 -54.15 23.55 1 0 0
28 Nov 2082.20 125.55 0 0.55 0 0 0
27 Nov 2071.40 125.55 0 0.33 0 0 0
26 Nov 2071.60 125.55 0 0.23 0 0 0


For Lupin Limited - strike price 2100 expiring on 27JAN2026

Delta for 2100 PE is -0.21

Historical price for 2100 PE is as follows

On 9 Jan LUPIN was trading at 2182.20. The strike last trading price was 14.2, which was 1.55 higher than the previous day. The implied volatity was 24.71, the open interest changed by -45 which decreased total open position to 562


On 8 Jan LUPIN was trading at 2190.90. The strike last trading price was 12.5, which was 3.85 higher than the previous day. The implied volatity was 24.12, the open interest changed by -83 which decreased total open position to 604


On 7 Jan LUPIN was trading at 2214.30. The strike last trading price was 8.95, which was -10.6 lower than the previous day. The implied volatity was 23.78, the open interest changed by 86 which increased total open position to 683


On 6 Jan LUPIN was trading at 2149.70. The strike last trading price was 19.3, which was -26.2 lower than the previous day. The implied volatity was 23.01, the open interest changed by -59 which decreased total open position to 595


On 5 Jan LUPIN was trading at 2083.70. The strike last trading price was 48, which was 15.7 higher than the previous day. The implied volatity was 22.22, the open interest changed by 76 which increased total open position to 660


On 2 Jan LUPIN was trading at 2105.30. The strike last trading price was 32.25, which was -1.4 lower than the previous day. The implied volatity was 19.41, the open interest changed by 37 which increased total open position to 584


On 1 Jan LUPIN was trading at 2102.80. The strike last trading price was 33, which was -2.1 lower than the previous day. The implied volatity was 19.15, the open interest changed by 78 which increased total open position to 547


On 31 Dec LUPIN was trading at 2109.50. The strike last trading price was 36.3, which was -10.2 lower than the previous day. The implied volatity was 20.72, the open interest changed by 16 which increased total open position to 468


On 30 Dec LUPIN was trading at 2080.40. The strike last trading price was 44.85, which was -7.7 lower than the previous day. The implied volatity was 18.71, the open interest changed by 101 which increased total open position to 454


On 29 Dec LUPIN was trading at 2082.10. The strike last trading price was 52.6, which was 13.05 higher than the previous day. The implied volatity was 22.17, the open interest changed by 110 which increased total open position to 351


On 26 Dec LUPIN was trading at 2112.40. The strike last trading price was 41.85, which was -0.35 lower than the previous day. The implied volatity was 20.55, the open interest changed by 71 which increased total open position to 239


On 24 Dec LUPIN was trading at 2107.00. The strike last trading price was 42.45, which was 1.2 higher than the previous day. The implied volatity was 21.12, the open interest changed by 44 which increased total open position to 169


On 23 Dec LUPIN was trading at 2113.50. The strike last trading price was 40.5, which was 5.75 higher than the previous day. The implied volatity was 20.71, the open interest changed by 25 which increased total open position to 125


On 22 Dec LUPIN was trading at 2126.30. The strike last trading price was 35.3, which was -0.15 lower than the previous day. The implied volatity was 21.76, the open interest changed by 32 which increased total open position to 100


On 19 Dec LUPIN was trading at 2125.80. The strike last trading price was 35.15, which was -7.65 lower than the previous day. The implied volatity was 20.17, the open interest changed by 19 which increased total open position to 67


On 18 Dec LUPIN was trading at 2119.10. The strike last trading price was 42.8, which was -3.7 lower than the previous day. The implied volatity was 21.49, the open interest changed by 6 which increased total open position to 50


On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 46.5, which was -7.4 lower than the previous day. The implied volatity was 22.66, the open interest changed by 18 which increased total open position to 43


On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 53.9, which was 0.5 higher than the previous day. The implied volatity was 20.86, the open interest changed by 2 which increased total open position to 24


On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 53.4, which was 5.45 higher than the previous day. The implied volatity was 20.83, the open interest changed by 3 which increased total open position to 21


On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 47.95, which was -25.05 lower than the previous day. The implied volatity was 22.10, the open interest changed by 9 which increased total open position to 16


On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 73, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 73, which was -3.3 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 6


On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 76.3, which was 19.3 higher than the previous day. The implied volatity was 22.20, the open interest changed by 1 which increased total open position to 6


On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 57, which was -14.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 57, which was -14.4 lower than the previous day. The implied volatity was 21.08, the open interest changed by 3 which increased total open position to 4


On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 71.4, which was -54.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 71.4, which was -54.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 71.4, which was -54.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 71.4, which was -54.15 lower than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 0


On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 125.55, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 125.55, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 125.55, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0