LUPIN
Lupin Limited
Historical option data for LUPIN
16 Apr 2026 04:10 PM IST
| LUPIN 28-Apr-2026 (11d) 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.02
Theta: -1.65
Gamma: 0.00383
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 2327.00 | 55.6 | -15.899999999999999 | 23.16 | 1,734 | 80 | 670 | |||||||||
| 15 Apr | 2338.90 | 70.5 | 7.700000000000003 | 26.96 | 1,005 | -165 | 592 | |||||||||
| 13 Apr | 2315.10 | 62 | -8.450000000000003 | 28.42 | 2,059 | 151 | 764 | |||||||||
| 10 Apr | 2333.80 | 69.8 | 12.099999999999994 | 22.74 | 1,331 | -64 | 618 | |||||||||
| 9 Apr | 2295.10 | 57.55 | 0.85 | 25.05 | 2,393 | 56 | 684 | |||||||||
| 8 Apr | 2294.10 | 56.65 | -4.7 | 24.67 | 2,755 | -114 | 631 | |||||||||
| 7 Apr | 2298.30 | 61.15 | 9.25 | 25.99 | 1,535 | 96 | 752 | |||||||||
| 6 Apr | 2279.90 | 52.85 | 1.4 | 25 | 1,119 | 27 | 656 | |||||||||
| 2 Apr | 2274.50 | 50.1 | -8.85 | 24.35 | 1,405 | 22 | 627 | |||||||||
| 1 Apr | 2274.90 | 56.9 | -23.9 | 24.71 | 1,252 | 161 | 603 | |||||||||
| 30 Mar | 2313.90 | 78 | -26.25 | 23.9 | 487 | -4 | 440 | |||||||||
| 27 Mar | 2334.80 | 104.4 | -11.5 | 27.76 | 102 | 11 | 444 | |||||||||
| 25 Mar | 2347.60 | 116 | 13.35 | 28.35 | 169 | 12 | 433 | |||||||||
| 24 Mar | 2331.80 | 105.7 | 17.5 | 26.75 | 665 | 300 | 422 | |||||||||
| 23 Mar | 2296.70 | 85 | -14.35 | 27.5 | 172 | 61 | 120 | |||||||||
| 20 Mar | 2322.50 | 96.15 | 30.95 | 24.16 | 122 | 12 | 58 | |||||||||
| 19 Mar | 2251.50 | 66.75 | -27.7 | 24.38 | 61 | 11 | 46 | |||||||||
|
|
||||||||||||||||
| 18 Mar | 2302.40 | 94.45 | 7.45 | 25.27 | 43 | 10 | 35 | |||||||||
| 17 Mar | 2298.20 | 87 | -3.2 | 23.64 | 20 | -1 | 25 | |||||||||
| 16 Mar | 2290.40 | 90.2 | -35.9 | 26.29 | 28 | 22 | 25 | |||||||||
| 13 Mar | 2314.90 | 126.1 | 16.1 | - | 1 | 0 | 0 | |||||||||
| 12 Mar | 2357.30 | 126.1 | 16.1 | 22.33 | 1 | 0 | 0 | |||||||||
| 11 Mar | 2344.60 | 110 | 8.9 | - | 0 | 0 | 3 | |||||||||
| 10 Mar | 2337.40 | 110 | 8.9 | 19.37 | 6 | 2 | 4 | |||||||||
| 9 Mar | 2303.10 | 101.1 | 5.4 | 25.07 | 4 | 2 | 2 | |||||||||
| 6 Mar | 2343.80 | 95.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2332.90 | 95.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2304.90 | 95.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2311.10 | 95.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2301.90 | 95.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2323.20 | 95.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2300 expiring on 28APR2026
Delta for 2300 CE is 0.63
Historical price for 2300 CE is as follows
On 16 Apr LUPIN was trading at 2327.00. The strike last trading price was 55.6, which was -15.899999999999999 lower than the previous day. The implied volatity was 23.16, the open interest changed by 80 which increased total open position to 670
On 15 Apr LUPIN was trading at 2338.90. The strike last trading price was 70.5, which was 7.700000000000003 higher than the previous day. The implied volatity was 26.96, the open interest changed by -165 which decreased total open position to 592
On 13 Apr LUPIN was trading at 2315.10. The strike last trading price was 62, which was -8.450000000000003 lower than the previous day. The implied volatity was 28.42, the open interest changed by 151 which increased total open position to 764
On 10 Apr LUPIN was trading at 2333.80. The strike last trading price was 69.8, which was 12.099999999999994 higher than the previous day. The implied volatity was 22.74, the open interest changed by -64 which decreased total open position to 618
On 9 Apr LUPIN was trading at 2295.10. The strike last trading price was 57.55, which was 0.85 higher than the previous day. The implied volatity was 25.05, the open interest changed by 56 which increased total open position to 684
On 8 Apr LUPIN was trading at 2294.10. The strike last trading price was 56.65, which was -4.7 lower than the previous day. The implied volatity was 24.67, the open interest changed by -114 which decreased total open position to 631
On 7 Apr LUPIN was trading at 2298.30. The strike last trading price was 61.15, which was 9.25 higher than the previous day. The implied volatity was 25.99, the open interest changed by 96 which increased total open position to 752
