LUPIN
Lupin Limited
Historical option data for LUPIN
23 Jan 2025 04:12 PM IST
LUPIN 30JAN2025 2240 CE | ||||||||||
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Delta: 0.16
Vega: 0.71
Theta: -1.49
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.85
Vega: 0.68
Theta: -0.75
Gamma: 0.00
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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