[--[65.84.65.76]--]

LUPIN

Lupin Limited
2113.1 +22.50 (1.08%)
L: 2095.9 H: 2128

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Historical option data for LUPIN

17 Dec 2025 04:11 PM IST
LUPIN 30-DEC-2025 2100 CE
Delta: 0.64
Vega: 1.50
Theta: -1.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2113.10 37.45 9.55 15.97 3,572 -229 1,138
16 Dec 2090.60 26.5 -3.7 18.03 1,829 29 1,355
15 Dec 2092.60 30.3 -11.9 19.00 1,899 194 1,334
12 Dec 2113.90 40.5 12.5 14.86 3,769 -226 1,139
11 Dec 2081.80 26.85 6.2 17.16 1,572 -143 1,379
10 Dec 2055.40 20.7 -0.45 18.12 1,785 -12 1,512
9 Dec 2051.80 20.75 -7.1 17.48 1,225 33 1,531
8 Dec 2070.70 27.6 -14.85 17.69 2,219 37 1,502
5 Dec 2098.80 39.9 -2.45 17.29 3,807 142 1,465
4 Dec 2092.00 40.55 2.5 17.59 1,627 69 1,331
3 Dec 2080.10 37.6 -6.65 17.63 2,252 54 1,261
2 Dec 2082.70 45.85 1.45 18.66 1,746 -25 1,214
1 Dec 2081.90 44.25 -2.25 19.87 4,100 169 1,248
28 Nov 2082.20 45.55 4.3 18.77 2,216 126 1,079
27 Nov 2071.40 41.4 -1.25 18.00 1,111 -14 954
26 Nov 2071.60 43 7.05 18.84 1,838 238 976
25 Nov 2042.30 35.5 14.7 20.71 2,601 113 739
24 Nov 1999.60 20.25 -12.2 21.49 609 63 619
21 Nov 2029.40 32.3 -3.85 19.55 315 80 555
20 Nov 2030.80 35.8 -3.7 21.63 564 204 461
19 Nov 2025.40 39.6 -9.8 22.61 209 86 258
18 Nov 2047.40 49.2 -4.85 21.97 94 8 180
17 Nov 2052.10 54.75 -3.8 22.96 203 53 173
14 Nov 2055.30 57.1 1.75 22.64 140 14 117
13 Nov 2052.90 56 6.95 21.73 144 30 102
12 Nov 2033.90 53.05 21.3 23.15 149 -62 71
11 Nov 1975.90 31.8 -4.85 23.02 123 92 133
10 Nov 1990.20 36 3.7 23.72 62 10 41
7 Nov 1971.80 32.3 -0.55 23.36 30 5 31
6 Nov 1955.50 32 -9 22.86 9 6 25
4 Nov 1997.00 41 -3.3 21.97 1 0 19
3 Nov 1983.80 44.3 6.2 22.94 6 2 19
31 Oct 1963.50 38.5 -6.05 - 22 16 16
30 Oct 1945.80 44.55 0 3.93 0 0 0


For Lupin Limited - strike price 2100 expiring on 30DEC2025

Delta for 2100 CE is 0.64

Historical price for 2100 CE is as follows

On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 37.45, which was 9.55 higher than the previous day. The implied volatity was 15.97, the open interest changed by -229 which decreased total open position to 1138


On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 26.5, which was -3.7 lower than the previous day. The implied volatity was 18.03, the open interest changed by 29 which increased total open position to 1355


On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 30.3, which was -11.9 lower than the previous day. The implied volatity was 19.00, the open interest changed by 194 which increased total open position to 1334


On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 40.5, which was 12.5 higher than the previous day. The implied volatity was 14.86, the open interest changed by -226 which decreased total open position to 1139


On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 26.85, which was 6.2 higher than the previous day. The implied volatity was 17.16, the open interest changed by -143 which decreased total open position to 1379


On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 20.7, which was -0.45 lower than the previous day. The implied volatity was 18.12, the open interest changed by -12 which decreased total open position to 1512


On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 20.75, which was -7.1 lower than the previous day. The implied volatity was 17.48, the open interest changed by 33 which increased total open position to 1531


On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 27.6, which was -14.85 lower than the previous day. The implied volatity was 17.69, the open interest changed by 37 which increased total open position to 1502


On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 39.9, which was -2.45 lower than the previous day. The implied volatity was 17.29, the open interest changed by 142 which increased total open position to 1465


On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 40.55, which was 2.5 higher than the previous day. The implied volatity was 17.59, the open interest changed by 69 which increased total open position to 1331


On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 37.6, which was -6.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by 54 which increased total open position to 1261


