CIPLA
Cipla Ltd
Historical option data for CIPLA
28 Sep 2025 10:06 PM IST
| CIPLA 28-OCT-2025 1520 CE | ||||||||||||||||
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Delta: 0.48
Vega: 1.77
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1499.40 | 31.9 | -6.55 | 19.97 | 378 | 70 | 172 | |||||||||
| 22 Sept | 1542.20 | 113.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 1575.80 | 113.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 1578.20 | 113.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1574.60 | 113.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 1564.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1520 expiring on 28OCT2025
Delta for 1520 CE is 0.48
Historical price for 1520 CE is as follows
On 28 Sept CIPLA was trading at 1499.40. The strike last trading price was 31.9, which was -6.55 lower than the previous day. The implied volatity was 19.97, the open interest changed by 70 which increased total open position to 172
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 113.6, 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 113.6, 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 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 113.6, 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 113.6, 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 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 0, 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 28OCT2025 1520 PE | |||||||
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Delta: -0.51
Vega: 1.77
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1499.40 | 46.5 | 10.6 | 24.07 | 102 | 23 | 73 |
| 22 Sept | 1542.20 | 25.5 | 8.5 | 21.68 | 18 | 8 | 22 |
| 21 Sept | 1575.80 | 17 | 2.55 | 21.77 | 3 | 0 | 15 |
| 18 Sept | 1578.20 | 14.5 | -7.55 | 20.73 | 9 | 4 | 13 |
| 14 Sept | 1574.60 | 22.2 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1564.00 | 0 | 0 | 3.03 | 0 | 0 | 0 |
For Cipla Ltd - strike price 1520 expiring on 28OCT2025
Delta for 1520 PE is -0.51
Historical price for 1520 PE is as follows
On 28 Sept CIPLA was trading at 1499.40. The strike last trading price was 46.5, which was 10.6 higher than the previous day. The implied volatity was 24.07, the open interest changed by 23 which increased total open position to 73
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 25.5, which was 8.5 higher than the previous day. The implied volatity was 21.68, the open interest changed by 8 which increased total open position to 22
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 17, which was 2.55 higher than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 15
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 14.5, which was -7.55 lower than the previous day. The implied volatity was 20.73, the open interest changed by 4 which increased total open position to 13
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 22.2, 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 0, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
