LUPIN
Lupin Limited
Historical option data for LUPIN
20 Feb 2026 04:12 PM IST
| LUPIN 24-FEB-2026 2100 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.08
Theta: -0.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 2219.40 | 116.7 | -11 | 23.33 | 5 | -2 | 54 | |||||||||
| 19 Feb | 2228.70 | 123.95 | -6 | 40.44 | 32 | -6 | 58 | |||||||||
| 18 Feb | 2226.70 | 132.2 | -22.75 | 30.15 | 46 | -11 | 63 | |||||||||
| 17 Feb | 2247.50 | 155.7 | 22.7 | 42.34 | 73 | -17 | 73 | |||||||||
| 16 Feb | 2221.50 | 132.7 | 23.85 | 36.67 | 65 | -9 | 93 | |||||||||
| 13 Feb | 2199.30 | 107 | -25.4 | 25.03 | 428 | -9 | 105 | |||||||||
| 12 Feb | 2211.10 | 136.9 | 0.3 | 32.5 | 79 | 7 | 110 | |||||||||
| 11 Feb | 2209.10 | 136.3 | 2.6 | 33.8 | 64 | -2 | 107 | |||||||||
| 10 Feb | 2204.10 | 134.5 | 10.55 | 37.16 | 107 | -29 | 108 | |||||||||
| 9 Feb | 2196.80 | 136 | 32.35 | 34.49 | 102 | 21 | 138 | |||||||||
| 6 Feb | 2173.70 | 99.5 | -47.5 | 29.74 | 42 | 21 | 116 | |||||||||
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| 5 Feb | 2218.50 | 147 | 17.25 | 31.97 | 30 | -2 | 95 | |||||||||
| 4 Feb | 2195.20 | 131.55 | 11.2 | 32.08 | 114 | -29 | 98 | |||||||||
| 3 Feb | 2185.90 | 120.5 | 46 | 30.63 | 217 | 2 | 130 | |||||||||
| 2 Feb | 2129.40 | 73.65 | -5.6 | 24.14 | 502 | 13 | 126 | |||||||||
| 1 Feb | 2135.20 | 75 | -19.75 | 23.59 | 104 | -7 | 111 | |||||||||
| 30 Jan | 2152.80 | 92.45 | 5.65 | 25.61 | 297 | 17 | 116 | |||||||||
| 29 Jan | 2132.10 | 86 | -1.3 | 29.44 | 183 | 16 | 100 | |||||||||
| 28 Jan | 2129.50 | 84.5 | -13.05 | 25.34 | 130 | 43 | 83 | |||||||||
| 27 Jan | 2150.50 | 97.55 | 3.35 | 22.41 | 46 | 13 | 39 | |||||||||
| 23 Jan | 2137.20 | 93.6 | -17.4 | 24.63 | 68 | -15 | 24 | |||||||||
| 22 Jan | 2163.20 | 111 | 11 | 21.45 | 13 | 2 | 39 | |||||||||
| 21 Jan | 2140.70 | 100 | -18.3 | 25.9 | 16 | 8 | 37 | |||||||||
| 20 Jan | 2168.30 | 118.3 | -4.7 | 25.72 | 19 | 16 | 30 | |||||||||
| 19 Jan | 2177.10 | 123 | 1 | 22.66 | 1 | 0 | 13 | |||||||||
| 16 Jan | 2177.90 | 122 | -28 | - | 0 | 0 | 13 | |||||||||
| 14 Jan | 2195.90 | 122 | -28 | 12.3 | 1 | 0 | 13 | |||||||||
| 13 Jan | 2179.00 | 150 | 25.5 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 2188.40 | 150 | 25.5 | - | 0 | 0 | 13 | |||||||||
| 9 Jan | 2182.20 | 150 | 25.5 | - | 0 | 0 | 13 | |||||||||
| 8 Jan | 2190.90 | 150 | 25.5 | - | 0 | 0 | 13 | |||||||||
| 7 Jan | 2214.30 | 150 | 25.5 | 15.86 | 4 | -1 | 13 | |||||||||
| 6 Jan | 2149.70 | 124 | 53 | 23.14 | 5 | 1 | 14 | |||||||||
| 5 Jan | 2083.70 | 71 | -11 | 21.36 | 6 | 4 | 13 | |||||||||
| 2 Jan | 2105.30 | 82 | -14.95 | 19.2 | 12 | 6 | 6 | |||||||||
| 1 Jan | 2102.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 2109.50 | 96.95 | - | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2100 expiring on 24FEB2026
Delta for 2100 CE is 0.99
Historical price for 2100 CE is as follows
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 116.7, which was -11 lower than the previous day. The implied volatity was 23.33, the open interest changed by -2 which decreased total open position to 54
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 123.95, which was -6 lower than the previous day. The implied volatity was 40.44, the open interest changed by -6 which decreased total open position to 58
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 132.2, which was -22.75 lower than the previous day. The implied volatity was 30.15, the open interest changed by -11 which decreased total open position to 63
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 155.7, which was 22.7 higher than the previous day. The implied volatity was 42.34, the open interest changed by -17 which decreased total open position to 73
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 132.7, which was 23.85 higher than the previous day. The implied volatity was 36.67, the open interest changed by -9 which decreased total open position to 93
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 107, which was -25.4 lower than the previous day. The implied volatity was 25.03, the open interest changed by -9 which decreased total open position to 105
