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

2151.2 12.05 (0.56%)

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Historical option data for LUPIN

23 Jan 2025 04:12 PM IST
LUPIN 30JAN2025 2240 CE
Delta: 0.16
Vega: 0.71
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 2151.20 6.6 -1.10 27.48 649 -4 443
22 Jan 2139.15 7.7 1.80 28.88 516 44 447
21 Jan 2104.25 5.9 -4.15 30.68 556 -58 408
20 Jan 2130.65 10.05 1.80 29.76 614 137 477
17 Jan 2113.15 8.25 -0.15 26.67 382 -4 339
16 Jan 2098.90 8.4 -4.40 28.71 677 65 344
15 Jan 2128.70 12.8 -7.70 26.31 1,355 19 282
14 Jan 2154.60 20.5 1.50 26.29 1,005 -2 256
13 Jan 2154.45 19 -13.50 26.22 1,464 39 260
10 Jan 2191.10 32.5 -32.00 23.00 1,492 49 219
9 Jan 2252.85 64.5 -4.00 23.29 792 30 171
8 Jan 2252.15 68.5 -91.65 23.73 344 47 140
7 Jan 2357.65 160.15 2.15 33.01 14 -6 92
6 Jan 2360.30 158 -11.45 30.47 14 0 97
3 Jan 2368.85 169.45 -7.70 29.85 22 -14 97
2 Jan 2396.10 177.15 23.95 22.17 20 -10 112
1 Jan 2364.90 153.2 4.85 19.30 6 0 0
31 Dec 2355.70 148.35 47.35 24.92 277 -13 120
30 Dec 2311.35 101 38.25 13.18 2,974 -132 135
27 Dec 2227.80 62.75 18.60 21.12 1,515 231 257
26 Dec 2182.10 44.15 -91.35 21.06 104 27 27
24 Dec 2169.45 135.5 0.00 2.03 0 0 0
23 Dec 2160.30 135.5 0.00 2.08 0 0 0
20 Dec 2150.70 135.5 0.00 2.53 0 0 0
19 Dec 2162.85 135.5 0.00 1.97 0 0 0
18 Dec 2099.10 135.5 0.00 4.03 0 0 0
16 Dec 2063.40 135.5 0.00 5.11 0 0 0
13 Dec 2076.75 135.5 0.00 4.41 0 0 0
11 Dec 2150.40 135.5 125.90 2.13 0 0 0
25 Nov 2107.15 9.6 0.00 2.80 0 0 0
22 Nov 2071.35 9.6 0.00 3.65 0 0 0
21 Nov 2043.00 9.6 0.00 4.26 0 0 0
12 Nov 2090.10 9.6 0.00 2.61 0 0 0
11 Nov 2084.90 9.6 0.00 2.78 0 0 0
8 Nov 2104.60 9.6 0.00 2.01 0 0 0
7 Nov 2111.50 9.6 0.00 1.85 0 0 0
6 Nov 2166.05 9.6 0.00 0.64 0 0 0
5 Nov 2181.75 9.6 0.06 0 0 0


For Lupin Limited - strike price 2240 expiring on 30JAN2025

Delta for 2240 CE is 0.16

Historical price for 2240 CE is as follows

On 23 Jan LUPIN was trading at 2151.20. The strike last trading price was 6.6, which was -1.10 lower than the previous day. The implied volatity was 27.48, the open interest changed by -4 which decreased total open position to 443


On 22 Jan LUPIN was trading at 2139.15. The strike last trading price was 7.7, which was 1.80 higher than the previous day. The implied volatity was 28.88, the open interest changed by 44 which increased total open position to 447


On 21 Jan LUPIN was trading at 2104.25. The strike last trading price was 5.9, which was -4.15 lower than the previous day. The implied volatity was 30.68, the open interest changed by -58 which decreased total open position to 408


On 20 Jan LUPIN was trading at 2130.65. The strike last trading price was 10.05, which was 1.80 higher than the previous day. The implied volatity was 29.76, the open interest changed by 137 which increased total open position to 477


