LUPIN
Lupin Limited
Historical option data for LUPIN
06 Mar 2026 04:12 PM IST
| LUPIN 30-MAR-2026 2300 CE | ||||||||||||||||
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Delta: 0.64
Vega: 2.24
Theta: -1.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 2343.80 | 81.6 | 2.6 | 23.82 | 755 | -12 | 628 | |||||||||
| 5 Mar | 2332.90 | 80 | 15.4 | 20.22 | 1,588 | -136 | 640 | |||||||||
| 4 Mar | 2304.90 | 64.25 | -3.6 | 21.18 | 1,504 | 4 | 782 | |||||||||
| 2 Mar | 2311.10 | 70.1 | 4.8 | 20.06 | 1,584 | -16 | 781 | |||||||||
| 27 Feb | 2301.90 | 64.3 | -12.7 | 21.23 | 1,929 | -11 | 806 | |||||||||
| 26 Feb | 2323.20 | 74.85 | 10.65 | 20.08 | 3,772 | 13 | 817 | |||||||||
| 25 Feb | 2292.20 | 65.5 | 21 | 21.3 | 4,205 | -94 | 804 | |||||||||
| 24 Feb | 2250.20 | 45 | 1.05 | 20.8 | 1,736 | 274 | 903 | |||||||||
| 23 Feb | 2241.40 | 45.3 | 4.65 | 22.24 | 808 | 15 | 626 | |||||||||
| 20 Feb | 2219.40 | 40 | -3.7 | 21.64 | 484 | 111 | 616 | |||||||||
| 19 Feb | 2228.70 | 43.45 | -4.85 | 22.52 | 700 | 5 | 509 | |||||||||
| 18 Feb | 2226.70 | 48 | -15.55 | 22.79 | 657 | 150 | 505 | |||||||||
| 17 Feb | 2247.50 | 63 | 9 | 25.57 | 1,053 | 335 | 351 | |||||||||
| 16 Feb | 2221.50 | 54 | -7 | 25.44 | 16 | 13 | 15 | |||||||||
| 13 Feb | 2199.30 | 61 | 5.25 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 2211.10 | 61 | 5.25 | 26.56 | 2 | 0 | 0 | |||||||||
| 11 Feb | 2209.10 | 55.75 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
| 10 Feb | 2204.10 | 55.75 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 9 Feb | 2196.80 | 55.75 | 0 | 2.1 | 0 | 0 | 0 | |||||||||
| 6 Feb | 2173.70 | 55.75 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
| 5 Feb | 2218.50 | 55.75 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 4 Feb | 2195.20 | 55.75 | 0 | 2.2 | 0 | 0 | 0 | |||||||||
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| 3 Feb | 2185.90 | 55.75 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2129.40 | 55.75 | 0 | 4.21 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2135.20 | 55.75 | 0 | 3.99 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2152.80 | 55.75 | 0 | 3.3 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2300 expiring on 30MAR2026
Delta for 2300 CE is 0.64
Historical price for 2300 CE is as follows
On 6 Mar LUPIN was trading at 2343.80. The strike last trading price was 81.6, which was 2.6 higher than the previous day. The implied volatity was 23.82, the open interest changed by -12 which decreased total open position to 628
On 5 Mar LUPIN was trading at 2332.90. The strike last trading price was 80, which was 15.4 higher than the previous day. The implied volatity was 20.22, the open interest changed by -136 which decreased total open position to 640
On 4 Mar LUPIN was trading at 2304.90. The strike last trading price was 64.25, which was -3.6 lower than the previous day. The implied volatity was 21.18, the open interest changed by 4 which increased total open position to 782
On 2 Mar LUPIN was trading at 2311.10. The strike last trading price was 70.1, which was 4.8 higher than the previous day. The implied volatity was 20.06, the open interest changed by -16 which decreased total open position to 781
On 27 Feb LUPIN was trading at 2301.90. The strike last trading price was 64.3, which was -12.7 lower than the previous day. The implied volatity was 21.23, the open interest changed by -11 which decreased total open position to 806
On 26 Feb LUPIN was trading at 2323.20. The strike last trading price was 74.85, which was 10.65 higher than the previous day. The implied volatity was 20.08, the open interest changed by 13 which increased total open position to 817
On 25 Feb LUPIN was trading at 2292.20. The strike last trading price was 65.5, which was 21 higher than the previous day. The implied volatity was 21.3, the open interest changed by -94 which decreased total open position to 804
On 24 Feb LUPIN was trading at 2250.20. The strike last trading price was 45, which was 1.05 higher than the previous day. The implied volatity was 20.8, the open interest changed by 274 which increased total open position to 903
On 23 Feb LUPIN was trading at 2241.40. The strike last trading price was 45.3, which was 4.65 higher than the previous day. The implied volatity was 22.24, the open interest changed by 15 which increased total open position to 626
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 40, which was -3.7 lower than the previous day. The implied volatity was 21.64, the open interest changed by 111 which increased total open position to 616
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 43.45, which was -4.85 lower than the previous day. The implied volatity was 22.52, the open interest changed by 5 which increased total open position to 509
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 48, which was -15.55 lower than the previous day. The implied volatity was 22.79, the open interest changed by 150 which increased total open position to 505
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 63, which was 9 higher than the previous day. The implied volatity was 25.57, the open interest changed by 335 which increased total open position to 351
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 54, which was -7 lower than the previous day. The implied volatity was 25.44, the open interest changed by 13 which increased total open position to 15
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 61, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb LUPIN was trading at 2211.10. The strike last trading price was 61, which was 5.25 higher than the previous day. The implied volatity was 26.56, 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 55.75, which was 0 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 10 Feb LUPIN was trading at 2204.10. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 2.27, 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 55.75, which was 0 lower than the previous day. The implied volatity was 2.1, 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 55.75, which was 0 lower than the previous day. The implied volatity was 3.25, 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 55.75, which was 0 lower than the previous day. The implied volatity was 1.64, 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 55.75, 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 3 Feb LUPIN was trading at 2185.90. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 2.44, 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 55.75, which was 0 lower than the previous day. The implied volatity was 4.21, 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 55.75, which was 0 lower than the previous day. The implied volatity was 3.99, 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 55.75, which was 0 lower than the previous day. The implied volatity was 3.3, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30MAR2026 2300 PE | |||||||
