LUPIN
Lupin Limited
Historical option data for LUPIN
06 May 2026 04:10 PM IST
| LUPIN 26-May-2026 (19d) 2380 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.02
Theta: -1.85
Gamma: 0.00194
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 2442.90 | 113.85 | 56.64999999999999 (99.04%) | 32.89 | 1,657 | -34 | 109 | |||||||||
| 5 May | 2343.30 | 57.5 | -2.299999999999997 (-3.85%) | 32.48 | 461 | 54 | 147 | |||||||||
| 4 May | 2348.80 | 59.15 | 14.449999999999996 (32.33%) | 30.06 | 275 | 51 | 92 | |||||||||
| 30 Apr | 2305.20 | 43.55 | -1.4000000000000057 (-3.11%) | 28.99 | 124 | 20 | 61 | |||||||||
| 29 Apr | 2311.40 | 43.85 | -3.049999999999997 (-6.50%) | 27.67 | 65 | 2 | 43 | |||||||||
| 28 Apr | 2302.70 | 47.5 | -18.349999999999994 (-27.87%) | 29.52 | 106 | 0 | 41 | |||||||||
| 27 Apr | 2324.50 | 66.15 | 12.550000000000004 (23.41%) | 32.63 | 34 | 10 | 41 | |||||||||
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| 24 Apr | 2296.10 | 53.6 | -25.65 (-32.37%) | 31.14 | 30 | 14 | 31 | |||||||||
| 23 Apr | 2341.40 | 81.5 | -2.5 (-2.98%) | 33.45 | 27 | 15 | 16 | |||||||||
| 22 Apr | 2307.90 | 84 | 19.799999999999997 (30.84%) | - | 0 | 0 | 1 | |||||||||
| 21 Apr | 2311.50 | 84 | 19.799999999999997 (30.84%) | 34.52 | 0 | 0 | 1 | |||||||||
| 20 Apr | 2328.70 | 84 | -0.29999999999999716 (-0.36%) | 34.52 | 1 | 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%) | 0.82 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2295.10 | 84.3 | 0 (0.00%) | 1.45 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2294.10 | 84.3 | 0 (0.00%) | 1.89 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2298.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 2279.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 2274.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 2274.90 | 0 | 0 (0.00%) | 1.53 | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 2380 expiring on 26MAY2026
Delta for 2380 CE is 0.66
Historical price for 2380 CE is as follows
On 6 May LUPIN was trading at 2442.90. The strike last trading price was 113.85, which was 56.64999999999999 higher than the previous day. The implied volatity was 32.89, the open interest changed by -34 which decreased total open position to 109
On 5 May LUPIN was trading at 2343.30. The strike last trading price was 57.5, which was -2.299999999999997 lower than the previous day. The implied volatity was 32.48, the open interest changed by 54 which increased total open position to 147
On 4 May LUPIN was trading at 2348.80. The strike last trading price was 59.15, which was 14.449999999999996 higher than the previous day. The implied volatity was 30.06, the open interest changed by 51 which increased total open position to 92
On 30 Apr LUPIN was trading at 2305.20. The strike last trading price was 43.55, which was -1.4000000000000057 lower than the previous day. The implied volatity was 28.99, the open interest changed by 20 which increased total open position to 61
On 29 Apr LUPIN was trading at 2311.40. The strike last trading price was 43.85, which was -3.049999999999997 lower than the previous day. The implied volatity was 27.67, the open interest changed by 2 which increased total open position to 43
On 28 Apr LUPIN was trading at 2302.70. The strike last trading price was 47.5, which was -18.349999999999994 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 41
On 27 Apr LUPIN was trading at 2324.50. The strike last trading price was 66.15, which was 12.550000000000004 higher than the previous day. The implied volatity was 32.63, the open interest changed by 10 which increased total open position to 41
On 24 Apr LUPIN was trading at 2296.10. The strike last trading price was 53.6, which was -25.65 lower than the previous day. The implied volatity was 31.14, the open interest changed by 14 which increased total open position to 31
On 23 Apr LUPIN was trading at 2341.40. The strike last trading price was 81.5, which was -2.5 lower than the previous day. The implied volatity was 33.45, the open interest changed by 15 which increased total open position to 16
On 22 Apr LUPIN was trading at 2307.90. The strike last trading price was 84, which was 19.799999999999997 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr LUPIN was trading at 2311.50. The strike last trading price was 84, which was 19.799999999999997 higher than the previous day. The implied volatity was 34.52, the open interest changed by 0 which decreased total open position to 1
