CIPLA
Cipla Ltd
Historical option data for CIPLA
17 Aug 2025 12:54 AM IST
| CIPLA 30SEP2025 1540 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.98
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.69
Historical price for 1540 CE is as follows
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: -0.34
Vega: 2.06
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.34
Historical price for 1540 PE is as follows
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
