[--[65.84.65.76]--]

LUPIN

Lupin Limited
2113.1 +22.50 (1.08%)
L: 2095.9 H: 2128

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Historical option data for LUPIN

17 Dec 2025 04:11 PM IST
LUPIN 30-DEC-2025 2140 CE
Delta: 0.40
Vega: 1.54
Theta: -1.25
Gamma: 0.01
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
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
Delta: -0.57
Vega: 1.56
Theta: -0.99
Gamma: 0.00
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