`
[--[65.84.65.76]--]
LUPIN
Lupin Limited

2132.05 -19.14 (-0.89%)

Back to Option Chain


Historical option data for LUPIN

24 Jan 2025 02:32 PM IST
LUPIN 30JAN2025 2220 CE
Delta: 0.13
Vega: 0.59
Theta: -1.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2133.55 4.7 -5.5 26.13 949 22 320
23 Jan 2151.20 9.8 -0.80 27.10 731 -27 299
22 Jan 2139.15 10.6 2.55 28.16 382 12 325
21 Jan 2104.25 8.05 -5.20 30.13 780 21 317
20 Jan 2130.65 13.25 2.60 29.18 557 37 299
17 Jan 2113.15 10.65 0.05 25.92 752 -42 261
16 Jan 2098.90 10.6 -5.15 28.00 615 79 307
15 Jan 2128.70 15.75 -10.35 25.35 1,001 -68 231
14 Jan 2154.60 26.1 2.30 26.14 850 65 301
13 Jan 2154.45 23.8 -16.35 25.85 1,048 41 237
10 Jan 2191.10 40.15 -36.60 22.75 640 87 196
9 Jan 2252.85 76.75 -4.55 23.40 13 4 110
8 Jan 2252.15 81.3 -93.70 24.07 50 -6 105
7 Jan 2357.65 175 10.50 32.83 1 0 111
6 Jan 2360.30 164.5 -21.50 24.32 2 0 111
3 Jan 2368.85 186 -11.95 30.39 5 -1 113
2 Jan 2396.10 197.95 29.45 24.89 8 -4 114
1 Jan 2364.90 168.5 -6.00 16.77 2 0 0
31 Dec 2355.70 174.5 56.65 30.55 57 -15 121
30 Dec 2311.35 117.85 44.40 12.57 811 -52 136
27 Dec 2227.80 73.45 12.30 21.09 1,666 88 189
26 Dec 2182.10 61.15 10.80 24.15 192 84 100
24 Dec 2169.45 50.35 10.15 23.18 39 16 16
23 Dec 2160.30 40.2 0.00 1.30 0 0 0
20 Dec 2150.70 40.2 0.00 1.77 0 0 0
19 Dec 2162.85 40.2 0.00 1.23 0 0 0
18 Dec 2099.10 40.2 0.00 3.53 0 0 0
16 Dec 2063.40 40.2 0.00 4.49 0 0 0
13 Dec 2076.75 40.2 0.00 3.79 0 0 0
11 Dec 2150.40 40.2 0.00 1.43 0 0 0
5 Dec 2125.05 40.2 1.96 0 0 0


For Lupin Limited - strike price 2220 expiring on 30JAN2025

Delta for 2220 CE is 0.13

Historical price for 2220 CE is as follows

On 24 Jan LUPIN was trading at 2133.55. The strike last trading price was 4.7, which was -5.5 lower than the previous day. The implied volatity was 26.13, the open interest changed by 22 which increased total open position to 320


On 23 Jan LUPIN was trading at 2151.20. The strike last trading price was 9.8, which was -0.80 lower than the previous day. The implied volatity was 27.10, the open interest changed by -27 which decreased total open position to 299


On 22 Jan LUPIN was trading at 2139.15. The strike last trading price was 10.6, which was 2.55 higher than the previous day. The implied volatity was 28.16, the open interest changed by 12 which increased total open position to 325


On 21 Jan LUPIN was trading at 2104.25. The strike last trading price was 8.05, which was -5.20 lower than the previous day. The implied volatity was 30.13, the open interest changed by 21 which increased total open position to 317


On 20 Jan LUPIN was trading at 2130.65. The strike last trading price was 13.25, which was 2.60 higher than the previous day. The implied volatity was 29.18, the open interest changed by 37 which increased total open position to 299


On 17 Jan LUPIN was trading at 2113.15. The strike last trading price was 10.65, which was 0.05 higher than the previous day. The implied volatity was 25.92, the open interest changed by -42 which decreased total open position to 261


On 16 Jan LUPIN was trading at 2098.90. The strike last trading price was 10.6, which was -5.15 lower than the previous day. The implied volatity was 28.00, the open interest changed by 79 which increased total open position to 307


On 15 Jan LUPIN was trading at 2128.70. The strike last trading price was 15.75, which was -10.35 lower than the previous day. The implied volatity was 25.35, the open interest changed by -68 which decreased total open position to 231


On 14 Jan LUPIN was trading at 2154.60. The strike last trading price was 26.1, which was 2.30 higher than the previous day. The implied volatity was 26.14, the open interest changed by 65 which increased total open position to 301


On 13 Jan LUPIN was trading at 2154.45. The strike last trading price was 23.8, which was -16.35 lower than the previous day. The implied volatity was 25.85, the open interest changed by 41 which increased total open position to 237


On 10 Jan LUPIN was trading at 2191.10. The strike last trading price was 40.15, which was -36.60 lower than the previous day. The implied volatity was 22.75, the open interest changed by 87 which increased total open position to 196


