CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1640 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.32
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 2 | -1.25 | 27.26 | 993 | -222 | 1,167 | |||||||||
| 21 Sept | 1575.80 | 3.15 | -1.3 | 18.56 | 983 | -2 | 1,390 | |||||||||
| 18 Sept | 1578.20 | 4.6 | 0.95 | 18.81 | 926 | 202 | 1,394 | |||||||||
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| 14 Sept | 1574.60 | 5.4 | 0.25 | 16.74 | 769 | 55 | 1,321 | |||||||||
| 17 Aug | 1564.00 | 16.9 | -0.15 | 16.96 | 36 | 6 | 164 | |||||||||
For Cipla Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.07
Historical price for 1640 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 27.26, the open interest changed by -222 which decreased total open position to 1167
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 3.15, which was -1.3 lower than the previous day. The implied volatity was 18.56, the open interest changed by -2 which decreased total open position to 1390
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 4.6, which was 0.95 higher than the previous day. The implied volatity was 18.81, the open interest changed by 202 which increased total open position to 1394
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 5.4, which was 0.25 higher than the previous day. The implied volatity was 16.74, the open interest changed by 55 which increased total open position to 1321
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 16.9, which was -0.15 lower than the previous day. The implied volatity was 16.96, the open interest changed by 6 which increased total open position to 164
| CIPLA 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.17
Theta: 0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 95.05 | 31.15 | 21.69 | 39 | -7 | 70 |
| 21 Sept | 1575.80 | 63.25 | 4.15 | 18.80 | 59 | -14 | 76 |
| 18 Sept | 1578.20 | 59 | -21.6 | 18.50 | 49 | 4 | 86 |
| 14 Sept | 1574.60 | 68 | -10.95 | 22.35 | 1 | 1 | 75 |
| 17 Aug | 1564.00 | 148.6 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.97
Historical price for 1640 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 95.05, which was 31.15 higher than the previous day. The implied volatity was 21.69, the open interest changed by -7 which decreased total open position to 70
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 63.25, which was 4.15 higher than the previous day. The implied volatity was 18.80, the open interest changed by -14 which decreased total open position to 76
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 59, which was -21.6 lower than the previous day. The implied volatity was 18.50, the open interest changed by 4 which increased total open position to 86
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 68, which was -10.95 lower than the previous day. The implied volatity was 22.35, the open interest changed by 1 which increased total open position to 75
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 148.6, 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
