Historical option data for LUPIN
20 May 2026 04:10 PM IST
| LUPIN 26-May-2026 (5d) 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.01
Theta: -1.69
Gamma: 0.00774
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 2285.50 | 15.25 | -5.35 (-25.97%) | 16.76 | 6,434 | -15 | 1,651 | |||||||||
| 19 May | 2287.40 | 21.7 | 8.6 (65.65%) | 18.79 | 4,626 | 59 | 1,705 | |||||||||
| 18 May | 2252.40 | 12.75 | -12.55 (-49.60%) | 21.45 | 2,956 | 89 | 1,648 | |||||||||
| 15 May | 2276.20 | 24 | -2.55 (-9.60%) | 20.53 | 5,709 | 152 | 1,574 | |||||||||
| 14 May | 2258.20 | 25 | 5.05 (25.31%) | 24.6 | 3,931 | -167 | 1,417 | |||||||||
| 13 May | 2215.60 | 19.85 | -11.3 (-36.28%) | 27.99 | 2,809 | 181 | 1,590 | |||||||||
| 12 May | 2245.40 | 31.35 | -4.7 (-13.04%) | 0 | 4,415 | 59 | 1,410 | |||||||||
| 11 May | 2255.90 | 33 | -77.55 (-70.15%) | 0 | 7,536 | 961 | 1,347 | |||||||||
| 8 May | 2379.50 | 103 | -78.7 (-43.31%) | 26.06 | 479 | 33 | 389 | |||||||||
| 7 May | 2460.10 | 182 | 6.6 (3.76%) | 31.24 | 183 | -20 | 356 | |||||||||
| 6 May | 2442.90 | 177 | 79.55 (81.63%) | 35.35 | 1,254 | -390 | 379 | |||||||||
| 5 May | 2343.30 | 96.8 | -4.1 (-4.06%) | 31.63 | 301 | 14 | 772 | |||||||||
| 4 May | 2348.80 | 100 | 22.05 (28.29%) | 29.89 | 939 | 88 | 757 | |||||||||
| 30 Apr | 2305.20 | 77.1 | -1.8 (-2.28%) | 26.7 | 1,181 | 46 | 715 | |||||||||
| 29 Apr | 2311.40 | 77.15 | -3.2 (-3.98%) | 28.29 | 1,024 | 28 | 669 | |||||||||
| 28 Apr | 2302.70 | 80.8 | -23.85 (-22.79%) | 29.72 | 2,389 | 380 | 639 | |||||||||
| 27 Apr | 2324.50 | 100 | 9.4 (10.38%) | 32.26 | 391 | 64 | 256 | |||||||||
| 24 Apr | 2296.10 | 89.1 | -30.15 (-25.28%) | 31.02 | 298 | 72 | 192 | |||||||||
| 23 Apr | 2341.40 | 118.1 | 25.3 (27.26%) | 32.27 | 267 | 0 | 120 | |||||||||
| 22 Apr | 2307.90 | 92.8 | -4.2 (-4.33%) | 29.29 | 100 | 16 | 120 | |||||||||
| 21 Apr | 2311.50 | 97 | -7 (-6.73%) | 29.93 | 33 | 14 | 104 | |||||||||
| 20 Apr | 2328.70 | 102.95 | -2.4 (-2.28%) | 27.94 | 116 | 54 | 91 | |||||||||
| 17 Apr | 2326.10 | 106.2 | 6.3 (6.31%) | 27.45 | 23 | 6 | 36 | |||||||||
| 16 Apr | 2327.00 | 99.85 | -16.45 (-14.14%) | 25.87 | 28 | 10 | 30 | |||||||||
| 15 Apr | 2338.90 | 116.3 | 7.3 (6.70%) | 28.55 | 28 | 10 | 20 | |||||||||
| 13 Apr | 2315.10 | 110 | 0.45 (0.41%) | 29.55 | 14 | -1 | 8 | |||||||||
| 10 Apr | 2333.80 | 109.55 | 9.05 (9.00%) | 27.19 | 13 | 4 | 8 | |||||||||
| 9 Apr | 2295.10 | 100.5 | 13.1 (14.99%) | 26.28 | 12 | 1 | 4 | |||||||||
| 8 Apr | 2294.10 | 87.4 | -7.6 (-8.00%) | 22.48 | 2 | 1 | 2 | |||||||||
| 7 Apr | 2298.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 2279.90 | 122.15 | 0 (0.00%) | 0.63 | 0 | 0 | 0 | |||||||||
| 2 Apr | 2274.50 | 122.15 | 0 (0.00%) | 0.33 | 0 | 0 | 0 | |||||||||
| 1 Apr | 2274.90 | 122.15 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2300 expiring on 26MAY2026
Delta for 2300 CE is 0.42
Historical price for 2300 CE is as follows
On 20 May LUPIN was trading at 2285.50. The strike last trading price was 15.25, which was -5.35 lower than the previous day. The implied volatity was 16.76, the open interest changed by -15 which decreased total open position to 1651
On 19 May LUPIN was trading at 2287.40. The strike last trading price was 21.7, which was 8.6 higher than the previous day. The implied volatity was 18.79, the open interest changed by 59 which increased total open position to 1705
On 18 May LUPIN was trading at 2252.40. The strike last trading price was 12.75, which was -12.55 lower than the previous day. The implied volatity was 21.45, the open interest changed by 89 which increased total open position to 1648
On 15 May LUPIN was trading at 2276.20. The strike last trading price was 24, which was -2.55 lower than the previous day. The implied volatity was 20.53, the open interest changed by 152 which increased total open position to 1574
