LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 1.32
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 20.8 | 2.75 | 34.84 | 1,125 | -31 | 1,544 | |||
| 7 Apr | 1923.05 | 17.7 | -3.9 | 41.65 | 1,932 | -83 | 1,578 | |||
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| 4 Apr | 1971.05 | 20.05 | -44.15 | 32.82 | 7,539 | 742 | 1,668 | |||
| 3 Apr | 2095.70 | 64.25 | 29.45 | 30.58 | 8,047 | 18 | 948 | |||
| 2 Apr | 2009.70 | 34.85 | 15.4 | 32.72 | 1,565 | 139 | 932 | |||
| 1 Apr | 1955.40 | 20.05 | -18.4 | 31.90 | 1,591 | 153 | 786 | |||
| 28 Mar | 2027.95 | 38 | -3.75 | 28.61 | 1,777 | 153 | 633 | |||
| 27 Mar | 2018.80 | 44 | -11 | 31.65 | 775 | 85 | 479 | |||
| 26 Mar | 2058.80 | 56.2 | -6.1 | 30.06 | 475 | 110 | 391 | |||
| 25 Mar | 2068.75 | 63 | -24.1 | 28.53 | 476 | 98 | 281 | |||
| 24 Mar | 2119.95 | 87.85 | 2.85 | 27.79 | 206 | 7 | 186 | |||
| 21 Mar | 2114.70 | 86.05 | 13.3 | 26.78 | 243 | 75 | 178 | |||
| 20 Mar | 2085.70 | 73.15 | 13.1 | 27.28 | 265 | 52 | 114 | |||
| 19 Mar | 2060.95 | 60.05 | 11.85 | 25.83 | 68 | 41 | 61 | |||
| 18 Mar | 2034.65 | 48 | 17 | 25.73 | 18 | 13 | 20 | |||
| 17 Mar | 1991.85 | 31 | 0 | 0.00 | 0 | 4 | 0 | |||
| 13 Mar | 1968.45 | 31 | 0.5 | 27.54 | 4 | 3 | 6 | |||
| 12 Mar | 1966.70 | 30.5 | -5.45 | 26.11 | 3 | 2 | 2 | |||
| 11 Mar | 1976.10 | 35.95 | 0 | 3.68 | 0 | 0 | 0 | |||
| 10 Mar | 2010.40 | 35.95 | 0 | 2.81 | 0 | 0 | 0 | |||
| 7 Mar | 2030.00 | 35.95 | 0 | 1.67 | 0 | 0 | 0 | |||
| 5 Mar | 2010.10 | 35.95 | 0 | 2.19 | 0 | 0 | 0 | |||
For Lupin Limited - strike price 2100 expiring on 24APR2025
Delta for 2100 CE is 0.25
Historical price for 2100 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 20.8, which was 2.75 higher than the previous day. The implied volatity was 34.84, the open interest changed by -31 which decreased total open position to 1544
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 17.7, which was -3.9 lower than the previous day. The implied volatity was 41.65, the open interest changed by -83 which decreased total open position to 1578
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 20.05, which was -44.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by 742 which increased total open position to 1668
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 64.25, which was 29.45 higher than the previous day. The implied volatity was 30.58, the open interest changed by 18 which increased total open position to 948
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 34.85, which was 15.4 higher than the previous day. The implied volatity was 32.72, the open interest changed by 139 which increased total open position to 932
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 20.05, which was -18.4 lower than the previous day. The implied volatity was 31.90, the open interest changed by 153 which increased total open position to 786
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 38, which was -3.75 lower than the previous day. The implied volatity was 28.61, the open interest changed by 153 which increased total open position to 633
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 44, which was -11 lower than the previous day. The implied volatity was 31.65, the open interest changed by 85 which increased total open position to 479
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 56.2, which was -6.1 lower than the previous day. The implied volatity was 30.06, the open interest changed by 110 which increased total open position to 391
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 63, which was -24.1 lower than the previous day. The implied volatity was 28.53, the open interest changed by 98 which increased total open position to 281
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 87.85, which was 2.85 higher than the previous day. The implied volatity was 27.79, the open interest changed by 7 which increased total open position to 186
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 86.05, which was 13.3 higher than the previous day. The implied volatity was 26.78, the open interest changed by 75 which increased total open position to 178
On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 73.15, which was 13.1 higher than the previous day. The implied volatity was 27.28, the open interest changed by 52 which increased total open position to 114
On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 60.05, which was 11.85 higher than the previous day. The implied volatity was 25.83, the open interest changed by 41 which increased total open position to 61
On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 48, which was 17 higher than the previous day. The implied volatity was 25.73, the open interest changed by 13 which increased total open position to 20
On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 31, which was 0.5 higher than the previous day. The implied volatity was 27.54, the open interest changed by 3 which increased total open position to 6
On 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 30.5, which was -5.45 lower than the previous day. The implied volatity was 26.11, the open interest changed by 2 which increased total open position to 2
On 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LUPIN was trading at 2010.40. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24APR2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 1.36
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 129.25 | -50.8 | 36.81 | 47 | -14 | 289 |
| 7 Apr | 1923.05 | 180.05 | 36.15 | 39.68 | 28 | -7 | 304 |
