LUPIN
Lupin Limited
Historical option data for LUPIN
17 Dec 2025 04:11 PM IST
| LUPIN 30-DEC-2025 2140 CE | ||||||||||||||||
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Delta: 0.40
Vega: 1.54
Theta: -1.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 2113.10 | 19.4 | 6 | 17.28 | 2,980 | 264 | 803 | |||||||||
| 16 Dec | 2090.60 | 13.1 | -1.75 | 18.67 | 416 | 75 | 540 | |||||||||
| 15 Dec | 2092.60 | 14.85 | -7.55 | 18.77 | 696 | 57 | 468 | |||||||||
| 12 Dec | 2113.90 | 21.25 | 7.2 | 15.43 | 831 | -15 | 416 | |||||||||
| 11 Dec | 2081.80 | 13.35 | 3 | 17.25 | 283 | 7 | 432 | |||||||||
| 10 Dec | 2055.40 | 10 | -1.15 | 18.04 | 242 | 27 | 425 | |||||||||
| 9 Dec | 2051.80 | 10.95 | -4.35 | 18.10 | 418 | 16 | 402 | |||||||||
| 8 Dec | 2070.70 | 14 | -10.9 | 17.41 | 557 | 47 | 386 | |||||||||
| 5 Dec | 2098.80 | 23.1 | -2.5 | 17.37 | 469 | 15 | 339 | |||||||||
| 4 Dec | 2092.00 | 24.95 | 2.1 | 18.17 | 209 | 19 | 327 | |||||||||
| 3 Dec | 2080.10 | 22.5 | -5.35 | 17.92 | 208 | 26 | 306 | |||||||||
| 2 Dec | 2082.70 | 27.95 | -0.45 | 18.42 | 233 | 6 | 280 | |||||||||
| 1 Dec | 2081.90 | 27.7 | -2.75 | 19.69 | 344 | 59 | 274 | |||||||||
| 28 Nov | 2082.20 | 29.8 | 3.65 | 19.12 | 295 | 77 | 215 | |||||||||
| 27 Nov | 2071.40 | 26.55 | -1.05 | 18.37 | 148 | 26 | 137 | |||||||||
| 26 Nov | 2071.60 | 28 | 4.65 | 19.08 | 222 | 13 | 109 | |||||||||
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| 25 Nov | 2042.30 | 23.45 | 10.5 | 20.97 | 388 | 40 | 96 | |||||||||
| 24 Nov | 1999.60 | 12.8 | -22.65 | 21.71 | 96 | 56 | 56 | |||||||||
| 21 Nov | 2029.40 | 35.45 | 0 | 3.33 | 0 | 0 | 0 | |||||||||
| 20 Nov | 2030.80 | 35.45 | 0 | 3.53 | 0 | 0 | 0 | |||||||||
| 19 Nov | 2025.40 | 35.45 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
| 18 Nov | 2047.40 | 35.45 | 0 | 2.62 | 0 | 0 | 0 | |||||||||
| 17 Nov | 2052.10 | 35.45 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 14 Nov | 2055.30 | 35.45 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 13 Nov | 2052.90 | 35.45 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 12 Nov | 2033.90 | 35.45 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 11 Nov | 1975.90 | 35.45 | 0 | 4.54 | 0 | 0 | 0 | |||||||||
| 10 Nov | 1990.20 | 35.45 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
| 7 Nov | 1971.80 | 35.45 | 0 | 4.66 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1955.50 | 35.45 | 0 | 4.57 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1997.00 | 35.45 | 0 | 3.38 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1983.80 | 35.45 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1963.50 | 35.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1945.80 | 35.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2140 expiring on 30DEC2025
Delta for 2140 CE is 0.40
Historical price for 2140 CE is as follows
On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 19.4, which was 6 higher than the previous day. The implied volatity was 17.28, the open interest changed by 264 which increased total open position to 803
On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 13.1, which was -1.75 lower than the previous day. The implied volatity was 18.67, the open interest changed by 75 which increased total open position to 540
On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 14.85, which was -7.55 lower than the previous day. The implied volatity was 18.77, the open interest changed by 57 which increased total open position to 468
On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 21.25, which was 7.2 higher than the previous day. The implied volatity was 15.43, the open interest changed by -15 which decreased total open position to 416
On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 13.35, which was 3 higher than the previous day. The implied volatity was 17.25, the open interest changed by 7 which increased total open position to 432
On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 10, which was -1.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 27 which increased total open position to 425
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 10.95, which was -4.35 lower than the previous day. The implied volatity was 18.10, the open interest changed by 16 which increased total open position to 402
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 14, which was -10.9 lower than the previous day. The implied volatity was 17.41, the open interest changed by 47 which increased total open position to 386
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 23.1, which was -2.5 lower than the previous day. The implied volatity was 17.37, the open interest changed by 15 which increased total open position to 339
