Historical option data for LUPIN
26 May 2026 04:10 PM IST
| LUPIN 30-Jun-2026 (34d) 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0.03
Theta: -1.03
Gamma: 0.00247
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 2266.00 | 51.4 | -8.6 (-14.33%) | 22.8 | 515 | 123 | 857 | |||||||||
| 25 May | 2287.20 | 61.65 | 5.65 (10.09%) | 20.96 | 673 | 58 | 734 | |||||||||
| 22 May | 2281.80 | 55.7 | -0.3 (-0.54%) | 21.2 | 497 | 60 | 676 | |||||||||
| 21 May | 2284.50 | 55.1 | -11.9 (-17.76%) | 18.36 | 705 | 342 | 617 | |||||||||
| 20 May | 2285.50 | 66.7 | -7.3 (-9.86%) | 23.38 | 297 | 108 | 276 | |||||||||
| 19 May | 2287.40 | 75 | 15 (25.00%) | 24.14 | 134 | 38 | 167 | |||||||||
| 18 May | 2252.40 | 59.95 | -18.05 (-23.14%) | 24.47 | 102 | 48 | 129 | |||||||||
| 15 May | 2276.20 | 78 | 4.5 (6.12%) | 26.12 | 81 | 20 | 81 | |||||||||
| 14 May | 2258.20 | 73.5 | 12.7 (20.89%) | 26.71 | 59 | -7 | 60 | |||||||||
| 13 May | 2215.60 | 60.1 | -22.1 (-26.89%) | 0 | 70 | 43 | 68 | |||||||||
| 12 May | 2245.40 | 82.2 | 4.85 (6.27%) | 0 | 28 | 14 | 25 | |||||||||
| 11 May | 2255.90 | 76 | -42 (-35.59%) | 28.2 | 16 | 9 | 9 | |||||||||
| 8 May | 2379.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 2460.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 2442.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 2343.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 2348.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2300 expiring on 30JUN2026
Delta for 2300 CE is 0.45
Historical price for 2300 CE is as follows
On 26 May LUPIN was trading at 2266.00. The strike last trading price was 51.4, which was -8.6 lower than the previous day. The implied volatity was 22.8, the open interest changed by 123 which increased total open position to 857
On 25 May LUPIN was trading at 2287.20. The strike last trading price was 61.65, which was 5.65 higher than the previous day. The implied volatity was 20.96, the open interest changed by 58 which increased total open position to 734
On 22 May LUPIN was trading at 2281.80. The strike last trading price was 55.7, which was -0.3 lower than the previous day. The implied volatity was 21.2, the open interest changed by 60 which increased total open position to 676
On 21 May LUPIN was trading at 2284.50. The strike last trading price was 55.1, which was -11.9 lower than the previous day. The implied volatity was 18.36, the open interest changed by 342 which increased total open position to 617
On 20 May LUPIN was trading at 2285.50. The strike last trading price was 66.7, which was -7.3 lower than the previous day. The implied volatity was 23.38, the open interest changed by 108 which increased total open position to 276
On 19 May LUPIN was trading at 2287.40. The strike last trading price was 75, which was 15 higher than the previous day. The implied volatity was 24.14, the open interest changed by 38 which increased total open position to 167
On 18 May LUPIN was trading at 2252.40. The strike last trading price was 59.95, which was -18.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 48 which increased total open position to 129
On 15 May LUPIN was trading at 2276.20. The strike last trading price was 78, which was 4.5 higher than the previous day. The implied volatity was 26.12, the open interest changed by 20 which increased total open position to 81
On 14 May LUPIN was trading at 2258.20. The strike last trading price was 73.5, which was 12.7 higher than the previous day. The implied volatity was 26.71, the open interest changed by -7 which decreased total open position to 60
On 13 May LUPIN was trading at 2215.60. The strike last trading price was 60.1, which was -22.1 lower than the previous day. The implied volatity was 0, the open interest changed by 43 which increased total open position to 68
On 12 May LUPIN was trading at 2245.40. The strike last trading price was 82.2, which was 4.85 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 25
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 76, which was -42 lower than the previous day. The implied volatity was 28.2, the open interest changed by 9 which increased total open position to 9
On 8 May LUPIN was trading at 2379.50. The strike last trading price was 0, 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 7 May LUPIN was trading at 2460.10. The strike last trading price was 0, 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 May LUPIN was trading at 2442.90. The strike last trading price was 0, 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 May LUPIN was trading at 2343.30. The strike last trading price was 0, 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 May LUPIN was trading at 2348.80. The strike last trading price was 0, 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 30-Jun-2026 (34d) 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.03
