Historical option data for LUPIN
29 Jun 2026 10:50 AM IST
| LUPIN 28-Jul-2026 (27d) 2380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.03
Theta: -1.11
Gamma: 0.0026
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2402.00 | 77.3 | 32.3 (71.78%) | 21.68 | 461 | 39 | 124 | |||||||||
| 25 Jun | 2343.50 | 45 | -20 (-30.77%) | 20.3 | 58 | 5 | 84 | |||||||||
| 24 Jun | 2367.60 | 66 | 8 (13.79%) | 22.38 | 120 | 58 | 78 | |||||||||
| 23 Jun | 2357.80 | 57 | 9 (18.75%) | 21.5 | 99 | 1 | 20 | |||||||||
| 22 Jun | 2340.00 | 48.45 | -21.55 (-30.79%) | 20.14 | 21 | 20 | 20 | |||||||||
For Lupin Limited - strike price 2380 expiring on 28JUL2026
Delta for 2380 CE is 0.6
Historical price for 2380 CE is as follows
On 29 Jun LUPIN was trading at 2402.00. The strike last trading price was 77.3, which was 32.3 higher than the previous day. The implied volatity was 21.68, the open interest changed by 39 which increased total open position to 124
On 25 Jun LUPIN was trading at 2343.50. The strike last trading price was 45, which was -20 lower than the previous day. The implied volatity was 20.3, the open interest changed by 5 which increased total open position to 84
On 24 Jun LUPIN was trading at 2367.60. The strike last trading price was 66, which was 8 higher than the previous day. The implied volatity was 22.38, the open interest changed by 58 which increased total open position to 78
On 23 Jun LUPIN was trading at 2357.80. The strike last trading price was 57, which was 9 higher than the previous day. The implied volatity was 21.5, the open interest changed by 1 which increased total open position to 20
On 22 Jun LUPIN was trading at 2340.00. The strike last trading price was 48.45, which was -21.55 lower than the previous day. The implied volatity was 20.14, the open interest changed by 20 which increased total open position to 20
| LUPIN 28-Jul-2026 (27d) 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.03
Theta: -0.94
Gamma: 0.00221
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2402.00 | 54 | -26.35 (-32.79%) | 25.75 | 47 | 21 | 36 |
| 25 Jun | 2343.50 | 80.35 | 7.85 (10.83%) | 24.87 | 28 | 10 | 14 |
| 24 Jun | 2367.60 | 72.5 | -9.6 (-11.69%) | 26.55 | 2 | 1 | 3 |
| 23 Jun | 2357.80 | 82.1 | 82.1 (-48.61%) | 23.43 | 2 | 0 | 2 |
| 22 Jun | 2340.00 | 82.1 | -77.65 (-48.61%) | 23.43 | 2 | 2 | 2 |
For Lupin Limited - strike price 2380 expiring on 28JUL2026
Delta for 2380 PE is -0.41
Historical price for 2380 PE is as follows
On 29 Jun LUPIN was trading at 2402.00. The strike last trading price was 54, which was -26.35 lower than the previous day. The implied volatity was 25.75, the open interest changed by 21 which increased total open position to 36
On 25 Jun LUPIN was trading at 2343.50. The strike last trading price was 80.35, which was 7.85 higher than the previous day. The implied volatity was 24.87, the open interest changed by 10 which increased total open position to 14
On 24 Jun LUPIN was trading at 2367.60. The strike last trading price was 72.5, which was -9.6 lower than the previous day. The implied volatity was 26.55, the open interest changed by 1 which increased total open position to 3
On 23 Jun LUPIN was trading at 2357.80. The strike last trading price was 82.1, which was 82.1 higher than the previous day. The implied volatity was 23.43, the open interest changed by 0 which decreased total open position to 2
On 22 Jun LUPIN was trading at 2340.00. The strike last trading price was 82.1, which was -77.65 lower than the previous day. The implied volatity was 23.43, the open interest changed by 2 which increased total open position to 2
