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[--[65.84.65.76]--]
LUPIN
Lupin Limited

2128.05 -23.14 (-1.08%)

Option Chain for LUPIN

24 Jan 2025 09:22 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 425

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 256.45 0.00 1900 -0.10 0.80 43.40 3 -2 234 -0.02
0.00 0 0 0 0.00 276.00 0.00 1920 0.00 1.25 0.00 0 -1 0 0.00
- 0 0 0 - 150.35 0.00 1940 0.00 1.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 123.05 0.00 1960 -0.05 1.05 0.00 0 -7 0 0.00
0.00 0 0 0 0.00 158.75 0.00 1980 0.00 1.35 0.00 0 -7 0 0.00
- 63 0 1 - 135.00 -19.35 2000 0.40 2.45 32.90 18 -5 519 -0.06
0.00 0 0 0 0.00 133.65 0.00 2020 -0.05 2.75 0.00 0 -8 0 0.00
0.00 0 2 0 0.00 124.55 0.00 2040 1.30 5.10 30.47 16 3 170 -0.12
0.00 0 4 0 0.00 99.50 0.00 2060 1.90 7.25 29.34 31 8 289 -0.16
0.00 0 -6 0 0.00 82.35 -2.85 2080 3.30 11.20 29.09 38 -5 218 -0.23
0.71 381 -2 64 24.89 50.00 -17.05 2100 4.15 15.95 28.13 126 -39 887 -0.31
0.60 211 18 74 26.34 38.95 -15.30 2120 7.10 23.75 28.66 77 16 296 -0.40
0.49 466 13 149 25.65 27.25 -13.55 2140 10.65 33.85 28.50 78 -7 393 -0.51
0.38 475 28 138 25.84 19.00 -10.55 2160 11.70 44.05 27.64 44 13 200 -0.61
0.29 418 8 84 26.64 13.35 -7.80 2180 1.75 44.35 0.00 0 -23 0 0.00
0.21 552 -1 112 27.85 9.30 -5.05 2200 17.45 75.50 30.81 2 -1 296 -0.76
0.16 313 15 88 28.38 6.45 -3.75 2220 0.00 71.75 0.00 0 -4 0 0.00
0.11 440 8 55 29.07 4.35 -2.85 2240 1.25 91.45 0.00 0 -1 0 0.00
0.09 459 -1 24 30.68 3.30 -2.05 2260 3.25 109.50 0.00 0 -10 0 0.00
0.06 436 1 12 32.19 2.45 -1.00 2280 0.00 125.80 0.00 0 -4 0 0.00
0.05 1,024 -2 15 32.99 1.75 -1.00 2300 4.40 148.55 0.00 0 -22 0 0.00
0.04 310 0 1 35.22 1.50 -0.65 2320 0.00 164.35 0.00 0 -15 0 0.00
0.00 0 5 0 0.00 1.20 -0.15 2340 0.00 180.50 0.00 0 -8 0 0.00
0.02 437 0 2 37.74 0.90 -0.35 2360 0.00 244.00 0.00 0 0 0 0.00
0.00 0 75 0 0.00 1.35 0.00 2380 0.00 269.45 0.00 0 0 0 0.00
0.02 1,416 -1 3 41.65 0.75 -0.30 2400 0.00 258.00 0.00 0 -7 0 0.00
0.01 236 0 10 42.89 0.60 -0.15 2420 0.00 246.00 0.00 0 0 0 0.00
0.00 0 -6 0 0.00 1.00 0.00 2440 0.00 265.55 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 0.90 0.00 2460 0.00 297.95 0.00 0 0 0 0.00
0.01 257 0 1 50.17 0.60 0.00 2480 0.00 392.80 0.00 0 0 0 0.00
0.01 400 0 1 51.31 0.50 -0.10 2500 0.00 344.65 0.00 0 0 0 0.00
0.01 215 0 4 50.69 0.30 -0.40 2520 0.00 408.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.45 0.00 2540 0.00 188.00 0.00 0 0 0 0.00
- 233 0 1 - 0.10 -0.40 2560 0.00 368.15 - 0 0 0 -
0.00 0 -1 0 0.00 0.75 0.00 2580 0.00 553.35 - 0 0 0 -
- 407 0 1 - 0.10 -0.10 2600 0.00 312.20 0.00 0 0 0 0.00
9,149 3,502
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.