Historical option data for LUPIN
16 Jun 2026 03:27 PM IST
| LUPIN 30-Jun-2026 (14d) 2340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.01
Theta: -1.02
Gamma: 0.00394
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 2279.60 | 12.25 | -1.75 (-12.50%) | 18.04 | 344 | 4 | 163 | |||||||||
| 15 Jun | 2273.10 | 14.7 | -4.3 (-22.63%) | 20.56 | 232 | -10 | 156 | |||||||||
| 12 Jun | 2293.30 | 18.45 | 1.45 (8.53%) | 17.46 | 200 | -1 | 166 | |||||||||
| 11 Jun | 2273.30 | 18 | 4 (28.57%) | 19.38 | 262 | -35 | 168 | |||||||||
| 10 Jun | 2247.20 | 13.3 | -4.7 (-26.11%) | 19.99 | 201 | 41 | 205 | |||||||||
| 9 Jun | 2264.20 | 17.6 | -2.4 (-12.00%) | 19.35 | 111 | -1 | 163 | |||||||||
| 8 Jun | 2254.50 | 17.75 | -7.25 (-29.00%) | 22.26 | 157 | 4 | 164 | |||||||||
| 5 Jun | 2267.70 | 22.95 | 1.95 (9.29%) | 21.05 | 919 | 57 | 160 | |||||||||
| 4 Jun | 2249.80 | 21.1 | -5.9 (-21.85%) | 20.82 | 69 | 2 | 103 | |||||||||
| 3 Jun | 2261.20 | 27.4 | 2.4 (9.60%) | 22.09 | 93 | 12 | 100 | |||||||||
| 2 Jun | 2249.80 | 24.15 | -5.85 (-19.50%) | 22.2 | 46 | -4 | 88 | |||||||||
| 1 Jun | 2262.90 | 29.85 | -5.15 (-14.71%) | 22.54 | 80 | 11 | 92 | |||||||||
| 29 May | 2267.70 | 36.15 | -2.85 (-7.31%) | 22.15 | 111 | 32 | 81 | |||||||||
| 27 May | 2276.40 | 38.2 | 0.2 (0.53%) | 21.51 | 94 | 29 | 51 | |||||||||
| 26 May | 2266.00 | 36.85 | -6.15 (-14.30%) | 22.38 | 27 | 21 | 22 | |||||||||
| 25 May | 2287.20 | 43 | -56 (-56.57%) | 20.58 | 1 | 0 | 0 | |||||||||
| 22 May | 2281.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 2284.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 2285.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 2287.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 2252.40 | 0 | -98.55 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 2276.20 | 0 | -98.55 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 2258.20 | 0 | -98.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2215.60 | 0 | -98.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2245.40 | 0 | -98.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2255.90 | 0 | -99 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 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 2340 expiring on 30JUN2026
Delta for 2340 CE is 0.25
Historical price for 2340 CE is as follows
On 16 Jun LUPIN was trading at 2279.60. The strike last trading price was 12.25, which was -1.75 lower than the previous day. The implied volatity was 18.04, the open interest changed by 4 which increased total open position to 163
On 15 Jun LUPIN was trading at 2273.10. The strike last trading price was 14.7, which was -4.3 lower than the previous day. The implied volatity was 20.56, the open interest changed by -10 which decreased total open position to 156
On 12 Jun LUPIN was trading at 2293.30. The strike last trading price was 18.45, which was 1.45 higher than the previous day. The implied volatity was 17.46, the open interest changed by -1 which decreased total open position to 166
On 11 Jun LUPIN was trading at 2273.30. The strike last trading price was 18, which was 4 higher than the previous day. The implied volatity was 19.38, the open interest changed by -35 which decreased total open position to 168
On 10 Jun LUPIN was trading at 2247.20. The strike last trading price was 13.3, which was -4.7 lower than the previous day. The implied volatity was 19.99, the open interest changed by 41 which increased total open position to 205
On 9 Jun LUPIN was trading at 2264.20. The strike last trading price was 17.6, which was -2.4 lower than the previous day. The implied volatity was 19.35, the open interest changed by -1 which decreased total open position to 163
On 8 Jun LUPIN was trading at 2254.50. The strike last trading price was 17.75, which was -7.25 lower than the previous day. The implied volatity was 22.26, the open interest changed by 4 which increased total open position to 164
On 5 Jun LUPIN was trading at 2267.70. The strike last trading price was 22.95, which was 1.95 higher than the previous day. The implied volatity was 21.05, the open interest changed by 57 which increased total open position to 160
On 4 Jun LUPIN was trading at 2249.80. The strike last trading price was 21.1, which was -5.9 lower than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 103
On 3 Jun LUPIN was trading at 2261.20. The strike last trading price was 27.4, which was 2.4 higher than the previous day. The implied volatity was 22.09, the open interest changed by 12 which increased total open position to 100
