LUPIN
Lupin Limited
Historical option data for LUPIN
17 Dec 2025 04:11 PM IST
| LUPIN 30-DEC-2025 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.97
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 2113.10 | 6.25 | 1.75 | 18.97 | 1,467 | -175 | 1,141 | |||||||||
| 16 Dec | 2090.60 | 4.5 | -0.15 | 20.48 | 584 | 99 | 1,316 | |||||||||
| 15 Dec | 2092.60 | 4.7 | -2.85 | 19.70 | 727 | 44 | 1,251 | |||||||||
| 12 Dec | 2113.90 | 7.2 | 2.45 | 16.54 | 1,285 | 78 | 1,194 | |||||||||
| 11 Dec | 2081.80 | 4.6 | 1.1 | 18.44 | 424 | -55 | 1,116 | |||||||||
| 10 Dec | 2055.40 | 3.45 | -0.7 | 19.05 | 809 | -32 | 1,177 | |||||||||
| 9 Dec | 2051.80 | 4.1 | -1.3 | 19.36 | 926 | -60 | 1,208 | |||||||||
| 8 Dec | 2070.70 | 5.6 | -4.45 | 18.87 | 1,177 | -12 | 1,263 | |||||||||
| 5 Dec | 2098.80 | 9.5 | -1.65 | 18.12 | 2,274 | 233 | 1,256 | |||||||||
| 4 Dec | 2092.00 | 10.6 | 0.9 | 18.69 | 684 | 105 | 1,018 | |||||||||
| 3 Dec | 2080.10 | 9.7 | -2.95 | 18.64 | 1,134 | -26 | 913 | |||||||||
| 2 Dec | 2082.70 | 13 | -0.45 | 19.16 | 946 | 60 | 935 | |||||||||
| 1 Dec | 2081.90 | 13.5 | -2.2 | 20.38 | 1,589 | -28 | 874 | |||||||||
| 28 Nov | 2082.20 | 15.3 | 2.6 | 20.00 | 1,721 | 234 | 902 | |||||||||
| 27 Nov | 2071.40 | 13.1 | -0.5 | 19.18 | 502 | 30 | 667 | |||||||||
| 26 Nov | 2071.60 | 13.8 | 2 | 19.57 | 765 | 88 | 644 | |||||||||
| 25 Nov | 2042.30 | 11.3 | 4.35 | 21.01 | 1,037 | 281 | 530 | |||||||||
| 24 Nov | 1999.60 | 6.5 | -5.5 | 22.43 | 276 | -33 | 250 | |||||||||
| 21 Nov | 2029.40 | 12.3 | -0.85 | 21.29 | 196 | 44 | 281 | |||||||||
| 20 Nov | 2030.80 | 15.9 | 0.15 | 23.73 | 201 | 31 | 237 | |||||||||
| 19 Nov | 2025.40 | 16.45 | -5 | 23.58 | 220 | 17 | 207 | |||||||||
| 18 Nov | 2047.40 | 21.4 | -3.45 | 23.04 | 60 | 10 | 194 | |||||||||
| 17 Nov | 2052.10 | 24.85 | -2.05 | 23.82 | 145 | 31 | 184 | |||||||||
| 14 Nov | 2055.30 | 26.35 | 0.6 | 23.41 | 255 | 45 | 151 | |||||||||
| 13 Nov | 2052.90 | 26 | 4.2 | 22.81 | 107 | 10 | 106 | |||||||||
| 12 Nov | 2033.90 | 23 | 9.1 | 23.13 | 80 | 39 | 96 | |||||||||
| 11 Nov | 1975.90 | 14.3 | -2.95 | 24.22 | 49 | 23 | 57 | |||||||||
| 10 Nov | 1990.20 | 17.2 | 2.6 | 25.03 | 46 | 5 | 33 | |||||||||
| 7 Nov | 1971.80 | 14.4 | -2.05 | 24.12 | 92 | -12 | 29 | |||||||||
| 6 Nov | 1955.50 | 16 | -6.5 | 24.63 | 51 | 20 | 39 | |||||||||
| 4 Nov | 1997.00 | 22.6 | 2.1 | 24.16 | 11 | 3 | 19 | |||||||||
| 3 Nov | 1983.80 | 20.5 | 5.5 | 23.40 | 36 | 4 | 15 | |||||||||
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| 31 Oct | 1963.50 | 15 | 2.05 | - | 2 | 0 | 10 | |||||||||
| 30 Oct | 1945.80 | 12.95 | -2.05 | 23.30 | 9 | 7 | 8 | |||||||||
For Lupin Limited - strike price 2200 expiring on 30DEC2025
Delta for 2200 CE is 0.16
Historical price for 2200 CE is as follows
On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 6.25, which was 1.75 higher than the previous day. The implied volatity was 18.97, the open interest changed by -175 which decreased total open position to 1141
On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 4.5, which was -0.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 99 which increased total open position to 1316
On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 4.7, which was -2.85 lower than the previous day. The implied volatity was 19.70, the open interest changed by 44 which increased total open position to 1251
On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 7.2, which was 2.45 higher than the previous day. The implied volatity was 16.54, the open interest changed by 78 which increased total open position to 1194
On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 4.6, which was 1.1 higher than the previous day. The implied volatity was 18.44, the open interest changed by -55 which decreased total open position to 1116
On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 3.45, which was -0.7 lower than the previous day. The implied volatity was 19.05, the open interest changed by -32 which decreased total open position to 1177
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 4.1, which was -1.3 lower than the previous day. The implied volatity was 19.36, the open interest changed by -60 which decreased total open position to 1208
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 5.6, which was -4.45 lower than the previous day. The implied volatity was 18.87, the open interest changed by -12 which decreased total open position to 1263
