LUPIN
Lupin Limited
Historical option data for LUPIN
21 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.34
Theta: -0.74
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2043.00 | 2.1 | -0.40 | 29.30 | 492 | -46 | 552 | |||
| 20 Nov | 2038.20 | 2.5 | 0.00 | 28.51 | 667 | 61 | 600 | |||
| 19 Nov | 2038.20 | 2.5 | -1.15 | 28.51 | 667 | 63 | 600 | |||
| 18 Nov | 2035.75 | 3.65 | -0.25 | 28.36 | 547 | -20 | 537 | |||
| 14 Nov | 2015.85 | 3.9 | -4.00 | 26.31 | 614 | -56 | 556 | |||
| 13 Nov | 2039.00 | 7.9 | -7.25 | 26.50 | 1,041 | 104 | 708 | |||
| 12 Nov | 2090.10 | 15.15 | -2.20 | 26.26 | 1,346 | -206 | 616 | |||
| 11 Nov | 2084.90 | 17.35 | -8.75 | 26.78 | 2,577 | 89 | 839 | |||
| 8 Nov | 2104.60 | 26.1 | -21.95 | 27.30 | 4,986 | 228 | 754 | |||
|
|
||||||||||
| 7 Nov | 2111.50 | 48.05 | -28.95 | 36.83 | 1,276 | 138 | 517 | |||
| 6 Nov | 2166.05 | 77 | -10.60 | 36.43 | 1,637 | 239 | 377 | |||
| 5 Nov | 2181.75 | 87.6 | -12.30 | 39.05 | 1,827 | 19 | 138 | |||
| 4 Nov | 2188.35 | 99.9 | -8.10 | 39.24 | 474 | 43 | 120 | |||
| 1 Nov | 2197.70 | 108 | 5.55 | 37.40 | 29 | -2 | 78 | |||
| 31 Oct | 2186.95 | 102.45 | 7.70 | - | 543 | 39 | 80 | |||
| 30 Oct | 2158.25 | 94.75 | -11.75 | - | 144 | 9 | 42 | |||
| 29 Oct | 2206.15 | 106.5 | -3.55 | - | 91 | 8 | 33 | |||
| 28 Oct | 2204.70 | 110.05 | 24.75 | - | 66 | 22 | 26 | |||
| 25 Oct | 2156.70 | 85.3 | 43.30 | - | 2 | 1 | 4 | |||
| 24 Oct | 2131.55 | 42 | 0.00 | - | 0 | 3 | 0 | |||
| 23 Oct | 2074.55 | 42 | -89.80 | - | 3 | 1 | 1 | |||
| 22 Oct | 2132.05 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2151.95 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2179.70 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2243.90 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2216.95 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2198.25 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2191.10 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2218.50 | 131.8 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2180 expiring on 28NOV2024
Delta for 2180 CE is 0.06
Historical price for 2180 CE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 29.30, the open interest changed by -46 which decreased total open position to 552
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by 61 which increased total open position to 600
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 28.51, the open interest changed by 63 which increased total open position to 600
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 3.65, which was -0.25 lower than the previous day. The implied volatity was 28.36, the open interest changed by -20 which decreased total open position to 537
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 3.9, which was -4.00 lower than the previous day. The implied volatity was 26.31, the open interest changed by -56 which decreased total open position to 556
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 7.9, which was -7.25 lower than the previous day. The implied volatity was 26.50, the open interest changed by 104 which increased total open position to 708
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 15.15, which was -2.20 lower than the previous day. The implied volatity was 26.26, the open interest changed by -206 which decreased total open position to 616
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 17.35, which was -8.75 lower than the previous day. The implied volatity was 26.78, the open interest changed by 89 which increased total open position to 839
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 26.1, which was -21.95 lower than the previous day. The implied volatity was 27.30, the open interest changed by 228 which increased total open position to 754
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 48.05, which was -28.95 lower than the previous day. The implied volatity was 36.83, the open interest changed by 138 which increased total open position to 517
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 77, which was -10.60 lower than the previous day. The implied volatity was 36.43, the open interest changed by 239 which increased total open position to 377
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 87.6, which was -12.30 lower than the previous day. The implied volatity was 39.05, the open interest changed by 19 which increased total open position to 138
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 99.9, which was -8.10 lower than the previous day. The implied volatity was 39.24, the open interest changed by 43 which increased total open position to 120
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 108, which was 5.55 higher than the previous day. The implied volatity was 37.40, the open interest changed by -2 which decreased total open position to 78
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 102.45, which was 7.70 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 94.75, which was -11.75 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 106.5, which was -3.55 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 110.05, which was 24.75 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 85.3, which was 43.30 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 42, 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 42, which was -89.80 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 2180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.52
Theta: -0.82
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2043.00 | 140 | 0.15 | 36.43 | 12 | -3 | 333 |
| 20 Nov | 2038.20 | 139.85 | 0.00 | - | 36 | -11 | 336 |
