LUPIN
Lupin Limited
Historical option data for LUPIN
21 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.86
Theta: -1.67
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2043.00 | 9.35 | -0.45 | 25.28 | 2,362 | 20 | 1,359 | |||
| 20 Nov | 2038.20 | 9.8 | 0.00 | 25.19 | 1,875 | 59 | 1,331 | |||
| 19 Nov | 2038.20 | 9.8 | -2.35 | 25.19 | 1,875 | 51 | 1,331 | |||
| 18 Nov | 2035.75 | 12.15 | 1.50 | 24.57 | 1,777 | -63 | 1,281 | |||
| 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 0.23
Historical price for 2100 CE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 9.35, which was -0.45 lower than the previous day. The implied volatity was 25.28, the open interest changed by 20 which increased total open position to 1359
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 9.8, which was 0.00 lower than the previous day. The implied volatity was 25.19, the open interest changed by 59 which increased total open position to 1331
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 9.8, which was -2.35 lower than the previous day. The implied volatity was 25.19, the open interest changed by 51 which increased total open position to 1331
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 12.15, which was 1.50 higher than the previous day. The implied volatity was 24.57, the open interest changed by -63 which decreased total open position to 1281
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: -0.76
Vega: 0.89
Theta: -1.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2043.00 | 65.8 | -7.20 | 26.97 | 74 | -6 | 484 |
| 20 Nov | 2038.20 | 73 | 0.00 | 22.91 | 339 | -52 | 490 |
| 19 Nov | 2038.20 | 73 | -2.30 | 22.91 | 339 | -52 | 490 |
| 18 Nov | 2035.75 | 75.3 | -16.15 | 29.06 | 855 | 66 | 906 |
| 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 -0.76
Historical price for 2100 PE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 65.8, which was -7.20 lower than the previous day. The implied volatity was 26.97, the open interest changed by -6 which decreased total open position to 484
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 73, which was 0.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by -52 which decreased total open position to 490
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 73, which was -2.30 lower than the previous day. The implied volatity was 22.91, the open interest changed by -52 which decreased total open position to 490
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 75.3, which was -16.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 66 which increased total open position to 906
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
