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.

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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) +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) —

Max Pain 1680.0000

Open Interest by Strike (Max Pain: 1680.0000)

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	402.2000	46.97	0.836	1680.0000	-0.050	25.67	5.4500	0	0
0	0	330.1000	42.06	0.799	1760.0000	-0.100	25.35	12.2000	0	0
0	0	263.2500	38.33	0.746	1840.0000	-0.175	24.95	24.2000	0	0
0	0	232.3500	36.87	0.712	1880.0000	-0.223	24.7	32.7000	0	0
0	0	203.4500	35.66	0.674	1920.0000	-0.278	24.43	43.2500	0	0
0	0	176.6000	34.63	0.631	1960.0000	-0.337	24.07	55.7500	0	0
0	0	152.0000	33.77	0.585	2000.0000	-0.402	23.68	70.6000	0	0
0	0	129.7500	33.06	0.537	2040.0000	-0.471	23.21	87.7500	0	0
0	0	109.7500	32.46	0.487	2080.0000	-0.542	22.64	107.2000	0	0
0	0	92.1000	31.97	0.437	2120.0000	-0.615	21.94	128.9000	0	0
0	0	76.6000	31.55	0.387	2160.0000	-0.689	21.05	152.8500	0	0
0	0	63.1500	31.19	0.340	2200.0000	-0.764	19.84	178.8000	0	0
0	0	51.6500	30.89	0.295	2240.0000	-0.843	18.08	206.7000	0	0
0	0	33.7500	30.42	0.215	2320.0000		—	267.6500	0	0