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 24.95, which was 2.1 higher than the previous day. The implied volatity was 18.17, the open interest changed by 19 which increased total open position to 327
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 22.5, which was -5.35 lower than the previous day. The implied volatity was 17.92, the open interest changed by 26 which increased total open position to 306
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 27.95, which was -0.45 lower than the previous day. The implied volatity was 18.42, the open interest changed by 6 which increased total open position to 280
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 27.7, which was -2.75 lower than the previous day. The implied volatity was 19.69, the open interest changed by 59 which increased total open position to 274
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 29.8, which was 3.65 higher than the previous day. The implied volatity was 19.12, the open interest changed by 77 which increased total open position to 215
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 26.55, which was -1.05 lower than the previous day. The implied volatity was 18.37, the open interest changed by 26 which increased total open position to 137
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 28, which was 4.65 higher than the previous day. The implied volatity was 19.08, the open interest changed by 13 which increased total open position to 109
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 23.45, which was 10.5 higher than the previous day. The implied volatity was 20.97, the open interest changed by 40 which increased total open position to 96
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 12.8, which was -22.65 lower than the previous day. The implied volatity was 21.71, the open interest changed by 56 which increased total open position to 56
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 35.45, 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 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 35.45, 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 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 35.45, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 35.45, 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 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 35.45, 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 30DEC2025 2140 PE | |||||||
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Delta: -0.57
Vega: 1.56
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 2113.10 | 45.35 | -14.35 | 22.14 | 215 | 1 | 46 |
| 16 Dec | 2090.60 | 59.7 | 15.7 | - | 0 | 0 | 45 |
| 15 Dec | 2092.60 | 59.7 | 15.7 | 19.66 | 29 | 3 | 44 |
| 12 Dec | 2113.90 | 44.05 | -21.55 | 18.55 | 38 | 4 | 41 |
| 11 Dec | 2081.80 | 65.6 | -23.5 | 17.48 | 11 | -3 | 36 |
| 10 Dec | 2055.40 | 89.1 | -8.45 | 21.79 | 4 | -2 | 40 |
| 9 Dec | 2051.80 | 97.55 | 14.1 | 26.87 | 9 | -2 | 43 |
| 8 Dec | 2070.70 | 83.45 | 20.45 | 23.88 | 17 | -3 | 48 |
| 5 Dec | 2098.80 | 63 | -1.25 | 19.55 | 14 | 4 | 51 |
| 4 Dec | 2092.00 | 64.25 | -21.25 | 19.35 | 4 | 2 | 46 |
| 3 Dec | 2080.10 | 85.5 | 16.4 | 26.68 | 9 | -1 | 43 |
| 2 Dec | 2082.70 | 69.1 | -12.75 | 21.57 | 12 | 7 | 43 |
| 1 Dec | 2081.90 | 81.85 | 1.25 | 24.13 | 6 | 2 | 37 |
| 28 Nov | 2082.20 | 80.6 | -3 | 23.34 | 4 | 0 | 34 |
| 27 Nov | 2071.40 | 83.85 | -31.55 | - | 0 | 14 | 0 |
| 26 Nov | 2071.60 | 83.85 | -31.55 | 21.90 | 24 | 13 | 33 |
| 25 Nov | 2042.30 | 115.4 | -4.45 | - | 0 | 0 | 0 |
| 24 Nov | 1999.60 | 115.4 | -4.45 | - | 0 | 14 | 0 |
| 21 Nov | 2029.40 | 115.4 | -4.45 | 23.34 | 26 | 13 | 19 |
| 20 Nov | 2030.80 | 119.85 | -15.15 | 23.04 | 1 | 0 | 6 |
| 19 Nov | 2025.40 | 135 | -38.6 | - | 0 | 0 | 0 |
| 18 Nov | 2047.40 | 135 | -38.6 | - | 0 | 0 | 0 |
| 17 Nov | 2052.10 | 135 | -38.6 | - | 0 | 0 | 0 |
| 14 Nov | 2055.30 | 135 | -38.6 | - | 0 | 0 | 0 |
| 13 Nov | 2052.90 | 135 | -38.6 | - | 0 | 4 | 0 |
| 12 Nov | 2033.90 | 135 | -38.6 | 31.18 | 4 | 0 | 2 |
| 11 Nov | 1975.90 | 173.6 | -60.7 | - | 0 | 0 | 0 |
| 10 Nov | 1990.20 | 173.6 | -60.7 | - | 0 | 0 | 0 |
| 7 Nov | 1971.80 | 173.6 | -60.7 | - | 0 | 0 | 0 |
| 6 Nov | 1955.50 | 173.6 | -60.7 | - | 0 | 0 | 0 |
| 4 Nov | 1997.00 | 173.6 | -60.7 | - | 0 | 0 | 0 |
| 3 Nov | 1983.80 | 173.6 | -60.7 | - | 0 | 2 | 0 |
| 31 Oct | 1963.50 | 173.6 | -60.7 | - | 2 | 0 | 0 |
| 30 Oct | 1945.80 | 234.3 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2140 expiring on 30DEC2025
Delta for 2140 PE is -0.57
Historical price for 2140 PE is as follows