| 19 Nov | 2038.20 | 139.85 | -9.30 | - | 36 | -11 | 336 |
| 18 Nov | 2035.75 | 149.15 | -18.35 | 39.28 | 4 | 0 | 348 |
| 14 Nov | 2015.85 | 167.5 | 20.90 | 39.97 | 21 | -1 | 350 |
| 13 Nov | 2039.00 | 146.6 | 37.80 | 39.60 | 30 | -11 | 354 |
| 12 Nov | 2090.10 | 108.8 | 0.85 | 30.02 | 42 | 4 | 366 |
| 11 Nov | 2084.90 | 107.95 | 10.70 | 29.34 | 91 | 6 | 362 |
| 8 Nov | 2104.60 | 97.25 | -14.15 | 27.45 | 200 | -4 | 355 |
| 7 Nov | 2111.50 | 111.4 | 35.00 | 37.20 | 457 | -24 | 358 |
| 6 Nov | 2166.05 | 76.4 | -3.10 | 35.88 | 1,480 | 186 | 385 |
| 5 Nov | 2181.75 | 79.5 | 0.00 | 37.88 | 605 | 6 | 200 |
| 4 Nov | 2188.35 | 79.5 | 4.45 | 40.86 | 525 | 63 | 192 |
| 1 Nov | 2197.70 | 75.05 | -10.45 | 39.13 | 8 | 3 | 128 |
| 31 Oct | 2186.95 | 85.5 | -8.95 | - | 265 | 94 | 126 |
| 30 Oct | 2158.25 | 94.45 | 11.50 | - | 78 | 21 | 33 |
| 29 Oct | 2206.15 | 82.95 | 15.95 | - | 15 | 11 | 13 |
| 28 Oct | 2204.70 | 67 | 19.45 | - | 4 | 3 | 3 |
| 25 Oct | 2156.70 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2131.55 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2179.70 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 47.55 | 0.00 | - | 0 | -1 | 0 |
| 16 Oct | 2195.30 | 47.55 | 11.55 | - | 1 | 0 | 1 |
| 15 Oct | 2250.90 | 36 | -60.40 | - | 1 | 0 | 0 |
| 14 Oct | 2243.90 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2216.95 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2198.25 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2191.10 | 96.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 2218.50 | 96.4 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2180 expiring on 28NOV2024
Delta for 2180 PE is -0.89
Historical price for 2180 PE is as follows
On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 140, which was 0.15 higher than the previous day. The implied volatity was 36.43, the open interest changed by -3 which decreased total open position to 333
On 20 Nov LUPIN was trading at 2038.20. The strike last trading price was 139.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 336
On 19 Nov LUPIN was trading at 2038.20. The strike last trading price was 139.85, which was -9.30 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 336
On 18 Nov LUPIN was trading at 2035.75. The strike last trading price was 149.15, which was -18.35 lower than the previous day. The implied volatity was 39.28, the open interest changed by 0 which decreased total open position to 348
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 167.5, which was 20.90 higher than the previous day. The implied volatity was 39.97, the open interest changed by -1 which decreased total open position to 350
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 146.6, which was 37.80 higher than the previous day. The implied volatity was 39.60, the open interest changed by -11 which decreased total open position to 354
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 108.8, which was 0.85 higher than the previous day. The implied volatity was 30.02, the open interest changed by 4 which increased total open position to 366
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 107.95, which was 10.70 higher than the previous day. The implied volatity was 29.34, the open interest changed by 6 which increased total open position to 362
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 97.25, which was -14.15 lower than the previous day. The implied volatity was 27.45, the open interest changed by -4 which decreased total open position to 355
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 111.4, which was 35.00 higher than the previous day. The implied volatity was 37.20, the open interest changed by -24 which decreased total open position to 358
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 76.4, which was -3.10 lower than the previous day. The implied volatity was 35.88, the open interest changed by 186 which increased total open position to 385
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was 37.88, the open interest changed by 6 which increased total open position to 200
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 79.5, which was 4.45 higher than the previous day. The implied volatity was 40.86, the open interest changed by 63 which increased total open position to 192
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 75.05, which was -10.45 lower than the previous day. The implied volatity was 39.13, the open interest changed by 3 which increased total open position to 128
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 85.5, which was -8.95 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 94.45, which was 11.50 higher 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 82.95, which was 15.95 higher 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 67, which was 19.45 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, which was 11.55 higher 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 36, which was -60.40 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 96.4, 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 96.4, 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 96.4, 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 96.4, 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 96.4, 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 96.4, 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 96.4, 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 96.4, 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 96.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