| 4 Apr | 1971.05 | 145.15 | 81.95 | 37.27 | 841 | -162 | 309 |
| 3 Apr | 2095.70 | 62.7 | -51.8 | 32.83 | 3,714 | 243 | 471 |
| 2 Apr | 2009.70 | 114.5 | -38.5 | 35.23 | 67 | 11 | 227 |
| 1 Apr | 1955.40 | 158.45 | 56.35 | 39.24 | 77 | -5 | 216 |
| 28 Mar | 2027.95 | 108.5 | 1.85 | 33.37 | 266 | 27 | 221 |
| 27 Mar | 2018.80 | 106.95 | 28.7 | 30.87 | 178 | -5 | 196 |
| 26 Mar | 2058.80 | 77.55 | 3.05 | 26.55 | 205 | 48 | 201 |
| 25 Mar | 2068.75 | 72.9 | 20.75 | 28.57 | 267 | 29 | 150 |
| 24 Mar | 2119.95 | 52 | -5.9 | 28.20 | 56 | 16 | 120 |
| 21 Mar | 2114.70 | 57 | -13.4 | 28.31 | 87 | 57 | 103 |
| 20 Mar | 2085.70 | 70.4 | -18.6 | 28.50 | 69 | 15 | 46 |
| 19 Mar | 2060.95 | 89 | -2.1 | 31.42 | 3 | 2 | 30 |
| 18 Mar | 2034.65 | 91.05 | -18.95 | 25.85 | 7 | 5 | 26 |
| 17 Mar | 1991.85 | 110 | -31.85 | 20.34 | 1 | 0 | 20 |
| 13 Mar | 1968.45 | 140 | -81.95 | 24.42 | 20 | 19 | 19 |
| 12 Mar | 1966.70 | 221.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1976.10 | 221.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 2010.40 | 221.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 2030.00 | 221.95 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 2010.10 | 221.95 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2100 expiring on 24APR2025
Delta for 2100 PE is -0.74
Historical price for 2100 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 129.25, which was -50.8 lower than the previous day. The implied volatity was 36.81, the open interest changed by -14 which decreased total open position to 289
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 180.05, which was 36.15 higher than the previous day. The implied volatity was 39.68, the open interest changed by -7 which decreased total open position to 304
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 145.15, which was 81.95 higher than the previous day. The implied volatity was 37.27, the open interest changed by -162 which decreased total open position to 309
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 62.7, which was -51.8 lower than the previous day. The implied volatity was 32.83, the open interest changed by 243 which increased total open position to 471
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 114.5, which was -38.5 lower than the previous day. The implied volatity was 35.23, the open interest changed by 11 which increased total open position to 227
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 158.45, which was 56.35 higher than the previous day. The implied volatity was 39.24, the open interest changed by -5 which decreased total open position to 216
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 108.5, which was 1.85 higher than the previous day. The implied volatity was 33.37, the open interest changed by 27 which increased total open position to 221
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 106.95, which was 28.7 higher than the previous day. The implied volatity was 30.87, the open interest changed by -5 which decreased total open position to 196
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 77.55, which was 3.05 higher than the previous day. The implied volatity was 26.55, the open interest changed by 48 which increased total open position to 201
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 72.9, which was 20.75 higher than the previous day. The implied volatity was 28.57, the open interest changed by 29 which increased total open position to 150
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 52, which was -5.9 lower than the previous day. The implied volatity was 28.20, the open interest changed by 16 which increased total open position to 120
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 57, which was -13.4 lower than the previous day. The implied volatity was 28.31, the open interest changed by 57 which increased total open position to 103
On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 70.4, which was -18.6 lower than the previous day. The implied volatity was 28.50, the open interest changed by 15 which increased total open position to 46
On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 89, which was -2.1 lower than the previous day. The implied volatity was 31.42, the open interest changed by 2 which increased total open position to 30
On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 91.05, which was -18.95 lower than the previous day. The implied volatity was 25.85, the open interest changed by 5 which increased total open position to 26
On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 110, which was -31.85 lower than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 20
On 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 140, which was -81.95 lower than the previous day. The implied volatity was 24.42, the open interest changed by 19 which increased total open position to 19
On 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 221.95, 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 11 Mar LUPIN was trading at 1976.10. The strike last trading price was 221.95, 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 10 Mar LUPIN was trading at 2010.40. The strike last trading price was 221.95, 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 7 Mar LUPIN was trading at 2030.00. The strike last trading price was 221.95, 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 5 Mar LUPIN was trading at 2010.10. The strike last trading price was 221.95, 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