On 9 Jan LUPIN was trading at 2252.85. The strike last trading price was 76.75, which was -4.55 lower than the previous day. The implied volatity was 23.40, the open interest changed by 4 which increased total open position to 110


On 8 Jan LUPIN was trading at 2252.15. The strike last trading price was 81.3, which was -93.70 lower than the previous day. The implied volatity was 24.07, the open interest changed by -6 which decreased total open position to 105


On 7 Jan LUPIN was trading at 2357.65. The strike last trading price was 175, which was 10.50 higher than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 111


On 6 Jan LUPIN was trading at 2360.30. The strike last trading price was 164.5, which was -21.50 lower than the previous day. The implied volatity was 24.32, the open interest changed by 0 which decreased total open position to 111


On 3 Jan LUPIN was trading at 2368.85. The strike last trading price was 186, which was -11.95 lower than the previous day. The implied volatity was 30.39, the open interest changed by -1 which decreased total open position to 113


On 2 Jan LUPIN was trading at 2396.10. The strike last trading price was 197.95, which was 29.45 higher than the previous day. The implied volatity was 24.89, the open interest changed by -4 which decreased total open position to 114


On 1 Jan LUPIN was trading at 2364.90. The strike last trading price was 168.5, which was -6.00 lower than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 0


On 31 Dec LUPIN was trading at 2355.70. The strike last trading price was 174.5, which was 56.65 higher than the previous day. The implied volatity was 30.55, the open interest changed by -15 which decreased total open position to 121


On 30 Dec LUPIN was trading at 2311.35. The strike last trading price was 117.85, which was 44.40 higher than the previous day. The implied volatity was 12.57, the open interest changed by -52 which decreased total open position to 136


On 27 Dec LUPIN was trading at 2227.80. The strike last trading price was 73.45, which was 12.30 higher than the previous day. The implied volatity was 21.09, the open interest changed by 88 which increased total open position to 189


On 26 Dec LUPIN was trading at 2182.10. The strike last trading price was 61.15, which was 10.80 higher than the previous day. The implied volatity was 24.15, the open interest changed by 84 which increased total open position to 100


On 24 Dec LUPIN was trading at 2169.45. The strike last trading price was 50.35, which was 10.15 higher than the previous day. The implied volatity was 23.18, the open interest changed by 16 which increased total open position to 16


On 23 Dec LUPIN was trading at 2160.30. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0


On 20 Dec LUPIN was trading at 2150.70. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 19 Dec LUPIN was trading at 2162.85. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 18 Dec LUPIN was trading at 2099.10. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0


On 16 Dec LUPIN was trading at 2063.40. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0


On 13 Dec LUPIN was trading at 2076.75. The strike last trading price was 40.2, which was 0.00 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 11 Dec LUPIN was trading at 2150.40. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0


On 5 Dec LUPIN was trading at 2125.05. The strike last trading price was 40.2, which was lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


LUPIN 30JAN2025 2220 PE
Delta: -0.84
Vega: 0.68
Theta: -1.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2133.55 89.8 18.05 29.78 33 -12 128
23 Jan 2151.20 71.75 -27.65 22.46 22 -4 140
22 Jan 2139.15 99.4 -3.25 42.37 9 -5 145
21 Jan 2104.25 102.65 -19.30 - 3 -2 150
20 Jan 2130.65 121.95 16.20 51.96 8 0 152
17 Jan 2113.15 105.75 -31.75 25.87 4 0 152
16 Jan 2098.90 137.5 29.75 39.07 37 -18 152
15 Jan 2128.70 107.75 27.40 34.33 27 -5 168
14 Jan 2154.60 80.35 -4.95 27.44 60 -6 172
13 Jan 2154.45 85.3 18.90 25.83 308 -95 179
10 Jan 2191.10 66.4 31.90 28.81 1,180 -51 273
9 Jan 2252.85 34.5 0.35 25.64 870 22 324
8 Jan 2252.15 34.15 20.45 25.44 740 122 302
7 Jan 2357.65 13.7 -1.40 27.39 184 -58 183
6 Jan 2360.30 15.1 1.65 27.94 129 -8 243
3 Jan 2368.85 13.45 3.25 26.49 172 13 249
2 Jan 2396.10 10.2 -5.20 25.84 290 54 236
1 Jan 2364.90 15.4 -2.75 26.73 149 10 190
31 Dec 2355.70 18.15 -12.05 26.16 669 68 181
30 Dec 2311.35 30.2 -16.15 28.12 843 19 113
27 Dec 2227.80 46.35 -25.65 22.41 435 76 96
26 Dec 2182.10 72 -3.95 24.91 26 15 20
24 Dec 2169.45 75.95 -158.05 21.56 7 5 5
23 Dec 2160.30 234 0.00 - 0 0 0
20 Dec 2150.70 234 0.00 - 0 0 0
19 Dec 2162.85 234 0.00 - 0 0 0
18 Dec 2099.10 234 0.00 - 0 0 0
16 Dec 2063.40 234 0.00 - 0 0 0
13 Dec 2076.75 234 0.00 - 0 0 0
11 Dec 2150.40 234 0.00 - 0 0 0
5 Dec 2125.05 234 - 0 0 0


