LUPIN
Lupin Limited
Historical option data for LUPIN
20 Feb 2026 04:12 PM IST
| LUPIN 24-FEB-2026 2220 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.91
Theta: -2
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 2219.40 | 16.95 | -5.2 | 14.55 | 2,044 | -120 | 284 | |||||||||
| 19 Feb | 2228.70 | 23.2 | -7 | 18.79 | 3,554 | 27 | 403 | |||||||||
| 18 Feb | 2226.70 | 29.6 | -21.15 | 19 | 765 | -25 | 385 | |||||||||
| 17 Feb | 2247.50 | 49 | 8.15 | 26.76 | 2,335 | -206 | 411 | |||||||||
| 16 Feb | 2221.50 | 40.5 | 5.15 | 29.27 | 2,774 | -100 | 631 | |||||||||
| 13 Feb | 2199.30 | 33.4 | -23.1 | 27.76 | 4,090 | 27 | 754 | |||||||||
| 12 Feb | 2211.10 | 59.2 | -2.1 | 34.84 | 2,494 | 208 | 725 | |||||||||
| 11 Feb | 2209.10 | 61 | 2.85 | 35.8 | 1,822 | 109 | 514 | |||||||||
| 10 Feb | 2204.10 | 58.3 | 3.7 | 35.65 | 1,727 | 76 | 404 | |||||||||
| 9 Feb | 2196.80 | 57.4 | 17.6 | 32.73 | 782 | -9 | 338 | |||||||||
| 6 Feb | 2173.70 | 37.9 | -31.2 | 30.17 | 584 | 5 | 349 | |||||||||
| 5 Feb | 2218.50 | 66.15 | 10.1 | 30.45 | 3,671 | 184 | 358 | |||||||||
| 4 Feb | 2195.20 | 54.95 | 4.4 | 29.55 | 564 | 46 | 174 | |||||||||
| 3 Feb | 2185.90 | 50.9 | 25.65 | 29.87 | 660 | 21 | 128 | |||||||||
| 2 Feb | 2129.40 | 25.2 | -4.2 | 26.14 | 63 | 13 | 105 | |||||||||
| 1 Feb | 2135.20 | 29.4 | -7.95 | 27.43 | 20 | -3 | 93 | |||||||||
| 30 Jan | 2152.80 | 36.35 | 3.6 | 26.84 | 209 | 17 | 97 | |||||||||
| 29 Jan | 2132.10 | 32.85 | -0.95 | 28.66 | 63 | 33 | 79 | |||||||||
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| 28 Jan | 2129.50 | 36 | -5 | 28.01 | 65 | 27 | 47 | |||||||||
| 27 Jan | 2150.50 | 41 | -10.1 | 25.29 | 41 | 8 | 20 | |||||||||
| 23 Jan | 2137.20 | 51.1 | 3.1 | 30.63 | 11 | 5 | 11 | |||||||||
| 22 Jan | 2163.20 | 48 | -4.7 | - | 0 | 0 | 6 | |||||||||
| 21 Jan | 2140.70 | 48 | -4.7 | 28.11 | 4 | 2 | 6 | |||||||||
| 20 Jan | 2168.30 | 52.7 | -21.2 | - | 0 | 0 | 4 | |||||||||
| 19 Jan | 2177.10 | 52.7 | -21.2 | 22.52 | 1 | 0 | 4 | |||||||||
| 16 Jan | 2177.90 | 73.9 | -16.1 | - | 0 | 0 | 4 | |||||||||
| 14 Jan | 2195.90 | 73.9 | -16.1 | 23.61 | 2 | 1 | 4 | |||||||||
| 13 Jan | 2179.00 | 90 | 38.65 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 2188.40 | 90 | 38.65 | - | 0 | 0 | 3 | |||||||||
| 9 Jan | 2182.20 | 90 | 38.65 | - | 0 | 0 | 3 | |||||||||
| 8 Jan | 2190.90 | 90 | 38.65 | - | 0 | 0 | 3 | |||||||||
| 7 Jan | 2214.30 | 90 | 38.65 | 24.3 | 3 | 2 | 2 | |||||||||
| 6 Jan | 2149.70 | 51.35 | 0 | 1.09 | 0 | 0 | 0 | |||||||||
| 5 Jan | 2083.70 | 51.35 | 0 | 3.79 | 0 | 0 | 0 | |||||||||
| 2 Jan | 2105.30 | 51.35 | 0 | 2.58 | 0 | 0 | 0 | |||||||||
| 1 Jan | 2102.80 | 51.35 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2220 expiring on 24FEB2026
Delta for 2220 CE is 0.58
Historical price for 2220 CE is as follows
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 16.95, which was -5.2 lower than the previous day. The implied volatity was 14.55, the open interest changed by -120 which decreased total open position to 284
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 23.2, which was -7 lower than the previous day. The implied volatity was 18.79, the open interest changed by 27 which increased total open position to 403
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 29.6, which was -21.15 lower than the previous day. The implied volatity was 19, the open interest changed by -25 which decreased total open position to 385
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 49, which was 8.15 higher than the previous day. The implied volatity was 26.76, the open interest changed by -206 which decreased total open position to 411
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 40.5, which was 5.15 higher than the previous day. The implied volatity was 29.27, the open interest changed by -100 which decreased total open position to 631
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 33.4, which was -23.1 lower than the previous day. The implied volatity was 27.76, the open interest changed by 27 which increased total open position to 754
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 59.2, which was -2.1 lower than the previous day. The implied volatity was 34.84, the open interest changed by 208 which increased total open position to 725
On 11 Feb LUPIN was trading at 2209.10. The strike last trading price was 61, which was 2.85 higher than the previous day. The implied volatity was 35.8, the open interest changed by 109 which increased total open position to 514
