LUPIN
Lupin Limited
Historical option data for LUPIN
14 Nov 2024 04:12 PM IST
| LUPIN 28NOV2024 2300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.28
Theta: -0.35
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2015.85 | 1.6 | -0.95 | 33.96 | 606 | -30 | 1,488 | |||
| 13 Nov | 2039.00 | 2.55 | -1.65 | 32.41 | 1,253 | -37 | 1,518 | |||
| 12 Nov | 2090.10 | 4.2 | -0.70 | 30.55 | 1,641 | -61 | 1,616 | |||
| 11 Nov | 2084.90 | 4.9 | -3.35 | 30.53 | 2,531 | 165 | 1,780 | |||
| 8 Nov | 2104.60 | 8.25 | -9.75 | 30.26 | 6,821 | 291 | 1,585 | |||
| 7 Nov | 2111.50 | 18 | -13.95 | 36.74 | 2,707 | 316 | 1,285 | |||
| 6 Nov | 2166.05 | 31.95 | -7.75 | 35.60 | 2,859 | 282 | 971 | |||
| 5 Nov | 2181.75 | 39.7 | -10.00 | 37.97 | 3,496 | 164 | 689 | |||
| 4 Nov | 2188.35 | 49.7 | -4.35 | 39.06 | 1,717 | 90 | 538 | |||
| 1 Nov | 2197.70 | 54.05 | 0.05 | 36.77 | 256 | 76 | 448 | |||
| 31 Oct | 2186.95 | 54 | 4.45 | - | 434 | 128 | 364 | |||
| 30 Oct | 2158.25 | 49.55 | -5.85 | - | 437 | 24 | 237 | |||
| 29 Oct | 2206.15 | 55.4 | -2.40 | - | 432 | 24 | 212 | |||
| 28 Oct | 2204.70 | 57.8 | 15.80 | - | 378 | 58 | 188 | |||
| 25 Oct | 2156.70 | 42 | 15.50 | - | 122 | 21 | 130 | |||
| 24 Oct | 2131.55 | 26.5 | 8.60 | - | 65 | 3 | 110 | |||
|
|
||||||||||
| 23 Oct | 2074.55 | 17.9 | -10.35 | - | 114 | -16 | 106 | |||
| 22 Oct | 2132.05 | 28.25 | -1.85 | - | 25 | 7 | 123 | |||
| 21 Oct | 2151.95 | 30.1 | -7.90 | - | 64 | 10 | 116 | |||
| 18 Oct | 2179.70 | 38 | 2.00 | - | 49 | -12 | 106 | |||
| 17 Oct | 2176.30 | 36 | -4.65 | - | 58 | 23 | 117 | |||
| 16 Oct | 2195.30 | 40.65 | -21.00 | - | 43 | 14 | 93 | |||
| 15 Oct | 2250.90 | 61.65 | 3.45 | - | 30 | 6 | 79 | |||
| 14 Oct | 2243.90 | 58.2 | 4.20 | - | 46 | 12 | 73 | |||
| 11 Oct | 2224.50 | 54 | 9.10 | - | 103 | 22 | 61 | |||
| 10 Oct | 2154.65 | 44.9 | -45.10 | - | 56 | 28 | 34 | |||
| 9 Oct | 2286.05 | 90 | 10.55 | - | 7 | 2 | 2 | |||
| 8 Oct | 2216.95 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2174.90 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2218.50 | 79.45 | - | 0 | 0 | 0 | ||||
For Lupin Limited - strike price 2300 expiring on 28NOV2024
Delta for 2300 CE is 0.03
Historical price for 2300 CE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 33.96, the open interest changed by -30 which decreased total open position to 1488
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 2.55, which was -1.65 lower than the previous day. The implied volatity was 32.41, the open interest changed by -37 which decreased total open position to 1518
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 4.2, which was -0.70 lower than the previous day. The implied volatity was 30.55, the open interest changed by -61 which decreased total open position to 1616
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 4.9, which was -3.35 lower than the previous day. The implied volatity was 30.53, the open interest changed by 165 which increased total open position to 1780
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 8.25, which was -9.75 lower than the previous day. The implied volatity was 30.26, the open interest changed by 291 which increased total open position to 1585
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 18, which was -13.95 lower than the previous day. The implied volatity was 36.74, the open interest changed by 316 which increased total open position to 1285
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 31.95, which was -7.75 lower than the previous day. The implied volatity was 35.60, the open interest changed by 282 which increased total open position to 971
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 39.7, which was -10.00 lower than the previous day. The implied volatity was 37.97, the open interest changed by 164 which increased total open position to 689
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 49.7, which was -4.35 lower than the previous day. The implied volatity was 39.06, the open interest changed by 90 which increased total open position to 538
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 54.05, which was 0.05 higher than the previous day. The implied volatity was 36.77, the open interest changed by 76 which increased total open position to 448
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 54, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 49.55, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 55.4, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 57.8, which was 15.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 42, which was 15.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 26.5, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 17.9, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 28.25, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 30.1, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LUPIN was trading at 2179.70. The strike last trading price was 38, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 36, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 40.65, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 61.65, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 58.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 54, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 44.9, which was -45.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 90, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LUPIN was trading at 2216.95. The strike last trading price was 79.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 79.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept LUPIN was trading at 2218.50. The strike last trading price was 79.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LUPIN 28NOV2024 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2015.85 | 269.1 | 9.10 | - | 1 | 0 | 33 |