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 9.5, which was -1.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 233 which increased total open position to 1256
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 10.6, which was 0.9 higher than the previous day. The implied volatity was 18.69, the open interest changed by 105 which increased total open position to 1018
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 9.7, which was -2.95 lower than the previous day. The implied volatity was 18.64, the open interest changed by -26 which decreased total open position to 913
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 13, which was -0.45 lower than the previous day. The implied volatity was 19.16, the open interest changed by 60 which increased total open position to 935
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 13.5, which was -2.2 lower than the previous day. The implied volatity was 20.38, the open interest changed by -28 which decreased total open position to 874
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 15.3, which was 2.6 higher than the previous day. The implied volatity was 20.00, the open interest changed by 234 which increased total open position to 902
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 13.1, which was -0.5 lower than the previous day. The implied volatity was 19.18, the open interest changed by 30 which increased total open position to 667
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 13.8, which was 2 higher than the previous day. The implied volatity was 19.57, the open interest changed by 88 which increased total open position to 644
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 11.3, which was 4.35 higher than the previous day. The implied volatity was 21.01, the open interest changed by 281 which increased total open position to 530
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 6.5, which was -5.5 lower than the previous day. The implied volatity was 22.43, the open interest changed by -33 which decreased total open position to 250
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 12.3, which was -0.85 lower than the previous day. The implied volatity was 21.29, the open interest changed by 44 which increased total open position to 281
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 15.9, which was 0.15 higher than the previous day. The implied volatity was 23.73, the open interest changed by 31 which increased total open position to 237
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 16.45, which was -5 lower than the previous day. The implied volatity was 23.58, the open interest changed by 17 which increased total open position to 207
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 21.4, which was -3.45 lower than the previous day. The implied volatity was 23.04, the open interest changed by 10 which increased total open position to 194
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 24.85, which was -2.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by 31 which increased total open position to 184
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 26.35, which was 0.6 higher than the previous day. The implied volatity was 23.41, the open interest changed by 45 which increased total open position to 151
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 26, which was 4.2 higher than the previous day. The implied volatity was 22.81, the open interest changed by 10 which increased total open position to 106
On 12 Nov LUPIN was trading at 2033.90. The strike last trading price was 23, which was 9.1 higher than the previous day. The implied volatity was 23.13, the open interest changed by 39 which increased total open position to 96
On 11 Nov LUPIN was trading at 1975.90. The strike last trading price was 14.3, which was -2.95 lower than the previous day. The implied volatity was 24.22, the open interest changed by 23 which increased total open position to 57
On 10 Nov LUPIN was trading at 1990.20. The strike last trading price was 17.2, which was 2.6 higher than the previous day. The implied volatity was 25.03, the open interest changed by 5 which increased total open position to 33
On 7 Nov LUPIN was trading at 1971.80. The strike last trading price was 14.4, which was -2.05 lower than the previous day. The implied volatity was 24.12, the open interest changed by -12 which decreased total open position to 29
