CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 155.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1575.80 | 155.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1578.20 | 155.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1574.60 | 155.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1564.00 | 141.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.00
Historical price for 1440 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 155.45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 155.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 155.45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 155.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 141.45, 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.13
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 0.5 | 0.05 | 24.29 | 34 | -3 | 695 |
| 21 Sept | 1575.80 | 0.45 | 0.05 | 25.60 | 26 | 0 | 698 |
| 18 Sept | 1578.20 | 0.45 | -0.15 | 24.99 | 50 | -3 | 698 |
| 14 Sept | 1574.60 | 0.85 | -0.45 | 22.52 | 73 | -8 | 709 |
| 17 Aug | 1564.00 | 6.85 | 0.15 | 22.26 | 18 | 6 | 24 |
For Cipla Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.02
Historical price for 1440 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 24.29, the open interest changed by -3 which decreased total open position to 695
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 698
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by -3 which decreased total open position to 698
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 22.52, the open interest changed by -8 which decreased total open position to 709
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 6.85, which was 0.15 higher than the previous day. The implied volatity was 22.26, the open interest changed by 6 which increased total open position to 24
