LUPIN

Lupin Limited

2107 -6.50 (-0.31%)

L: 2096.2 H: 2115

Back to Option Chain

Historical option data for LUPIN
24 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LUPIN 27-JAN-2026 2100 CE
Delta: 0.59 Vega: 2.49 Theta: -1.00 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	2107.00	60.3 ₹ 25,627.5	-5.9 -2507.50	18.47	241 1,02,425	24 10,200	134 56,950
23 Dec	2113.50	66.6 ₹ 28,305	-11.75 -4993.75	19.74	70 29,750	27 11,475	112 47,600
22 Dec	2126.30	78.35 ₹ 33,298.75	-1.25 -531.25	18.34	37 15,725	5 2,125	85 36,125
19 Dec	2125.80	78.65 ₹ 33,426.25	2.65 1126.25	19.08	111 47,175	20 8,500	80 34,000

18 Dec	2119.10	76 ₹ 32,300	2.5 1062.50	20.08	22 9,350	5 2,125	56 23,800
17 Dec	2113.10	73.5 ₹ 31,237.5	9.9 4207.50	18.80	38 16,150	2 850	50 21,250
16 Dec	2090.60	62.75 ₹ 26,668.75	-5.5 -2337.50	20.48	55 23,375	7 2,975	47 19,975
15 Dec	2092.60	68.25 ₹ 29,006.25	-9.7 -4122.50	21.73	36 15,300	5 2,125	38 16,150
12 Dec	2113.90	77.9 ₹ 33,107.5	14.9 6332.50	19.14	14 5,950	6 2,550	32 13,600
11 Dec	2081.80	63 ₹ 26,775	8.1 3442.50	20.55	7 2,975	2 850	25 10,625
10 Dec	2055.40	54.9 ₹ 23,332.5	4.9 2082.50	21.25	4 1,700	1 425	22 9,350
9 Dec	2051.80	50 ₹ 21,250	-6 -2550.00	19.22	9 3,825	3 1,275	21 8,925
8 Dec	2070.70	56 ₹ 23,800	-22.4 -9520.00	18.70	3 1,275	-1 -425	18 7,650
5 Dec	2098.80	78.4 ₹ 33,320	5.4 2295.00	21.75	3 1,275	2 850	19 8,075
4 Dec	2092.00	73 ₹ 31,025	2.8 1190.00	19.80	11 4,675	3 1,275	16 6,800
3 Dec	2080.10	70.2 ₹ 29,835	-4.6 -1955.00	20.03	10 4,250	-2 -850	12 5,100
2 Dec	2082.70	74.8 ₹ 31,790	-1.25 -531.25	19.55	10 4,250	4 1,700	12 5,100
1 Dec	2081.90	75 ₹ 31,875	3.25 1381.25	21.17	8 3,400	5 2,125	6 2,550
28 Nov	2082.20	71.75 ₹ 30,493.75	-18.05 -7671.25	-	0 0	1 425	0 0
27 Nov	2071.40	71.75 ₹ 30,493.75	-18.05 -7671.25	19.93	1 425	0 0	0 0
26 Nov	2071.60	89.8 ₹ 38,165	0 0.00	-	0 0	0 0	0 0

For Lupin Limited - strike price 2100 expiring on 27JAN2026

Delta for 2100 CE is 0.59

Historical price for 2100 CE is as follows

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
Delta: -0.42 Vega: 2.51 Theta: -0.53 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	2107.00	42.45 ₹ 18,041.25	1.2 510.00	21.12	131 55,675	44 18,700	169 71,825
23 Dec	2113.50	40.5 ₹ 17,212.5	5.75 2443.75	20.71	65 27,625	25 10,625	125 53,125
22 Dec	2126.30	35.3 ₹ 15,002.5	-0.15 -63.75	21.76	42 17,850	32 13,600	100 42,500
19 Dec	2125.80	35.15 ₹ 14,938.75	-7.65 -3251.25	20.17	49 20,825	19 8,075	67 28,475
18 Dec	2119.10	42.8 ₹ 18,190	-3.7 -1572.50	21.49	21 8,925	6 2,550	50 21,250
17 Dec	2113.10	46.5 ₹ 19,762.5	-7.4 -3145.00	22.66	39 16,575	18 7,650	43 18,275
16 Dec	2090.60	53.9 ₹ 22,907.5	0.5 212.50	20.86	5 2,125	2 850	24 10,200
15 Dec	2092.60	53.4 ₹ 22,695	5.45 2316.25	20.83	5 2,125	3 1,275	21 8,925
12 Dec	2113.90	47.95 ₹ 20,378.75	-25.05 -10646.25	22.10	13 5,525	9 3,825	16 6,800
11 Dec	2081.80	73 ₹ 31,025	-3.3 -1402.50	-	0 0	0 0	7 2,975
10 Dec	2055.40	73 ₹ 31,025	-3.3 -1402.50	21.33	1 425	0 0	6 2,550
9 Dec	2051.80	76.3 ₹ 32,427.5	19.3 8202.50	22.20	2 850	1 425	6 2,550
8 Dec	2070.70	57 ₹ 24,225	-14.4 -6120.00	-	0 0	0 0	5 2,125
5 Dec	2098.80	57 ₹ 24,225	-14.4 -6120.00	21.08	5 2,125	3 1,275	4 1,700
4 Dec	2092.00	71.4 ₹ 30,345	-54.15 -23013.75	-	0 0	0 0	0 0
3 Dec	2080.10	71.4 ₹ 30,345	-54.15 -23013.75	-	0 0	0 0	0 0
2 Dec	2082.70	71.4 ₹ 30,345	-54.15 -23013.75	-	0 0	1 425	0 0
1 Dec	2081.90	71.4 ₹ 30,345	-54.15 -23013.75	23.55	1 425	0 0	0 0
28 Nov	2082.20	125.55 ₹ 53,358.75	0 0.00	0.55	0 0	0 0	0 0
27 Nov	2071.40	125.55 ₹ 53,358.75	0 0.00	0.33	0 0	0 0	0 0
26 Nov	2071.60	125.55 ₹ 53,358.75	0 0.00	0.23	0 0	0 0	0 0

For Lupin Limited - strike price 2100 expiring on 27JAN2026

Delta for 2100 PE is -0.42

Historical price for 2100 PE is as follows

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

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