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

1982.65 59.60 (3.10%)

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Historical option data for LUPIN

08 Apr 2025 05:52 PM IST
LUPIN 24APR2025 2120 CE
Delta: 0.21
Vega: 1.20
Theta: -1.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1982.65 16.8 2.1 34.96 245 -5 415
7 Apr 1923.05 14.7 -2.95 41.76 374 -19 421
4 Apr 1971.05 17.1 -37.7 33.53 1,684 47 440
3 Apr 2095.70 55.45 26.2 30.91 2,947 289 393
2 Apr 2009.70 29.35 13.55 32.87 255 -12 98
1 Apr 1955.40 16.3 -15.65 31.90 219 34 113
28 Mar 2027.95 32 -4 28.75 197 44 79
27 Mar 2018.80 35.95 -12.5 31.34 50 1 35
26 Mar 2058.80 47 -5.3 29.46 22 3 35
25 Mar 2068.75 53 -21.85 27.97 58 20 32
24 Mar 2119.95 75.7 5.7 27.26 40 10 12
21 Mar 2114.70 70 0 0.00 0 1 0
20 Mar 2085.70 70 36.7 28.93 1 0 1
19 Mar 2060.95 33.3 0 0.00 0 1 0
18 Mar 2034.65 33.3 -83.95 22.19 1 0 0
17 Mar 1991.85 117.25 0 4.25 0 0 0
13 Mar 1968.45 117.25 0 4.90 0 0 0
12 Mar 1966.70 117.25 0 4.83 0 0 0
11 Mar 1976.10 117.25 0 4.36 0 0 0
10 Mar 2010.40 117.25 0 3.18 0 0 0
7 Mar 2030.00 117.25 0 2.40 0 0 0
5 Mar 2010.10 117.25 0 4.32 0 0 0
20 Feb 1977.50 0 0 3.32 0 0 0
19 Feb 1978.25 0 0 3.17 0 0 0
18 Feb 2013.50 0 0 2.07 0 0 0
17 Feb 2026.95 0 0 2.01 0 0 0
13 Feb 2055.25 0 0 0.85 0 0 0
12 Feb 2025.20 0 0 1.78 0 0 0
10 Feb 2169.40 0 0 - 0 0 0
7 Feb 2201.15 0 0 - 0 0 0
6 Feb 2185.35 0 0 - 0 0 0
5 Feb 2185.10 0 0 - 0 0 0
4 Feb 2111.20 0 0 - 0 0 0
3 Feb 2032.25 0 0 1.28 0 0 0
1 Feb 2056.25 0 0 0.55 0 0 0


For Lupin Limited - strike price 2120 expiring on 24APR2025

Delta for 2120 CE is 0.21

Historical price for 2120 CE is as follows

On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 16.8, which was 2.1 higher than the previous day. The implied volatity was 34.96, the open interest changed by -5 which decreased total open position to 415


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 14.7, which was -2.95 lower than the previous day. The implied volatity was 41.76, the open interest changed by -19 which decreased total open position to 421


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 17.1, which was -37.7 lower than the previous day. The implied volatity was 33.53, the open interest changed by 47 which increased total open position to 440


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 55.45, which was 26.2 higher than the previous day. The implied volatity was 30.91, the open interest changed by 289 which increased total open position to 393


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 29.35, which was 13.55 higher than the previous day. The implied volatity was 32.87, the open interest changed by -12 which decreased total open position to 98


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 16.3, which was -15.65 lower than the previous day. The implied volatity was 31.90, the open interest changed by 34 which increased total open position to 113


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 32, which was -4 lower than the previous day. The implied volatity was 28.75, the open interest changed by 44 which increased total open position to 79


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 35.95, which was -12.5 lower than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 35


On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 47, which was -5.3 lower than the previous day. The implied volatity was 29.46, the open interest changed by 3 which increased total open position to 35


On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 53, which was -21.85 lower than the previous day. The implied volatity was 27.97, the open interest changed by 20 which increased total open position to 32


On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 75.7, which was 5.7 higher than the previous day. The implied volatity was 27.26, the open interest changed by 10 which increased total open position to 12


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 70, which was 36.7 higher than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 1


On 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 33.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 33.3, which was -83.95 lower than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 0


On 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 117.25, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 117.25, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 117.25, which was 0 lower than the previous day. The implied volatity was 4.83, 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 117.25, which was 0 lower than the previous day. The implied volatity was 4.36, 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 117.25, which was 0 lower than the previous day. The implied volatity was 3.18, 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 117.25, which was 0 lower than the previous day. The implied volatity was 2.40, 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 117.25, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0


On 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0


On 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0


On 18 Feb LUPIN was trading at 2013.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


On 17 Feb LUPIN was trading at 2026.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LUPIN was trading at 2055.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 12 Feb LUPIN was trading at 2025.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0


On 10 Feb LUPIN was trading at 2169.40. The strike last trading price was 0, 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 Feb LUPIN was trading at 2201.15. The strike last trading price was 0, 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 6 Feb LUPIN was trading at 2185.35. The strike last trading price was 0, 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 Feb LUPIN was trading at 2185.10. The strike last trading price was 0, 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 4 Feb LUPIN was trading at 2111.20. The strike last trading price was 0, 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 3 Feb LUPIN was trading at 2032.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LUPIN was trading at 2056.25. The strike last trading price was 0, 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


