LUPIN
Lupin Limited
Historical option data for LUPIN
17 Dec 2025 04:11 PM IST
| LUPIN 30-DEC-2025 2100 CE | ||||||||||||||||
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Delta: 0.64
Vega: 1.50
Theta: -1.28
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.39
Vega: 1.53
Theta: -1.01
Gamma: 0.00
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| 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































































































































































































