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 136.9, which was 0.3 higher than the previous day. The implied volatity was 32.5, the open interest changed by 7 which increased total open position to 110
On 11 Feb LUPIN was trading at 2209.10. The strike last trading price was 136.3, which was 2.6 higher than the previous day. The implied volatity was 33.8, the open interest changed by -2 which decreased total open position to 107
On 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 134.5, which was 10.55 higher than the previous day. The implied volatity was 37.16, the open interest changed by -29 which decreased total open position to 108
On 9 Feb LUPIN was trading at 2196.80. The strike last trading price was 136, which was 32.35 higher than the previous day. The implied volatity was 34.49, the open interest changed by 21 which increased total open position to 138
On 6 Feb LUPIN was trading at 2173.70. The strike last trading price was 99.5, which was -47.5 lower than the previous day. The implied volatity was 29.74, the open interest changed by 21 which increased total open position to 116
On 5 Feb LUPIN was trading at 2218.50. The strike last trading price was 147, which was 17.25 higher than the previous day. The implied volatity was 31.97, the open interest changed by -2 which decreased total open position to 95
On 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 131.55, which was 11.2 higher than the previous day. The implied volatity was 32.08, the open interest changed by -29 which decreased total open position to 98
On 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 120.5, which was 46 higher than the previous day. The implied volatity was 30.63, the open interest changed by 2 which increased total open position to 130
On 2 Feb LUPIN was trading at 2129.40. The strike last trading price was 73.65, which was -5.6 lower than the previous day. The implied volatity was 24.14, the open interest changed by 13 which increased total open position to 126
On 1 Feb LUPIN was trading at 2135.20. The strike last trading price was 75, which was -19.75 lower than the previous day. The implied volatity was 23.59, the open interest changed by -7 which decreased total open position to 111
On 30 Jan LUPIN was trading at 2152.80. The strike last trading price was 92.45, which was 5.65 higher than the previous day. The implied volatity was 25.61, the open interest changed by 17 which increased total open position to 116
On 29 Jan LUPIN was trading at 2132.10. The strike last trading price was 86, which was -1.3 lower than the previous day. The implied volatity was 29.44, the open interest changed by 16 which increased total open position to 100
On 28 Jan LUPIN was trading at 2129.50. The strike last trading price was 84.5, which was -13.05 lower than the previous day. The implied volatity was 25.34, the open interest changed by 43 which increased total open position to 83
On 27 Jan LUPIN was trading at 2150.50. The strike last trading price was 97.55, which was 3.35 higher than the previous day. The implied volatity was 22.41, the open interest changed by 13 which increased total open position to 39
On 23 Jan LUPIN was trading at 2137.20. The strike last trading price was 93.6, which was -17.4 lower than the previous day. The implied volatity was 24.63, the open interest changed by -15 which decreased total open position to 24
On 22 Jan LUPIN was trading at 2163.20. The strike last trading price was 111, which was 11 higher than the previous day. The implied volatity was 21.45, the open interest changed by 2 which increased total open position to 39
On 21 Jan LUPIN was trading at 2140.70. The strike last trading price was 100, which was -18.3 lower than the previous day. The implied volatity was 25.9, the open interest changed by 8 which increased total open position to 37