On 14 May LUPIN was trading at 2258.20. The strike last trading price was 25, which was 5.05 higher than the previous day. The implied volatity was 24.6, the open interest changed by -167 which decreased total open position to 1417
On 13 May LUPIN was trading at 2215.60. The strike last trading price was 19.85, which was -11.3 lower than the previous day. The implied volatity was 27.99, the open interest changed by 181 which increased total open position to 1590
On 12 May LUPIN was trading at 2245.40. The strike last trading price was 31.35, which was -4.7 lower than the previous day. The implied volatity was 0, the open interest changed by 59 which increased total open position to 1410
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 33, which was -77.55 lower than the previous day. The implied volatity was 0, the open interest changed by 961 which increased total open position to 1347
On 8 May LUPIN was trading at 2379.50. The strike last trading price was 103, which was -78.7 lower than the previous day. The implied volatity was 26.06, the open interest changed by 33 which increased total open position to 389
On 7 May LUPIN was trading at 2460.10. The strike last trading price was 182, which was 6.6 higher than the previous day. The implied volatity was 31.24, the open interest changed by -20 which decreased total open position to 356
On 6 May LUPIN was trading at 2442.90. The strike last trading price was 177, which was 79.55 higher than the previous day. The implied volatity was 35.35, the open interest changed by -390 which decreased total open position to 379
On 5 May LUPIN was trading at 2343.30. The strike last trading price was 96.8, which was -4.1 lower than the previous day. The implied volatity was 31.63, the open interest changed by 14 which increased total open position to 772
On 4 May LUPIN was trading at 2348.80. The strike last trading price was 100, which was 22.05 higher than the previous day. The implied volatity was 29.89, the open interest changed by 88 which increased total open position to 757
On 30 Apr LUPIN was trading at 2305.20. The strike last trading price was 77.1, which was -1.8 lower than the previous day. The implied volatity was 26.7, the open interest changed by 46 which increased total open position to 715
On 29 Apr LUPIN was trading at 2311.40. The strike last trading price was 77.15, which was -3.2 lower than the previous day. The implied volatity was 28.29, the open interest changed by 28 which increased total open position to 669
On 28 Apr LUPIN was trading at 2302.70. The strike last trading price was 80.8, which was -23.85 lower than the previous day. The implied volatity was 29.72, the open interest changed by 380 which increased total open position to 639
On 27 Apr LUPIN was trading at 2324.50. The strike last trading price was 100, which was 9.4 higher than the previous day. The implied volatity was 32.26, the open interest changed by 64 which increased total open position to 256
On 24 Apr LUPIN was trading at 2296.10. The strike last trading price was 89.1, which was -30.15 lower than the previous day. The implied volatity was 31.02, the open interest changed by 72 which increased total open position to 192
On 23 Apr LUPIN was trading at 2341.40. The strike last trading price was 118.1, which was 25.3 higher than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 120
On 22 Apr LUPIN was trading at 2307.90. The strike last trading price was 92.8, which was -4.2 lower than the previous day. The implied volatity was 29.29, the open interest changed by 16 which increased total open position to 120
On 21 Apr LUPIN was trading at 2311.50. The strike last trading price was 97, which was -7 lower than the previous day. The implied volatity was 29.93, the open interest changed by 14 which increased total open position to 104
