LUPIN
Lupin Limited
Historical option data for LUPIN
11 May 2026 04:10 PM IST
| LUPIN 26-May-2026 (14d) 2340 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 May | 2255.90 | 22.55 | -61.75 (-73.25%) | 0 | 2,991 | 661 | 911 | |||||||||
| 8 May | 2379.50 | 79.6 | -68.5 (-46.25%) | 27.45 | 421 | -10 | 252 | |||||||||
| 7 May | 2460.10 | 148.1 | 5.349999999999994 (3.75%) | 30.5 | 107 | -31 | 264 | |||||||||
| 6 May | 2442.90 | 143.15 | 67.5 (89.23%) | 32.88 | 1,139 | -204 | 296 | |||||||||
| 5 May | 2343.30 | 76.35 | -2.25 (-2.86%) | 31 | 1,053 | 56 | 494 | |||||||||
| 4 May | 2348.80 | 78.85 | 18.349999999999994 (30.33%) | 30.36 | 1,904 | 251 | 428 | |||||||||
| 30 Apr | 2305.20 | 58.95 | -1.2999999999999972 (-2.16%) | 29.35 | 272 | 43 | 220 | |||||||||
| 29 Apr | 2311.40 | 59.75 | -2.5 (-4.02%) | 28.78 | 369 | 41 | 177 | |||||||||
| 28 Apr | 2302.70 | 63.35 | -20.249999999999993 (-24.22%) | 30.1 | 415 | 30 | 136 | |||||||||
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| 27 Apr | 2324.50 | 81.1 | 9.299999999999997 (12.95%) | 31.82 | 206 | 46 | 105 | |||||||||
| 24 Apr | 2296.10 | 71.15 | -26.5 (-27.14%) | 31.36 | 89 | 55 | 58 | |||||||||
| 23 Apr | 2341.40 | 97.65 | -4.349999999999994 (-4.26%) | 31.11 | 3 | 2 | 2 | |||||||||
| 22 Apr | 2307.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 2311.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 2328.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 2326.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 2327.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 2338.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2315.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2333.80 | 0 | 0 (0.00%) | 0.25 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2295.10 | 102 | 0 (0.00%) | 0.12 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2294.10 | 102 | 0 (0.00%) | 0.61 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2298.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 2279.90 | 102 | 0 (0.00%) | 1.94 | 0 | 0 | 0 | |||||||||
| 2 Apr | 2274.50 | 0 | 0 (0.00%) | 1.03 | 0 | 0 | 0 | |||||||||
| 1 Apr | 2274.90 | 0 | 0 (0.00%) | 1 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2340 expiring on 26MAY2026
Delta for 2340 CE is 0
Historical price for 2340 CE is as follows
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 22.55, which was -61.75 lower than the previous day. The implied volatity was 0, the open interest changed by 661 which increased total open position to 911
On 8 May LUPIN was trading at 2379.50. The strike last trading price was 79.6, which was -68.5 lower than the previous day. The implied volatity was 27.45, the open interest changed by -10 which decreased total open position to 252
On 7 May LUPIN was trading at 2460.10. The strike last trading price was 148.1, which was 5.349999999999994 higher than the previous day. The implied volatity was 30.5, the open interest changed by -31 which decreased total open position to 264
On 6 May LUPIN was trading at 2442.90. The strike last trading price was 143.15, which was 67.5 higher than the previous day. The implied volatity was 32.88, the open interest changed by -204 which decreased total open position to 296
On 5 May LUPIN was trading at 2343.30. The strike last trading price was 76.35, which was -2.25 lower than the previous day. The implied volatity was 31, the open interest changed by 56 which increased total open position to 494
On 4 May LUPIN was trading at 2348.80. The strike last trading price was 78.85, which was 18.349999999999994 higher than the previous day. The implied volatity was 30.36, the open interest changed by 251 which increased total open position to 428
On 30 Apr LUPIN was trading at 2305.20. The strike last trading price was 58.95, which was -1.2999999999999972 lower than the previous day. The implied volatity was 29.35, the open interest changed by 43 which increased total open position to 220
On 29 Apr LUPIN was trading at 2311.40. The strike last trading price was 59.75, which was -2.5 lower than the previous day. The implied volatity was 28.78, the open interest changed by 41 which increased total open position to 177
On 28 Apr LUPIN was trading at 2302.70. The strike last trading price was 63.35, which was -20.249999999999993 lower than the previous day. The implied volatity was 30.1, the open interest changed by 30 which increased total open position to 136
