LUPIN
Lupin Limited
Historical option data for LUPIN
21 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.54
Theta: -1.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2043.00 | 4.05 | -0.80 | 26.65 | 1,105 | 11 | 1,207 | |||
| 20 Nov | 2038.20 | 4.85 | 0.00 | 26.71 | 1,301 | -177 | 1,202 | |||
| 19 Nov | 2038.20 | 4.85 | -1.50 | 26.71 | 1,301 | -171 | 1,202 | |||
| 18 Nov | 2035.75 | 6.35 | 0.25 | 26.14 | 1,251 | -16 | 1,369 | |||
| 14 Nov | 2015.85 | 6.1 | -6.65 | 24.02 | 1,175 | -90 | 1,386 | |||
| 13 Nov | 2039.00 | 12.75 | -10.75 | 24.87 | 1,577 | -31 | 1,478 | |||
| 12 Nov | 2090.10 | 23.5 | -4.00 | 24.77 | 3,871 | -175 | 1,512 | |||
| 11 Nov | 2084.90 | 27.5 | -11.25 | 26.11 | 4,676 | 165 | 1,695 | |||
| 8 Nov | 2104.60 | 38.75 | -25.80 | 26.79 | 11,354 | 459 | 1,542 | |||
| 7 Nov | 2111.50 | 64.55 | -34.30 | 37.26 | 3,148 | 837 | 1,047 | |||
| 6 Nov | 2166.05 | 98.85 | -11.70 | 36.96 | 470 | -27 | 207 | |||
| 5 Nov | 2181.75 | 110.55 | -12.50 | 39.98 | 974 | 209 | 232 | |||
| 4 Nov | 2188.35 | 123.05 | -10.10 | 39.67 | 31 | -1 | 22 | |||
| 1 Nov | 2197.70 | 133.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 2186.95 | 133.15 | 17.95 | - | 29 | 4 | 25 | |||
| 30 Oct | 2158.25 | 115.2 | -18.80 | - | 15 | 5 | 20 | |||
| 29 Oct | 2206.15 | 134 | -0.15 | - | 17 | -2 | 15 | |||
| 28 Oct | 2204.70 | 134.15 | 24.65 | - | 37 | -16 | 17 | |||
| 25 Oct | 2156.70 | 109.5 | 27.75 | - | 76 | 26 | 33 | |||
| 24 Oct | 2131.55 | 81.75 | -71.85 | - | 7 | 5 | 5 | |||
| 23 Oct | 2074.55 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2179.70 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2243.90 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2216.95 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2198.25 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 153.6 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 27 Sept | 2218.50 | 153.6 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2140 expiring on 28NOV2024
Delta for 2140 CE is 0.11
Historical price for 2140 CE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 4.05, which was -0.80 lower than the previous day. The implied volatity was 26.65, the open interest changed by 11 which increased total open position to 1207
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 26.71, the open interest changed by -177 which decreased total open position to 1202
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 4.85, which was -1.50 lower than the previous day. The implied volatity was 26.71, the open interest changed by -171 which decreased total open position to 1202
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 6.35, which was 0.25 higher than the previous day. The implied volatity was 26.14, the open interest changed by -16 which decreased total open position to 1369
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 6.1, which was -6.65 lower than the previous day. The implied volatity was 24.02, the open interest changed by -90 which decreased total open position to 1386
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 12.75, which was -10.75 lower than the previous day. The implied volatity was 24.87, the open interest changed by -31 which decreased total open position to 1478
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 23.5, which was -4.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by -175 which decreased total open position to 1512
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 27.5, which was -11.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by 165 which increased total open position to 1695
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 38.75, which was -25.80 lower than the previous day. The implied volatity was 26.79, the open interest changed by 459 which increased total open position to 1542
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 64.55, which was -34.30 lower than the previous day. The implied volatity was 37.26, the open interest changed by 837 which increased total open position to 1047
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 98.85, which was -11.70 lower than the previous day. The implied volatity was 36.96, the open interest changed by -27 which decreased total open position to 207
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 110.55, which was -12.50 lower than the previous day. The implied volatity was 39.98, the open interest changed by 209 which increased total open position to 232
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 123.05, which was -10.10 lower than the previous day. The implied volatity was 39.67, the open interest changed by -1 which decreased total open position to 22
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 133.15, which was 17.95 higher 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 115.2, which was -18.80 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 134, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 134.15, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 109.5, which was 27.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 81.75, which was -71.85 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 153.6, 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 27 Sept LUPIN was trading at 2218.50. The strike last trading price was 153.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.71