On 20 Apr LUPIN was trading at 2328.70. The strike last trading price was 102.95, which was -2.4 lower than the previous day. The implied volatity was 27.94, the open interest changed by 54 which increased total open position to 91
On 17 Apr LUPIN was trading at 2326.10. The strike last trading price was 106.2, which was 6.3 higher than the previous day. The implied volatity was 27.45, the open interest changed by 6 which increased total open position to 36
On 16 Apr LUPIN was trading at 2327.00. The strike last trading price was 99.85, which was -16.45 lower than the previous day. The implied volatity was 25.87, the open interest changed by 10 which increased total open position to 30
On 15 Apr LUPIN was trading at 2338.90. The strike last trading price was 116.3, which was 7.3 higher than the previous day. The implied volatity was 28.55, the open interest changed by 10 which increased total open position to 20
On 13 Apr LUPIN was trading at 2315.10. The strike last trading price was 110, which was 0.45 higher than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 8
On 10 Apr LUPIN was trading at 2333.80. The strike last trading price was 109.55, which was 9.05 higher than the previous day. The implied volatity was 27.19, the open interest changed by 4 which increased total open position to 8
On 9 Apr LUPIN was trading at 2295.10. The strike last trading price was 100.5, which was 13.1 higher than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 4
On 8 Apr LUPIN was trading at 2294.10. The strike last trading price was 87.4, which was -7.6 lower than the previous day. The implied volatity was 22.48, the open interest changed by 1 which increased total open position to 2
On 7 Apr LUPIN was trading at 2298.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LUPIN was trading at 2279.90. The strike last trading price was 122.15, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LUPIN was trading at 2274.50. The strike last trading price was 122.15, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LUPIN was trading at 2274.90. The strike last trading price was 122.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LUPIN 26-May-2026 (5d) 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.01
Theta: -2.3
Gamma: 0.00486
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 2285.50 | 40 | 0 (0.00%) | 26.92 | 730 | -69 | 920 |
| 19 May | 2287.40 | 40 | -29 (-42.03%) | 28.87 | 595 | -68 | 991 |
| 18 May | 2252.40 | 69 | 17 (32.69%) | 29.98 | 262 | -35 | 1,059 |
| 15 May | 2276.20 | 53.55 | -6.15 (-10.30%) | 26.68 | 720 | 18 | 1,092 |
| 14 May | 2258.20 | 61.3 | -31.8 (-34.16%) | 21.06 | 417 | -33 | 1,074 |
| 13 May | 2215.60 | 91 | 15.3 (20.21%) | 0 | 316 | -18 | 1,109 |
| 12 May | 2245.40 | 75 | -1 (-1.32%) | 0 | 769 | -49 | 1,129 |
| 11 May | 2255.90 | 82.3 | 58.4 (244.35%) | 0 | 3,217 | -29 | 1,216 |
| 8 May | 2379.50 | 26.5 | 13.3 (100.76%) | 27.67 | 9,351 | 57 | 1,263 |
| 7 May | 2460.10 | 13.1 | -2.5 (-16.03%) | 30.12 | 1,669 | 300 | 1,206 |
| 6 May | 2442.90 | 15.9 | -29.4 (-64.90%) | 29.51 | 2,240 | 97 | 906 |
| 5 May | 2343.30 | 44.6 | -3.3 (-6.89%) | 28.87 | 396 | 33 | 813 |
| 4 May | 2348.80 | 48.5 | -17.75 (-26.79%) | 32.06 | 1,208 | 247 | 789 |
| 30 Apr | 2305.20 | 70 | 5.95 (9.29%) | 32.55 | 689 | -16 | 526 |
| 29 Apr | 2311.40 | 67.2 | -3.1 (-4.41%) | 29.17 | 679 | 76 | 542 |
| 28 Apr | 2302.70 | 72.9 | 6.65 (10.04%) | 31.01 | 1,041 | 110 | 465 |
| 27 Apr | 2324.50 | 73.55 | -11.2 (-13.22%) | 33.7 | 286 | 12 | 355 |
| 24 Apr | 2296.10 | 83.5 | 22.45 (36.77%) | 32.3 | 307 | 45 | 342 |
| 23 Apr | 2341.40 | 63.1 | -2.9 (-4.39%) | 30.99 | 458 | 146 | 294 |
| 22 Apr | 2307.90 | 65.5 | -1.95 (-2.89%) | 27.01 | 68 | 28 | 148 |
| 21 Apr | 2311.50 | 67.45 | -0.45 (-0.66%) | 27.38 | 51 | 22 | 119 |
| 20 Apr | 2328.70 | 68.55 | 3.55 (5.46%) | 30.32 | 97 | 32 | 96 |
| 17 Apr | 2326.10 | 65 | -2.65 (-3.92%) | 27.58 | 17 | -1 | 63 |
