CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.61
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 5.75 | -6.5 | 25.53 | 3,513 | 592 | 4,190 | |||||||||
| 21 Sept | 1575.80 | 11.85 | -3.35 | 18.52 | 4,877 | -132 | 3,621 | |||||||||
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| 18 Sept | 1578.20 | 15.5 | 5.2 | 19.24 | 4,974 | -853 | 3,737 | |||||||||
| 14 Sept | 1574.60 | 15.45 | 1.25 | 16.40 | 3,538 | -154 | 3,869 | |||||||||
| 17 Aug | 1564.00 | 30.45 | 0.15 | 16.96 | 38 | 4 | 90 | |||||||||
For Cipla Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.18
Historical price for 1600 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 5.75, which was -6.5 lower than the previous day. The implied volatity was 25.53, the open interest changed by 592 which increased total open position to 4190
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 11.85, which was -3.35 lower than the previous day. The implied volatity was 18.52, the open interest changed by -132 which decreased total open position to 3621
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 15.5, which was 5.2 higher than the previous day. The implied volatity was 19.24, the open interest changed by -853 which decreased total open position to 3737
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 15.45, which was 1.25 higher than the previous day. The implied volatity was 16.40, the open interest changed by -154 which decreased total open position to 3869
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 30.45, which was 0.15 higher than the previous day. The implied volatity was 16.96, the open interest changed by 4 which increased total open position to 90
| CIPLA 30SEP2025 1600 PE | |||||||
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Delta: -0.84
Vega: 0.56
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 59.05 | 26.2 | 23.48 | 243 | -8 | 659 |
| 21 Sept | 1575.80 | 32.55 | 2.2 | 19.13 | 144 | -42 | 674 |
| 18 Sept | 1578.20 | 29.7 | -17.25 | 18.75 | 226 | -43 | 707 |
| 14 Sept | 1574.60 | 37.1 | -8.4 | 19.74 | 108 | -20 | 727 |
| 17 Aug | 1564.00 | 56.15 | -3.35 | 21.09 | 7 | 7 | 7 |
For Cipla Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.84
Historical price for 1600 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 59.05, which was 26.2 higher than the previous day. The implied volatity was 23.48, the open interest changed by -8 which decreased total open position to 659
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 32.55, which was 2.2 higher than the previous day. The implied volatity was 19.13, the open interest changed by -42 which decreased total open position to 674
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 29.7, which was -17.25 lower than the previous day. The implied volatity was 18.75, the open interest changed by -43 which decreased total open position to 707
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 37.1, which was -8.4 lower than the previous day. The implied volatity was 19.74, the open interest changed by -20 which decreased total open position to 727
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 56.15, which was -3.35 lower than the previous day. The implied volatity was 21.09, the open interest changed by 7 which increased total open position to 7
