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	-20.40	7695475	-16150	Long Unwinding
Nov. 23, 2026	2020.6000	-23.40	273275	5525	Short Buildup
Dec. 29, 2026	2031.0000	-13.90	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
Oct. 1, 2026	Dec. 29, 2026	2063.2000	2063.2000	2041.0000	2044.9000	4250	2550
Oct. 1, 2026	Nov. 23, 2026	2038.5000	2051.0000	2024.6000	2044.0000	267750	3400
Oct. 1, 2026	Oct. 27, 2026	2050.9000	2050.9000	2011.1000	2031.8000	7711625	61200
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

Options Chain

As of Oct. 1, 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) 0.0

Max Pain 1720.0000

Open Interest by Strike (Max Pain: 1720.0000)

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	484.3500	109.34	0.728	1720.0000	-0.040	25.68	3.3000	0	0
0	0	446.7500	103.53	0.713	1760.0000	-0.060	24.95	5.1000	0	0
0	0	409.8500	97.97	0.695	1800.0000	-0.087	24.13	7.6500	0	0
0	0	373.9000	92.73	0.676	1840.0000	-0.122	23.14	11.0500	0	0
0	0	224.1500	41.3	0.739	1860.0000	-0.156	23.94	15.5500	0	0
0	0	339.0500	87.81	0.655	1880.0000	-0.167	22.02	15.6000	0	0
0	0	192.0000	39.06	0.700	1900.0000	-0.214	23.53	23.0000	0	0
0	0	305.5000	83.23	0.632	1920.0000	-0.225	20.71	21.4500	0	0
0	0	162.2500	37.22	0.654	1940.0000	-0.285	23.1	32.9500	0	0
0	0	273.4500	79.0	0.606	1960.0000	-0.299	19.12	28.8000	0	0
0	0	135.0500	35.68	0.601	1980.0000	-0.366	22.48	45.3500	0	0
0	0	243.1000	75.14	0.578	2000.0000	-0.393	17.16	37.9000	0	0
425	425	89.6000	27.49	0.543	2020.0000	-0.456	21.76	60.7500	0	0
0	0	214.5500	71.61	0.548	2040.0000	-0.519	14.51	48.7500	0	0
0	0	89.5000	33.47	0.482	2060.0000	-0.554	20.81	79.1000	0	0
0	0	188.1000	68.47	0.516	2080.0000	-0.717	10.41	61.7000	0	0
0	0	71.2000	32.68	0.419	2100.0000	-0.659	19.51	100.4500	0	0
0	0	163.6500	65.63	0.482	2120.0000		—	76.6500	0	0
0	0	55.7500	32.02	0.357	2140.0000	-0.771	17.57	124.6500	0	0
0	0	141.4000	63.12	0.446	2160.0000		—	93.8000	0	0
0	0	42.9500	31.48	0.299	2180.0000	-0.906	13.79	151.5000	0	0
850	425	15.7000	21.83	0.180	2200.0000		—	113.0500	0	0
0	0	32.7000	31.09	0.245	2220.0000		—	180.9000	0	0
0	0	103.2000	58.88	0.373	2240.0000		—	134.4500	0	0
0	0	87.2000	57.11	0.337	2280.0000		—	157.8500	0	0
0	0	73.1500	55.54	0.301	2320.0000		—	183.2000	0	0
0	0	60.9500	54.16	0.267	2360.0000		—	210.4000	0	0
425	0	5.9000	27.98	0.066	2400.0000