Lupin Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: LUPIN BSE: 500257

₹2011.00

Oct. 5, 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.

Download CSV

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

Basis (nearest contract vs spot) +20.00

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	2011.4000	-35.60	7695475	-16150	Long Unwinding
Nov. 23, 2026	2020.6000	-38.40	273275	5525	Short Buildup
Dec. 29, 2026	2031.0000	-43.00	6375	2125	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	2040.0000	2042.0000	2030.0000	2031.0000	6375	2125
Oct. 5, 2026	Nov. 23, 2026	2046.0000	2046.0000	2020.0000	2020.6000	273275	5525
Oct. 5, 2026	Oct. 27, 2026	2029.7000	2035.2000	2006.2000	2011.4000	7695475	-16150
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

Options Chain

As of Oct. 5, 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) 1.009

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	702.2500	303.69	0.722	1720.0000	-0.040	38.34	3.1500	3825	7650
0	0	663.2000	290.75	0.709	1760.0000	-0.020	27.62	1.0000	0	0
0	0	624.4000	278.16	0.695	1800.0000	-0.044	28.02	2.5500	850	4675
0	0	585.8500	265.88	0.680	1840.0000	-0.072	26.54	4.3000	174675	184875
0	0	341.9000	135.29	0.660	1860.0000	-0.096	26.37	6.0500	5950	16150
0	0	547.7000	253.96	0.665	1880.0000	-0.123	25.86	8.0000	37825	46750
2975	0	138.3000	32.08	0.792	1900.0000	-0.159	25.69	10.9000	37825	112200
0	0	510.0500	242.4	0.649	1920.0000	-0.200	25.34	14.3500	20400	40800
0	0	196.9000	79.94	0.619	1940.0000	-0.245	24.77	18.3000	5525	25925
5100	0	73.8000	18.99	0.747	1960.0000	-0.298	24.4	23.5000	11475	55675
0	0	238.6000	112.32	0.583	1980.0000	-0.362	24.95	31.5000	3400	27625
65875	32725	50.2000	20.27	0.587	2000.0000	-0.424	24.61	39.1500	24225	318325
74800	42075	39.4500	20.15	0.508	2020.0000	-0.489	24.78	49.0500	-19550	95200
81175	14450	30.9500	20.38	0.430	2040.0000	-0.554	24.61	59.6000	-5100	88825
110925	9775	23.8500	20.56	0.356	2060.0000	-0.614	25.2	72.8500	1275	271150
238000	-177650	18.1500	20.76	0.290	2080.0000	-0.665	26.25	88.0000	1275	179775
558450	9350	13.6500	20.99	0.232	2100.0000	-0.711	27.02	103.5000	-1275	426275
119850	-138125	10.1500	21.21	0.182	2120.0000	-0.754	27.47	119.2500	0	123250
159375	2975	7.8500	21.79	0.145	2140.0000		—	111.0000	0	29750
111350	22100	5.8500	22.12	0.113	2160.0000	-0.877	23.09	146.7000	-425	13175
30600	0	4.5500	22.72	0.090	2180.0000		—	95.1500	0	2550
325125	40800	3.4000	23.08	0.069	2200.0000		—	172.8000	0	93500
17425	-425	2.7500	23.84	0.056	2220.0000		—	146.0000	0	1275
43350	2550	2.3000	24.7	0.047	2240.0000		—	149.0000	0	4675
82875	-9775	1.8500	25.34	0.038	2260.0000		—	190.3000	0	6800
1700	425	2.1000	27.56	0.039	2280.0000		—	188.0000	0	425
99875	2550	1.5500	27.67	0.030	2300.0000	-0.929	35.0	284.5500	0	51000
4675	-1700	1.1500	27.82	0.023	2320.0000		—	81.7500	0	0
2125	0	3.0000	34.4	0.044	2340.0000		—	266.0000	0	850
425	0	4.0000	38.03	0.052	2360.0000		—	98.2000	0	0
					2380.0000		—	309.0000	0	425
78200	-8925	1.0500	32.98	0.018	2400.0000		—	302.0000	0	15300
2550	0	1.0000	35.38	0.016	2440.0000		—	311.5000	0	2975
15300	-2975	0.6500	35.85	0.011	2480.0000
2125	0	0.5500	37.47	0.009	2520.0000		—	425.0000	0	4250
3825	0	0.3500	37.76	0.006	2560.0000		—	524.8000	0	7225