CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.14
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 0.75 | -0.2 | 32.91 | 152 | -27 | 1,029 | |||||||||
| 21 Sept | 1575.80 | 0.95 | -0.35 | 23.46 | 203 | 30 | 1,055 | |||||||||
| 18 Sept | 1578.20 | 1.25 | -0.1 | 22.75 | 267 | 20 | 1,028 | |||||||||
| 14 Sept | 1574.60 | 1.45 | -0.15 | 19.48 | 158 | 31 | 988 | |||||||||
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| 17 Aug | 1564.00 | 6.65 | -18.75 | 17.59 | 2 | 1 | 0 | |||||||||
For Cipla Ltd - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.03
Historical price for 1700 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 32.91, the open interest changed by -27 which decreased total open position to 1029
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 23.46, the open interest changed by 30 which increased total open position to 1055
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 22.75, the open interest changed by 20 which increased total open position to 1028
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 31 which increased total open position to 988
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 6.65, which was -18.75 lower than the previous day. The implied volatity was 17.59, the open interest changed by 1 which increased total open position to 0
| CIPLA 30SEP2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 139.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1575.80 | 139.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1578.20 | 139.75 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 1574.60 | 123.85 | -29.15 | 24.70 | 6 | 3 | 48 |
| 17 Aug | 1564.00 | 153.55 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is 0.00
Historical price for 1700 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 139.75, 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 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 139.75, 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 139.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 123.85, which was -29.15 lower than the previous day. The implied volatity was 24.70, the open interest changed by 3 which increased total open position to 48
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 153.55, 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