Theta: -1.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2043.00 | 103.1 | -3.25 | 33.24 | 40 | -2 | 482 |
| 20 Nov | 2038.20 | 106.35 | 0.00 | 19.05 | 59 | -27 | 485 |
| 19 Nov | 2038.20 | 106.35 | -1.65 | 19.05 | 59 | -26 | 485 |
| 18 Nov | 2035.75 | 108 | -19.85 | 30.48 | 15 | -5 | 514 |
| 14 Nov | 2015.85 | 127.85 | 24.60 | 33.64 | 87 | -31 | 520 |
| 13 Nov | 2039.00 | 103.25 | 24.50 | 30.01 | 177 | -37 | 551 |
| 12 Nov | 2090.10 | 78.75 | 1.60 | 28.86 | 783 | 67 | 620 |
| 11 Nov | 2084.90 | 77.15 | 3.70 | 27.66 | 718 | -24 | 555 |
| 8 Nov | 2104.60 | 73.45 | -21.20 | 28.66 | 2,328 | 87 | 580 |
| 7 Nov | 2111.50 | 94.65 | 34.35 | 40.86 | 1,413 | 366 | 491 |
| 6 Nov | 2166.05 | 60.3 | -2.20 | 37.28 | 547 | 41 | 128 |
| 5 Nov | 2181.75 | 62.5 | -16.15 | 38.67 | 399 | 88 | 88 |
| 4 Nov | 2188.35 | 78.65 | 0.00 | 3.24 | 0 | 0 | 0 |
| 1 Nov | 2197.70 | 78.65 | 0.00 | 3.66 | 0 | 0 | 0 |
| 31 Oct | 2186.95 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2158.25 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2206.15 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2204.70 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2156.70 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2131.55 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2179.70 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2195.30 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2250.90 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2243.90 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2216.95 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2198.25 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 78.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 2218.50 | 78.65 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2140 expiring on 28NOV2024
Delta for 2140 PE is -0.83
Historical price for 2140 PE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 103.1, which was -3.25 lower than the previous day. The implied volatity was 33.24, the open interest changed by -2 which decreased total open position to 482
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 106.35, which was 0.00 lower than the previous day. The implied volatity was 19.05, the open interest changed by -27 which decreased total open position to 485
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 106.35, which was -1.65 lower than the previous day. The implied volatity was 19.05, the open interest changed by -26 which decreased total open position to 485
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 108, which was -19.85 lower than the previous day. The implied volatity was 30.48, the open interest changed by -5 which decreased total open position to 514
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 127.85, which was 24.60 higher than the previous day. The implied volatity was 33.64, the open interest changed by -31 which decreased total open position to 520
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 103.25, which was 24.50 higher than the previous day. The implied volatity was 30.01, the open interest changed by -37 which decreased total open position to 551
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 78.75, which was 1.60 higher than the previous day. The implied volatity was 28.86, the open interest changed by 67 which increased total open position to 620
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 77.15, which was 3.70 higher than the previous day. The implied volatity was 27.66, the open interest changed by -24 which decreased total open position to 555
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 73.45, which was -21.20 lower than the previous day. The implied volatity was 28.66, the open interest changed by 87 which increased total open position to 580
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 94.65, which was 34.35 higher than the previous day. The implied volatity was 40.86, the open interest changed by 366 which increased total open position to 491
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 60.3, which was -2.20 lower than the previous day. The implied volatity was 37.28, the open interest changed by 41 which increased total open position to 128
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 62.5, which was -16.15 lower than the previous day. The implied volatity was 38.67, the open interest changed by 88 which increased total open position to 88
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 78.65, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 78.65, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 78.65, 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 78.65, 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 78.65, 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 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 78.65, 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 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 78.65, 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 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 78.65, 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 27 Sept LUPIN was trading at 2218.50. The strike last trading price was 78.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
