[--[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 2200 CE
Delta: 0.16
Vega: 0.97
Theta: -0.80
Gamma: 0.00
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
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
Delta: -0.76
Vega: 1.23
Theta: -0.75
Gamma: 0.00
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