LUPIN
Lupin Limited
Historical option data for LUPIN
25 Feb 2026 02:21 PM IST
| LUPIN 30-MAR-2026 2260 CE | ||||||||||||||||
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Delta: 0.67
Vega: 2.51
Theta: -1.16
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 2293.90 | 86 | 23.8 | 20.05 | 1,894 | -153 | 279 | |||||||||
| 24 Feb | 2250.20 | 63 | 2.45 | 20.59 | 1,366 | 331 | 435 | |||||||||
| 23 Feb | 2241.40 | 61.8 | 5.3 | 21.87 | 238 | 26 | 106 | |||||||||
| 20 Feb | 2219.40 | 56.55 | -3.35 | 21.83 | 88 | 0 | 77 | |||||||||
| 19 Feb | 2228.70 | 57 | -7.05 | 21.6 | 183 | 21 | 76 | |||||||||
| 18 Feb | 2226.70 | 65 | -17.1 | 22.81 | 53 | 25 | 55 | |||||||||
| 17 Feb | 2247.50 | 81.7 | 13.1 | 25.72 | 42 | 29 | 29 | |||||||||
| 16 Feb | 2221.50 | 68.6 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 13 Feb | 2199.30 | 68.6 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 12 Feb | 2211.10 | 68.6 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 11 Feb | 2209.10 | 68.6 | 0 | 0.64 | 0 | 0 | 0 | |||||||||
| 10 Feb | 2204.10 | 68.6 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
| 9 Feb | 2196.80 | 68.6 | 0 | 0.74 | 0 | 0 | 0 | |||||||||
| 6 Feb | 2173.70 | 68.6 | 0 | 2.2 | 0 | 0 | 0 | |||||||||
| 5 Feb | 2218.50 | 68.6 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 4 Feb | 2195.20 | 68.6 | 0 | 1.09 | 0 | 0 | 0 | |||||||||
| 3 Feb | 2185.90 | 68.6 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2129.40 | 68.6 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2135.20 | 68.6 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
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| 30 Jan | 2152.80 | 68.6 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2260 expiring on 30MAR2026
Delta for 2260 CE is 0.67
Historical price for 2260 CE is as follows
On 25 Feb LUPIN was trading at 2293.90. The strike last trading price was 86, which was 23.8 higher than the previous day. The implied volatity was 20.05, the open interest changed by -153 which decreased total open position to 279
On 24 Feb LUPIN was trading at 2250.20. The strike last trading price was 63, which was 2.45 higher than the previous day. The implied volatity was 20.59, the open interest changed by 331 which increased total open position to 435
On 23 Feb LUPIN was trading at 2241.40. The strike last trading price was 61.8, which was 5.3 higher than the previous day. The implied volatity was 21.87, the open interest changed by 26 which increased total open position to 106
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 56.55, which was -3.35 lower than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 77
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 57, which was -7.05 lower than the previous day. The implied volatity was 21.6, the open interest changed by 21 which increased total open position to 76
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 65, which was -17.1 lower than the previous day. The implied volatity was 22.81, the open interest changed by 25 which increased total open position to 55
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 81.7, which was 13.1 higher than the previous day. The implied volatity was 25.72, the open interest changed by 29 which increased total open position to 29
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LUPIN was trading at 2209.10. The strike last trading price was 68.6, which was 0 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 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 9 Feb LUPIN was trading at 2196.80. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LUPIN was trading at 2173.70. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 2.2, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LUPIN was trading at 2218.50. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LUPIN was trading at 2129.40. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LUPIN was trading at 2135.20. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LUPIN was trading at 2152.80. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30MAR2026 2260 PE | |||||||
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Delta: -0.35
Vega: 2.57
Theta: -0.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 2293.90 | 40 | -20.8 | 23.33 | 667 | 35 | 265 |
| 24 Feb | 2250.20 | 57.45 | -12.2 | 23.31 | 418 | 176 | 231 |
| 23 Feb | 2241.40 | 70 | -11 | 25.77 | 119 | 28 | 53 |
| 20 Feb | 2219.40 | 81 | 0.25 | 25.97 | 10 | 5 | 25 |
| 19 Feb | 2228.70 | 81 | 11 | 25.75 | 31 | 9 | 20 |
| 18 Feb | 2226.70 | 70 | -84.45 | - | 0 | 0 | 11 |
| 17 Feb | 2247.50 | 70 | -84.45 | 24.9 | 11 | 4 | 4 |
| 16 Feb | 2221.50 | 154.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 2199.30 | 154.45 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 2211.10 | 154.45 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 2209.10 | 154.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 2204.10 | 154.45 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 2196.80 | 154.45 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 2173.70 | 154.45 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2218.50 | 154.45 | 0 | 0.3 | 0 | 0 | 0 |
| 4 Feb | 2195.20 | 154.45 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 2185.90 | 154.45 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 2129.40 | 154.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2135.20 | 154.45 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2152.80 | 154.45 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2260 expiring on 30MAR2026
Delta for 2260 PE is -0.35
Historical price for 2260 PE is as follows
On 25 Feb LUPIN was trading at 2293.90. The strike last trading price was 40, which was -20.8 lower than the previous day. The implied volatity was 23.33, the open interest changed by 35 which increased total open position to 265
On 24 Feb LUPIN was trading at 2250.20. The strike last trading price was 57.45, which was -12.2 lower than the previous day. The implied volatity was 23.31, the open interest changed by 176 which increased total open position to 231
On 23 Feb LUPIN was trading at 2241.40. The strike last trading price was 70, which was -11 lower than the previous day. The implied volatity was 25.77, the open interest changed by 28 which increased total open position to 53
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 81, which was 0.25 higher than the previous day. The implied volatity was 25.97, the open interest changed by 5 which increased total open position to 25
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 81, which was 11 higher than the previous day. The implied volatity was 25.75, the open interest changed by 9 which increased total open position to 20
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 70, which was -84.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 70, which was -84.45 lower than the previous day. The implied volatity was 24.9, the open interest changed by 4 which increased total open position to 4
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LUPIN was trading at 2209.10. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb LUPIN was trading at 2196.80. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LUPIN was trading at 2173.70. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LUPIN was trading at 2218.50. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LUPIN was trading at 2129.40. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LUPIN was trading at 2135.20. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LUPIN was trading at 2152.80. The strike last trading price was 154.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