On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 45.85, which was 1.45 higher than the previous day. The implied volatity was 18.66, the open interest changed by -25 which decreased total open position to 1214


On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 44.25, which was -2.25 lower than the previous day. The implied volatity was 19.87, the open interest changed by 169 which increased total open position to 1248


On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 45.55, which was 4.3 higher than the previous day. The implied volatity was 18.77, the open interest changed by 126 which increased total open position to 1079


On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 41.4, which was -1.25 lower than the previous day. The implied volatity was 18.00, the open interest changed by -14 which decreased total open position to 954


On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 43, which was 7.05 higher than the previous day. The implied volatity was 18.84, the open interest changed by 238 which increased total open position to 976


On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 35.5, which was 14.7 higher than the previous day. The implied volatity was 20.71, the open interest changed by 113 which increased total open position to 739


On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 20.25, which was -12.2 lower than the previous day. The implied volatity was 21.49, the open interest changed by 63 which increased total open position to 619


On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 32.3, which was -3.85 lower than the previous day. The implied volatity was 19.55, the open interest changed by 80 which increased total open position to 555


On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 35.8, which was -3.7 lower than the previous day. The implied volatity was 21.63, the open interest changed by 204 which increased total open position to 461


On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 39.6, which was -9.8 lower than the previous day. The implied volatity was 22.61, the open interest changed by 86 which increased total open position to 258


On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 49.2, which was -4.85 lower than the previous day. The implied volatity was 21.97, the open interest changed by 8 which increased total open position to 180


On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 54.75, which was -3.8 lower than the previous day. The implied volatity was 22.96, the open interest changed by 53 which increased total open position to 173


On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 57.1, which was 1.75 higher than the previous day. The implied volatity was 22.64, the open interest changed by 14 which increased total open position to 117


On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 56, which was 6.95 higher than the previous day. The implied volatity was 21.73, the open interest changed by 30 which increased total open position to 102


On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 53.05, which was 21.3 higher than the previous day. The implied volatity was 23.15, the open interest changed by -62 which decreased total open position to 71


On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 31.8, which was -4.85 lower than the previous day. The implied volatity was 23.02, the open interest changed by 92 which increased total open position to 133


On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 36, which was 3.7 higher than the previous day. The implied volatity was 23.72, the open interest changed by 10 which increased total open position to 41


On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 32.3, which was -0.55 lower than the previous day. The implied volatity was 23.36, the open interest changed by 5 which increased total open position to 31


On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 32, which was -9 lower than the previous day. The implied volatity was 22.86, the open interest changed by 6 which increased total open position to 25


On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 41, which was -3.3 lower than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 19


On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 44.3, which was 6.2 higher than the previous day. The implied volatity was 22.94, the open interest changed by 2 which increased total open position to 19


On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 38.5, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16


On 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 44.55, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0


LUPIN 30DEC2025 2100 PE
Delta: -0.39
Vega: 1.53
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2113.10 23.8 -10.1 21.12 1,360 50 574
16 Dec 2090.60 36.45 3.6 20.42 492 -6 524
15 Dec 2092.60 32.4 8.3 18.06 706 38 531
12 Dec 2113.90 23.85 -16.8 18.27 874 36 492
11 Dec 2081.80 40.6 -18.5 18.05 139 -21 456
10 Dec 2055.40 59.5 -4.05 20.86 39 3 477
9 Dec 2051.80 62.05 9.95 22.10 190 -21 475
8 Dec 2070.70 52.5 15.75 21.00 739 -78 504
5 Dec 2098.80 39 -3.15 18.87 861 29 596
4 Dec 2092.00 43.25 -5.95 20.12 377 3 567
3 Dec 2080.10 49.05 1.05 20.70 382 -18 564
2 Dec 2082.70 45.8 -5.25 21.05 455 7 583
1 Dec 2081.90 50.65 -2.8 20.65 533 60 576
28 Nov 2082.20 54.5 -4.6 21.94 172 28 516
27 Nov 2071.40 59 0.2 22.23 137 44 488
26 Nov 2071.60 59 -19.1 21.41 216 38 447
25 Nov 2042.30 78 -32.5 22.16 132 56 408
24 Nov 1999.60 110.1 18.5 19.75 85 67 353
21 Nov 2029.40 90.2 -1.05 23.96 62 11 287
20 Nov 2030.80 91.85 -2.9 22.79 280 218 277
19 Nov 2025.40 95 10 24.10 10 4 59
18 Nov 2047.40 85 0 25.53 11 7 54
17 Nov 2052.10 84.45 4.45 25.92 62 34 45
14 Nov 2055.30 80 -5.75 23.98 1 0 10
13 Nov 2052.90 86 -10 26.11 20 -1 12
12 Nov 2033.90 96 -7 26.11 9 7 14
11 Nov 1975.90 103 -42 - 0 0 0
10 Nov 1990.20 103 -42 15.99 3 0 7
7 Nov 1971.80 145 15.3 - 0 5 0
6 Nov 1955.50 145 15.3 27.94 5 4 6
4 Nov 1997.00 129.7 -74.15 - 0 2 0
3 Nov 1983.80 129.7 -74.15 28.54 2 1 1
31 Oct 1963.50 203.85 0 - 0 0 0
30 Oct 1945.80 203.85 0 - 0 0 0