On 6 Apr LUPIN was trading at 2279.90. The strike last trading price was 52.85, which was 1.4 higher than the previous day. The implied volatity was 25, the open interest changed by 27 which increased total open position to 656
On 2 Apr LUPIN was trading at 2274.50. The strike last trading price was 50.1, which was -8.85 lower than the previous day. The implied volatity was 24.35, the open interest changed by 22 which increased total open position to 627
On 1 Apr LUPIN was trading at 2274.90. The strike last trading price was 56.9, which was -23.9 lower than the previous day. The implied volatity was 24.71, the open interest changed by 161 which increased total open position to 603
On 30 Mar LUPIN was trading at 2313.90. The strike last trading price was 78, which was -26.25 lower than the previous day. The implied volatity was 23.9, the open interest changed by -4 which decreased total open position to 440
On 27 Mar LUPIN was trading at 2334.80. The strike last trading price was 104.4, which was -11.5 lower than the previous day. The implied volatity was 27.76, the open interest changed by 11 which increased total open position to 444
On 25 Mar LUPIN was trading at 2347.60. The strike last trading price was 116, which was 13.35 higher than the previous day. The implied volatity was 28.35, the open interest changed by 12 which increased total open position to 433
On 24 Mar LUPIN was trading at 2331.80. The strike last trading price was 105.7, which was 17.5 higher than the previous day. The implied volatity was 26.75, the open interest changed by 300 which increased total open position to 422
On 23 Mar LUPIN was trading at 2296.70. The strike last trading price was 85, which was -14.35 lower than the previous day. The implied volatity was 27.5, the open interest changed by 61 which increased total open position to 120
On 20 Mar LUPIN was trading at 2322.50. The strike last trading price was 96.15, which was 30.95 higher than the previous day. The implied volatity was 24.16, the open interest changed by 12 which increased total open position to 58
On 19 Mar LUPIN was trading at 2251.50. The strike last trading price was 66.75, which was -27.7 lower than the previous day. The implied volatity was 24.38, the open interest changed by 11 which increased total open position to 46
On 18 Mar LUPIN was trading at 2302.40. The strike last trading price was 94.45, which was 7.45 higher than the previous day. The implied volatity was 25.27, the open interest changed by 10 which increased total open position to 35
On 17 Mar LUPIN was trading at 2298.20. The strike last trading price was 87, which was -3.2 lower than the previous day. The implied volatity was 23.64, the open interest changed by -1 which decreased total open position to 25
On 16 Mar LUPIN was trading at 2290.40. The strike last trading price was 90.2, which was -35.9 lower than the previous day. The implied volatity was 26.29, the open interest changed by 22 which increased total open position to 25
On 13 Mar LUPIN was trading at 2314.90. The strike last trading price was 126.1, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LUPIN was trading at 2357.30. The strike last trading price was 126.1, which was 16.1 higher than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LUPIN was trading at 2344.60. The strike last trading price was 110, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar LUPIN was trading at 2337.40. The strike last trading price was 110, which was 8.9 higher than the previous day. The implied volatity was 19.37, the open interest changed by 2 which increased total open position to 4
On 9 Mar LUPIN was trading at 2303.10. The strike last trading price was 101.1, which was 5.4 higher than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 2