On 20 Apr LUPIN was trading at 2328.70. The strike last trading price was 84, which was -0.29999999999999716 lower than the previous day. The implied volatity was 34.52, 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 0.82, 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 84.3, which was 0 lower than the previous day. The implied volatity was 1.45, 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 84.3, which was 0 lower than the previous day. The implied volatity was 1.89, 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 -, 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 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 -, 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 1.53, the open interest changed by 0 which decreased total open position to 0
| LUPIN 26-May-2026 (19d) 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.02
Theta: -1.22
Gamma: 0.00215
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 2442.90 | 35.15 | -49.300000000000004 (-58.38%) | 28.66 | 767 | 143 | 173 |
| 5 May | 2343.30 | 85 | -0.8499999999999943 (-0.99%) | 30.25 | 41 | 10 | 28 |
| 4 May | 2348.80 | 85.6 | -27.950000000000003 (-24.61%) | 31.73 | 19 | 0 | 18 |
| 30 Apr | 2305.20 | 113.55 | 0.8499999999999943 (0.75%) | 30.15 | 6 | 0 | 18 |
| 29 Apr | 2311.40 | 112.7 | -7.299999999999997 (-6.08%) | 29.42 | 42 | 14 | 17 |
| 28 Apr | 2302.70 | 120 | -12.900000000000006 (-9.71%) | 29.72 | 2 | 0 | 1 |
| 27 Apr | 2324.50 | 132.9 | 132.9 (42.90%) | 27.89 | 0 | 0 | 1 |
| 24 Apr | 2296.10 | 132.9 | 39.900000000000006 (42.90%) | 27.89 | 1 | 0 | 1 |
| 23 Apr | 2341.40 | 93 | -31.099999999999994 (-25.06%) | 28.98 | 1 | 0 | 0 |
| 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 | 0 | 0 |
| 9 Apr | 2295.10 | 124.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2294.10 | 124.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 2298.30 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 2279.90 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 2274.50 | 124.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 2274.90 | 124.1 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Lupin Limited - strike price 2380 expiring on 26MAY2026
Delta for 2380 PE is -0.32
Historical price for 2380 PE is as follows
On 6 May LUPIN was trading at 2442.90. The strike last trading price was 35.15, which was -49.300000000000004 lower than the previous day. The implied volatity was 28.66, the open interest changed by 143 which increased total open position to 173
On 5 May LUPIN was trading at 2343.30. The strike last trading price was 85, which was -0.8499999999999943 lower than the previous day. The implied volatity was 30.25, the open interest changed by 10 which increased total open position to 28
On 4 May LUPIN was trading at 2348.80. The strike last trading price was 85.6, which was -27.950000000000003 lower than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 18
On 30 Apr LUPIN was trading at 2305.20. The strike last trading price was 113.55, which was 0.8499999999999943 higher than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 18
On 29 Apr LUPIN was trading at 2311.40. The strike last trading price was 112.7, which was -7.299999999999997 lower than the previous day. The implied volatity was 29.42, the open interest changed by 14 which increased total open position to 17
On 28 Apr LUPIN was trading at 2302.70. The strike last trading price was 120, which was -12.900000000000006 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 1
On 27 Apr LUPIN was trading at 2324.50. The strike last trading price was 132.9, which was 132.9 higher than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 1
On 24 Apr LUPIN was trading at 2296.10. The strike last trading price was 132.9, which was 39.900000000000006 higher than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 1
On 23 Apr LUPIN was trading at 2341.40. The strike last trading price was 93, which was -31.099999999999994 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 0
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 -, 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 124.1, 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 124.1, 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 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 -, 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 2 Apr LUPIN was trading at 2274.50. The strike last trading price was 124.1, 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 124.1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
