CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.88
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 13.75 | -17.95 | 22.09 | 3,690 | 298 | 1,195 | |||||||||
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| 21 Sept | 1575.80 | 31.65 | -4.9 | 18.66 | 5,462 | 178 | 908 | |||||||||
| 18 Sept | 1578.20 | 37.2 | 12.95 | 19.79 | 3,446 | -286 | 711 | |||||||||
| 14 Sept | 1574.60 | 34.5 | 3.4 | 15.35 | 3,267 | -165 | 722 | |||||||||
| 17 Aug | 1564.00 | 46 | -4 | 14.98 | 24 | 2 | 24 | |||||||||
For Cipla Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.39
Historical price for 1560 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 13.75, which was -17.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 298 which increased total open position to 1195
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 31.65, which was -4.9 lower than the previous day. The implied volatity was 18.66, the open interest changed by 178 which increased total open position to 908
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 37.2, which was 12.95 higher than the previous day. The implied volatity was 19.79, the open interest changed by -286 which decreased total open position to 711
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 34.5, which was 3.4 higher than the previous day. The implied volatity was 15.35, the open interest changed by -165 which decreased total open position to 722
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 46, which was -4 lower than the previous day. The implied volatity was 14.98, the open interest changed by 2 which increased total open position to 24
| CIPLA 30SEP2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.88
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 28.3 | 15.05 | 22.05 | 2,063 | -67 | 751 |
| 21 Sept | 1575.80 | 12.25 | 0.5 | 19.06 | 2,015 | 66 | 819 |
| 18 Sept | 1578.20 | 11.45 | -9.9 | 19.18 | 1,084 | 105 | 756 |
| 14 Sept | 1574.60 | 17.25 | -5.8 | 19.56 | 836 | 46 | 554 |
| 17 Aug | 1564.00 | 36.05 | -1.95 | 21.00 | 7 | 7 | 11 |
For Cipla Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.61
Historical price for 1560 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 28.3, which was 15.05 higher than the previous day. The implied volatity was 22.05, the open interest changed by -67 which decreased total open position to 751
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 12.25, which was 0.5 higher than the previous day. The implied volatity was 19.06, the open interest changed by 66 which increased total open position to 819
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 11.45, which was -9.9 lower than the previous day. The implied volatity was 19.18, the open interest changed by 105 which increased total open position to 756
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 17.25, which was -5.8 lower than the previous day. The implied volatity was 19.56, the open interest changed by 46 which increased total open position to 554
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 36.05, which was -1.95 lower than the previous day. The implied volatity was 21.00, the open interest changed by 7 which increased total open position to 11
