LUPIN
Lupin Limited
Historical option data for LUPIN
09 Jan 2026 04:12 PM IST
| LUPIN 27-JAN-2026 2100 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.91
Theta: -0.92
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.21
Vega: 1.38
Theta: -0.82
Gamma: 0.00
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| 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































































































































































































