| 16 Apr | 2327.00 | 67.65 | 9.65 (16.64%) | 28.38 | 69 | 43 | 64 |
| 15 Apr | 2338.90 | 58 | -10.2 (-14.96%) | 26.36 | 12 | 10 | 20 |
| 13 Apr | 2315.10 | 68.2 | -0.8 (-1.16%) | 27.81 | 8 | 4 | 9 |
| 10 Apr | 2333.80 | 69 | -20 (-22.47%) | 27.48 | 4 | 2 | 4 |
| 9 Apr | 2295.10 | 89 | 4 (4.71%) | 31.29 | 1 | 0 | 1 |
| 8 Apr | 2294.10 | 85 | -6.15 (-6.75%) | 29.14 | 1 | 0 | 1 |
| 7 Apr | 2298.30 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 2279.90 | 82.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2274.50 | 82.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 2274.90 | 0 | 0 (0.00%) | 0.3 | 0 | 0 | 0 |
For Lupin Limited - strike price 2300 expiring on 26MAY2026
Delta for 2300 PE is -0.57
Historical price for 2300 PE is as follows
On 20 May LUPIN was trading at 2285.50. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 26.92, the open interest changed by -69 which decreased total open position to 920
On 19 May LUPIN was trading at 2287.40. The strike last trading price was 40, which was -29 lower than the previous day. The implied volatity was 28.87, the open interest changed by -68 which decreased total open position to 991
On 18 May LUPIN was trading at 2252.40. The strike last trading price was 69, which was 17 higher than the previous day. The implied volatity was 29.98, the open interest changed by -35 which decreased total open position to 1059
On 15 May LUPIN was trading at 2276.20. The strike last trading price was 53.55, which was -6.15 lower than the previous day. The implied volatity was 26.68, the open interest changed by 18 which increased total open position to 1092
On 14 May LUPIN was trading at 2258.20. The strike last trading price was 61.3, which was -31.8 lower than the previous day. The implied volatity was 21.06, the open interest changed by -33 which decreased total open position to 1074
On 13 May LUPIN was trading at 2215.60. The strike last trading price was 91, which was 15.3 higher than the previous day. The implied volatity was 0, the open interest changed by -18 which decreased total open position to 1109
On 12 May LUPIN was trading at 2245.40. The strike last trading price was 75, which was -1 lower than the previous day. The implied volatity was 0, the open interest changed by -49 which decreased total open position to 1129
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 82.3, which was 58.4 higher than the previous day. The implied volatity was 0, the open interest changed by -29 which decreased total open position to 1216
On 8 May LUPIN was trading at 2379.50. The strike last trading price was 26.5, which was 13.3 higher than the previous day. The implied volatity was 27.67, the open interest changed by 57 which increased total open position to 1263
On 7 May LUPIN was trading at 2460.10. The strike last trading price was 13.1, which was -2.5 lower than the previous day. The implied volatity was 30.12, the open interest changed by 300 which increased total open position to 1206
On 6 May LUPIN was trading at 2442.90. The strike last trading price was 15.9, which was -29.4 lower than the previous day. The implied volatity was 29.51, the open interest changed by 97 which increased total open position to 906
On 5 May LUPIN was trading at 2343.30. The strike last trading price was 44.6, which was -3.3 lower than the previous day. The implied volatity was 28.87, the open interest changed by 33 which increased total open position to 813
On 4 May LUPIN was trading at 2348.80. The strike last trading price was 48.5, which was -17.75 lower than the previous day. The implied volatity was 32.06, the open interest changed by 247 which increased total open position to 789
On 30 Apr LUPIN was trading at 2305.20. The strike last trading price was 70, which was 5.95 higher than the previous day. The implied volatity was 32.55, the open interest changed by -16 which decreased total open position to 526