For Lupin Limited - strike price 2100 expiring on 30DEC2025

Delta for 2100 PE is -0.39

Historical price for 2100 PE is as follows

On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 23.8, which was -10.1 lower than the previous day. The implied volatity was 21.12, the open interest changed by 50 which increased total open position to 574


On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 36.45, which was 3.6 higher than the previous day. The implied volatity was 20.42, the open interest changed by -6 which decreased total open position to 524


On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 32.4, which was 8.3 higher than the previous day. The implied volatity was 18.06, the open interest changed by 38 which increased total open position to 531


On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 23.85, which was -16.8 lower than the previous day. The implied volatity was 18.27, the open interest changed by 36 which increased total open position to 492


On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 40.6, which was -18.5 lower than the previous day. The implied volatity was 18.05, the open interest changed by -21 which decreased total open position to 456


On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 59.5, which was -4.05 lower than the previous day. The implied volatity was 20.86, the open interest changed by 3 which increased total open position to 477


On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 62.05, which was 9.95 higher than the previous day. The implied volatity was 22.10, the open interest changed by -21 which decreased total open position to 475


On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 52.5, which was 15.75 higher than the previous day. The implied volatity was 21.00, the open interest changed by -78 which decreased total open position to 504


On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 39, which was -3.15 lower than the previous day. The implied volatity was 18.87, the open interest changed by 29 which increased total open position to 596


On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 43.25, which was -5.95 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 567


On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 49.05, which was 1.05 higher than the previous day. The implied volatity was 20.70, the open interest changed by -18 which decreased total open position to 564


On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 45.8, which was -5.25 lower than the previous day. The implied volatity was 21.05, the open interest changed by 7 which increased total open position to 583


On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 50.65, which was -2.8 lower than the previous day. The implied volatity was 20.65, the open interest changed by 60 which increased total open position to 576


On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 54.5, which was -4.6 lower than the previous day. The implied volatity was 21.94, the open interest changed by 28 which increased total open position to 516


On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 59, which was 0.2 higher than the previous day. The implied volatity was 22.23, the open interest changed by 44 which increased total open position to 488


On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 59, which was -19.1 lower than the previous day. The implied volatity was 21.41, the open interest changed by 38 which increased total open position to 447


On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 78, which was -32.5 lower than the previous day. The implied volatity was 22.16, the open interest changed by 56 which increased total open position to 408


On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 110.1, which was 18.5 higher than the previous day. The implied volatity was 19.75, the open interest changed by 67 which increased total open position to 353


On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 90.2, which was -1.05 lower than the previous day. The implied volatity was 23.96, the open interest changed by 11 which increased total open position to 287


On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 91.85, which was -2.9 lower than the previous day. The implied volatity was 22.79, the open interest changed by 218 which increased total open position to 277


On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 95, which was 10 higher than the previous day. The implied volatity was 24.10, the open interest changed by 4 which increased total open position to 59


On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 25.53, the open interest changed by 7 which increased total open position to 54


On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 84.45, which was 4.45 higher than the previous day. The implied volatity was 25.92, the open interest changed by 34 which increased total open position to 45


On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 80, which was -5.75 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 10


On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 86, which was -10 lower than the previous day. The implied volatity was 26.11, the open interest changed by -1 which decreased total open position to 12


On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 96, which was -7 lower than the previous day. The implied volatity was 26.11, the open interest changed by 7 which increased total open position to 14


On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 103, which was -42 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 103, which was -42 lower than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 7


On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 145, which was 15.3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 145, which was 15.3 higher than the previous day. The implied volatity was 27.94, the open interest changed by 4 which increased total open position to 6


On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 129.7, which was -74.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 129.7, which was -74.15 lower than the previous day. The implied volatity was 28.54, the open interest changed by 1 which increased total open position to 1


On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 203.85, 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 203.85, 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