On 17 Jan LUPIN was trading at 2113.15. The strike last trading price was 8.25, which was -0.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by -4 which decreased total open position to 339


On 16 Jan LUPIN was trading at 2098.90. The strike last trading price was 8.4, which was -4.40 lower than the previous day. The implied volatity was 28.71, the open interest changed by 65 which increased total open position to 344


On 15 Jan LUPIN was trading at 2128.70. The strike last trading price was 12.8, which was -7.70 lower than the previous day. The implied volatity was 26.31, the open interest changed by 19 which increased total open position to 282


On 14 Jan LUPIN was trading at 2154.60. The strike last trading price was 20.5, which was 1.50 higher than the previous day. The implied volatity was 26.29, the open interest changed by -2 which decreased total open position to 256


On 13 Jan LUPIN was trading at 2154.45. The strike last trading price was 19, which was -13.50 lower than the previous day. The implied volatity was 26.22, the open interest changed by 39 which increased total open position to 260


On 10 Jan LUPIN was trading at 2191.10. The strike last trading price was 32.5, which was -32.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by 49 which increased total open position to 219


On 9 Jan LUPIN was trading at 2252.85. The strike last trading price was 64.5, which was -4.00 lower than the previous day. The implied volatity was 23.29, the open interest changed by 30 which increased total open position to 171


On 8 Jan LUPIN was trading at 2252.15. The strike last trading price was 68.5, which was -91.65 lower than the previous day. The implied volatity was 23.73, the open interest changed by 47 which increased total open position to 140


On 7 Jan LUPIN was trading at 2357.65. The strike last trading price was 160.15, which was 2.15 higher than the previous day. The implied volatity was 33.01, the open interest changed by -6 which decreased total open position to 92


On 6 Jan LUPIN was trading at 2360.30. The strike last trading price was 158, which was -11.45 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 97


On 3 Jan LUPIN was trading at 2368.85. The strike last trading price was 169.45, which was -7.70 lower than the previous day. The implied volatity was 29.85, the open interest changed by -14 which decreased total open position to 97


On 2 Jan LUPIN was trading at 2396.10. The strike last trading price was 177.15, which was 23.95 higher than the previous day. The implied volatity was 22.17, the open interest changed by -10 which decreased total open position to 112


On 1 Jan LUPIN was trading at 2364.90. The strike last trading price was 153.2, which was 4.85 higher than the previous day. The implied volatity was 19.30, 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 148.35, which was 47.35 higher than the previous day. The implied volatity was 24.92, the open interest changed by -13 which decreased total open position to 120


On 30 Dec LUPIN was trading at 2311.35. The strike last trading price was 101, which was 38.25 higher than the previous day. The implied volatity was 13.18, the open interest changed by -132 which decreased total open position to 135


On 27 Dec LUPIN was trading at 2227.80. The strike last trading price was 62.75, which was 18.60 higher than the previous day. The implied volatity was 21.12, the open interest changed by 231 which increased total open position to 257


On 26 Dec LUPIN was trading at 2182.10. The strike last trading price was 44.15, which was -91.35 lower than the previous day. The implied volatity was 21.06, the open interest changed by 27 which increased total open position to 27


On 24 Dec LUPIN was trading at 2169.45. The strike last trading price was 135.5, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0


On 23 Dec LUPIN was trading at 2160.30. The strike last trading price was 135.5, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 135.5, which was 0.00 lower than the previous day. The implied volatity was 2.53, 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 135.5, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 135.5, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 135.5, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 135.5, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 135.5, which was 125.90 higher than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0


On 25 Nov LUPIN was trading at 2107.15. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 22 Nov LUPIN was trading at 2071.35. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0


