LUPIN
Lupin Limited
Historical option data for LUPIN
18 Dec 2025 04:12 PM IST
| LUPIN 30-DEC-2025 2320 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.20
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 2119.10 | 0.75 | -0.4 | 24.29 | 3 | 0 | 183 | |||||||||
| 17 Dec | 2113.10 | 1.15 | 0.15 | 24.94 | 100 | 31 | 182 | |||||||||
| 16 Dec | 2090.60 | 1 | 0.45 | 26.37 | 5 | 0 | 150 | |||||||||
| 15 Dec | 2092.60 | 0.6 | -0.25 | 23.36 | 5 | 0 | 150 | |||||||||
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| 12 Dec | 2113.90 | 0.8 | 0.05 | 20.04 | 17 | 1 | 142 | |||||||||
| 11 Dec | 2081.80 | 0.75 | 0.1 | 22.14 | 15 | -13 | 141 | |||||||||
| 10 Dec | 2055.40 | 0.65 | -0.25 | 23.21 | 8 | -7 | 155 | |||||||||
| 9 Dec | 2051.80 | 0.9 | 0 | 23.54 | 5 | -1 | 162 | |||||||||
| 8 Dec | 2070.70 | 0.9 | -0.8 | 22.11 | 19 | -10 | 165 | |||||||||
| 5 Dec | 2098.80 | 1.7 | 0.2 | 20.86 | 27 | -4 | 174 | |||||||||
| 4 Dec | 2092.00 | 1.5 | -0.3 | 20.08 | 6 | 0 | 178 | |||||||||
| 3 Dec | 2080.10 | 1.8 | -0.7 | 20.87 | 47 | 0 | 179 | |||||||||
| 2 Dec | 2082.70 | 2.55 | -0.25 | 21.04 | 53 | -10 | 178 | |||||||||
| 1 Dec | 2081.90 | 2.85 | -0.7 | 22.00 | 187 | 41 | 187 | |||||||||
| 28 Nov | 2082.20 | 3.55 | 0.9 | 21.65 | 44 | 2 | 146 | |||||||||
| 27 Nov | 2071.40 | 2.65 | -0.55 | 20.52 | 62 | 10 | 144 | |||||||||
| 26 Nov | 2071.60 | 3.2 | -0.3 | 21.20 | 156 | 39 | 134 | |||||||||
| 25 Nov | 2042.30 | 3.4 | 1.6 | 23.47 | 233 | 38 | 98 | |||||||||
| 24 Nov | 1999.60 | 1.8 | -2.2 | 24.37 | 17 | 10 | 60 | |||||||||
| 21 Nov | 2029.40 | 4 | -0.5 | 23.60 | 3 | 0 | 47 | |||||||||
| 20 Nov | 2030.80 | 4.5 | -1 | 24.40 | 37 | 1 | 47 | |||||||||
| 19 Nov | 2025.40 | 5.5 | -2.5 | 25.08 | 106 | 42 | 46 | |||||||||
| 18 Nov | 2047.40 | 8 | 0 | - | 0 | 2 | 0 | |||||||||
| 17 Nov | 2052.10 | 8 | 0 | 24.37 | 2 | 1 | 3 | |||||||||
| 14 Nov | 2055.30 | 8 | -2 | 23.38 | 1 | 0 | 1 | |||||||||
| 13 Nov | 2052.90 | 10 | -13.3 | 24.86 | 1 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2320 expiring on 30DEC2025
Delta for 2320 CE is 0.02
Historical price for 2320 CE is as follows
On 18 Dec LUPIN was trading at 2119.10. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 183
On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 24.94, the open interest changed by 31 which increased total open position to 182
On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 150
On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 23.36, the open interest changed by 0 which decreased total open position to 150
On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 1 which increased total open position to 142
On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 22.14, the open interest changed by -13 which decreased total open position to 141
On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by -7 which decreased total open position to 155
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 23.54, the open interest changed by -1 which decreased total open position to 162
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 0.9, which was -0.8 lower than the previous day. The implied volatity was 22.11, the open interest changed by -10 which decreased total open position to 165
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 20.86, the open interest changed by -4 which decreased total open position to 174
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 178
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 179
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 21.04, the open interest changed by -10 which decreased total open position to 178
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 2.85, which was -0.7 lower than the previous day. The implied volatity was 22.00, the open interest changed by 41 which increased total open position to 187
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 3.55, which was 0.9 higher than the previous day. The implied volatity was 21.65, the open interest changed by 2 which increased total open position to 146
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 20.52, the open interest changed by 10 which increased total open position to 144
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 3.2, which was -0.3 lower than the previous day. The implied volatity was 21.20, the open interest changed by 39 which increased total open position to 134
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 3.4, which was 1.6 higher than the previous day. The implied volatity was 23.47, the open interest changed by 38 which increased total open position to 98
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 1.8, which was -2.2 lower than the previous day. The implied volatity was 24.37, the open interest changed by 10 which increased total open position to 60
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 23.60, the open interest changed by 0 which decreased total open position to 47
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 4.5, which was -1 lower than the previous day. The implied volatity was 24.40, the open interest changed by 1 which increased total open position to 47
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 5.5, which was -2.5 lower than the previous day. The implied volatity was 25.08, the open interest changed by 42 which increased total open position to 46
