Historical option data for LUPIN
22 Jun 2026 02:24 PM IST
| LUPIN 28-Jul-2026 (36d) 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.03
Theta: -0.88
Gamma: 0.00249
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 2342.30 | 89 | 1 (1.14%) | 20.02 | 60 | 4 | 92 | |||||||||
| 19 Jun | 2351.60 | 90.9 | 8.9 (10.85%) | 16.49 | 128 | 15 | 88 | |||||||||
| 18 Jun | 2327.10 | 90.8 | 41.8 (85.31%) | 21.74 | 199 | 29 | 71 | |||||||||
| 17 Jun | 2272.00 | 48.25 | -0.75 (-1.53%) | 19 | 43 | 23 | 42 | |||||||||
| 16 Jun | 2277.80 | 49.35 | -3.65 (-6.89%) | 17.11 | 18 | 12 | 18 | |||||||||
| 15 Jun | 2273.10 | 53.3 | -25.7 (-32.53%) | 19.04 | 8 | 3 | 5 | |||||||||
| 12 Jun | 2293.30 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 11 Jun | 2273.30 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 10 Jun | 2247.20 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 9 Jun | 2264.20 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 8 Jun | 2254.50 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 5 Jun | 2267.70 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 4 Jun | 2249.80 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 3 Jun | 2261.20 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 2 Jun | 2249.80 | 79 | 0 (0.00%) | - | 3 | 0 | 2 | |||||||||
| 1 Jun | 2262.90 | 79 | 0 (0.00%) | 22.07 | 3 | 0 | 2 | |||||||||
| 29 May | 2267.70 | 79 | -23 (-22.55%) | 22.07 | 3 | 2 | 2 | |||||||||
For Lupin Limited - strike price 2300 expiring on 28JUL2026
Delta for 2300 CE is 0.65
Historical price for 2300 CE is as follows
On 22 Jun LUPIN was trading at 2342.30. The strike last trading price was 89, which was 1 higher than the previous day. The implied volatity was 20.02, the open interest changed by 4 which increased total open position to 92
On 19 Jun LUPIN was trading at 2351.60. The strike last trading price was 90.9, which was 8.9 higher than the previous day. The implied volatity was 16.49, the open interest changed by 15 which increased total open position to 88
On 18 Jun LUPIN was trading at 2327.10. The strike last trading price was 90.8, which was 41.8 higher than the previous day. The implied volatity was 21.74, the open interest changed by 29 which increased total open position to 71
On 17 Jun LUPIN was trading at 2272.00. The strike last trading price was 48.25, which was -0.75 lower than the previous day. The implied volatity was 19, the open interest changed by 23 which increased total open position to 42
On 16 Jun LUPIN was trading at 2277.80. The strike last trading price was 49.35, which was -3.65 lower than the previous day. The implied volatity was 17.11, the open interest changed by 12 which increased total open position to 18
On 15 Jun LUPIN was trading at 2273.10. The strike last trading price was 53.3, which was -25.7 lower than the previous day. The implied volatity was 19.04, the open interest changed by 3 which increased total open position to 5
On 12 Jun LUPIN was trading at 2293.30. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun LUPIN was trading at 2273.30. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun LUPIN was trading at 2247.20. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun LUPIN was trading at 2264.20. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun LUPIN was trading at 2254.50. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun LUPIN was trading at 2267.70. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun LUPIN was trading at 2249.80. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun LUPIN was trading at 2261.20. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun LUPIN was trading at 2249.80. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun LUPIN was trading at 2262.90. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 2
On 29 May LUPIN was trading at 2267.70. The strike last trading price was 79, which was -23 lower than the previous day. The implied volatity was 22.07, the open interest changed by 2 which increased total open position to 2
| LUPIN 28-Jul-2026 (36d) 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.03
Theta: -0.67
Gamma: 0.0022
