CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1380 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 198.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 1575.80 | 198.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1574.60 | 198.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is -
Historical price for 1380 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 198.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 198.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 198.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CIPLA 30SEP2025 1380 PE | |||||||
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Delta: -0.01
Vega: 0.07
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 0.3 | 0.1 | 33.71 | 32 | 21 | 27 |
| 21 Sept | 1575.80 | 0.2 | -0.35 | 32.39 | 1 | 0 | 6 |
| 14 Sept | 1574.60 | 0.8 | 0.2 | 30.13 | 3 | 3 | 4 |
For Cipla Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.01
Historical price for 1380 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 33.71, the open interest changed by 21 which increased total open position to 27
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 32.39, the open interest changed by 0 which decreased total open position to 6
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 30.13, the open interest changed by 3 which increased total open position to 4
