[--[65.84.65.76]--]

CIPLA

Cipla Ltd
1200.9 +8.50 (0.71%)
L: 1170 H: 1206

Back to Option Chain


Historical option data for CIPLA

06 Apr 2026 04:10 PM IST
CIPLA 28-Apr-2026 (21d) 1230 CE
Delta: 0.41
Vega: 1.15
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Apr 1200.90 21.4 -0.3 25.1 337 -30 217
2 Apr 1192.40 21.45 -2.25 25.61 353 -35 246
1 Apr 1195.90 24.8 -9.5 26.19 707 228 280
30 Mar 1224.20 33 -14.8 22.36 161 21 53
27 Mar 1242.30 47.8 -0.2 24.27 38 7 22
25 Mar 1244.40 48 7.95 20.72 44 12 15
24 Mar 1219.40 40.05 -85.7 26.02 4 2 2
23 Mar 1221.80 125.75 0 - 0 0 0
20 Mar 1256.40 125.75 0 - 0 0 0
19 Mar 1239.20 125.75 0 - 0 0 0
18 Mar 1268.50 125.75 0 - 0 0 0
17 Mar 1281.90 125.75 0 - 0 0 0
16 Mar 1300.00 125.75 0 - 0 0 0
13 Mar 1314.70 125.75 0 - 0 0 0
12 Mar 1324.30 125.75 0 - 0 0 0
11 Mar 1329.50 125.75 0 - 0 0 0
10 Mar 1333.50 125.75 0 - 0 0 0
9 Mar 1325.00 125.75 0 - 0 0 0
6 Mar 1321.20 125.75 0 - 0 0 0
5 Mar 1326.40 125.75 0 - 0 0 0


For Cipla Ltd - strike price 1230 expiring on 28APR2026

Delta for 1230 CE is 0.41

Historical price for 1230 CE is as follows

On 6 Apr CIPLA was trading at 1200.90. The strike last trading price was 21.4, which was -0.3 lower than the previous day. The implied volatity was 25.1, the open interest changed by -30 which decreased total open position to 217


On 2 Apr CIPLA was trading at 1192.40. The strike last trading price was 21.45, which was -2.25 lower than the previous day. The implied volatity was 25.61, the open interest changed by -35 which decreased total open position to 246


On 1 Apr CIPLA was trading at 1195.90. The strike last trading price was 24.8, which was -9.5 lower than the previous day. The implied volatity was 26.19, the open interest changed by 228 which increased total open position to 280


On 30 Mar CIPLA was trading at 1224.20. The strike last trading price was 33, which was -14.8 lower than the previous day. The implied volatity was 22.36, the open interest changed by 21 which increased total open position to 53


On 27 Mar CIPLA was trading at 1242.30. The strike last trading price was 47.8, which was -0.2 lower than the previous day. The implied volatity was 24.27, the open interest changed by 7 which increased total open position to 22


On 25 Mar CIPLA was trading at 1244.40. The strike last trading price was 48, which was 7.95 higher than the previous day. The implied volatity was 20.72, the open interest changed by 12 which increased total open position to 15


On 24 Mar CIPLA was trading at 1219.40. The strike last trading price was 40.05, which was -85.7 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 2


On 23 Mar CIPLA was trading at 1221.80. The strike last trading price was 125.75, 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 20 Mar CIPLA was trading at 1256.40. The strike last trading price was 125.75, 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 19 Mar CIPLA was trading at 1239.20. The strike last trading price was 125.75, 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 Mar CIPLA was trading at 1268.50. The strike last trading price was 125.75, 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 17 Mar CIPLA was trading at 1281.90. The strike last trading price was 125.75, 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 16 Mar CIPLA was trading at 1300.00. The strike last trading price was 125.75, 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 13 Mar CIPLA was trading at 1314.70. The strike last trading price was 125.75, 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 12 Mar CIPLA was trading at 1324.30. The strike last trading price was 125.75, 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 11 Mar CIPLA was trading at 1329.50. The strike last trading price was 125.75, 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 10 Mar CIPLA was trading at 1333.50. The strike last trading price was 125.75, 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 9 Mar CIPLA was trading at 1325.00. The strike last trading price was 125.75, 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 6 Mar CIPLA was trading at 1321.20. The strike last trading price was 125.75, 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 5 Mar CIPLA was trading at 1326.40. The strike last trading price was 125.75, 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


