Lupin Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: LUPIN BSE: 500257

₹2030.20

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +43.80

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	2047.0000	-32.70	7650425	17850	Short Buildup
Nov. 23, 2026	2059.0000	-29.80	264350	8925	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	2081.1000	2081.2000	2074.0000	2074.0000	1700	1700
Sept. 30, 2026	Nov. 23, 2026	2091.6000	2091.6000	2051.0000	2059.0000	264350	8925
Sept. 30, 2026	Oct. 27, 2026	2085.8000	2085.8000	2038.1000	2047.0000	7650425	17850
Sept. 29, 2026	Nov. 23, 2026	2092.0000	2118.0000	2082.5000	2088.8000	255425	25925
Sept. 29, 2026	Oct. 27, 2026	2101.0000	2107.9000	2065.0000	2079.7000	7632575	884850
Sept. 29, 2026	Sept. 29, 2026	2088.8000	2116.0000	2047.9000	2069.8000	624750	-861050
Sept. 28, 2026	Nov. 23, 2026	2111.0000	2111.0000	2081.0000	2085.2000	229500	37825
Sept. 28, 2026	Oct. 27, 2026	2092.6000	2119.5000	2068.0000	2071.0000	6747725	2052750
Sept. 28, 2026	Sept. 29, 2026	2103.7000	2103.7000	2054.8000	2060.5000	1485800	-2329000
Sept. 25, 2026	Nov. 23, 2026	2115.0000	2115.1000	2100.0000	2113.9000	191675	4675

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.846

Max Pain 2100.0000

Open Interest by Strike (Max Pain: 2100.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	741.4000	277.82	0.737	1680.0000	-0.007	29.28	0.3500	0	0
0	0	702.2500	266.18	0.725	1720.0000	-0.021	31.43	1.3500	0	2550
0	0	663.2000	254.8	0.712	1760.0000	-0.018	26.51	1.0000	0	0
0	0	624.4000	243.72	0.699	1800.0000	-0.029	24.74	1.5500	0	0
0	0	378.9000	122.67	0.695	1820.0000	-0.064	28.3	4.4500	0	0
0	0	585.8500	232.92	0.684	1840.0000	-0.064	25.53	4.0000	6375	6375
0	0	341.9000	115.22	0.675	1860.0000	-0.082	25.09	5.3000	2550	4250
0	0	547.7000	222.44	0.669	1880.0000	-0.090	23.04	5.4500	1700	5100
850	850	155.2000	28.89	0.829	1900.0000	-0.125	23.47	8.2500	28050	79900
0	0	510.0500	212.28	0.653	1920.0000	-0.153	22.54	10.1500	-425	10200
0	0	196.9000	65.81	0.645	1940.0000	-0.191	22.02	13.1500	-1275	14875
425	425	99.0000	22.54	0.755	1960.0000	-0.236	21.5	16.9000	11050	45050
0	0	238.6000	95.66	0.597	1980.0000	-0.288	20.98	21.5500	5100	16150
5100	425	76.0000	24.45	0.632	2000.0000	-0.348	20.51	27.3500	36550	153000
11475	11475	63.0000	23.75	0.576	2020.0000	-0.416	20.26	34.8500	200600	225675
39525	28475	50.9500	22.97	0.515	2040.0000	-0.487	19.92	43.5000	-110500	123250
78625	45900	41.6000	22.87	0.452	2060.0000	-0.564	18.6	51.4500	32300	90525
244800	14450	32.6000	22.35	0.389	2080.0000	-0.634	19.04	64.7000	153850	314075
693175	137700	26.2500	22.53	0.331	2100.0000	-0.708	18.38	77.1000	-8075	434775
132600	-111350	20.6000	22.51	0.277	2120.0000	-0.728	21.97	98.4500	-3825	123675
250750	209525	15.9000	22.47	0.228	2140.0000	-0.799	20.21	111.0000	-425	29750
105400	-121125	12.1000	22.44	0.184	2160.0000	-0.912	15.2	122.0000	-850	13600
32725	6800	9.4500	22.71	0.150	2180.0000		—	95.1500	0	2550
247775	52275	7.3500	22.98	0.121	2200.0000		—	141.0000	425	93925
19125	850	5.8500	23.41	0.098	2220.0000		—	146.0000	0	1275
45475	9775	4.2500	23.33	0.075	2240.0000		—	149.0000	0	4675
92225	61625	3.6000	24.1	0.064	2260.0000		—	190.3000	0	6800
1700	-425	4.4000	26.84	0.069	2280.0000		—	188.0000	0	425
97750	8925	2.5500	25.45	0.045	2300.0000		—	218.0000	0	50150
6375	4250	2.1000	25.98	0.038	2320.0000		—	81.7500	0	0
2125	0	3.0000	29.23	0.046	2340.0000		—	266.0000	0	850
425	0	4.0000	32.44	0.054	2360.0000		—	98.2000	0	0
0	0	36.6500	62.26	0.205	2380.0000		—	309.0000	0	425
89675	3825	1.4000	29.45	0.024	2400.0000		—	302.0000	0	15300
2975	0	1.1500	31.01	0.019	2440.0000		—	311.5000	0	2975
20825	-8500	0.9500	32.49	0.015	2480.0000		—	158.8000	0	0
2125	0	0.5500	32.4	0.009	2520.0000		—	425.0000	0	4250
1700	0	0.5000	34.09	0.008	2560.0000		—	477.0000	0	7225