On 29 Apr LUPIN was trading at 2311.40. The strike last trading price was 67.2, which was -3.1 lower than the previous day. The implied volatity was 29.17, the open interest changed by 76 which increased total open position to 542
On 28 Apr LUPIN was trading at 2302.70. The strike last trading price was 72.9, which was 6.65 higher than the previous day. The implied volatity was 31.01, the open interest changed by 110 which increased total open position to 465
On 27 Apr LUPIN was trading at 2324.50. The strike last trading price was 73.55, which was -11.2 lower than the previous day. The implied volatity was 33.7, the open interest changed by 12 which increased total open position to 355
On 24 Apr LUPIN was trading at 2296.10. The strike last trading price was 83.5, which was 22.45 higher than the previous day. The implied volatity was 32.3, the open interest changed by 45 which increased total open position to 342
On 23 Apr LUPIN was trading at 2341.40. The strike last trading price was 63.1, which was -2.9 lower than the previous day. The implied volatity was 30.99, the open interest changed by 146 which increased total open position to 294
On 22 Apr LUPIN was trading at 2307.90. The strike last trading price was 65.5, which was -1.95 lower than the previous day. The implied volatity was 27.01, the open interest changed by 28 which increased total open position to 148
On 21 Apr LUPIN was trading at 2311.50. The strike last trading price was 67.45, which was -0.45 lower than the previous day. The implied volatity was 27.38, the open interest changed by 22 which increased total open position to 119
On 20 Apr LUPIN was trading at 2328.70. The strike last trading price was 68.55, which was 3.55 higher than the previous day. The implied volatity was 30.32, the open interest changed by 32 which increased total open position to 96
On 17 Apr LUPIN was trading at 2326.10. The strike last trading price was 65, which was -2.65 lower than the previous day. The implied volatity was 27.58, the open interest changed by -1 which decreased total open position to 63
On 16 Apr LUPIN was trading at 2327.00. The strike last trading price was 67.65, which was 9.65 higher than the previous day. The implied volatity was 28.38, the open interest changed by 43 which increased total open position to 64
On 15 Apr LUPIN was trading at 2338.90. The strike last trading price was 58, which was -10.2 lower than the previous day. The implied volatity was 26.36, the open interest changed by 10 which increased total open position to 20
On 13 Apr LUPIN was trading at 2315.10. The strike last trading price was 68.2, which was -0.8 lower than the previous day. The implied volatity was 27.81, the open interest changed by 4 which increased total open position to 9
On 10 Apr LUPIN was trading at 2333.80. The strike last trading price was 69, which was -20 lower than the previous day. The implied volatity was 27.48, the open interest changed by 2 which increased total open position to 4
On 9 Apr LUPIN was trading at 2295.10. The strike last trading price was 89, which was 4 higher than the previous day. The implied volatity was 31.29, the open interest changed by 0 which decreased total open position to 1
On 8 Apr LUPIN was trading at 2294.10. The strike last trading price was 85, which was -6.15 lower than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 1
On 7 Apr LUPIN was trading at 2298.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LUPIN was trading at 2279.90. The strike last trading price was 82.8, 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 Apr LUPIN was trading at 2274.50. The strike last trading price was 82.8, 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 Apr LUPIN was trading at 2274.90. The strike last trading price was 0, 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
