CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.22
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 1.25 | -0.7 | 28.52 | 372 | -53 | 759 | |||||||||
| 21 Sept | 1575.80 | 1.8 | -0.75 | 19.64 | 456 | -115 | 813 | |||||||||
| 18 Sept | 1578.20 | 2.6 | 0.3 | 19.54 | 299 | 91 | 925 | |||||||||
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| 14 Sept | 1574.60 | 3.35 | -0.1 | 18.11 | 247 | 41 | 924 | |||||||||
| 17 Aug | 1564.00 | 12.75 | -0.25 | 17.30 | 22 | 20 | 31 | |||||||||
For Cipla Ltd - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.05
Historical price for 1660 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 28.52, the open interest changed by -53 which decreased total open position to 759
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 19.64, the open interest changed by -115 which decreased total open position to 813
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 2.6, which was 0.3 higher than the previous day. The implied volatity was 19.54, the open interest changed by 91 which increased total open position to 925
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 3.35, which was -0.1 lower than the previous day. The implied volatity was 18.11, the open interest changed by 41 which increased total open position to 924
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 12.75, which was -0.25 lower than the previous day. The implied volatity was 17.30, the open interest changed by 20 which increased total open position to 31
| CIPLA 30SEP2025 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 78.25 | -0.15 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1575.80 | 78.25 | -0.15 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1578.20 | 78.25 | -27.5 | 21.56 | 13 | 2 | 46 |
| 14 Sept | 1574.60 | 96.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1564.00 | 124 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is 0.00
Historical price for 1660 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 78.25, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 78.25, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 78.25, which was -27.5 lower than the previous day. The implied volatity was 21.56, the open interest changed by 2 which increased total open position to 46
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 96.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 124, 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