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Delta: -0.37
Vega: 2.25
Theta: -0.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 2343.80 | 38.95 | 2.7 | 24.9 | 1,619 | 130 | 502 |
| 5 Mar | 2332.90 | 36 | -20.85 | 24.4 | 1,586 | 33 | 372 |
| 4 Mar | 2304.90 | 56.3 | 6.8 | 27.55 | 728 | -39 | 336 |
| 2 Mar | 2311.10 | 49.25 | -2.3 | 25.62 | 813 | -24 | 378 |
| 27 Feb | 2301.90 | 52.5 | 7.25 | 22.46 | 1,336 | -5 | 408 |
| 26 Feb | 2323.20 | 47 | -8.8 | 23.47 | 1,141 | 104 | 415 |
| 25 Feb | 2292.20 | 54.5 | -28.5 | 22.29 | 504 | 149 | 305 |
| 24 Feb | 2250.20 | 79.15 | -13.7 | 23.55 | 61 | 44 | 157 |
| 23 Feb | 2241.40 | 92.55 | -15.45 | 25.99 | 46 | 5 | 114 |
| 20 Feb | 2219.40 | 108 | -6.4 | 27.35 | 1 | 0 | 108 |
| 19 Feb | 2228.70 | 114.4 | 12.25 | 29.39 | 7 | 5 | 107 |
| 18 Feb | 2226.70 | 101.8 | -0.95 | 26.14 | 46 | 8 | 100 |
| 17 Feb | 2247.50 | 102.75 | -9.95 | 28.73 | 146 | 90 | 92 |
| 16 Feb | 2221.50 | 112.7 | -68.5 | 27.23 | 2 | 1 | 1 |
| 13 Feb | 2199.30 | 181.2 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 2211.10 | 181.2 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 2209.10 | 181.2 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 2204.10 | 181.2 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 2196.80 | 181.2 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 2173.70 | 181.2 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2218.50 | 181.2 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 2195.20 | 181.2 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 2185.90 | 181.2 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 2129.40 | 181.2 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2135.20 | 181.2 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2152.80 | 181.2 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2300 expiring on 30MAR2026
Delta for 2300 PE is -0.37
Historical price for 2300 PE is as follows
On 6 Mar LUPIN was trading at 2343.80. The strike last trading price was 38.95, which was 2.7 higher than the previous day. The implied volatity was 24.9, the open interest changed by 130 which increased total open position to 502
On 5 Mar LUPIN was trading at 2332.90. The strike last trading price was 36, which was -20.85 lower than the previous day. The implied volatity was 24.4, the open interest changed by 33 which increased total open position to 372
On 4 Mar LUPIN was trading at 2304.90. The strike last trading price was 56.3, which was 6.8 higher than the previous day. The implied volatity was 27.55, the open interest changed by -39 which decreased total open position to 336
On 2 Mar LUPIN was trading at 2311.10. The strike last trading price was 49.25, which was -2.3 lower than the previous day. The implied volatity was 25.62, the open interest changed by -24 which decreased total open position to 378
On 27 Feb LUPIN was trading at 2301.90. The strike last trading price was 52.5, which was 7.25 higher than the previous day. The implied volatity was 22.46, the open interest changed by -5 which decreased total open position to 408
On 26 Feb LUPIN was trading at 2323.20. The strike last trading price was 47, which was -8.8 lower than the previous day. The implied volatity was 23.47, the open interest changed by 104 which increased total open position to 415
On 25 Feb LUPIN was trading at 2292.20. The strike last trading price was 54.5, which was -28.5 lower than the previous day. The implied volatity was 22.29, the open interest changed by 149 which increased total open position to 305
On 24 Feb LUPIN was trading at 2250.20. The strike last trading price was 79.15, which was -13.7 lower than the previous day. The implied volatity was 23.55, the open interest changed by 44 which increased total open position to 157
On 23 Feb LUPIN was trading at 2241.40. The strike last trading price was 92.55, which was -15.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 5 which increased total open position to 114
On 20 Feb LUPIN was trading at 2219.40. The strike last trading price was 108, which was -6.4 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 108
On 19 Feb LUPIN was trading at 2228.70. The strike last trading price was 114.4, which was 12.25 higher than the previous day. The implied volatity was 29.39, the open interest changed by 5 which increased total open position to 107
On 18 Feb LUPIN was trading at 2226.70. The strike last trading price was 101.8, which was -0.95 lower than the previous day. The implied volatity was 26.14, the open interest changed by 8 which increased total open position to 100
On 17 Feb LUPIN was trading at 2247.50. The strike last trading price was 102.75, which was -9.95 lower than the previous day. The implied volatity was 28.73, the open interest changed by 90 which increased total open position to 92
On 16 Feb LUPIN was trading at 2221.50. The strike last trading price was 112.7, which was -68.5 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 1
On 13 Feb LUPIN was trading at 2199.30. The strike last trading price was 181.2, 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 181.2, 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 181.2, 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 181.2, 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 181.2, 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 181.2, 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 181.2, 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 4 Feb LUPIN was trading at 2195.20. The strike last trading price was 181.2, 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 181.2, 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 181.2, 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 181.2, 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 181.2, 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