On 20 Jan LUPIN was trading at 2168.30. The strike last trading price was 118.3, which was -4.7 lower than the previous day. The implied volatity was 25.72, the open interest changed by 16 which increased total open position to 30
On 19 Jan LUPIN was trading at 2177.10. The strike last trading price was 123, which was 1 higher than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 13
On 16 Jan LUPIN was trading at 2177.90. The strike last trading price was 122, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 14 Jan LUPIN was trading at 2195.90. The strike last trading price was 122, which was -28 lower than the previous day. The implied volatity was 12.3, the open interest changed by 0 which decreased total open position to 13
On 13 Jan LUPIN was trading at 2179.00. The strike last trading price was 150, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LUPIN was trading at 2188.40. The strike last trading price was 150, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Jan LUPIN was trading at 2182.20. The strike last trading price was 150, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 8 Jan LUPIN was trading at 2190.90. The strike last trading price was 150, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 7 Jan LUPIN was trading at 2214.30. The strike last trading price was 150, which was 25.5 higher than the previous day. The implied volatity was 15.86, the open interest changed by -1 which decreased total open position to 13
On 6 Jan LUPIN was trading at 2149.70. The strike last trading price was 124, which was 53 higher than the previous day. The implied volatity was 23.14, the open interest changed by 1 which increased total open position to 14
On 5 Jan LUPIN was trading at 2083.70. The strike last trading price was 71, which was -11 lower than the previous day. The implied volatity was 21.36, the open interest changed by 4 which increased total open position to 13
On 2 Jan LUPIN was trading at 2105.30. The strike last trading price was 82, which was -14.95 lower than the previous day. The implied volatity was 19.2, the open interest changed by 6 which increased total open position to 6
On 1 Jan LUPIN was trading at 2102.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec LUPIN was trading at 2109.50. The strike last trading price was 96.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24FEB2026 2100 PE | |||||||
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Delta: -0.05
Vega: 0.23
Theta: -0.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 2219.40 | 1.55 | 0.1 | 33.72 | 666 | -71 | 324 |
| 19 Feb | 2228.70 | 1.35 | -0.4 | 29.46 | 1,728 | 10 | 397 |
| 18 Feb | 2226.70 | 1.9 | -0.6 | 30.09 | 163 | -39 | 391 |
| 17 Feb | 2247.50 | 2.6 | -2.15 | 32.65 | 420 | -31 | 430 |
| 16 Feb | 2221.50 | 4.45 | -6.2 | 30.07 | 489 | -59 | 461 |
| 13 Feb | 2199.30 | 10.6 | -7 | 29.35 | 1,793 | -171 | 519 |
| 12 Feb | 2211.10 | 15.45 | -6.25 | 37.18 | 1,749 | 101 | 650 |
| 11 Feb | 2209.10 | 21 | -0.35 | 39.82 | 561 | 96 | 550 |
| 10 Feb | 2204.10 | 21.45 | 2.05 | 37.15 | 821 | -35 | 453 |
| 9 Feb | 2196.80 | 20 | -10.55 | 35.51 | 597 | 60 | 484 |
| 6 Feb | 2173.70 | 31.2 | 10.6 | 32.22 | 369 | 32 | 424 |
| 5 Feb | 2218.50 | 21.1 | -5.1 | 34 | 506 | -29 | 391 |
| 4 Feb | 2195.20 | 26.75 | 1.55 | 33.61 | 714 | 73 | 418 |
| 3 Feb | 2185.90 | 25.25 | -20.35 | 29.92 | 740 | 4 | 327 |
| 2 Feb | 2129.40 | 45 | -3.65 | 30.91 | 448 | -94 | 322 |
| 1 Feb | 2135.20 | 51.35 | 9.8 | 33.76 | 194 | 49 | 414 |
| 30 Jan | 2152.80 | 44 | -2.15 | 31.9 | 497 | -20 | 351 |
| 29 Jan | 2132.10 | 47.35 | -3.65 | 28.64 | 600 | 51 | 371 |
| 28 Jan | 2129.50 | 51 | 6.25 | 31.54 | 228 | 47 | 319 |
| 27 Jan | 2150.50 | 44.55 | -8.05 | 32.38 | 192 | 3 | 270 |
| 23 Jan | 2137.20 | 50.05 | 9.65 | 30.05 | 195 | 80 | 268 |
| 22 Jan | 2163.20 | 40.5 | -8.4 | 30.32 | 176 | -13 | 186 |
| 21 Jan | 2140.70 | 50 | 11.4 | 29.51 | 161 | 83 | 199 |
| 20 Jan | 2168.30 | 38.2 | 3.7 | 27.84 | 57 | 40 | 115 |
| 19 Jan | 2177.10 | 34.5 | -2.65 | 27.73 | 9 | 1 | 74 |
| 16 Jan | 2177.90 | 37.15 | 7.65 | 27.36 | 35 | 18 | 72 |