LUPIN 24APR2025 2120 PE
Delta: -0.74
Vega: 1.34
Theta: -1.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1982.65 152.05 -39.5 42.41 4 0 166
7 Apr 1923.05 191.55 34.15 33.45 8 -4 165
4 Apr 1971.05 157.4 84.7 34.91 183 -47 169
3 Apr 2095.70 73.55 -57.5 33.04 1,021 208 218
2 Apr 2009.70 131.05 -19.6 36.74 11 3 9
1 Apr 1955.40 150.65 32.2 20.70 2 2 6
28 Mar 2027.95 122.95 -14.6 34.00 7 4 4
27 Mar 2018.80 137.55 0 - 0 0 0
26 Mar 2058.80 137.55 0 - 0 0 0
25 Mar 2068.75 137.55 0 - 0 0 0
24 Mar 2119.95 137.55 0 0.86 0 0 0
21 Mar 2114.70 137.55 0 0.81 0 0 0
20 Mar 2085.70 137.55 0 - 0 0 0
19 Mar 2060.95 137.55 0 - 0 0 0
18 Mar 2034.65 137.55 0 - 0 0 0
17 Mar 1991.85 137.55 0 - 0 0 0
13 Mar 1968.45 137.55 0 - 0 0 0
12 Mar 1966.70 137.55 0 - 0 0 0
11 Mar 1976.10 137.55 0 - 0 0 0
10 Mar 2010.40 137.55 0 - 0 0 0
7 Mar 2030.00 137.55 0 - 0 0 0
5 Mar 2010.10 137.55 0 - 0 0 0
20 Feb 1977.50 137.55 0 - 0 0 0
19 Feb 1978.25 137.55 0 - 0 0 0
18 Feb 2013.50 137.55 0 - 0 0 0
17 Feb 2026.95 137.55 0 - 0 0 0
13 Feb 2055.25 137.55 0 - 0 0 0
12 Feb 2025.20 137.55 0 - 0 0 0
10 Feb 2169.40 137.55 0 2.37 0 0 0
7 Feb 2201.15 137.55 0 3.33 0 0 0
6 Feb 2185.35 137.55 0 2.98 0 0 0
5 Feb 2185.10 0 0 2.80 0 0 0
4 Feb 2111.20 0 0 1.12 0 0 0
3 Feb 2032.25 0 0 - 0 0 0
1 Feb 2056.25 0 0 - 0 0 0


For Lupin Limited - strike price 2120 expiring on 24APR2025

Delta for 2120 PE is -0.74

Historical price for 2120 PE is as follows

On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 152.05, which was -39.5 lower than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 166


On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 191.55, which was 34.15 higher than the previous day. The implied volatity was 33.45, the open interest changed by -4 which decreased total open position to 165


On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 157.4, which was 84.7 higher than the previous day. The implied volatity was 34.91, the open interest changed by -47 which decreased total open position to 169


On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 73.55, which was -57.5 lower than the previous day. The implied volatity was 33.04, the open interest changed by 208 which increased total open position to 218


On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 131.05, which was -19.6 lower than the previous day. The implied volatity was 36.74, the open interest changed by 3 which increased total open position to 9


On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 150.65, which was 32.2 higher than the previous day. The implied volatity was 20.70, the open interest changed by 2 which increased total open position to 6


On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 122.95, which was -14.6 lower than the previous day. The implied volatity was 34.00, the open interest changed by 4 which increased total open position to 4


On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 137.55, 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 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 137.55, 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 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 137.55, 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 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 137.55, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 137.55, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0


On 20 Mar LUPIN was trading at 2085.70. The strike last trading price was 137.55, 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 19 Mar LUPIN was trading at 2060.95. The strike last trading price was 137.55, 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 18 Mar LUPIN was trading at 2034.65. The strike last trading price was 137.55, 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 17 Mar LUPIN was trading at 1991.85. The strike last trading price was 137.55, 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 13 Mar LUPIN was trading at 1968.45. The strike last trading price was 137.55, 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 12 Mar LUPIN was trading at 1966.70. The strike last trading price was 137.55, 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 137.55, 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 137.55, 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 137.55, 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 137.55, 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 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 137.55, 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 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 137.55, 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 18 Feb LUPIN was trading at 2013.50. The strike last trading price was 137.55, 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 17 Feb LUPIN was trading at 2026.95. The strike last trading price was 137.55, 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 13 Feb LUPIN was trading at 2055.25. The strike last trading price was 137.55, 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 12 Feb LUPIN was trading at 2025.20. The strike last trading price was 137.55, 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 Feb LUPIN was trading at 2169.40. The strike last trading price was 137.55, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 7 Feb LUPIN was trading at 2201.15. The strike last trading price was 137.55, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LUPIN was trading at 2185.35. The strike last trading price was 137.55, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LUPIN was trading at 2185.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 4 Feb LUPIN was trading at 2111.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0


On 3 Feb LUPIN was trading at 2032.25. The strike last trading price was 0, 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 1 Feb LUPIN was trading at 2056.25. The strike last trading price was 0, 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