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 3
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 23.38, the open interest changed by 0 which decreased total open position to 1
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 10, which was -13.3 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30DEC2025 2320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.40
Theta: 0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 2119.10 | 200.7 | -62.3 | 29.81 | 2 | -1 | 28 |
| 17 Dec | 2113.10 | 263 | -54 | - | 0 | 0 | 29 |
| 16 Dec | 2090.60 | 263 | -54 | - | 0 | 0 | 29 |
| 15 Dec | 2092.60 | 263 | -54 | - | 0 | 0 | 0 |
| 12 Dec | 2113.90 | 263 | -54 | - | 0 | 0 | 29 |
| 11 Dec | 2081.80 | 263 | -54 | - | 0 | 0 | 29 |
| 10 Dec | 2055.40 | 263 | -54 | - | 0 | 0 | 29 |
| 9 Dec | 2051.80 | 263 | -54 | - | 0 | 0 | 0 |
| 8 Dec | 2070.70 | 263 | -54 | - | 0 | 0 | 29 |
| 5 Dec | 2098.80 | 263 | -54 | - | 0 | 0 | 0 |
| 4 Dec | 2092.00 | 263 | -54 | - | 0 | 0 | 0 |
| 3 Dec | 2080.10 | 263 | -54 | - | 0 | 0 | 0 |
| 2 Dec | 2082.70 | 263 | -54 | - | 0 | 0 | 0 |
| 1 Dec | 2081.90 | 263 | -54 | - | 0 | 0 | 0 |
| 28 Nov | 2082.20 | 263 | -54 | - | 0 | 0 | 0 |
| 27 Nov | 2071.40 | 263 | -54 | - | 0 | 0 | 0 |
| 26 Nov | 2071.60 | 263 | -54 | - | 0 | 14 | 0 |
| 25 Nov | 2042.30 | 263 | -54 | 26.75 | 14 | 13 | 28 |
| 24 Nov | 1999.60 | 317 | 40 | 30.66 | 8 | 7 | 16 |
| 21 Nov | 2029.40 | 277 | 28.7 | - | 0 | 7 | 0 |
| 20 Nov | 2030.80 | 277 | 28.7 | 26.32 | 7 | 3 | 5 |
| 19 Nov | 2025.40 | 248.3 | -115.7 | - | 0 | 0 | 0 |
| 18 Nov | 2047.40 | 248.3 | -115.7 | - | 0 | 0 | 0 |
| 17 Nov | 2052.10 | 248.3 | -115.7 | - | 0 | 0 | 0 |
| 14 Nov | 2055.30 | 248.3 | -115.7 | - | 0 | 1 | 0 |
| 13 Nov | 2052.90 | 248.3 | -115.7 | 27.48 | 1 | 0 | 1 |
For Lupin Limited - strike price 2320 expiring on 30DEC2025
Delta for 2320 PE is -0.95
Historical price for 2320 PE is as follows
On 18 Dec LUPIN was trading at 2119.10. The strike last trading price was 200.7, which was -62.3 lower than the previous day. The implied volatity was 29.81, the open interest changed by -1 which decreased total open position to 28
On 17 Dec LUPIN was trading at 2113.10. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 16 Dec LUPIN was trading at 2090.60. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 15 Dec LUPIN was trading at 2092.60. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LUPIN was trading at 2113.90. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 11 Dec LUPIN was trading at 2081.80. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 10 Dec LUPIN was trading at 2055.40. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 9 Dec LUPIN was trading at 2051.80. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec LUPIN was trading at 2070.70. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 5 Dec LUPIN was trading at 2098.80. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LUPIN was trading at 2092.00. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LUPIN was trading at 2080.10. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LUPIN was trading at 2082.70. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec LUPIN was trading at 2081.90. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LUPIN was trading at 2082.20. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LUPIN was trading at 2071.40. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LUPIN was trading at 2071.60. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 25 Nov LUPIN was trading at 2042.30. The strike last trading price was 263, which was -54 lower than the previous day. The implied volatity was 26.75, the open interest changed by 13 which increased total open position to 28
On 24 Nov LUPIN was trading at 1999.60. The strike last trading price was 317, which was 40 higher than the previous day. The implied volatity was 30.66, the open interest changed by 7 which increased total open position to 16
On 21 Nov LUPIN was trading at 2029.40. The strike last trading price was 277, which was 28.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 20 Nov LUPIN was trading at 2030.80. The strike last trading price was 277, which was 28.7 higher than the previous day. The implied volatity was 26.32, the open interest changed by 3 which increased total open position to 5
On 19 Nov LUPIN was trading at 2025.40. The strike last trading price was 248.3, which was -115.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LUPIN was trading at 2047.40. The strike last trading price was 248.3, which was -115.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LUPIN was trading at 2052.10. The strike last trading price was 248.3, which was -115.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LUPIN was trading at 2055.30. The strike last trading price was 248.3, which was -115.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov LUPIN was trading at 2052.90. The strike last trading price was 248.3, which was -115.7 lower than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 1































































































































































































