On 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 58.3, which was 3.7 higher than the previous day. The implied volatity was 35.65, the open interest changed by 76 which increased total open position to 404
On 9 Feb LUPIN was trading at 2196.80. The strike last trading price was 57.4, which was 17.6 higher than the previous day. The implied volatity was 32.73, the open interest changed by -9 which decreased total open position to 338
On 6 Feb LUPIN was trading at 2173.70. The strike last trading price was 37.9, which was -31.2 lower than the previous day. The implied volatity was 30.17, the open interest changed by 5 which increased total open position to 349
On 5 Feb LUPIN was trading at 2218.50. The strike last trading price was 66.15, which was 10.1 higher than the previous day. The implied volatity was 30.45, the open interest changed by 184 which increased total open position to 358
On 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 54.95, which was 4.4 higher than the previous day. The implied volatity was 29.55, the open interest changed by 46 which increased total open position to 174
On 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 50.9, which was 25.65 higher than the previous day. The implied volatity was 29.87, the open interest changed by 21 which increased total open position to 128
On 2 Feb LUPIN was trading at 2129.40. The strike last trading price was 25.2, which was -4.2 lower than the previous day. The implied volatity was 26.14, the open interest changed by 13 which increased total open position to 105
On 1 Feb LUPIN was trading at 2135.20. The strike last trading price was 29.4, which was -7.95 lower than the previous day. The implied volatity was 27.43, the open interest changed by -3 which decreased total open position to 93
On 30 Jan LUPIN was trading at 2152.80. The strike last trading price was 36.35, which was 3.6 higher than the previous day. The implied volatity was 26.84, the open interest changed by 17 which increased total open position to 97
On 29 Jan LUPIN was trading at 2132.10. The strike last trading price was 32.85, which was -0.95 lower than the previous day. The implied volatity was 28.66, the open interest changed by 33 which increased total open position to 79
On 28 Jan LUPIN was trading at 2129.50. The strike last trading price was 36, which was -5 lower than the previous day. The implied volatity was 28.01, the open interest changed by 27 which increased total open position to 47
On 27 Jan LUPIN was trading at 2150.50. The strike last trading price was 41, which was -10.1 lower than the previous day. The implied volatity was 25.29, the open interest changed by 8 which increased total open position to 20
On 23 Jan LUPIN was trading at 2137.20. The strike last trading price was 51.1, which was 3.1 higher than the previous day. The implied volatity was 30.63, the open interest changed by 5 which increased total open position to 11
On 22 Jan LUPIN was trading at 2163.20. The strike last trading price was 48, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 21 Jan LUPIN was trading at 2140.70. The strike last trading price was 48, which was -4.7 lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 6
On 20 Jan LUPIN was trading at 2168.30. The strike last trading price was 52.7, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jan LUPIN was trading at 2177.10. The strike last trading price was 52.7, which was -21.2 lower than the previous day. The implied volatity was 22.52, the open interest changed by 0 which decreased total open position to 4
On 16 Jan LUPIN was trading at 2177.90. The strike last trading price was 73.9, which was -16.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 Jan LUPIN was trading at 2195.90. The strike last trading price was 73.9, which was -16.1 lower than the previous day. The implied volatity was 23.61, the open interest changed by 1 which increased total open position to 4
On 13 Jan LUPIN was trading at 2179.00. The strike last trading price was 90, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LUPIN was trading at 2188.40. The strike last trading price was 90, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jan LUPIN was trading at 2182.20. The strike last trading price was 90, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jan LUPIN was trading at 2190.90. The strike last trading price was 90, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Jan LUPIN was trading at 2214.30. The strike last trading price was 90, which was 38.65 higher than the previous day. The implied volatity was 24.3, the open interest changed by 2 which increased total open position to 2