CIPLA 28-Apr-2026 (21d) 1230 PE
Delta: -0.58
Vega: 1.15
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Apr 1200.90 41.35 -10.1 26.18 38 5 187
2 Apr 1192.40 51.45 1.4 28.64 26 6 182
1 Apr 1195.90 49.7 13.35 29.06 352 23 176
30 Mar 1224.20 35.75 3.9 27.6 349 74 154
27 Mar 1242.30 31.2 4.15 28.61 74 31 80
25 Mar 1244.40 27.05 -12.85 26.68 76 36 50
24 Mar 1219.40 39.75 28.75 26.97 13 8 11
23 Mar 1221.80 11 -4 - 0 0 3
20 Mar 1256.40 11 -4 - 0 0 3
19 Mar 1239.20 11 -4 - 0 0 3
18 Mar 1268.50 11 -4 - 0 0 3
17 Mar 1281.90 11 -4 - 0 0 3
16 Mar 1300.00 11 -4 - 0 0 0
13 Mar 1314.70 11 -4 - 0 0 3
12 Mar 1324.30 11 -4 - 0 0 3
11 Mar 1329.50 11 -4 - 0 0 3
10 Mar 1333.50 11 -4 26.53 3 2 2
9 Mar 1325.00 15 0 6.32 0 0 0
6 Mar 1321.20 15 0 6.26 0 0 0
5 Mar 1326.40 15 0 6.39 0 0 0


For Cipla Ltd - strike price 1230 expiring on 28APR2026

Delta for 1230 PE is -0.58

Historical price for 1230 PE is as follows

On 6 Apr CIPLA was trading at 1200.90. The strike last trading price was 41.35, which was -10.1 lower than the previous day. The implied volatity was 26.18, the open interest changed by 5 which increased total open position to 187


On 2 Apr CIPLA was trading at 1192.40. The strike last trading price was 51.45, which was 1.4 higher than the previous day. The implied volatity was 28.64, the open interest changed by 6 which increased total open position to 182


On 1 Apr CIPLA was trading at 1195.90. The strike last trading price was 49.7, which was 13.35 higher than the previous day. The implied volatity was 29.06, the open interest changed by 23 which increased total open position to 176


On 30 Mar CIPLA was trading at 1224.20. The strike last trading price was 35.75, which was 3.9 higher than the previous day. The implied volatity was 27.6, the open interest changed by 74 which increased total open position to 154


On 27 Mar CIPLA was trading at 1242.30. The strike last trading price was 31.2, which was 4.15 higher than the previous day. The implied volatity was 28.61, the open interest changed by 31 which increased total open position to 80


On 25 Mar CIPLA was trading at 1244.40. The strike last trading price was 27.05, which was -12.85 lower than the previous day. The implied volatity was 26.68, the open interest changed by 36 which increased total open position to 50


On 24 Mar CIPLA was trading at 1219.40. The strike last trading price was 39.75, which was 28.75 higher than the previous day. The implied volatity was 26.97, the open interest changed by 8 which increased total open position to 11


On 23 Mar CIPLA was trading at 1221.80. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Mar CIPLA was trading at 1256.40. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Mar CIPLA was trading at 1239.20. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Mar CIPLA was trading at 1268.50. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Mar CIPLA was trading at 1281.90. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Mar CIPLA was trading at 1300.00. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar CIPLA was trading at 1314.70. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 12 Mar CIPLA was trading at 1324.30. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Mar CIPLA was trading at 1329.50. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Mar CIPLA was trading at 1333.50. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was 26.53, the open interest changed by 2 which increased total open position to 2


On 9 Mar CIPLA was trading at 1325.00. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0


On 6 Mar CIPLA was trading at 1321.20. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0


On 5 Mar CIPLA was trading at 1326.40. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0