On 2 Jun LUPIN was trading at 2249.80. The strike last trading price was 24.15, which was -5.85 lower than the previous day. The implied volatity was 22.2, the open interest changed by -4 which decreased total open position to 88
On 1 Jun LUPIN was trading at 2262.90. The strike last trading price was 29.85, which was -5.15 lower than the previous day. The implied volatity was 22.54, the open interest changed by 11 which increased total open position to 92
On 29 May LUPIN was trading at 2267.70. The strike last trading price was 36.15, which was -2.85 lower than the previous day. The implied volatity was 22.15, the open interest changed by 32 which increased total open position to 81
On 27 May LUPIN was trading at 2276.40. The strike last trading price was 38.2, which was 0.2 higher than the previous day. The implied volatity was 21.51, the open interest changed by 29 which increased total open position to 51
On 26 May LUPIN was trading at 2266.00. The strike last trading price was 36.85, which was -6.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by 21 which increased total open position to 22
On 25 May LUPIN was trading at 2287.20. The strike last trading price was 43, which was -56 lower than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 0
On 22 May LUPIN was trading at 2281.80. 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
On 21 May LUPIN was trading at 2284.50. 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 May LUPIN was trading at 2285.50. 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 19 May LUPIN was trading at 2287.40. 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 18 May LUPIN was trading at 2252.40. The strike last trading price was 0, which was -98.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LUPIN was trading at 2276.20. The strike last trading price was 0, which was -98.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LUPIN was trading at 2258.20. The strike last trading price was 0, which was -98.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LUPIN was trading at 2215.60. The strike last trading price was 0, which was -98.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LUPIN was trading at 2245.40. The strike last trading price was 0, which was -98.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 0, which was -99 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
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 (14d) 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.02
Theta: -1
Gamma: 0.00325
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 2279.60 | 78.5 | 78.5 (27.13%) | 23.13 | 3 | 0 | 16 |
| 15 Jun | 2273.10 | 78.5 | 16.75 (27.13%) | 23.13 | 3 | -1 | 18 |
| 12 Jun | 2293.30 | 61.75 | -18.25 (-22.81%) | 19.16 | 11 | 1 | 18 |
| 11 Jun | 2273.30 | 80 | -10.2 (-11.31%) | 22.24 | 1 | 0 | 17 |
| 10 Jun | 2247.20 | 90.2 | 90.2 (-1.26%) | 22.37 | 11 | 0 | 17 |
| 9 Jun | 2264.20 | 90.2 | -1.15 (-1.26%) | 22.37 | 11 | -5 | 17 |
| 8 Jun | 2254.50 | 91.35 | 91.35 | - | 20 | 0 | 22 |
| 5 Jun | 2267.70 | 91.35 | 2.7 (3.05%) | 21.42 | 20 | 6 | 23 |
| 4 Jun | 2249.80 | 88.65 | 88.65 (-2.48%) | 18.43 | 13 | 0 | 17 |
| 3 Jun | 2261.20 | 88.65 | -2.25 (-2.48%) | 18.43 | 13 | 2 | 19 |
| 2 Jun | 2249.80 | 90.9 | 90.9 (-2.51%) | 17.57 | 18 | 0 | 17 |
| 1 Jun | 2262.90 | 91.4 | -2.35 (-2.51%) | 17.57 | 18 | 4 | 17 |
| 29 May | 2267.70 | 96.2 | 4.2 (4.57%) | 21.21 | 36 | 8 | 12 |
| 27 May | 2276.40 | 92 | 92 | - | 2 | 0 | 4 |
| 26 May | 2266.00 | 92 | 92 (0.00%) | - | 2 | 0 | 4 |
| 25 May | 2287.20 | 102 | 0 (0.00%) | 24.12 | 2 | 0 | 3 |
| 22 May | 2281.80 | 102 | -17 (-14.29%) | 29.24 | 2 | 2 | 3 |
| 21 May | 2284.50 | 119 | 26.4 (28.51%) | 32.05 | 1 | 0 | 1 |
| 20 May | 2285.50 | 92.6 | 0 (0.00%) | 23.56 | 0 | 0 | 1 |
| 19 May | 2287.40 | 92.6 | -19.95 (-17.73%) | 23.56 | 1 | 1 | 1 |
| 18 May | 2252.40 | 0 | -112.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2276.20 | 0 | -112.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2258.20 | 0 | -112.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2215.60 | 0 | -112.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2245.40 | 0 | -112.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2255.90 | 0 | -112.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 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 2340 expiring on 30JUN2026
Delta for 2340 PE is -0.69
Historical price for 2340 PE is as follows
On 16 Jun LUPIN was trading at 2279.60. The strike last trading price was 78.5, which was 78.5 higher than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 16
