`
[--[65.84.65.76]--]
LUPIN
Lupin Limited

2015.85 -23.15 (-1.14%)

Back to Option Chain


Historical option data for LUPIN

14 Nov 2024 04:12 PM IST
LUPIN 28NOV2024 2100 CE
Delta: 0.22
Vega: 1.16
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2015.85 10.65 -11.10 22.23 2,548 -134 1,342
13 Nov 2039.00 21.75 -15.55 23.87 3,458 -33 1,481
12 Nov 2090.10 37.3 -5.10 23.85 4,303 -137 1,518
11 Nov 2084.90 42.4 -14.30 25.57 5,631 381 1,665
8 Nov 2104.60 56.7 -28.15 26.74 8,541 572 1,264
7 Nov 2111.50 84.85 -39.90 37.95 1,724 354 674
6 Nov 2166.05 124.75 -10.65 37.98 176 -9 322
5 Nov 2181.75 135.4 -14.65 40.49 731 88 331
4 Nov 2188.35 150.05 -5.15 40.68 72 15 242
1 Nov 2197.70 155.2 -4.00 36.49 3 0 226
31 Oct 2186.95 159.2 20.60 - 58 19 226
30 Oct 2158.25 138.6 -20.70 - 53 -5 206
29 Oct 2206.15 159.3 0.30 - 91 20 212
28 Oct 2204.70 159 26.45 - 87 -25 191
25 Oct 2156.70 132.55 29.60 - 244 88 216
24 Oct 2131.55 102.95 34.95 - 201 99 128
23 Oct 2074.55 68 -109.60 - 55 28 28
22 Oct 2132.05 177.6 0.00 - 0 0 0
21 Oct 2151.95 177.6 0.00 - 0 0 0
18 Oct 2179.70 177.6 0.00 - 0 0 0
17 Oct 2176.30 177.6 0.00 - 0 0 0
16 Oct 2195.30 177.6 0.00 - 0 0 0
15 Oct 2250.90 177.6 0.00 - 0 0 0
14 Oct 2243.90 177.6 0.00 - 0 0 0
11 Oct 2224.50 177.6 0.00 - 0 0 0
10 Oct 2154.65 177.6 0.00 - 0 0 0
9 Oct 2286.05 177.6 0.00 - 0 0 0
7 Oct 2174.90 177.6 0.00 - 0 0 0
4 Oct 2198.25 177.6 0.00 - 0 0 0
30 Sept 2191.10 177.6 - 0 0 0


For Lupin Limited - strike price 2100 expiring on 28NOV2024

Delta for 2100 CE is 0.22

Historical price for 2100 CE is as follows

On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 10.65, which was -11.10 lower than the previous day. The implied volatity was 22.23, the open interest changed by -134 which decreased total open position to 1342


On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 21.75, which was -15.55 lower than the previous day. The implied volatity was 23.87, the open interest changed by -33 which decreased total open position to 1481


On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 37.3, which was -5.10 lower than the previous day. The implied volatity was 23.85, the open interest changed by -137 which decreased total open position to 1518


On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 42.4, which was -14.30 lower than the previous day. The implied volatity was 25.57, the open interest changed by 381 which increased total open position to 1665


On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 56.7, which was -28.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by 572 which increased total open position to 1264


On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 84.85, which was -39.90 lower than the previous day. The implied volatity was 37.95, the open interest changed by 354 which increased total open position to 674


On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 124.75, which was -10.65 lower than the previous day. The implied volatity was 37.98, the open interest changed by -9 which decreased total open position to 322


On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 135.4, which was -14.65 lower than the previous day. The implied volatity was 40.49, the open interest changed by 88 which increased total open position to 331


On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 150.05, which was -5.15 lower than the previous day. The implied volatity was 40.68, the open interest changed by 15 which increased total open position to 242


On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 155.2, which was -4.00 lower than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 226


On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 159.2, which was 20.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 138.6, which was -20.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 159.3, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 159, which was 26.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 132.55, which was 29.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 102.95, which was 34.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 68, which was -109.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LUPIN was trading at 2179.70. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LUPIN was trading at 2198.25. The strike last trading price was 177.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept LUPIN was trading at 2191.10. The strike last trading price was 177.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


