CIPLA
Cipla Ltd
Historical option data for CIPLA
22 Sep 2025 08:00 PM IST
CIPLA 30SEP2025 1760 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
22 Sept | 1542.20 | 0.1 | -0.15 | 33.13 | 28 | 0 | 580 | |||||||||
21 Sept | 1575.80 | 0.2 | -0.1 | 25.87 | 16 | 0 | 580 | |||||||||
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18 Sept | 1578.20 | 0.3 | 0 | 25.61 | 1 | 0 | 580 | |||||||||
14 Sept | 1574.60 | 0.45 | 0 | 22.15 | 32 | -1 | 593 |
For Cipla Ltd - strike price 1760 expiring on 30SEP2025
Delta for 1760 CE is 0.00
Historical price for 1760 CE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 580
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 580
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 580
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 22.15, the open interest changed by -1 which decreased total open position to 593
CIPLA 30SEP2025 1760 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
22 Sept | 1542.20 | 240.15 | 0 | - | 0 | 0 | 0 |
21 Sept | 1575.80 | 240.15 | 0 | - | 0 | 0 | 0 |
18 Sept | 1578.20 | 240.15 | 0 | - | 0 | 0 | 0 |
14 Sept | 1574.60 | 240.15 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1760 expiring on 30SEP2025
Delta for 1760 PE is -
Historical price for 1760 PE is as follows
On 22 Sept CIPLA was trading at 1542.20. The strike last trading price was 240.15, 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
On 21 Sept CIPLA was trading at 1575.80. The strike last trading price was 240.15, 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
On 18 Sept CIPLA was trading at 1578.20. The strike last trading price was 240.15, 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
On 14 Sept CIPLA was trading at 1574.60. The strike last trading price was 240.15, 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