For Lupin Limited - strike price 2220 expiring on 30JAN2025

Delta for 2220 PE is -0.84

Historical price for 2220 PE is as follows

On 24 Jan LUPIN was trading at 2133.55. The strike last trading price was 89.8, which was 18.05 higher than the previous day. The implied volatity was 29.78, the open interest changed by -12 which decreased total open position to 128


On 23 Jan LUPIN was trading at 2151.20. The strike last trading price was 71.75, which was -27.65 lower than the previous day. The implied volatity was 22.46, the open interest changed by -4 which decreased total open position to 140


On 22 Jan LUPIN was trading at 2139.15. The strike last trading price was 99.4, which was -3.25 lower than the previous day. The implied volatity was 42.37, the open interest changed by -5 which decreased total open position to 145


On 21 Jan LUPIN was trading at 2104.25. The strike last trading price was 102.65, which was -19.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 150


On 20 Jan LUPIN was trading at 2130.65. The strike last trading price was 121.95, which was 16.20 higher than the previous day. The implied volatity was 51.96, the open interest changed by 0 which decreased total open position to 152


On 17 Jan LUPIN was trading at 2113.15. The strike last trading price was 105.75, which was -31.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 152


On 16 Jan LUPIN was trading at 2098.90. The strike last trading price was 137.5, which was 29.75 higher than the previous day. The implied volatity was 39.07, the open interest changed by -18 which decreased total open position to 152


On 15 Jan LUPIN was trading at 2128.70. The strike last trading price was 107.75, which was 27.40 higher than the previous day. The implied volatity was 34.33, the open interest changed by -5 which decreased total open position to 168


On 14 Jan LUPIN was trading at 2154.60. The strike last trading price was 80.35, which was -4.95 lower than the previous day. The implied volatity was 27.44, the open interest changed by -6 which decreased total open position to 172


On 13 Jan LUPIN was trading at 2154.45. The strike last trading price was 85.3, which was 18.90 higher than the previous day. The implied volatity was 25.83, the open interest changed by -95 which decreased total open position to 179


On 10 Jan LUPIN was trading at 2191.10. The strike last trading price was 66.4, which was 31.90 higher than the previous day. The implied volatity was 28.81, the open interest changed by -51 which decreased total open position to 273


On 9 Jan LUPIN was trading at 2252.85. The strike last trading price was 34.5, which was 0.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 22 which increased total open position to 324


On 8 Jan LUPIN was trading at 2252.15. The strike last trading price was 34.15, which was 20.45 higher than the previous day. The implied volatity was 25.44, the open interest changed by 122 which increased total open position to 302


On 7 Jan LUPIN was trading at 2357.65. The strike last trading price was 13.7, which was -1.40 lower than the previous day. The implied volatity was 27.39, the open interest changed by -58 which decreased total open position to 183


On 6 Jan LUPIN was trading at 2360.30. The strike last trading price was 15.1, which was 1.65 higher than the previous day. The implied volatity was 27.94, the open interest changed by -8 which decreased total open position to 243


On 3 Jan LUPIN was trading at 2368.85. The strike last trading price was 13.45, which was 3.25 higher than the previous day. The implied volatity was 26.49, the open interest changed by 13 which increased total open position to 249


On 2 Jan LUPIN was trading at 2396.10. The strike last trading price was 10.2, which was -5.20 lower than the previous day. The implied volatity was 25.84, the open interest changed by 54 which increased total open position to 236


On 1 Jan LUPIN was trading at 2364.90. The strike last trading price was 15.4, which was -2.75 lower than the previous day. The implied volatity was 26.73, the open interest changed by 10 which increased total open position to 190


On 31 Dec LUPIN was trading at 2355.70. The strike last trading price was 18.15, which was -12.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 68 which increased total open position to 181


On 30 Dec LUPIN was trading at 2311.35. The strike last trading price was 30.2, which was -16.15 lower than the previous day. The implied volatity was 28.12, the open interest changed by 19 which increased total open position to 113


On 27 Dec LUPIN was trading at 2227.80. The strike last trading price was 46.35, which was -25.65 lower than the previous day. The implied volatity was 22.41, the open interest changed by 76 which increased total open position to 96


On 26 Dec LUPIN was trading at 2182.10. The strike last trading price was 72, which was -3.95 lower than the previous day. The implied volatity was 24.91, the open interest changed by 15 which increased total open position to 20


On 24 Dec LUPIN was trading at 2169.45. The strike last trading price was 75.95, which was -158.05 lower than the previous day. The implied volatity was 21.56, the open interest changed by 5 which increased total open position to 5


On 23 Dec LUPIN was trading at 2160.30. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Dec LUPIN was trading at 2150.70. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec LUPIN was trading at 2162.85. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec LUPIN was trading at 2099.10. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec LUPIN was trading at 2063.40. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec LUPIN was trading at 2076.75. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec LUPIN was trading at 2150.40. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec LUPIN was trading at 2125.05. The strike last trading price was 234, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0