CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 28OCT2025 1560 CE | ||||||||||||||||
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Delta: 0.50
Vega: 1.93
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1542.20 | 38 | -18.45 | 20.34 | 171 | 97 | 158 | |||||||||
| 21 Sept | 1575.80 | 56.9 | -4.1 | 19.20 | 54 | 23 | 60 | |||||||||
| 18 Sept | 1578.20 | 61 | 15.25 | 19.30 | 47 | 3 | 38 | |||||||||
| 14 Sept | 1574.60 | 55.5 | 3.5 | 16.14 | 10 | 2 | 9 | |||||||||
| 17 Aug | 1564.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1560 expiring on 28OCT2025
Delta for 1560 CE is 0.50
Historical price for 1560 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 38, which was -18.45 lower than the previous day. The implied volatity was 20.34, the open interest changed by 97 which increased total open position to 158
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 56.9, which was -4.1 lower than the previous day. The implied volatity was 19.20, the open interest changed by 23 which increased total open position to 60
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 61, which was 15.25 higher than the previous day. The implied volatity was 19.30, the open interest changed by 3 which increased total open position to 38
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 55.5, which was 3.5 higher than the previous day. The implied volatity was 16.14, the open interest changed by 2 which increased total open position to 9
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 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 1.93
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 42.15 | 12.75 | 21.10 | 69 | 14 | 97 |
| 21 Sept | 1575.80 | 29.7 | 3.25 | 21.51 | 60 | 15 | 82 |
| 18 Sept | 1578.20 | 26.15 | -9.85 | 20.41 | 35 | 12 | 68 |
| 14 Sept | 1574.60 | 32.45 | -6.15 | 21.03 | 20 | 4 | 50 |
| 17 Aug | 1564.00 | 0 | 0 | 1.43 | 0 | 0 | 0 |
For Cipla Ltd - strike price 1560 expiring on 28OCT2025
Delta for 1560 PE is -0.50
Historical price for 1560 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 42.15, which was 12.75 higher than the previous day. The implied volatity was 21.10, the open interest changed by 14 which increased total open position to 97
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 29.7, which was 3.25 higher than the previous day. The implied volatity was 21.51, the open interest changed by 15 which increased total open position to 82
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 26.15, which was -9.85 lower than the previous day. The implied volatity was 20.41, the open interest changed by 12 which increased total open position to 68
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 32.45, which was -6.15 lower than the previous day. The implied volatity was 21.03, the open interest changed by 4 which increased total open position to 50
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 1.43, the open interest changed by 0 which decreased total open position to 0