On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 45.35, which was -14.35 lower than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 46
On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 59.7, which was 15.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 59.7, which was 15.7 higher than the previous day. The implied volatity was 19.66, the open interest changed by 3 which increased total open position to 44
On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 44.05, which was -21.55 lower than the previous day. The implied volatity was 18.55, the open interest changed by 4 which increased total open position to 41
On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 65.6, which was -23.5 lower than the previous day. The implied volatity was 17.48, the open interest changed by -3 which decreased total open position to 36
On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 89.1, which was -8.45 lower than the previous day. The implied volatity was 21.79, the open interest changed by -2 which decreased total open position to 40
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 97.55, which was 14.1 higher than the previous day. The implied volatity was 26.87, the open interest changed by -2 which decreased total open position to 43
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 83.45, which was 20.45 higher than the previous day. The implied volatity was 23.88, the open interest changed by -3 which decreased total open position to 48
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 63, 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 51
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 64.25, which was -21.25 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 46
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 85.5, which was 16.4 higher than the previous day. The implied volatity was 26.68, the open interest changed by -1 which decreased total open position to 43
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 69.1, which was -12.75 lower than the previous day. The implied volatity was 21.57, the open interest changed by 7 which increased total open position to 43
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 81.85, which was 1.25 higher than the previous day. The implied volatity was 24.13, the open interest changed by 2 which increased total open position to 37
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 80.6, which was -3 lower than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 34
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 83.85, which was -31.55 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 83.85, which was -31.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by 13 which increased total open position to 33
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 115.4, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 115.4, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 115.4, which was -4.45 lower than the previous day. The implied volatity was 23.34, the open interest changed by 13 which increased total open position to 19
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 119.85, which was -15.15 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 6
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 135, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 135, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 135, which was -38.6 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 2055.30. The strike last trading price was 135, which was -38.6 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 2052.90. The strike last trading price was 135, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 135, which was -38.6 lower than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 2
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 173.6, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 173.6, which was -60.7 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 1971.80. The strike last trading price was 173.6, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 173.6, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 173.6, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 173.6, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 173.6, which was -60.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 234.3, 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































































































































































































