On 27 Apr LUPIN was trading at 2324.50. The strike last trading price was 81.1, which was 9.299999999999997 higher than the previous day. The implied volatity was 31.82, the open interest changed by 46 which increased total open position to 105
On 24 Apr LUPIN was trading at 2296.10. The strike last trading price was 71.15, which was -26.5 lower than the previous day. The implied volatity was 31.36, the open interest changed by 55 which increased total open position to 58
On 23 Apr LUPIN was trading at 2341.40. The strike last trading price was 97.65, which was -4.349999999999994 lower than the previous day. The implied volatity was 31.11, the open interest changed by 2 which increased total open position to 2
On 22 Apr LUPIN was trading at 2307.90. 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 21 Apr LUPIN was trading at 2311.50. 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 20 Apr LUPIN was trading at 2328.70. 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 17 Apr LUPIN was trading at 2326.10. 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 16 Apr LUPIN was trading at 2327.00. 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 15 Apr LUPIN was trading at 2338.90. 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 13 Apr LUPIN was trading at 2315.10. 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 10 Apr LUPIN was trading at 2333.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LUPIN was trading at 2295.10. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LUPIN was trading at 2294.10. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
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 102, which was 0 lower than the previous day. The implied volatity was 1.94, 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 0, which was 0 lower than the previous day. The implied volatity was 1.03, 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 1, the open interest changed by 0 which decreased total open position to 0
| LUPIN 26-May-2026 (14d) 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.02
Theta: -1.24
Gamma: 0.00239
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 2255.90 | 113.35 | 77.1 (212.69%) | 29.95 | 677 | -113 | 594 |
| 8 May | 2379.50 | 40 | 19.4 (94.17%) | 27.3 | 2,427 | 65 | 706 |
| 7 May | 2460.10 | 20.9 | -2.450000000000003 (-10.49%) | 30.15 | 853 | -12 | 642 |
| 6 May | 2442.90 | 23.3 | -39.25 (-62.75%) | 28.66 | 1,797 | 308 | 657 |
| 5 May | 2343.30 | 61.75 | -3.549999999999997 (-5.44%) | 28.46 | 417 | 48 | 352 |
| 4 May | 2348.80 | 66.3 | -23.5 (-26.17%) | 32.25 | 470 | 127 | 303 |
| 30 Apr | 2305.20 | 88.6 | 2.549999999999997 (2.96%) | 31.78 | 97 | 6 | 182 |
| 29 Apr | 2311.40 | 88.25 | -3.299999999999997 (-3.60%) | 29.1 | 232 | 13 | 176 |
| 28 Apr | 2302.70 | 92.15 | 6.950000000000003 (8.16%) | 29.81 | 313 | 71 | 166 |
| 27 Apr | 2324.50 | 87.3 | -18.299999999999997 (-17.33%) | 32.17 | 134 | 44 | 91 |
| 24 Apr | 2296.10 | 105.6 | 26.599999999999994 (33.67%) | 32.48 | 41 | 12 | 47 |
| 23 Apr | 2341.40 | 79 | -3.4000000000000057 (-4.13%) | 30.07 | 44 | 30 | 34 |
| 22 Apr | 2307.90 | 82.4 | -4.099999999999994 (-4.74%) | 28.1 | 0 | 0 | 4 |
| 21 Apr | 2311.50 | 82.4 | -4.349999999999994 (-5.01%) | 28.1 | 2 | 1 | 3 |
| 20 Apr | 2328.70 | 86.2 | -16 (-15.66%) | 29.89 | 4 | 1 | 1 |
| 17 Apr | 2326.10 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 2327.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 2338.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2315.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2333.80 | 0 | 0 (0.00%) | 0.61 | 0 | 0 | 0 |
| 9 Apr | 2295.10 | 102.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2294.10 | 102.2 | 0 (0.00%) | 0.02 | 0 | 0 | 0 |
| 7 Apr | 2298.30 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 2279.90 | 102.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2274.50 | 102.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 2274.90 | 0 | 0 (0.00%) | 0.56 | 0 | 0 | 0 |
For Lupin Limited - strike price 2340 expiring on 26MAY2026
Delta for 2340 PE is -0.73
Historical price for 2340 PE is as follows
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 113.35, which was 77.1 higher than the previous day. The implied volatity was 29.95, the open interest changed by -113 which decreased total open position to 594