LUPIN 28NOV2024 2100 PE
Delta: -0.72
Vega: 1.33
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2015.85 91.45 18.60 29.16 556 -228 855
13 Nov 2039.00 72.85 20.45 28.48 1,548 -110 1,101
12 Nov 2090.10 52.4 -0.60 27.47 2,600 -109 1,231
11 Nov 2084.90 53 1.50 27.44 2,859 -218 1,340
8 Nov 2104.60 51.5 -22.30 28.52 7,751 140 1,562
7 Nov 2111.50 73.8 28.85 40.88 2,933 351 1,374
6 Nov 2166.05 44.95 -3.50 37.54 1,602 79 1,121
5 Nov 2181.75 48.45 0.00 39.52 2,777 414 1,043
4 Nov 2188.35 48.45 -2.65 41.62 925 153 641
1 Nov 2197.70 51.1 -3.90 42.54 98 42 484
31 Oct 2186.95 55 -10.00 - 668 176 448
30 Oct 2158.25 65 24.60 - 483 37 270
29 Oct 2206.15 40.4 0.80 - 312 -3 232
28 Oct 2204.70 39.6 -23.40 - 277 48 221
25 Oct 2156.70 63 9.00 - 236 73 173
24 Oct 2131.55 54 -21.25 - 83 36 102
23 Oct 2074.55 75.25 15.25 - 99 1 66
22 Oct 2132.05 60 9.20 - 114 20 66
21 Oct 2151.95 50.8 16.80 - 16 14 45
18 Oct 2179.70 34 -0.50 - 22 10 30
17 Oct 2176.30 34.5 7.10 - 12 9 21
16 Oct 2195.30 27.4 7.90 - 8 6 11
15 Oct 2250.90 19.5 -0.50 - 1 0 5
14 Oct 2243.90 20 -5.90 - 5 0 1
11 Oct 2224.50 25.9 -37.25 - 1 0 0
10 Oct 2154.65 63.15 0.00 - 0 0 0
9 Oct 2286.05 63.15 0.00 - 0 0 0
7 Oct 2174.90 63.15 0.00 - 0 0 0
4 Oct 2198.25 63.15 0.00 - 0 0 0
30 Sept 2191.10 63.15 - 0 0 0


For Lupin Limited - strike price 2100 expiring on 28NOV2024

Delta for 2100 PE is -0.72

Historical price for 2100 PE is as follows

On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 91.45, which was 18.60 higher than the previous day. The implied volatity was 29.16, the open interest changed by -228 which decreased total open position to 855


On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 72.85, which was 20.45 higher than the previous day. The implied volatity was 28.48, the open interest changed by -110 which decreased total open position to 1101


On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 52.4, which was -0.60 lower than the previous day. The implied volatity was 27.47, the open interest changed by -109 which decreased total open position to 1231


On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 53, which was 1.50 higher than the previous day. The implied volatity was 27.44, the open interest changed by -218 which decreased total open position to 1340


On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 51.5, which was -22.30 lower than the previous day. The implied volatity was 28.52, the open interest changed by 140 which increased total open position to 1562


On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 73.8, which was 28.85 higher than the previous day. The implied volatity was 40.88, the open interest changed by 351 which increased total open position to 1374


On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 44.95, which was -3.50 lower than the previous day. The implied volatity was 37.54, the open interest changed by 79 which increased total open position to 1121


On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 48.45, which was 0.00 lower than the previous day. The implied volatity was 39.52, the open interest changed by 414 which increased total open position to 1043


On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 48.45, which was -2.65 lower than the previous day. The implied volatity was 41.62, the open interest changed by 153 which increased total open position to 641


On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 51.1, which was -3.90 lower than the previous day. The implied volatity was 42.54, the open interest changed by 42 which increased total open position to 484


On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 55, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 65, which was 24.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 40.4, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 39.6, which was -23.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 63, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 54, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 75.25, which was 15.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 60, which was 9.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 50.8, which was 16.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LUPIN was trading at 2179.70. The strike last trading price was 34, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 34.5, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 27.4, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 19.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 20, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 25.9, which was -37.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 63.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 63.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 63.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LUPIN was trading at 2198.25. The strike last trading price was 63.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept LUPIN was trading at 2191.10. The strike last trading price was 63.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to