| 13 Nov | 2039.00 | 260 | 47.00 | 52.06 | 6 | -4 | 34 |
| 12 Nov | 2090.10 | 213 | 0.00 | 0.00 | 0 | -4 | 0 |
| 11 Nov | 2084.90 | 213 | 39.00 | 32.99 | 6 | -4 | 38 |
| 8 Nov | 2104.60 | 174 | -28.50 | - | 17 | 10 | 41 |
| 7 Nov | 2111.50 | 202.5 | 50.55 | 38.59 | 7 | 0 | 31 |
| 6 Nov | 2166.05 | 151.95 | 0.20 | 35.70 | 65 | -40 | 34 |
| 5 Nov | 2181.75 | 151.75 | 4.40 | 37.11 | 34 | -1 | 74 |
| 4 Nov | 2188.35 | 147.35 | 4.35 | 40.22 | 75 | 11 | 73 |
| 1 Nov | 2197.70 | 143 | -13.10 | 39.76 | 10 | 0 | 60 |
| 31 Oct | 2186.95 | 156.1 | -17.80 | - | 78 | 36 | 58 |
| 30 Oct | 2158.25 | 173.9 | 38.05 | - | 6 | 2 | 23 |
| 29 Oct | 2206.15 | 135.85 | 2.85 | - | 25 | 10 | 19 |
| 28 Oct | 2204.70 | 133 | -29.50 | - | 13 | 9 | 9 |
| 25 Oct | 2156.70 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2131.55 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2074.55 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2132.05 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2151.95 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2179.70 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2176.30 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2195.30 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2250.90 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2243.90 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2224.50 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2154.65 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2286.05 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2216.95 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2174.90 | 162.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 2218.50 | 162.5 | - | 0 | 0 | 0 | |
For Lupin Limited - strike price 2300 expiring on 28NOV2024
Delta for 2300 PE is -
Historical price for 2300 PE is as follows
On 14 Nov LUPIN was trading at 2015.85. The strike last trading price was 269.1, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 13 Nov LUPIN was trading at 2039.00. The strike last trading price was 260, which was 47.00 higher than the previous day. The implied volatity was 52.06, the open interest changed by -4 which decreased total open position to 34
On 12 Nov LUPIN was trading at 2090.10. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Nov LUPIN was trading at 2084.90. The strike last trading price was 213, which was 39.00 higher than the previous day. The implied volatity was 32.99, the open interest changed by -4 which decreased total open position to 38
On 8 Nov LUPIN was trading at 2104.60. The strike last trading price was 174, which was -28.50 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 41
On 7 Nov LUPIN was trading at 2111.50. The strike last trading price was 202.5, which was 50.55 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 31
On 6 Nov LUPIN was trading at 2166.05. The strike last trading price was 151.95, which was 0.20 higher than the previous day. The implied volatity was 35.70, the open interest changed by -40 which decreased total open position to 34
On 5 Nov LUPIN was trading at 2181.75. The strike last trading price was 151.75, which was 4.40 higher than the previous day. The implied volatity was 37.11, the open interest changed by -1 which decreased total open position to 74
On 4 Nov LUPIN was trading at 2188.35. The strike last trading price was 147.35, which was 4.35 higher than the previous day. The implied volatity was 40.22, the open interest changed by 11 which increased total open position to 73
On 1 Nov LUPIN was trading at 2197.70. The strike last trading price was 143, which was -13.10 lower than the previous day. The implied volatity was 39.76, the open interest changed by 0 which decreased total open position to 60
On 31 Oct LUPIN was trading at 2186.95. The strike last trading price was 156.1, which was -17.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LUPIN was trading at 2158.25. The strike last trading price was 173.9, which was 38.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LUPIN was trading at 2206.15. The strike last trading price was 135.85, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LUPIN was trading at 2204.70. The strike last trading price was 133, which was -29.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LUPIN was trading at 2156.70. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LUPIN was trading at 2131.55. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LUPIN was trading at 2074.55. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LUPIN was trading at 2132.05. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LUPIN was trading at 2151.95. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LUPIN was trading at 2179.70. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LUPIN was trading at 2176.30. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LUPIN was trading at 2195.30. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LUPIN was trading at 2250.90. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LUPIN was trading at 2243.90. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LUPIN was trading at 2224.50. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LUPIN was trading at 2154.65. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LUPIN was trading at 2286.05. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LUPIN was trading at 2216.95. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LUPIN was trading at 2174.90. The strike last trading price was 162.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept LUPIN was trading at 2218.50. The strike last trading price was 162.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
