LUPIN
Lupin Limited
Historical option data for LUPIN
03 Dec 2024 04:12 PM IST
| LUPIN 26DEC2024 2120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.04
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2081.65 | 34.3 | 0.50 | 22.15 | 470 | 39 | 124 | |||
| 2 Dec | 2069.55 | 33.8 | 3.10 | 23.50 | 314 | 13 | 84 | |||
| 29 Nov | 2050.75 | 30.7 | 11.30 | 23.42 | 320 | 25 | 73 | |||
| 28 Nov | 1998.40 | 19.4 | -6.10 | 25.09 | 61 | 9 | 47 | |||
| 27 Nov | 2006.35 | 25.5 | -8.50 | 26.18 | 47 | 23 | 38 | |||
| 26 Nov | 2036.00 | 34 | -29.00 | 25.58 | 28 | 9 | 15 | |||
| 25 Nov | 2107.15 | 63 | 17.95 | 24.08 | 8 | 5 | 5 | |||
| 22 Nov | 2071.35 | 45.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 2043.00 | 45.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 2038.20 | 45.05 | 0.00 | 28.19 | 2 | 0 | 1 | |||
| 19 Nov | 2038.20 | 45.05 | -148.60 | 28.19 | 2 | 1 | 1 | |||
| 18 Nov | 2035.75 | 193.65 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 14 Nov | 2015.85 | 193.65 | 0.00 | 2.86 | 0 | 0 | 0 | |||
| 13 Nov | 2039.00 | 193.65 | 0.00 | 2.04 | 0 | 0 | 0 | |||
| 12 Nov | 2090.10 | 193.65 | 0.00 | 0.54 | 0 | 0 | 0 | |||
| 11 Nov | 2084.90 | 193.65 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 8 Nov | 2104.60 | 193.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2111.50 | 193.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2181.75 | 193.65 | 193.65 | - | 0 | 0 | 0 | |||
| 31 Oct | 2186.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2158.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2206.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2074.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2179.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2243.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 2216.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2198.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2183.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2194.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 0 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2120 expiring on 26DEC2024
Delta for 2120 CE is 0.42
Historical price for 2120 CE is as follows
On 3 Dec LUPIN was trading at 2081.65. The strike last trading price was 34.3, which was 0.50 higher than the previous day. The implied volatity was 22.15, the open interest changed by 39 which increased total open position to 124
On 2 Dec LUPIN was trading at 2069.55. The strike last trading price was 33.8, which was 3.10 higher than the previous day. The implied volatity was 23.50, the open interest changed by 13 which increased total open position to 84
On 29 Nov LUPIN was trading at 2050.75. The strike last trading price was 30.7, which was 11.30 higher than the previous day. The implied volatity was 23.42, the open interest changed by 25 which increased total open position to 73
On 28 Nov LUPIN was trading at 1998.40. The strike last trading price was 19.4, which was -6.10 lower than the previous day. The implied volatity was 25.09, the open interest changed by 9 which increased total open position to 47
On 27 Nov LUPIN was trading at 2006.35. The strike last trading price was 25.5, which was -8.50 lower than the previous day. The implied volatity was 26.18, the open interest changed by 23 which increased total open position to 38
On 26 Nov LUPIN was trading at 2036.00. The strike last trading price was 34, which was -29.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by 9 which increased total open position to 15
On 25 Nov LUPIN was trading at 2107.15. The strike last trading price was 63, which was 17.95 higher than the previous day. The implied volatity was 24.08, the open interest changed by 5 which increased total open position to 5
On 22 Nov LUPIN was trading at 2071.35. The strike last trading price was 45.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 45.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 45.05, which was 0.00 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 1
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 45.05, which was -148.60 lower than the previous day. The implied volatity was 28.19, the open interest changed by 1 which increased total open position to 1
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 193.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 193.65, which was 193.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 0, 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 Oct LUPIN was trading at 2158.25. The strike last trading price was 0, 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 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 0, 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 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 0, 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 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 8 Oct LUPIN was trading at 2216.95. The strike last trading price was 0, 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 0, 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 0, 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 3 Oct LUPIN was trading at 2183.60. The strike last trading price was 0, 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 1 Oct LUPIN was trading at 2194.40. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 26DEC2024 2120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 2.05
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2081.65 | 63.4 | -9.00 | 23.33 | 2 | 1 | 12 |
| 2 Dec | 2069.55 | 72.4 | -13.10 | 24.23 | 7 | 1 | 11 |
| 29 Nov | 2050.75 | 85.5 | -39.50 | 24.58 | 20 | 7 | 8 |
| 28 Nov | 1998.40 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 2006.35 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 2036.00 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2107.15 | 125 | 0.00 | 0.00 | 0 | -3 | 0 |
| 22 Nov | 2071.35 | 125 | 0.00 | 0.00 | 0 | -3 | 0 |
| 21 Nov | 2043.00 | 125 | 24.00 | 37.16 | 3 | 0 | 4 |
| 20 Nov | 2038.20 | 101 | 0.00 | 23.00 | 11 | 4 | 0 |
| 19 Nov | 2038.20 | 101 | 13.75 | 23.00 | 11 | 0 | 0 |
| 18 Nov | 2035.75 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2015.85 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2039.00 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2090.10 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2084.90 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2104.60 | 87.25 | 0.00 | 0.22 | 0 | 0 | 0 |
| 7 Nov | 2111.50 | 87.25 | 0.00 | 0.53 | 0 | 0 | 0 |
| 5 Nov | 2181.75 | 87.25 | 0.00 | 2.69 | 0 | 0 | 0 |
| 31 Oct | 2186.95 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2158.25 | 87.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2206.15 | 87.25 | 87.25 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2179.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2195.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2250.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2243.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2216.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2198.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2183.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2194.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 0 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2120 expiring on 26DEC2024
Delta for 2120 PE is -0.57
Historical price for 2120 PE is as follows
On 3 Dec LUPIN was trading at 2081.65. The strike last trading price was 63.4, which was -9.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 12
On 2 Dec LUPIN was trading at 2069.55. The strike last trading price was 72.4, which was -13.10 lower than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 11
On 29 Nov LUPIN was trading at 2050.75. The strike last trading price was 85.5, which was -39.50 lower than the previous day. The implied volatity was 24.58, the open interest changed by 7 which increased total open position to 8
On 28 Nov LUPIN was trading at 1998.40. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LUPIN was trading at 2006.35. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LUPIN was trading at 2036.00. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LUPIN was trading at 2107.15. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 22 Nov LUPIN was trading at 2071.35. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 125, which was 24.00 higher than the previous day. The implied volatity was 37.16, the open interest changed by 0 which decreased total open position to 4
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 101, which was 0.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by 4 which increased total open position to 0
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 101, which was 13.75 higher than the previous day. The implied volatity was 23.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 87.25, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 87.25, 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 Oct LUPIN was trading at 2158.25. The strike last trading price was 87.25, 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 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 87.25, which was 87.25 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 0, 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 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 8 Oct LUPIN was trading at 2216.95. The strike last trading price was 0, 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 0, 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 0, 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 3 Oct LUPIN was trading at 2183.60. The strike last trading price was 0, 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 1 Oct LUPIN was trading at 2194.40. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