On 6 Jan LUPIN was trading at 2149.70. The strike last trading price was 51.35, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LUPIN was trading at 2083.70. The strike last trading price was 51.35, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LUPIN was trading at 2105.30. The strike last trading price was 51.35, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LUPIN was trading at 2102.80. The strike last trading price was 51.35, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24FEB2026 2220 PE | |||||||
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Delta: -0.45
Vega: 0.92
Theta: -2.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 2219.40 | 20.25 | 3.6 | 25.15 | 2,082 | -159 | 272 |
| 19 Feb | 2228.70 | 16.1 | -4.15 | 18.73 | 2,881 | 40 | 438 |
| 18 Feb | 2226.70 | 19.75 | 1.1 | 23.17 | 1,240 | -46 | 411 |
| 17 Feb | 2247.50 | 19.5 | -12.75 | 25.68 | 710 | 42 | 456 |
| 16 Feb | 2221.50 | 31.05 | -25.6 | 25.31 | 1,239 | 73 | 416 |
| 13 Feb | 2199.30 | 56.75 | -4.35 | 30.44 | 694 | -40 | 346 |
| 12 Feb | 2211.10 | 57.25 | -7.9 | 37.74 | 751 | 75 | 386 |
| 11 Feb | 2209.10 | 63.6 | -2.2 | 38.98 | 762 | 136 | 311 |
| 10 Feb | 2204.10 | 65 | -0.55 | 35.77 | 541 | 31 | 174 |
| 9 Feb | 2196.80 | 63 | -22.3 | 34.64 | 139 | 2 | 143 |
| 6 Feb | 2173.70 | 90.5 | 29.4 | 33.22 | 158 | -31 | 140 |
| 5 Feb | 2218.50 | 65.45 | -6.7 | 34.79 | 433 | 104 | 170 |
| 4 Feb | 2195.20 | 73.05 | -2.15 | 32.52 | 125 | 16 | 65 |
| 3 Feb | 2185.90 | 75.45 | -95 | 29.53 | 154 | 48 | 48 |
| 2 Feb | 2129.40 | 170.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2135.20 | 170.45 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2152.80 | 170.45 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 2132.10 | 170.45 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 2129.50 | 170.45 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 2150.50 | 170.45 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 2137.20 | 170.45 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 2163.20 | 170.45 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 2140.70 | 170.45 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 2168.30 | 170.45 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 2177.10 | 170.45 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 2177.90 | 170.45 | 0 | 0.08 | 0 | 0 | 0 |
| 14 Jan | 2195.90 | 170.45 | 0 | 0.37 | 0 | 0 | 0 |
| 13 Jan | 2179.00 | 170.45 | 0 | 0.12 | 0 | 0 | 0 |
| 12 Jan | 2188.40 | 170.45 | 0 | 0.09 | 0 | 0 | 0 |
| 9 Jan | 2182.20 | 170.45 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 2190.90 | 170.45 | 0 | 0.07 | 0 | 0 | 0 |
| 7 Jan | 2214.30 | 170.45 | 0 | 0.72 | 0 | 0 | 0 |
| 6 Jan | 2149.70 | 170.45 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 2083.70 | 170.45 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 2105.30 | 170.45 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 2102.80 | 170.45 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2220 expiring on 24FEB2026
Delta for 2220 PE is -0.45
Historical price for 2220 PE is as follows
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 20.25, which was 3.6 higher than the previous day. The implied volatity was 25.15, the open interest changed by -159 which decreased total open position to 272
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 16.1, which was -4.15 lower than the previous day. The implied volatity was 18.73, the open interest changed by 40 which increased total open position to 438
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 19.75, which was 1.1 higher than the previous day. The implied volatity was 23.17, the open interest changed by -46 which decreased total open position to 411
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 19.5, which was -12.75 lower than the previous day. The implied volatity was 25.68, the open interest changed by 42 which increased total open position to 456
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 31.05, which was -25.6 lower than the previous day. The implied volatity was 25.31, the open interest changed by 73 which increased total open position to 416
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 56.75, which was -4.35 lower than the previous day. The implied volatity was 30.44, the open interest changed by -40 which decreased total open position to 346
