CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
| CIPLA 30SEP2025 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1542.20 | 0.45 | -0.1 | 33.57 | 44 | -5 | 585 | |||||||||
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| 21 Sept | 1575.80 | 0.55 | -0.3 | 24.20 | 26 | 0 | 590 | |||||||||
| 18 Sept | 1578.20 | 0.95 | 0.15 | 24.82 | 32 | 0 | 590 | |||||||||
| 14 Sept | 1574.60 | 1.1 | 0.1 | 20.86 | 17 | 0 | 595 | |||||||||
| 17 Aug | 1564.00 | 5.9 | 3.4 | 18.87 | 9 | 3 | 4 | |||||||||
For Cipla Ltd - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.02
Historical price for 1720 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 33.57, the open interest changed by -5 which decreased total open position to 585
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 24.20, the open interest changed by 0 which decreased total open position to 590
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 590
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 20.86, the open interest changed by 0 which decreased total open position to 595
On 17 Aug CIPLA was trading at 1564.00. The strike last trading price was 5.9, which was 3.4 higher than the previous day. The implied volatity was 18.87, the open interest changed by 3 which increased total open position to 4
| CIPLA 30SEP2025 1720 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 | 134.95 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1575.80 | 134.95 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1578.20 | 134.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1574.60 | 134.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1564.00 | 207.8 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is 0.00
Historical price for 1720 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 134.95, 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 134.95, 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 134.95, 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 134.95, 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 207.8, 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