On 6 Mar LUPIN was trading at 2343.80. The strike last trading price was 95.7, 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 Mar LUPIN was trading at 2332.90. The strike last trading price was 95.7, 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 Mar LUPIN was trading at 2304.90. The strike last trading price was 95.7, 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 Mar LUPIN was trading at 2311.10. The strike last trading price was 95.7, 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 27 Feb LUPIN was trading at 2301.90. The strike last trading price was 95.7, 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 26 Feb LUPIN was trading at 2323.20. The strike last trading price was 95.7, 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
| LUPIN 28-Apr-2026 (11d) 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.02
Theta: -1.47
Gamma: 0.00341
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 2327.00 | 28.5 | 1.5 | 25.77 | 1,435 | -33 | 553 |
| 15 Apr | 2338.90 | 26.3 | -14.8 | 24.67 | 713 | 86 | 594 |
| 13 Apr | 2315.10 | 39.85 | 5 | 25.23 | 891 | -65 | 511 |
| 10 Apr | 2333.80 | 34.45 | -15.199999999999996 | 25.18 | 957 | 186 | 577 |
| 9 Apr | 2295.10 | 47.95 | -3.45 | 25.35 | 1,231 | 16 | 392 |
| 8 Apr | 2294.10 | 50.75 | -5.15 | 25.45 | 975 | 12 | 403 |
| 7 Apr | 2298.30 | 55.85 | -12.45 | 27.31 | 898 | 81 | 393 |
| 6 Apr | 2279.90 | 70 | -17.55 | 29.91 | 317 | -12 | 318 |
| 2 Apr | 2274.50 | 89 | 8.1 | 32.76 | 475 | -35 | 335 |
| 1 Apr | 2274.90 | 81.2 | 14.1 | 31.09 | 1,195 | 72 | 370 |
| 30 Mar | 2313.90 | 69.5 | 6.25 | 32.43 | 713 | 68 | 299 |
| 27 Mar | 2334.80 | 61.1 | 6.25 | 31.06 | 288 | 21 | 245 |
| 25 Mar | 2347.60 | 54 | -13.95 | 29.22 | 281 | 67 | 223 |
| 24 Mar | 2331.80 | 65.1 | -20.9 | 31.35 | 314 | 72 | 155 |
| 23 Mar | 2296.70 | 91.35 | 28.95 | 34.06 | 112 | 6 | 82 |
| 20 Mar | 2322.50 | 64.95 | -31.05 | 28.35 | 70 | 36 | 75 |
| 19 Mar | 2251.50 | 96 | 28 | 29.85 | 12 | 3 | 31 |
| 18 Mar | 2302.40 | 68 | -7 | 27.13 | 33 | 11 | 28 |
| 17 Mar | 2298.20 | 75 | 12 | 28.28 | 7 | 5 | 17 |
| 16 Mar | 2290.40 | 63 | 9 | 22.61 | 14 | 11 | 12 |
| 13 Mar | 2314.90 | 54 | -65.25 | - | 0 | 0 | 0 |
| 12 Mar | 2357.30 | 54 | -65.25 | - | 0 | 1 | 0 |
| 11 Mar | 2344.60 | 54 | -65.25 | 25 | 1 | 0 | 0 |
| 10 Mar | 2337.40 | 119.25 | 0 | 2.37 | 0 | 0 | 0 |
| 9 Mar | 2303.10 | 119.25 | 0 | 1.06 | 0 | 0 | 0 |
| 6 Mar | 2343.80 | 119.25 | 0 | 2.05 | 0 | 0 | 0 |
| 5 Mar | 2332.90 | 119.25 | 0 | 2.14 | 0 | 0 | 0 |
| 4 Mar | 2304.90 | 119.25 | 0 | 1.34 | 0 | 0 | 0 |
| 2 Mar | 2311.10 | 119.25 | 0 | 1.63 | 0 | 0 | 0 |
| 27 Feb | 2301.90 | 119.25 | 0 | 1.1 | 0 | 0 | 0 |
| 26 Feb | 2323.20 | 119.25 | 0 | 1.67 | 0 | 0 | 0 |
For Lupin Limited - strike price 2300 expiring on 28APR2026
Delta for 2300 PE is -0.37
Historical price for 2300 PE is as follows
On 16 Apr LUPIN was trading at 2327.00. The strike last trading price was 28.5, which was 1.5 higher than the previous day. The implied volatity was 25.77, the open interest changed by -33 which decreased total open position to 553
On 15 Apr LUPIN was trading at 2338.90. The strike last trading price was 26.3, which was -14.8 lower than the previous day. The implied volatity was 24.67, the open interest changed by 86 which increased total open position to 594
On 13 Apr LUPIN was trading at 2315.10. The strike last trading price was 39.85, which was 5 higher than the previous day. The implied volatity was 25.23, the open interest changed by -65 which decreased total open position to 511
On 10 Apr LUPIN was trading at 2333.80. The strike last trading price was 34.45, which was -15.199999999999996 lower than the previous day. The implied volatity was 25.18, the open interest changed by 186 which increased total open position to 577
On 9 Apr LUPIN was trading at 2295.10. The strike last trading price was 47.95, which was -3.45 lower than the previous day. The implied volatity was 25.35, the open interest changed by 16 which increased total open position to 392
On 8 Apr LUPIN was trading at 2294.10. The strike last trading price was 50.75, which was -5.15 lower than the previous day. The implied volatity was 25.45, the open interest changed by 12 which increased total open position to 403
On 7 Apr LUPIN was trading at 2298.30. The strike last trading price was 55.85, which was -12.45 lower than the previous day. The implied volatity was 27.31, the open interest changed by 81 which increased total open position to 393