On 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0


On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0


On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


LUPIN 30JAN2025 2240 PE
Delta: -0.85
Vega: 0.68
Theta: -0.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 2151.20 91.45 -11.20 26.25 27 -2 93
22 Jan 2139.15 102.65 -37.10 29.95 19 -10 96
21 Jan 2104.25 139.75 22.20 41.41 18 -8 107
20 Jan 2130.65 117.55 -5.65 36.26 23 -16 116
17 Jan 2113.15 123.2 -21.80 26.53 16 -4 133
16 Jan 2098.90 145 29.00 31.93 17 -14 137
15 Jan 2128.70 116 28.30 29.73 63 -33 152
14 Jan 2154.60 87.7 -12.10 23.11 67 -12 185
13 Jan 2154.45 99.8 21.05 25.80 152 -28 198
10 Jan 2191.10 78.75 36.90 29.25 1,268 -28 225
9 Jan 2252.85 41.85 -1.80 25.29 1,075 58 257
8 Jan 2252.15 43.65 26.75 26.16 1,927 24 203
7 Jan 2357.65 16.9 -0.55 27.02 112 13 181
6 Jan 2360.30 17.45 1.35 26.97 161 -32 169
3 Jan 2368.85 16.1 3.90 25.92 131 -14 201
2 Jan 2396.10 12.2 -6.10 25.23 203 14 215
1 Jan 2364.90 18.3 -3.45 26.11 197 -19 201
31 Dec 2355.70 21.75 -14.95 25.76 1,023 45 226
30 Dec 2311.35 36.7 -19.20 28.36 1,190 63 180
27 Dec 2227.80 55.9 -36.25 22.57 266 107 115
26 Dec 2182.10 92.15 -56.10 28.28 16 7 7
24 Dec 2169.45 148.25 0.00 - 0 0 0
23 Dec 2160.30 148.25 0.00 - 0 0 0
20 Dec 2150.70 148.25 0.00 - 0 0 0
19 Dec 2162.85 148.25 0.00 - 0 0 0
18 Dec 2099.10 148.25 0.00 - 0 0 0
16 Dec 2063.40 148.25 0.00 - 0 0 0
13 Dec 2076.75 148.25 0.00 - 0 0 0
11 Dec 2150.40 148.25 148.20 - 0 0 0
25 Nov 2107.15 0.05 0.00 - 23.529 0 0
22 Nov 2071.35 0.05 0.00 - 23.529 0 0
21 Nov 2043.00 0.05 0.00 - 23.529 0 0
12 Nov 2090.10 0.05 0.00 - 23.529 0 0
11 Nov 2084.90 0.05 0.00 - 23.529 0 0
8 Nov 2104.60 0.05 0.00 - 23.529 0 0
7 Nov 2111.50 0.05 0.00 - 23.529 0 0
6 Nov 2166.05 0.05 0.00 - 23.529 0 0
5 Nov 2181.75 0.05 - 23.529 0 0


For Lupin Limited - strike price 2240 expiring on 30JAN2025

Delta for 2240 PE is -0.85

Historical price for 2240 PE is as follows

On 23 Jan LUPIN was trading at 2151.20. The strike last trading price was 91.45, which was -11.20 lower than the previous day. The implied volatity was 26.25, the open interest changed by -2 which decreased total open position to 93


On 22 Jan LUPIN was trading at 2139.15. The strike last trading price was 102.65, which was -37.10 lower than the previous day. The implied volatity was 29.95, the open interest changed by -10 which decreased total open position to 96


On 21 Jan LUPIN was trading at 2104.25. The strike last trading price was 139.75, which was 22.20 higher than the previous day. The implied volatity was 41.41, the open interest changed by -8 which decreased total open position to 107


On 20 Jan LUPIN was trading at 2130.65. The strike last trading price was 117.55, which was -5.65 lower than the previous day. The implied volatity was 36.26, the open interest changed by -16 which decreased total open position to 116


On 17 Jan LUPIN was trading at 2113.15. The strike last trading price was 123.2, which was -21.80 lower than the previous day. The implied volatity was 26.53, the open interest changed by -4 which decreased total open position to 133


On 16 Jan LUPIN was trading at 2098.90. The strike last trading price was 145, which was 29.00 higher than the previous day. The implied volatity was 31.93, the open interest changed by -14 which decreased total open position to 137