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 2342.30 | 43.8 | 0.2 (0.46%) | 23.07 | 54 | 20 | 109 |
| 19 Jun | 2351.60 | 43.9 | -3.8 (-7.97%) | 23.94 | 59 | 28 | 88 |
| 18 Jun | 2327.10 | 47.45 | -30.8 (-39.36%) | 21.82 | 86 | 34 | 58 |
| 17 Jun | 2272.00 | 77.55 | 0.2 (0.26%) | 21.66 | 17 | 12 | 22 |
| 16 Jun | 2277.80 | 78 | -1.5 (-1.89%) | 24.05 | 3 | 2 | 9 |
| 15 Jun | 2273.10 | 79.5 | -10 (-11.17%) | 23.29 | 8 | 4 | 8 |
| 12 Jun | 2293.30 | 89.5 | 89.5 | - | 2 | 0 | 4 |
| 11 Jun | 2273.30 | 89.5 | 89.5 | - | 2 | 0 | 4 |
| 10 Jun | 2247.20 | 89.5 | 89.5 | - | 2 | 0 | 4 |
| 9 Jun | 2264.20 | 89.5 | 89.5 (-3.76%) | 24.72 | 2 | 0 | 4 |
| 8 Jun | 2254.50 | 89.5 | -3.5 (-3.76%) | 24.72 | 2 | 2 | 4 |
| 5 Jun | 2267.70 | 93 | 93 | - | 2 | 0 | 2 |
| 4 Jun | 2249.80 | 93 | 93 | - | 2 | 0 | 2 |
| 3 Jun | 2261.20 | 93 | 93 | - | 2 | 0 | 2 |
| 2 Jun | 2249.80 | 93 | 93 | - | 2 | 0 | 2 |
| 1 Jun | 2262.90 | 93 | 93 (-17.41%) | 24.62 | 2 | 0 | 2 |
| 29 May | 2267.70 | 93 | -19.6 (-17.41%) | 24.62 | 2 | 1 | 1 |
For Lupin Limited - strike price 2300 expiring on 28JUL2026
Delta for 2300 PE is -0.36
Historical price for 2300 PE is as follows
On 22 Jun LUPIN was trading at 2342.30. The strike last trading price was 43.8, which was 0.2 higher than the previous day. The implied volatity was 23.07, the open interest changed by 20 which increased total open position to 109
On 19 Jun LUPIN was trading at 2351.60. The strike last trading price was 43.9, which was -3.8 lower than the previous day. The implied volatity was 23.94, the open interest changed by 28 which increased total open position to 88
On 18 Jun LUPIN was trading at 2327.10. The strike last trading price was 47.45, which was -30.8 lower than the previous day. The implied volatity was 21.82, the open interest changed by 34 which increased total open position to 58
On 17 Jun LUPIN was trading at 2272.00. The strike last trading price was 77.55, which was 0.2 higher than the previous day. The implied volatity was 21.66, the open interest changed by 12 which increased total open position to 22
On 16 Jun LUPIN was trading at 2277.80. The strike last trading price was 78, which was -1.5 lower than the previous day. The implied volatity was 24.05, the open interest changed by 2 which increased total open position to 9
On 15 Jun LUPIN was trading at 2273.10. The strike last trading price was 79.5, which was -10 lower than the previous day. The implied volatity was 23.29, the open interest changed by 4 which increased total open position to 8
On 12 Jun LUPIN was trading at 2293.30. The strike last trading price was 89.5, which was 89.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun LUPIN was trading at 2273.30. The strike last trading price was 89.5, which was 89.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun LUPIN was trading at 2247.20. The strike last trading price was 89.5, which was 89.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun LUPIN was trading at 2264.20. The strike last trading price was 89.5, which was 89.5 higher than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 4
On 8 Jun LUPIN was trading at 2254.50. The strike last trading price was 89.5, which was -3.5 lower than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 4
On 5 Jun LUPIN was trading at 2267.70. The strike last trading price was 93, which was 93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun LUPIN was trading at 2249.80. The strike last trading price was 93, which was 93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun LUPIN was trading at 2261.20. The strike last trading price was 93, which was 93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun LUPIN was trading at 2249.80. The strike last trading price was 93, which was 93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun LUPIN was trading at 2262.90. The strike last trading price was 93, which was 93 higher than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 2
On 29 May LUPIN was trading at 2267.70. The strike last trading price was 93, which was -19.6 lower than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 1