On 6 Apr LUPIN was trading at 2279.90. The strike last trading price was 70, which was -17.55 lower than the previous day. The implied volatity was 29.91, the open interest changed by -12 which decreased total open position to 318
On 2 Apr LUPIN was trading at 2274.50. The strike last trading price was 89, which was 8.1 higher than the previous day. The implied volatity was 32.76, the open interest changed by -35 which decreased total open position to 335
On 1 Apr LUPIN was trading at 2274.90. The strike last trading price was 81.2, which was 14.1 higher than the previous day. The implied volatity was 31.09, the open interest changed by 72 which increased total open position to 370
On 30 Mar LUPIN was trading at 2313.90. The strike last trading price was 69.5, which was 6.25 higher than the previous day. The implied volatity was 32.43, the open interest changed by 68 which increased total open position to 299
On 27 Mar LUPIN was trading at 2334.80. The strike last trading price was 61.1, which was 6.25 higher than the previous day. The implied volatity was 31.06, the open interest changed by 21 which increased total open position to 245
On 25 Mar LUPIN was trading at 2347.60. The strike last trading price was 54, which was -13.95 lower than the previous day. The implied volatity was 29.22, the open interest changed by 67 which increased total open position to 223
On 24 Mar LUPIN was trading at 2331.80. The strike last trading price was 65.1, which was -20.9 lower than the previous day. The implied volatity was 31.35, the open interest changed by 72 which increased total open position to 155
On 23 Mar LUPIN was trading at 2296.70. The strike last trading price was 91.35, which was 28.95 higher than the previous day. The implied volatity was 34.06, the open interest changed by 6 which increased total open position to 82
On 20 Mar LUPIN was trading at 2322.50. The strike last trading price was 64.95, which was -31.05 lower than the previous day. The implied volatity was 28.35, the open interest changed by 36 which increased total open position to 75
On 19 Mar LUPIN was trading at 2251.50. The strike last trading price was 96, which was 28 higher than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 31
On 18 Mar LUPIN was trading at 2302.40. The strike last trading price was 68, which was -7 lower than the previous day. The implied volatity was 27.13, the open interest changed by 11 which increased total open position to 28
On 17 Mar LUPIN was trading at 2298.20. The strike last trading price was 75, which was 12 higher than the previous day. The implied volatity was 28.28, the open interest changed by 5 which increased total open position to 17
On 16 Mar LUPIN was trading at 2290.40. The strike last trading price was 63, which was 9 higher than the previous day. The implied volatity was 22.61, the open interest changed by 11 which increased total open position to 12
On 13 Mar LUPIN was trading at 2314.90. The strike last trading price was 54, which was -65.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LUPIN was trading at 2357.30. The strike last trading price was 54, which was -65.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Mar LUPIN was trading at 2344.60. The strike last trading price was 54, which was -65.25 lower than the previous day. The implied volatity was 25, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LUPIN was trading at 2337.40. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LUPIN was trading at 2303.10. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LUPIN was trading at 2343.80. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LUPIN was trading at 2332.90. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LUPIN was trading at 2304.90. The strike last trading price was 119.25, 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 Mar LUPIN was trading at 2311.10. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LUPIN was trading at 2301.90. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LUPIN was trading at 2323.20. The strike last trading price was 119.25, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
