CIPLA
Cipla Ltd
1464.15
-17.95 (-1.21%)
Option Chain for CIPLA
19 Feb 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 325 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 319.45 | 0.00 | 1200 | 0.15 | 0.35 | - | 20 | -3 | 599 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1220 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 283.45 | 0.00 | 1240 | -0.05 | 0.10 | 42.91 | 17 | 0 | 613 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 251.85 | 0.00 | 1260 | 0.00 | 0.15 | 40.46 | 124 | 0 | 979 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 193.85 | 0.00 | 1280 | 0.10 | 0.30 | 40.48 | 91 | 13 | 922 | -0.01 |
0.97 | 4 | 0 | 1 | 42.76 | 169.00 | 22.00 | 1300 | -0.05 | 0.50 | 39.13 | 337 | -47 | 742 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 109.70 | 0.00 | 1320 | 0.15 | 0.75 | 37.17 | 54 | -7 | 319 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 104.10 | 0.00 | 1340 | 0.10 | 0.95 | 34.09 | 390 | -19 | 421 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 104.25 | 0.00 | 1360 | 0.30 | 1.45 | 32.02 | 633 | 45 | 488 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 97.10 | 0.00 | 1380 | 0.65 | 2.35 | 30.28 | 766 | 93 | 516 | -0.08 |
- | 271 | -1 | 206 | - | 68.15 | -15.65 | 1400 | 1.30 | 4.00 | 28.94 | 4,037 | 145 | 1,326 | -0.13 |
0.89 | 263 | 36 | 1,027 | 18.66 | 51.15 | -15.65 | 1420 | 2.75 | 6.90 | 27.97 | 3,633 | -63 | 829 | -0.20 |
0.76 | 725 | 6 | 2,531 | 19.36 | 35.05 | -13.80 | 1440 | 4.15 | 11.30 | 26.81 | 7,194 | 287 | 1,436 | -0.30 |
0.59 | 770 | 217 | 5,398 | 20.39 | 22.55 | -11.10 | 1460 | 6.70 | 18.75 | 26.69 | 6,764 | -6 | 991 | -0.43 |
0.41 | 1,414 | 113 | 5,337 | 20.53 | 12.95 | -8.45 | 1480 | 9.65 | 29.35 | 27.10 | 3,256 | -175 | 308 | -0.56 |
0.25 | 5,007 | 69 | 5,548 | 20.80 | 6.80 | -5.30 | 1500 | 12.40 | 42.90 | 28.01 | 1,755 | -10 | 808 | -0.68 |
0.15 | 1,203 | 51 | 2,522 | 22.26 | 3.85 | -2.85 | 1520 | 13.05 | 58.45 | 28.89 | 218 | -3 | 86 | -0.78 |
|
||||||||||||||
0.10 | 1,408 | 56 | 1,587 | 24.13 | 2.35 | -1.70 | 1540 | 17.25 | 78.40 | 35.06 | 51 | -16 | 60 | -0.81 |
0.07 | 867 | 107 | 1,248 | 27.12 | 1.80 | -1.05 | 1560 | 5.65 | 97.10 | 38.47 | 23 | 3 | 152 | -0.85 |
0.05 | 669 | -21 | 510 | 29.63 | 1.35 | -0.70 | 1580 | 3.50 | 105.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 1,255 | -21 | 504 | 32.10 | 1.05 | -0.50 | 1600 | 12.85 | 134.00 | 41.26 | 66 | 10 | 86 | -0.91 |
0.03 | 880 | -51 | 192 | 34.23 | 0.80 | -0.25 | 1620 | 0.00 | 143.10 | - | 0 | 0 | 0 | - |
0.01 | 2,105 | 1 | 202 | 31.98 | 0.25 | -0.20 | 1640 | 0.00 | 166.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -2 | 0 | 0.00 | 0.30 | 0.00 | 1660 | 0.00 | 185.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 749 | -14 | 116 | 34.22 | 0.10 | -0.05 | 1680 | 0.00 | 197.00 | 0.00 | 0 | 0 | 0 | 0.00 |
17,590 | 11,681 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.