On 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 16, which was -6.5 lower than the previous day. The implied volatity was 24.63, the open interest changed by 20 which increased total open position to 39
On 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 22.6, which was 2.1 higher than the previous day. The implied volatity was 24.16, the open interest changed by 3 which increased total open position to 19
On 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 20.5, which was 5.5 higher than the previous day. The implied volatity was 23.40, the open interest changed by 4 which increased total open position to 15
On 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 15, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 30 Oct LUPIN was trading at 1945.80. The strike last trading price was 12.95, which was -2.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by 7 which increased total open position to 8
| LUPIN 30DEC2025 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 1.23
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 2113.10 | 92 | -19.55 | 25.78 | 48 | -7 | 84 |
| 16 Dec | 2090.60 | 111.55 | 6.05 | 22.14 | 2 | 0 | 91 |
| 15 Dec | 2092.60 | 105.5 | 15.6 | 16.24 | 25 | 8 | 91 |
| 12 Dec | 2113.90 | 89.9 | -28.9 | 21.22 | 7 | -1 | 82 |
| 11 Dec | 2081.80 | 117.75 | -15.35 | 20.09 | 4 | 0 | 84 |
| 10 Dec | 2055.40 | 133.1 | 24.15 | - | 0 | 0 | 84 |
| 9 Dec | 2051.80 | 133.1 | 24.15 | - | 0 | -1 | 0 |
| 8 Dec | 2070.70 | 133.1 | 24.15 | 26.65 | 8 | -1 | 84 |
| 5 Dec | 2098.80 | 109.15 | -10.85 | 21.17 | 11 | 2 | 84 |
| 4 Dec | 2092.00 | 120 | 0.75 | - | 0 | 5 | 0 |
| 3 Dec | 2080.10 | 120 | 0.75 | 22.75 | 12 | 2 | 79 |
| 2 Dec | 2082.70 | 119.6 | -4.5 | 26.18 | 12 | 5 | 77 |
| 1 Dec | 2081.90 | 124.1 | 0.9 | 24.23 | 24 | 5 | 72 |
| 28 Nov | 2082.20 | 123.55 | -5.6 | 24.11 | 11 | 4 | 65 |
| 27 Nov | 2071.40 | 129.45 | -22.75 | - | 0 | 15 | 0 |
| 26 Nov | 2071.60 | 129.45 | -22.75 | 23.27 | 38 | 12 | 58 |
| 25 Nov | 2042.30 | 152.2 | -46.8 | 22.78 | 25 | 17 | 44 |
| 24 Nov | 1999.60 | 199 | 33 | 22.60 | 5 | 4 | 26 |
| 21 Nov | 2029.40 | 166 | -4.5 | - | 0 | 10 | 0 |
| 20 Nov | 2030.80 | 166 | -4.5 | 22.65 | 11 | 8 | 20 |
| 19 Nov | 2025.40 | 170.5 | 17.8 | 25.47 | 8 | 7 | 11 |
| 18 Nov | 2047.40 | 152.7 | 5.25 | 25.96 | 2 | 1 | 3 |
| 17 Nov | 2052.10 | 147.7 | -149.35 | - | 0 | 2 | 0 |
| 14 Nov | 2055.30 | 147.7 | -149.35 | 24.90 | 2 | 0 | 0 |
| 13 Nov | 2052.90 | 297.05 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 2033.90 | 297.05 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1975.90 | 297.05 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1990.20 | 297.05 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1971.80 | 297.05 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1955.50 | 297.05 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1997.00 | 297.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1983.80 | 297.05 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1963.50 | 297.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1945.80 | 297.05 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2200 expiring on 30DEC2025
Delta for 2200 PE is -0.76
Historical price for 2200 PE is as follows
On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 92, which was -19.55 lower than the previous day. The implied volatity was 25.78, the open interest changed by -7 which decreased total open position to 84
On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 111.55, which was 6.05 higher than the previous day. The implied volatity was 22.14, the open interest changed by 0 which decreased total open position to 91
On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 105.5, which was 15.6 higher than the previous day. The implied volatity was 16.24, the open interest changed by 8 which increased total open position to 91
On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 89.9, which was -28.9 lower than the previous day. The implied volatity was 21.22, the open interest changed by -1 which decreased total open position to 82
On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 117.75, which was -15.35 lower than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 84
