CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1620 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.45
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 3.35 | -2.95 | 26.26 | 1,639 | -55 | 1,919 | |||||||||
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| 21 Sept | 1575.80 | 5.75 | -2.5 | 17.74 | 1,591 | 7 | 1,974 | |||||||||
| 18 Sept | 1578.20 | 8.2 | 2.15 | 18.33 | 1,246 | 115 | 1,966 | |||||||||
| 14 Sept | 1574.60 | 9.1 | 0.55 | 17.12 | 733 | 92 | 1,840 | |||||||||
| 17 Aug | 1564.00 | 23.4 | -1.6 | 17.18 | 3 | 2 | 2 | |||||||||
For Cipla Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.12
Historical price for 1620 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 3.35, which was -2.95 lower than the previous day. The implied volatity was 26.26, the open interest changed by -55 which decreased total open position to 1919
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 5.75, which was -2.5 lower than the previous day. The implied volatity was 17.74, the open interest changed by 7 which increased total open position to 1974
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 8.2, which was 2.15 higher than the previous day. The implied volatity was 18.33, the open interest changed by 115 which increased total open position to 1966
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 9.1, which was 0.55 higher than the previous day. The implied volatity was 17.12, the open interest changed by 92 which increased total open position to 1840
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 23.4, which was -1.6 lower than the previous day. The implied volatity was 17.18, the open interest changed by 2 which increased total open position to 2
| CIPLA 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.36
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 76.5 | 28.45 | 23.03 | 77 | -10 | 94 |
| 21 Sept | 1575.80 | 46.9 | 3.75 | 19.12 | 64 | -14 | 103 |
| 18 Sept | 1578.20 | 43.25 | -22.85 | 18.72 | 63 | 34 | 118 |
| 14 Sept | 1574.60 | 52.5 | -9.85 | 19.60 | 1 | 1 | 72 |
| 17 Aug | 1564.00 | 97.4 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.91
Historical price for 1620 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 76.5, which was 28.45 higher than the previous day. The implied volatity was 23.03, the open interest changed by -10 which decreased total open position to 94
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 46.9, which was 3.75 higher than the previous day. The implied volatity was 19.12, the open interest changed by -14 which decreased total open position to 103
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 43.25, which was -22.85 lower than the previous day. The implied volatity was 18.72, the open interest changed by 34 which increased total open position to 118
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 52.5, which was -9.85 lower than the previous day. The implied volatity was 19.60, the open interest changed by 1 which increased total open position to 72
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 97.4, 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