| 14 Jan | 2195.90 | 29.5 | -12 | 26.93 | 1 | 0 | 54 |
| 13 Jan | 2179.00 | 41.5 | 6.35 | 28.68 | 5 | 0 | 54 |
| 12 Jan | 2188.40 | 35.15 | -1.85 | 26.98 | 6 | 2 | 53 |
| 9 Jan | 2182.20 | 37 | 3.75 | 26.57 | 11 | 1 | 51 |
| 8 Jan | 2190.90 | 36.7 | 9.55 | 27.13 | 58 | 43 | 50 |
| 7 Jan | 2214.30 | 27 | -70.15 | 25.33 | 7 | 3 | 3 |
| 6 Jan | 2149.70 | 97.15 | 0 | 2.98 | 0 | 0 | 0 |
| 5 Jan | 2083.70 | 97.15 | 0 | 0.44 | 0 | 0 | 0 |
| 2 Jan | 2105.30 | 97.15 | 0 | 1.38 | 0 | 0 | 0 |
| 1 Jan | 2102.80 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 2109.50 | 97.15 | - | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2100 expiring on 24FEB2026
Delta for 2100 PE is -0.05
Historical price for 2100 PE is as follows
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 33.72, the open interest changed by -71 which decreased total open position to 324
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 29.46, the open interest changed by 10 which increased total open position to 397
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 1.9, which was -0.6 lower than the previous day. The implied volatity was 30.09, the open interest changed by -39 which decreased total open position to 391
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 2.6, which was -2.15 lower than the previous day. The implied volatity was 32.65, the open interest changed by -31 which decreased total open position to 430
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 4.45, which was -6.2 lower than the previous day. The implied volatity was 30.07, the open interest changed by -59 which decreased total open position to 461
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 10.6, which was -7 lower than the previous day. The implied volatity was 29.35, the open interest changed by -171 which decreased total open position to 519
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 15.45, which was -6.25 lower than the previous day. The implied volatity was 37.18, the open interest changed by 101 which increased total open position to 650
On 11 Feb LUPIN was trading at 2209.10. The strike last trading price was 21, which was -0.35 lower than the previous day. The implied volatity was 39.82, the open interest changed by 96 which increased total open position to 550
On 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 21.45, which was 2.05 higher than the previous day. The implied volatity was 37.15, the open interest changed by -35 which decreased total open position to 453
On 9 Feb LUPIN was trading at 2196.80. The strike last trading price was 20, which was -10.55 lower than the previous day. The implied volatity was 35.51, the open interest changed by 60 which increased total open position to 484
On 6 Feb LUPIN was trading at 2173.70. The strike last trading price was 31.2, which was 10.6 higher than the previous day. The implied volatity was 32.22, the open interest changed by 32 which increased total open position to 424
On 5 Feb LUPIN was trading at 2218.50. The strike last trading price was 21.1, which was -5.1 lower than the previous day. The implied volatity was 34, the open interest changed by -29 which decreased total open position to 391
On 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 26.75, which was 1.55 higher than the previous day. The implied volatity was 33.61, the open interest changed by 73 which increased total open position to 418
On 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 25.25, which was -20.35 lower than the previous day. The implied volatity was 29.92, the open interest changed by 4 which increased total open position to 327
On 2 Feb LUPIN was trading at 2129.40. The strike last trading price was 45, which was -3.65 lower than the previous day. The implied volatity was 30.91, the open interest changed by -94 which decreased total open position to 322
On 1 Feb LUPIN was trading at 2135.20. The strike last trading price was 51.35, which was 9.8 higher than the previous day. The implied volatity was 33.76, the open interest changed by 49 which increased total open position to 414