On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 133.1, which was 24.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 133.1, which was 24.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 133.1, which was 24.15 higher than the previous day. The implied volatity was 26.65, the open interest changed by -1 which decreased total open position to 84
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 109.15, which was -10.85 lower than the previous day. The implied volatity was 21.17, the open interest changed by 2 which increased total open position to 84
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 120, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 120, which was 0.75 higher than the previous day. The implied volatity was 22.75, the open interest changed by 2 which increased total open position to 79
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 119.6, which was -4.5 lower than the previous day. The implied volatity was 26.18, the open interest changed by 5 which increased total open position to 77
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 124.1, which was 0.9 higher than the previous day. The implied volatity was 24.23, the open interest changed by 5 which increased total open position to 72
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 123.55, which was -5.6 lower than the previous day. The implied volatity was 24.11, the open interest changed by 4 which increased total open position to 65
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 129.45, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 129.45, which was -22.75 lower than the previous day. The implied volatity was 23.27, the open interest changed by 12 which increased total open position to 58
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 152.2, which was -46.8 lower than the previous day. The implied volatity was 22.78, the open interest changed by 17 which increased total open position to 44
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 199, which was 33 higher than the previous day. The implied volatity was 22.60, the open interest changed by 4 which increased total open position to 26
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 166, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 166, which was -4.5 lower than the previous day. The implied volatity was 22.65, the open interest changed by 8 which increased total open position to 20
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 170.5, which was 17.8 higher than the previous day. The implied volatity was 25.47, the open interest changed by 7 which increased total open position to 11
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 152.7, which was 5.25 higher than the previous day. The implied volatity was 25.96, the open interest changed by 1 which increased total open position to 3
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 147.7, which was -149.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 147.7, which was -149.35 lower than the previous day. The implied volatity was 24.90, 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 297.05, 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 Nov LUPIN was trading at 2033.90. The strike last trading price was 297.05, 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 Nov LUPIN was trading at 1975.90. The strike last trading price was 297.05, 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 Nov LUPIN was trading at 1990.20. The strike last trading price was 297.05, 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 Nov LUPIN was trading at 1971.80. The strike last trading price was 297.05, 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 6 Nov LUPIN was trading at 1955.50. The strike last trading price was 297.05, 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 4 Nov LUPIN was trading at 1997.00. The strike last trading price was 297.05, 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 3 Nov LUPIN was trading at 1983.80. The strike last trading price was 297.05, 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 31 Oct LUPIN was trading at 1963.50. The strike last trading price was 297.05, 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 297.05, 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































































































































































































