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 57.25, which was -7.9 lower than the previous day. The implied volatity was 37.74, the open interest changed by 75 which increased total open position to 386
On 11 Feb LUPIN was trading at 2209.10. The strike last trading price was 63.6, which was -2.2 lower than the previous day. The implied volatity was 38.98, the open interest changed by 136 which increased total open position to 311
On 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 65, which was -0.55 lower than the previous day. The implied volatity was 35.77, the open interest changed by 31 which increased total open position to 174
On 9 Feb LUPIN was trading at 2196.80. The strike last trading price was 63, which was -22.3 lower than the previous day. The implied volatity was 34.64, the open interest changed by 2 which increased total open position to 143
On 6 Feb LUPIN was trading at 2173.70. The strike last trading price was 90.5, which was 29.4 higher than the previous day. The implied volatity was 33.22, the open interest changed by -31 which decreased total open position to 140
On 5 Feb LUPIN was trading at 2218.50. The strike last trading price was 65.45, which was -6.7 lower than the previous day. The implied volatity was 34.79, the open interest changed by 104 which increased total open position to 170
On 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 73.05, which was -2.15 lower than the previous day. The implied volatity was 32.52, the open interest changed by 16 which increased total open position to 65
On 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 75.45, which was -95 lower than the previous day. The implied volatity was 29.53, the open interest changed by 48 which increased total open position to 48
On 2 Feb LUPIN was trading at 2129.40. The strike last trading price was 170.45, 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 1 Feb LUPIN was trading at 2135.20. The strike last trading price was 170.45, 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 Jan LUPIN was trading at 2152.80. The strike last trading price was 170.45, 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 29 Jan LUPIN was trading at 2132.10. The strike last trading price was 170.45, 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 28 Jan LUPIN was trading at 2129.50. The strike last trading price was 170.45, 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 27 Jan LUPIN was trading at 2150.50. The strike last trading price was 170.45, 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 23 Jan LUPIN was trading at 2137.20. The strike last trading price was 170.45, 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 22 Jan LUPIN was trading at 2163.20. The strike last trading price was 170.45, 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 21 Jan LUPIN was trading at 2140.70. The strike last trading price was 170.45, 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 Jan LUPIN was trading at 2168.30. The strike last trading price was 170.45, 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 Jan LUPIN was trading at 2177.10. The strike last trading price was 170.45, 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 16 Jan LUPIN was trading at 2177.90. The strike last trading price was 170.45, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LUPIN was trading at 2195.90. The strike last trading price was 170.45, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LUPIN was trading at 2179.00. The strike last trading price was 170.45, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LUPIN was trading at 2188.40. The strike last trading price was 170.45, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LUPIN was trading at 2182.20. The strike last trading price was 170.45, 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 8 Jan LUPIN was trading at 2190.90. The strike last trading price was 170.45, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LUPIN was trading at 2214.30. The strike last trading price was 170.45, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LUPIN was trading at 2149.70. The strike last trading price was 170.45, 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 Jan LUPIN was trading at 2083.70. The strike last trading price was 170.45, 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 2 Jan LUPIN was trading at 2105.30. The strike last trading price was 170.45, 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 1 Jan LUPIN was trading at 2102.80. The strike last trading price was 170.45, 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
