LUPIN
Lupin Limited
Historical option data for LUPIN
24 Jan 2025 02:32 PM IST
LUPIN 30JAN2025 2220 CE | ||||||||||
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Delta: 0.13
Vega: 0.59
Theta: -1.35
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.84
Vega: 0.68
Theta: -1.17
Gamma: 0.00
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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