On 30 Jan LUPIN was trading at 2152.80. The strike last trading price was 44, which was -2.15 lower than the previous day. The implied volatity was 31.9, the open interest changed by -20 which decreased total open position to 351
On 29 Jan LUPIN was trading at 2132.10. The strike last trading price was 47.35, which was -3.65 lower than the previous day. The implied volatity was 28.64, the open interest changed by 51 which increased total open position to 371
On 28 Jan LUPIN was trading at 2129.50. The strike last trading price was 51, which was 6.25 higher than the previous day. The implied volatity was 31.54, the open interest changed by 47 which increased total open position to 319
On 27 Jan LUPIN was trading at 2150.50. The strike last trading price was 44.55, which was -8.05 lower than the previous day. The implied volatity was 32.38, the open interest changed by 3 which increased total open position to 270
On 23 Jan LUPIN was trading at 2137.20. The strike last trading price was 50.05, which was 9.65 higher than the previous day. The implied volatity was 30.05, the open interest changed by 80 which increased total open position to 268
On 22 Jan LUPIN was trading at 2163.20. The strike last trading price was 40.5, which was -8.4 lower than the previous day. The implied volatity was 30.32, the open interest changed by -13 which decreased total open position to 186
On 21 Jan LUPIN was trading at 2140.70. The strike last trading price was 50, which was 11.4 higher than the previous day. The implied volatity was 29.51, the open interest changed by 83 which increased total open position to 199
On 20 Jan LUPIN was trading at 2168.30. The strike last trading price was 38.2, which was 3.7 higher than the previous day. The implied volatity was 27.84, the open interest changed by 40 which increased total open position to 115
On 19 Jan LUPIN was trading at 2177.10. The strike last trading price was 34.5, which was -2.65 lower than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 74
On 16 Jan LUPIN was trading at 2177.90. The strike last trading price was 37.15, which was 7.65 higher than the previous day. The implied volatity was 27.36, the open interest changed by 18 which increased total open position to 72
On 14 Jan LUPIN was trading at 2195.90. The strike last trading price was 29.5, which was -12 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 54
On 13 Jan LUPIN was trading at 2179.00. The strike last trading price was 41.5, which was 6.35 higher than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 54
On 12 Jan LUPIN was trading at 2188.40. The strike last trading price was 35.15, which was -1.85 lower than the previous day. The implied volatity was 26.98, the open interest changed by 2 which increased total open position to 53
On 9 Jan LUPIN was trading at 2182.20. The strike last trading price was 37, which was 3.75 higher than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 51
On 8 Jan LUPIN was trading at 2190.90. The strike last trading price was 36.7, which was 9.55 higher than the previous day. The implied volatity was 27.13, the open interest changed by 43 which increased total open position to 50
On 7 Jan LUPIN was trading at 2214.30. The strike last trading price was 27, which was -70.15 lower than the previous day. The implied volatity was 25.33, the open interest changed by 3 which increased total open position to 3
On 6 Jan LUPIN was trading at 2149.70. The strike last trading price was 97.15, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LUPIN was trading at 2083.70. The strike last trading price was 97.15, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LUPIN was trading at 2105.30. The strike last trading price was 97.15, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LUPIN was trading at 2102.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec LUPIN was trading at 2109.50. The strike last trading price was 97.15, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
