CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.64
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 51.5 | -29.2 | 24.26 | 142 | 2 | 85 | |||||||||
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| 21 Sept | 1575.80 | 81.8 | -5.55 | 21.59 | 251 | -26 | 84 | |||||||||
| 18 Sept | 1578.20 | 87.5 | 20 | 22.58 | 56 | -14 | 111 | |||||||||
| 14 Sept | 1574.60 | 81 | 6.8 | 16.67 | 73 | -1 | 130 | |||||||||
| 17 Aug | 1564.00 | 88.7 | -1.3 | 14.80 | 8 | 0 | 36 | |||||||||
For Cipla Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.80
Historical price for 1500 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 51.5, which was -29.2 lower than the previous day. The implied volatity was 24.26, the open interest changed by 2 which increased total open position to 85
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 81.8, which was -5.55 lower than the previous day. The implied volatity was 21.59, the open interest changed by -26 which decreased total open position to 84
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 87.5, which was 20 higher than the previous day. The implied volatity was 22.58, the open interest changed by -14 which decreased total open position to 111
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 81, which was 6.8 higher than the previous day. The implied volatity was 16.67, the open interest changed by -1 which decreased total open position to 130
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 88.7, which was -1.3 lower than the previous day. The implied volatity was 14.80, the open interest changed by 0 which decreased total open position to 36
| CIPLA 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.57
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 4.3 | 1.85 | 21.08 | 914 | 52 | 768 |
| 21 Sept | 1575.80 | 2.25 | -0.05 | 21.75 | 637 | -8 | 714 |
| 18 Sept | 1578.20 | 2.2 | -2 | 21.71 | 964 | 154 | 724 |
| 14 Sept | 1574.60 | 4.25 | -1.95 | 20.15 | 303 | -18 | 443 |
| 17 Aug | 1564.00 | 16.1 | -1.6 | 21.11 | 35 | 16 | 130 |
For Cipla Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.17
Historical price for 1500 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 4.3, which was 1.85 higher than the previous day. The implied volatity was 21.08, the open interest changed by 52 which increased total open position to 768
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 21.75, the open interest changed by -8 which decreased total open position to 714
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 2.2, which was -2 lower than the previous day. The implied volatity was 21.71, the open interest changed by 154 which increased total open position to 724
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 4.25, which was -1.95 lower than the previous day. The implied volatity was 20.15, the open interest changed by -18 which decreased total open position to 443
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 16.1, which was -1.6 lower than the previous day. The implied volatity was 21.11, the open interest changed by 16 which increased total open position to 130
