CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.21
Theta: -0.43
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 1.25 | -0.1 | 32.29 | 256 | 1 | 1,055 | |||||||||
| 21 Sept | 1575.80 | 1.25 | -0.5 | 21.46 | 205 | -12 | 1,055 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1578.20 | 1.9 | 0.25 | 21.50 | 210 | 7 | 1,061 | |||||||||
| 14 Sept | 1574.60 | 2 | -0.15 | 18.13 | 129 | 36 | 1,053 | |||||||||
| 17 Aug | 1564.00 | 9.4 | 0.1 | 17.53 | 421 | 30 | 34 | |||||||||
For Cipla Ltd - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.04
Historical price for 1680 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 32.29, the open interest changed by 1 which increased total open position to 1055
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 21.46, the open interest changed by -12 which decreased total open position to 1055
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 21.50, the open interest changed by 7 which increased total open position to 1061
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 18.13, the open interest changed by 36 which increased total open position to 1053
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 9.4, which was 0.1 higher than the previous day. The implied volatity was 17.53, the open interest changed by 30 which increased total open position to 34
| CIPLA 30SEP2025 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1542.20 | 132.25 | 11.15 | - | 7 | -1 | 13 |
| 21 Sept | 1575.80 | 121.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1578.20 | 121.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1574.60 | 121.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1564.00 | 177.2 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -
Historical price for 1680 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 132.25, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 121.1, 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 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 121.1, 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 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 121.1, 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 177.2, 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
