LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 2140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 1.09
Theta: -1.29
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 13.75 | 1.15 | 35.34 | 424 | -61 | 473 | |||
| 7 Apr | 1923.05 | 11.9 | -2.55 | 41.60 | 638 | -28 | 538 | |||
| 4 Apr | 1971.05 | 14 | -32.6 | 33.73 | 2,649 | 44 | 569 | |||
| 3 Apr | 2095.70 | 46.9 | 22.45 | 30.86 | 4,860 | 366 | 533 | |||
| 2 Apr | 2009.70 | 24.55 | 11.35 | 33.00 | 284 | -4 | 170 | |||
| 1 Apr | 1955.40 | 13 | -13.75 | 31.78 | 290 | 35 | 171 | |||
| 28 Mar | 2027.95 | 26.6 | -2.35 | 28.78 | 245 | 41 | 136 | |||
| 27 Mar | 2018.80 | 32 | -16.2 | 31.70 | 130 | 68 | 95 | |||
| 26 Mar | 2058.80 | 48.2 | 0.5 | 33.19 | 1 | 0 | 26 | |||
| 25 Mar | 2068.75 | 47.7 | -18.35 | 29.05 | 22 | 6 | 25 | |||
| 24 Mar | 2119.95 | 66 | 37.85 | 27.35 | 33 | 19 | 19 | |||
| 21 Mar | 2114.70 | 28.15 | 0 | 0.33 | 0 | 0 | 0 | |||
| 20 Mar | 2085.70 | 28.15 | 0 | 1.48 | 0 | 0 | 0 | |||
| 19 Mar | 2060.95 | 28.15 | 0 | 2.34 | 0 | 0 | 0 | |||
| 18 Mar | 2034.65 | 28.15 | 0 | 3.26 | 0 | 0 | 0 | |||
| 17 Mar | 1991.85 | 28.15 | 0 | 5.00 | 0 | 0 | 0 | |||
| 13 Mar | 1968.45 | 28.15 | 0 | 5.30 | 0 | 0 | 0 | |||
| 12 Mar | 1966.70 | 28.15 | 0 | 5.56 | 0 | 0 | 0 | |||
| 11 Mar | 1976.10 | 28.15 | 0 | 5.02 | 0 | 0 | 0 | |||
| 10 Mar | 2010.40 | 28.15 | 0 | 3.99 | 0 | 0 | 0 | |||
| 7 Mar | 2030.00 | 28.15 | 0 | 2.91 | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Mar | 2010.10 | 28.15 | 0 | 5.73 | 0 | 0 | 0 | |||
For Lupin Limited - strike price 2140 expiring on 24APR2025
Delta for 2140 CE is 0.18
Historical price for 2140 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 13.75, which was 1.15 higher than the previous day. The implied volatity was 35.34, the open interest changed by -61 which decreased total open position to 473
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 11.9, which was -2.55 lower than the previous day. The implied volatity was 41.60, the open interest changed by -28 which decreased total open position to 538
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 14, which was -32.6 lower than the previous day. The implied volatity was 33.73, the open interest changed by 44 which increased total open position to 569
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 46.9, which was 22.45 higher than the previous day. The implied volatity was 30.86, the open interest changed by 366 which increased total open position to 533
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 24.55, which was 11.35 higher than the previous day. The implied volatity was 33.00, the open interest changed by -4 which decreased total open position to 170
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 13, which was -13.75 lower than the previous day. The implied volatity was 31.78, the open interest changed by 35 which increased total open position to 171
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 26.6, which was -2.35 lower than the previous day. The implied volatity was 28.78, the open interest changed by 41 which increased total open position to 136
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 32, which was -16.2 lower than the previous day. The implied volatity was 31.70, the open interest changed by 68 which increased total open position to 95
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 48.2, which was 0.5 higher than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 26
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 47.7, which was -18.35 lower than the previous day. The implied volatity was 29.05, the open interest changed by 6 which increased total open position to 25
On 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 66, which was 37.85 higher than the previous day. The implied volatity was 27.35, the open interest changed by 19 which increased total open position to 19
On 21 Mar LUPIN was trading at 2114.70. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 0.33, 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 28.15, which was 0 lower than the previous day. The implied volatity was 1.48, 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 28.15, which was 0 lower than the previous day. The implied volatity was 2.34, 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 28.15, which was 0 lower than the previous day. The implied volatity was 3.26, 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 28.15, which was 0 lower than the previous day. The implied volatity was 5.00, 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 28.15, which was 0 lower than the previous day. The implied volatity was 5.30, 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 28.15, which was 0 lower than the previous day. The implied volatity was 5.56, 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 28.15, which was 0 lower than the previous day. The implied volatity was 5.02, 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 28.15, which was 0 lower than the previous day. The implied volatity was 3.99, 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 28.15, which was 0 lower than the previous day. The implied volatity was 2.91, 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 28.15, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24APR2025 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 1.50
