LUPIN
Lupin Limited
Historical option data for LUPIN
14 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.45
Theta: -0.49
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2015.85 | 2.7 | -2.35 | 28.75 | 514 | 14 | 753 | |||
| 13 Nov | 2039.00 | 5.05 | -4.60 | 28.22 | 720 | 198 | 739 | |||
| 12 Nov | 2090.10 | 9.65 | -1.30 | 27.59 | 835 | -32 | 564 | |||
| 11 Nov | 2084.90 | 10.95 | -6.70 | 27.71 | 1,108 | -11 | 612 | |||
| 8 Nov | 2104.60 | 17.65 | -17.05 | 28.16 | 2,859 | 230 | 626 | |||
| 7 Nov | 2111.50 | 34.7 | -23.30 | 36.40 | 967 | 90 | 395 | |||
| 6 Nov | 2166.05 | 58 | -10.90 | 35.72 | 1,347 | 57 | 306 | |||
| 5 Nov | 2181.75 | 68.9 | -12.65 | 38.75 | 806 | -4 | 248 | |||
| 4 Nov | 2188.35 | 81.55 | -4.90 | 39.70 | 858 | 138 | 251 | |||
| 1 Nov | 2197.70 | 86.45 | 4.70 | 36.86 | 39 | 21 | 115 | |||
| 31 Oct | 2186.95 | 81.75 | 5.40 | - | 192 | 9 | 94 | |||
| 30 Oct | 2158.25 | 76.35 | -9.65 | - | 149 | 37 | 86 | |||
| 29 Oct | 2206.15 | 86 | -5.00 | - | 61 | 14 | 49 | |||
| 28 Oct | 2204.70 | 91 | 19.80 | - | 72 | 36 | 36 | |||
|
|
||||||||||
| 25 Oct | 2156.70 | 71.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2131.55 | 71.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2074.55 | 71.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2132.05 | 71.2 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 2151.95 | 71.2 | -41.05 | - | 1 | 0 | 0 | |||
| 18 Oct | 2179.70 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2176.30 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2195.30 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2250.90 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2243.90 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2224.50 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2154.65 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2286.05 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2216.95 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2198.25 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2218.50 | 112.25 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2220 expiring on 28NOV2024
Delta for 2220 CE is 0.06
Historical price for 2220 CE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 2.7, which was -2.35 lower than the previous day. The implied volatity was 28.75, the open interest changed by 14 which increased total open position to 753
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 5.05, which was -4.60 lower than the previous day. The implied volatity was 28.22, the open interest changed by 198 which increased total open position to 739
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 9.65, which was -1.30 lower than the previous day. The implied volatity was 27.59, the open interest changed by -32 which decreased total open position to 564
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 10.95, which was -6.70 lower than the previous day. The implied volatity was 27.71, the open interest changed by -11 which decreased total open position to 612
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 17.65, which was -17.05 lower than the previous day. The implied volatity was 28.16, the open interest changed by 230 which increased total open position to 626
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 34.7, which was -23.30 lower than the previous day. The implied volatity was 36.40, the open interest changed by 90 which increased total open position to 395
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 58, which was -10.90 lower than the previous day. The implied volatity was 35.72, the open interest changed by 57 which increased total open position to 306
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 68.9, which was -12.65 lower than the previous day. The implied volatity was 38.75, the open interest changed by -4 which decreased total open position to 248
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 81.55, which was -4.90 lower than the previous day. The implied volatity was 39.70, the open interest changed by 138 which increased total open position to 251
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 86.45, which was 4.70 higher than the previous day. The implied volatity was 36.86, the open interest changed by 21 which increased total open position to 115
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 81.75, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 76.35, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 86, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 91, which was 19.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 71.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 71.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 71.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 71.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 71.2, which was -41.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LUPIN was trading at 2179.70. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LUPIN was trading at 2216.95. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LUPIN was trading at 2198.25. The strike last trading price was 112.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept LUPIN was trading at 2218.50. The strike last trading price was 112.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.95
Theta: -0.99
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2015.85 | 205.6 | 30.60 | 44.24 | 148 | -35 | 214 |
| 13 Nov | 2039.00 | 175 | 34.00 | 35.82 | 125 | 10 | 253 |
| 12 Nov | 2090.10 | 141 | 0.55 | 30.37 | 74 | -5 | 243 |
| 11 Nov | 2084.90 | 140.45 | 15.45 | 30.10 | 14 | 0 | 249 |
| 8 Nov | 2104.60 | 125 | -19.00 | 25.86 | 52 | 14 | 249 |
| 7 Nov | 2111.50 | 144 | 47.75 | 40.22 | 129 | 44 | 231 |
| 6 Nov | 2166.05 | 96.25 | -3.70 | 34.74 | 212 | 55 | 186 |
| 5 Nov | 2181.75 | 99.95 | 1.80 | 37.29 | 224 | 29 | 132 |
| 4 Nov | 2188.35 | 98.15 | -2.85 | 40.08 | 298 | 69 | 102 |
| 1 Nov | 2197.70 | 101 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 2186.95 | 101 | -20.75 | - | 37 | -1 | 32 |
| 30 Oct | 2158.25 | 121.75 | 32.75 | - | 31 | 10 | 34 |
| 29 Oct | 2206.15 | 89 | 4.00 | - | 31 | 18 | 25 |
| 28 Oct | 2204.70 | 85 | -53.00 | - | 16 | 0 | 3 |
| 25 Oct | 2156.70 | 138 | 21.70 | - | 4 | 3 | 3 |
| 24 Oct | 2131.55 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2179.70 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2195.30 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2250.90 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2243.90 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2216.95 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2198.25 | 116.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 2218.50 | 116.3 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2220 expiring on 28NOV2024
Delta for 2220 PE is -0.84
Historical price for 2220 PE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 205.6, which was 30.60 higher than the previous day. The implied volatity was 44.24, the open interest changed by -35 which decreased total open position to 214
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 175, which was 34.00 higher than the previous day. The implied volatity was 35.82, the open interest changed by 10 which increased total open position to 253
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 141, which was 0.55 higher than the previous day. The implied volatity was 30.37, the open interest changed by -5 which decreased total open position to 243
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 140.45, which was 15.45 higher than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 249
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 125, which was -19.00 lower than the previous day. The implied volatity was 25.86, the open interest changed by 14 which increased total open position to 249
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 144, which was 47.75 higher than the previous day. The implied volatity was 40.22, the open interest changed by 44 which increased total open position to 231
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 96.25, which was -3.70 lower than the previous day. The implied volatity was 34.74, the open interest changed by 55 which increased total open position to 186
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 99.95, which was 1.80 higher than the previous day. The implied volatity was 37.29, the open interest changed by 29 which increased total open position to 132
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 98.15, which was -2.85 lower than the previous day. The implied volatity was 40.08, the open interest changed by 69 which increased total open position to 102
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 101, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 101, which was -20.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 121.75, which was 32.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 89, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 85, which was -53.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 138, which was 21.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LUPIN was trading at 2179.70. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LUPIN was trading at 2216.95. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LUPIN was trading at 2198.25. The strike last trading price was 116.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept LUPIN was trading at 2218.50. The strike last trading price was 116.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