On 15 Jan LUPIN was trading at 2128.70. The strike last trading price was 116, which was 28.30 higher than the previous day. The implied volatity was 29.73, the open interest changed by -33 which decreased total open position to 152


On 14 Jan LUPIN was trading at 2154.60. The strike last trading price was 87.7, which was -12.10 lower than the previous day. The implied volatity was 23.11, the open interest changed by -12 which decreased total open position to 185


On 13 Jan LUPIN was trading at 2154.45. The strike last trading price was 99.8, which was 21.05 higher than the previous day. The implied volatity was 25.80, the open interest changed by -28 which decreased total open position to 198


On 10 Jan LUPIN was trading at 2191.10. The strike last trading price was 78.75, which was 36.90 higher than the previous day. The implied volatity was 29.25, the open interest changed by -28 which decreased total open position to 225


On 9 Jan LUPIN was trading at 2252.85. The strike last trading price was 41.85, which was -1.80 lower than the previous day. The implied volatity was 25.29, the open interest changed by 58 which increased total open position to 257


On 8 Jan LUPIN was trading at 2252.15. The strike last trading price was 43.65, which was 26.75 higher than the previous day. The implied volatity was 26.16, the open interest changed by 24 which increased total open position to 203


On 7 Jan LUPIN was trading at 2357.65. The strike last trading price was 16.9, which was -0.55 lower than the previous day. The implied volatity was 27.02, the open interest changed by 13 which increased total open position to 181


On 6 Jan LUPIN was trading at 2360.30. The strike last trading price was 17.45, which was 1.35 higher than the previous day. The implied volatity was 26.97, the open interest changed by -32 which decreased total open position to 169


On 3 Jan LUPIN was trading at 2368.85. The strike last trading price was 16.1, which was 3.90 higher than the previous day. The implied volatity was 25.92, the open interest changed by -14 which decreased total open position to 201


On 2 Jan LUPIN was trading at 2396.10. The strike last trading price was 12.2, which was -6.10 lower than the previous day. The implied volatity was 25.23, the open interest changed by 14 which increased total open position to 215


On 1 Jan LUPIN was trading at 2364.90. The strike last trading price was 18.3, which was -3.45 lower than the previous day. The implied volatity was 26.11, the open interest changed by -19 which decreased total open position to 201


On 31 Dec LUPIN was trading at 2355.70. The strike last trading price was 21.75, which was -14.95 lower than the previous day. The implied volatity was 25.76, the open interest changed by 45 which increased total open position to 226


On 30 Dec LUPIN was trading at 2311.35. The strike last trading price was 36.7, which was -19.20 lower than the previous day. The implied volatity was 28.36, the open interest changed by 63 which increased total open position to 180


On 27 Dec LUPIN was trading at 2227.80. The strike last trading price was 55.9, which was -36.25 lower than the previous day. The implied volatity was 22.57, the open interest changed by 107 which increased total open position to 115


On 26 Dec LUPIN was trading at 2182.10. The strike last trading price was 92.15, which was -56.10 lower than the previous day. The implied volatity was 28.28, the open interest changed by 7 which increased total open position to 7


On 24 Dec LUPIN was trading at 2169.45. The strike last trading price was 148.25, 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 23 Dec LUPIN was trading at 2160.30. The strike last trading price was 148.25, 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 148.25, 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 148.25, 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 148.25, 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 148.25, 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 148.25, 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 148.25, which was 148.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov LUPIN was trading at 2107.15. The strike last trading price was 0.05, 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 22 Nov LUPIN was trading at 2071.35. The strike last trading price was 0.05, 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 21 Nov LUPIN was trading at 2043.00. The strike last trading price was 0.05, 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 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 0.05, 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 Nov LUPIN was trading at 2084.90. The strike last trading price was 0.05, 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 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 0.05, 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 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 0.05, 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 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 0.05, 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 Nov LUPIN was trading at 2181.75. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0