Theta: -2.63
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 199.55 | -22.05 | 65.23 | 2 | 0 | 70 |
| 7 Apr | 1923.05 | 221.6 | 49.25 | 46.96 | 1 | 0 | 71 |
| 4 Apr | 1971.05 | 172.35 | 86.3 | 33.72 | 102 | -29 | 71 |
| 3 Apr | 2095.70 | 84.95 | -57.85 | 33.05 | 858 | 92 | 100 |
| 2 Apr | 2009.70 | 142.8 | -18.7 | 35.10 | 6 | 1 | 7 |
| 1 Apr | 1955.40 | 161.5 | 25.95 | - | 5 | 3 | 5 |
| 28 Mar | 2027.95 | 135.55 | -10.45 | 33.36 | 4 | 2 | 2 |
| 27 Mar | 2018.80 | 146 | 76 | 39.09 | 1 | 0 | 1 |
| 26 Mar | 2058.80 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 2068.75 | 70 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 2119.95 | 70 | -183.7 | 27.91 | 1 | 0 | 0 |
| 21 Mar | 2114.70 | 253.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2085.70 | 253.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 2060.95 | 253.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 2034.65 | 253.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1991.85 | 253.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1968.45 | 253.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1966.70 | 253.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1976.10 | 253.7 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 2010.40 | 253.7 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 2030.00 | 253.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 2010.10 | 253.7 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2140 expiring on 24APR2025
Delta for 2140 PE is -0.67
Historical price for 2140 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 199.55, which was -22.05 lower than the previous day. The implied volatity was 65.23, the open interest changed by 0 which decreased total open position to 70
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 221.6, which was 49.25 higher than the previous day. The implied volatity was 46.96, the open interest changed by 0 which decreased total open position to 71
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 172.35, which was 86.3 higher than the previous day. The implied volatity was 33.72, the open interest changed by -29 which decreased total open position to 71
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 84.95, which was -57.85 lower than the previous day. The implied volatity was 33.05, the open interest changed by 92 which increased total open position to 100
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 142.8, which was -18.7 lower than the previous day. The implied volatity was 35.10, the open interest changed by 1 which increased total open position to 7
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 161.5, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 135.55, which was -10.45 lower than the previous day. The implied volatity was 33.36, the open interest changed by 2 which increased total open position to 2
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 146, which was 76 higher than the previous day. The implied volatity was 39.09, the open interest changed by 0 which decreased total open position to 1
On 26 Mar LUPIN was trading at 2058.80. 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 0 which decreased total open position to 0
On 25 Mar LUPIN was trading at 2068.75. 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 24 Mar LUPIN was trading at 2119.95. The strike last trading price was 70, which was -183.7 lower than the previous day. The implied volatity was 27.91, 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 253.7, 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 Mar LUPIN was trading at 2085.70. The strike last trading price was 253.7, 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 253.7, 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 253.7, 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 253.7, 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 253.7, 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 253.7, 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 253.7, 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 253.7, 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 253.7, 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 253.7, 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
