CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.79
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 35 | -27.95 | 21.94 | 150 | 12 | 128 | |||||||||
| 21 Sept | 1575.80 | 62.3 | -6.7 | 18.22 | 59 | 9 | 116 | |||||||||
| 18 Sept | 1578.20 | 68.8 | 19 | 20.66 | 56 | 6 | 107 | |||||||||
| 14 Sept | 1574.60 | 64.75 | 7.15 | 14.16 | 38 | -3 | 79 | |||||||||
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| 17 Aug | 1564.00 | 56.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.70
Historical price for 1520 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 35, which was -27.95 lower than the previous day. The implied volatity was 21.94, the open interest changed by 12 which increased total open position to 128
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 62.3, which was -6.7 lower than the previous day. The implied volatity was 18.22, the open interest changed by 9 which increased total open position to 116
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 68.8, which was 19 higher than the previous day. The implied volatity was 20.66, the open interest changed by 6 which increased total open position to 107
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 64.75, which was 7.15 higher than the previous day. The implied volatity was 14.16, the open interest changed by -3 which decreased total open position to 79
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 56.8, 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
| CIPLA 30SEP2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.78
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 8.8 | 4.4 | 20.83 | 1,018 | -62 | 318 |
| 21 Sept | 1575.80 | 3.9 | -0.1 | 20.53 | 699 | 8 | 380 |
| 18 Sept | 1578.20 | 3.85 | -3.7 | 20.72 | 522 | 41 | 368 |
| 14 Sept | 1574.60 | 7.1 | -2.75 | 20.39 | 208 | -38 | 331 |
| 17 Aug | 1564.00 | 77.8 | 0 | 3.24 | 0 | 0 | 0 |
For Cipla Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.29
Historical price for 1520 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 8.8, which was 4.4 higher than the previous day. The implied volatity was 20.83, the open interest changed by -62 which decreased total open position to 318
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 20.53, the open interest changed by 8 which increased total open position to 380
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 3.85, which was -3.7 lower than the previous day. The implied volatity was 20.72, the open interest changed by 41 which increased total open position to 368
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 7.1, which was -2.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by -38 which decreased total open position to 331
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