Theta: -0.62
Gamma: 0.00265
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 2266.00 | 75 | 6.05 (8.77%) | 21.15 | 197 | 91 | 426 |
| 25 May | 2287.20 | 67.8 | -22.25 (-24.71%) | 23.98 | 249 | 21 | 335 |
| 22 May | 2281.80 | 89.05 | 0 (0.00%) | 27.14 | 97 | 12 | 315 |
| 21 May | 2284.50 | 90.95 | -0.45 (-0.49%) | 29.84 | 323 | 128 | 303 |
| 20 May | 2285.50 | 91.95 | 10.1 (12.34%) | 28.54 | 182 | 110 | 174 |
| 19 May | 2287.40 | 82.45 | -18.9 (-18.65%) | 26.78 | 42 | 25 | 62 |
| 18 May | 2252.40 | 101.35 | 8.5 (9.15%) | 26.49 | 14 | 4 | 36 |
| 15 May | 2276.20 | 92.85 | 5.5 (6.30%) | 25.71 | 18 | 9 | 32 |
| 14 May | 2258.20 | 87.35 | -31.9 (-26.75%) | 24.38 | 15 | 4 | 24 |
| 13 May | 2215.60 | 118.85 | 28.15 (31.04%) | 0 | 21 | 10 | 19 |
| 12 May | 2245.40 | 90.7 | -10.95 (-10.77%) | 0 | 7 | 0 | 9 |
| 11 May | 2255.90 | 101.65 | 54.35 (114.90%) | 0 | 16 | 8 | 10 |
| 8 May | 2379.50 | 47.3 | -44.9 (-48.70%) | 24.05 | 3 | 2 | 2 |
| 7 May | 2460.10 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2442.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2343.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2348.80 | 0 | 0 | - | 0 | 0 | 0 |
For Lupin Limited - strike price 2300 expiring on 30JUN2026
Delta for 2300 PE is -0.56
Historical price for 2300 PE is as follows
On 26 May LUPIN was trading at 2266.00. The strike last trading price was 75, which was 6.05 higher than the previous day. The implied volatity was 21.15, the open interest changed by 91 which increased total open position to 426
On 25 May LUPIN was trading at 2287.20. The strike last trading price was 67.8, which was -22.25 lower than the previous day. The implied volatity was 23.98, the open interest changed by 21 which increased total open position to 335
On 22 May LUPIN was trading at 2281.80. The strike last trading price was 89.05, which was 0 lower than the previous day. The implied volatity was 27.14, the open interest changed by 12 which increased total open position to 315
On 21 May LUPIN was trading at 2284.50. The strike last trading price was 90.95, which was -0.45 lower than the previous day. The implied volatity was 29.84, the open interest changed by 128 which increased total open position to 303
On 20 May LUPIN was trading at 2285.50. The strike last trading price was 91.95, which was 10.1 higher than the previous day. The implied volatity was 28.54, the open interest changed by 110 which increased total open position to 174
On 19 May LUPIN was trading at 2287.40. The strike last trading price was 82.45, which was -18.9 lower than the previous day. The implied volatity was 26.78, the open interest changed by 25 which increased total open position to 62
On 18 May LUPIN was trading at 2252.40. The strike last trading price was 101.35, which was 8.5 higher than the previous day. The implied volatity was 26.49, the open interest changed by 4 which increased total open position to 36
On 15 May LUPIN was trading at 2276.20. The strike last trading price was 92.85, which was 5.5 higher than the previous day. The implied volatity was 25.71, the open interest changed by 9 which increased total open position to 32
On 14 May LUPIN was trading at 2258.20. The strike last trading price was 87.35, which was -31.9 lower than the previous day. The implied volatity was 24.38, the open interest changed by 4 which increased total open position to 24
On 13 May LUPIN was trading at 2215.60. The strike last trading price was 118.85, which was 28.15 higher than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 19
On 12 May LUPIN was trading at 2245.40. The strike last trading price was 90.7, which was -10.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 9
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 101.65, which was 54.35 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 10
On 8 May LUPIN was trading at 2379.50. The strike last trading price was 47.3, which was -44.9 lower than the previous day. The implied volatity was 24.05, the open interest changed by 2 which increased total open position to 2
On 7 May LUPIN was trading at 2460.10. The strike last trading price was 0, 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 May LUPIN was trading at 2442.90. The strike last trading price was 0, 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 May LUPIN was trading at 2343.30. The strike last trading price was 0, 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 May LUPIN was trading at 2348.80. The strike last trading price was 0, 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
