CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.90
Theta: -1.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1542.20 | 22 | -24.15 | 21.11 | 722 | 70 | 252 | |||||||||
| 21 Sept | 1575.80 | 46.7 | -5.25 | 19.65 | 251 | 8 | 183 | |||||||||
| 18 Sept | 1578.20 | 52.7 | 16.95 | 21.00 | 704 | -30 | 173 | |||||||||
| 14 Sept | 1574.60 | 48.95 | 5.75 | 17.92 | 205 | -18 | 155 | |||||||||
| 17 Aug | 1564.00 | 61.95 | 0.1 | 16.64 | 4 | -1 | 15 | |||||||||
For Cipla Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.55
Historical price for 1540 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 22, which was -24.15 lower than the previous day. The implied volatity was 21.11, the open interest changed by 70 which increased total open position to 252
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 46.7, which was -5.25 lower than the previous day. The implied volatity was 19.65, the open interest changed by 8 which increased total open position to 183
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 52.7, which was 16.95 higher than the previous day. The implied volatity was 21.00, the open interest changed by -30 which decreased total open position to 173
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 48.95, which was 5.75 higher than the previous day. The implied volatity was 17.92, the open interest changed by -18 which decreased total open position to 155
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 61.95, which was 0.1 higher than the previous day. The implied volatity was 16.64, the open interest changed by -1 which decreased total open position to 15
| CIPLA 30SEP2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.90
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 16.65 | 8.9 | 21.14 | 1,562 | -50 | 453 |
| 21 Sept | 1575.80 | 7.05 | 0.05 | 19.75 | 983 | -43 | 509 |
| 18 Sept | 1578.20 | 6.85 | -6.35 | 20.04 | 785 | 31 | 549 |
| 14 Sept | 1574.60 | 10.25 | -5.05 | 18.25 | 280 | 1 | 417 |
| 17 Aug | 1564.00 | 28.5 | -0.05 | 21.20 | 7 | 6 | 15 |
For Cipla Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.45
Historical price for 1540 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 16.65, which was 8.9 higher than the previous day. The implied volatity was 21.14, the open interest changed by -50 which decreased total open position to 453
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 19.75, the open interest changed by -43 which decreased total open position to 509
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 6.85, which was -6.35 lower than the previous day. The implied volatity was 20.04, the open interest changed by 31 which increased total open position to 549
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 10.25, which was -5.05 lower than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 417
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 28.5, which was -0.05 lower than the previous day. The implied volatity was 21.20, the open interest changed by 6 which increased total open position to 15