On 15 Jun LUPIN was trading at 2273.10. The strike last trading price was 78.5, which was 16.75 higher than the previous day. The implied volatity was 23.13, the open interest changed by -1 which decreased total open position to 18
On 12 Jun LUPIN was trading at 2293.30. The strike last trading price was 61.75, which was -18.25 lower than the previous day. The implied volatity was 19.16, the open interest changed by 1 which increased total open position to 18
On 11 Jun LUPIN was trading at 2273.30. The strike last trading price was 80, which was -10.2 lower than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 17
On 10 Jun LUPIN was trading at 2247.20. The strike last trading price was 90.2, which was 90.2 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 17
On 9 Jun LUPIN was trading at 2264.20. The strike last trading price was 90.2, which was -1.15 lower than the previous day. The implied volatity was 22.37, the open interest changed by -5 which decreased total open position to 17
On 8 Jun LUPIN was trading at 2254.50. The strike last trading price was 91.35, which was 91.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Jun LUPIN was trading at 2267.70. The strike last trading price was 91.35, which was 2.7 higher than the previous day. The implied volatity was 21.42, the open interest changed by 6 which increased total open position to 23
On 4 Jun LUPIN was trading at 2249.80. The strike last trading price was 88.65, which was 88.65 higher than the previous day. The implied volatity was 18.43, the open interest changed by 0 which decreased total open position to 17
On 3 Jun LUPIN was trading at 2261.20. The strike last trading price was 88.65, which was -2.25 lower than the previous day. The implied volatity was 18.43, the open interest changed by 2 which increased total open position to 19
On 2 Jun LUPIN was trading at 2249.80. The strike last trading price was 90.9, which was 90.9 higher than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 17
On 1 Jun LUPIN was trading at 2262.90. The strike last trading price was 91.4, which was -2.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by 4 which increased total open position to 17
On 29 May LUPIN was trading at 2267.70. The strike last trading price was 96.2, which was 4.2 higher than the previous day. The implied volatity was 21.21, the open interest changed by 8 which increased total open position to 12
On 27 May LUPIN was trading at 2276.40. The strike last trading price was 92, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May LUPIN was trading at 2266.00. The strike last trading price was 92, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 May LUPIN was trading at 2287.20. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 24.12, the open interest changed by 0 which decreased total open position to 3
On 22 May LUPIN was trading at 2281.80. The strike last trading price was 102, which was -17 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 3
On 21 May LUPIN was trading at 2284.50. The strike last trading price was 119, which was 26.4 higher than the previous day. The implied volatity was 32.05, the open interest changed by 0 which decreased total open position to 1
On 20 May LUPIN was trading at 2285.50. The strike last trading price was 92.6, which was 0 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 1
On 19 May LUPIN was trading at 2287.40. The strike last trading price was 92.6, which was -19.95 lower than the previous day. The implied volatity was 23.56, the open interest changed by 1 which increased total open position to 1
On 18 May LUPIN was trading at 2252.40. The strike last trading price was 0, which was -112.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LUPIN was trading at 2276.20. The strike last trading price was 0, which was -112.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LUPIN was trading at 2258.20. The strike last trading price was 0, which was -112.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LUPIN was trading at 2215.60. The strike last trading price was 0, which was -112.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LUPIN was trading at 2245.40. The strike last trading price was 0, which was -112.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LUPIN was trading at 2255.90. The strike last trading price was 0, which was -112.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
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