On 8 May LUPIN was trading at 2379.50. The strike last trading price was 40, which was 19.4 higher than the previous day. The implied volatity was 27.3, the open interest changed by 65 which increased total open position to 706
On 7 May LUPIN was trading at 2460.10. The strike last trading price was 20.9, which was -2.450000000000003 lower than the previous day. The implied volatity was 30.15, the open interest changed by -12 which decreased total open position to 642
On 6 May LUPIN was trading at 2442.90. The strike last trading price was 23.3, which was -39.25 lower than the previous day. The implied volatity was 28.66, the open interest changed by 308 which increased total open position to 657
On 5 May LUPIN was trading at 2343.30. The strike last trading price was 61.75, which was -3.549999999999997 lower than the previous day. The implied volatity was 28.46, the open interest changed by 48 which increased total open position to 352
On 4 May LUPIN was trading at 2348.80. The strike last trading price was 66.3, which was -23.5 lower than the previous day. The implied volatity was 32.25, the open interest changed by 127 which increased total open position to 303
On 30 Apr LUPIN was trading at 2305.20. The strike last trading price was 88.6, which was 2.549999999999997 higher than the previous day. The implied volatity was 31.78, the open interest changed by 6 which increased total open position to 182
On 29 Apr LUPIN was trading at 2311.40. The strike last trading price was 88.25, which was -3.299999999999997 lower than the previous day. The implied volatity was 29.1, the open interest changed by 13 which increased total open position to 176
On 28 Apr LUPIN was trading at 2302.70. The strike last trading price was 92.15, which was 6.950000000000003 higher than the previous day. The implied volatity was 29.81, the open interest changed by 71 which increased total open position to 166
On 27 Apr LUPIN was trading at 2324.50. The strike last trading price was 87.3, which was -18.299999999999997 lower than the previous day. The implied volatity was 32.17, the open interest changed by 44 which increased total open position to 91
On 24 Apr LUPIN was trading at 2296.10. The strike last trading price was 105.6, which was 26.599999999999994 higher than the previous day. The implied volatity was 32.48, the open interest changed by 12 which increased total open position to 47
On 23 Apr LUPIN was trading at 2341.40. The strike last trading price was 79, which was -3.4000000000000057 lower than the previous day. The implied volatity was 30.07, the open interest changed by 30 which increased total open position to 34
On 22 Apr LUPIN was trading at 2307.90. The strike last trading price was 82.4, which was -4.099999999999994 lower than the previous day. The implied volatity was 28.1, the open interest changed by 0 which decreased total open position to 4
On 21 Apr LUPIN was trading at 2311.50. The strike last trading price was 82.4, which was -4.349999999999994 lower than the previous day. The implied volatity was 28.1, the open interest changed by 1 which increased total open position to 3
On 20 Apr LUPIN was trading at 2328.70. The strike last trading price was 86.2, which was -16 lower than the previous day. The implied volatity was 29.89, the open interest changed by 1 which increased total open position to 1
On 17 Apr LUPIN was trading at 2326.10. 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 16 Apr LUPIN was trading at 2327.00. 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 15 Apr LUPIN was trading at 2338.90. 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 13 Apr LUPIN was trading at 2315.10. 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 10 Apr LUPIN was trading at 2333.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LUPIN was trading at 2295.10. The strike last trading price was 102.2, 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 8 Apr LUPIN was trading at 2294.10. The strike last trading price was 102.2, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
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 102.2, 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 102.2, 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 0.56, the open interest changed by 0 which decreased total open position to 0
