CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1580 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.75
Theta: -1.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 8.5 | -11.75 | 23.35 | 3,726 | 548 | 1,938 | |||||||||
| 21 Sept | 1575.80 | 19.8 | -4.45 | 18.22 | 4,642 | -132 | 1,372 | |||||||||
| 18 Sept | 1578.20 | 24.7 | 8.9 | 19.29 | 6,041 | 218 | 1,577 | |||||||||
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| 14 Sept | 1574.60 | 23.6 | 2.25 | 17.21 | 3,998 | 106 | 1,034 | |||||||||
| 17 Aug | 1564.00 | 40 | 1.65 | 17.17 | 2 | 2 | 4 | |||||||||
For Cipla Ltd - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.27
Historical price for 1580 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 8.5, which was -11.75 lower than the previous day. The implied volatity was 23.35, the open interest changed by 548 which increased total open position to 1938
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 19.8, which was -4.45 lower than the previous day. The implied volatity was 18.22, the open interest changed by -132 which decreased total open position to 1372
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 24.7, which was 8.9 higher than the previous day. The implied volatity was 19.29, the open interest changed by 218 which increased total open position to 1577
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 23.6, which was 2.25 higher than the previous day. The implied volatity was 17.21, the open interest changed by 106 which increased total open position to 1034
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 40, which was 1.65 higher than the previous day. The implied volatity was 17.17, the open interest changed by 2 which increased total open position to 4
| CIPLA 30SEP2025 1580 PE | |||||||
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Delta: -0.74
Vega: 0.75
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 42.9 | 21.7 | 23.16 | 636 | 12 | 417 |
| 21 Sept | 1575.80 | 20.55 | 1 | 18.77 | 1,006 | -18 | 407 |
| 18 Sept | 1578.20 | 18.85 | -14.15 | 18.71 | 817 | 100 | 419 |
| 14 Sept | 1574.60 | 25.9 | -7.15 | 18.34 | 512 | 57 | 378 |
| 17 Aug | 1564.00 | 46.1 | -2.35 | 21.34 | 6 | 6 | 8 |
For Cipla Ltd - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.74
Historical price for 1580 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 42.9, which was 21.7 higher than the previous day. The implied volatity was 23.16, the open interest changed by 12 which increased total open position to 417
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 20.55, which was 1 higher than the previous day. The implied volatity was 18.77, the open interest changed by -18 which decreased total open position to 407
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 18.85, which was -14.15 lower than the previous day. The implied volatity was 18.71, the open interest changed by 100 which increased total open position to 419
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 25.9, which was -7.15 lower than the previous day. The implied volatity was 18.34, the open interest changed by 57 which increased total open position to 378
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 46.1, which was -2.35 lower than the previous day. The implied volatity was 21.34, the open interest changed by 6 which increased total open position to 8
