CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 14 Nov | 1499.75 | 209.45 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 13 Nov | 1505.60 | 209.45 | -32.55 | - | 1 | -0.5 | 0.5 | |||
| 12 Nov | 1525.15 | 242 | -3.00 | 67.38 | 0.5 | 0 | 1 | |||
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| 11 Nov | 1552.80 | 245 | -10.00 | - | 1 | 0 | 1 | |||
| 8 Nov | 1592.60 | 255 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1576.15 | 255 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1594.05 | 255 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1601.20 | 255 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1584.60 | 255 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1559.55 | 255 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1551.75 | 255 | 123.00 | - | 1 | 0 | 1 | |||
| 30 Oct | 1418.25 | 132 | 132.00 | - | 3 | 0 | 0 | |||
| 29 Oct | 1477.55 | 0 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 CE is 0.00
Historical price for 1300 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 209.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 209.45, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 242, which was -3.00 lower than the previous day. The implied volatity was 67.38, the open interest changed by 0 which decreased total open position to 2
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 245, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 255, which was 0.00 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 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 255, which was 0.00 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 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 255, which was 0.00 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 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 255, which was 0.00 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 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 255, which was 0.00 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 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 255, which was 0.00 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 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 255, which was 123.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CIPLA was trading at 1418.25. The strike last trading price was 132, which was 132.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CIPLA was trading at 1477.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.14
Theta: -0.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 0.85 | -0.10 | 37.57 | 30.5 | 2 | 233.5 |
| 13 Nov | 1505.60 | 0.95 | -0.10 | 37.61 | 28 | -2.5 | 231.5 |
| 12 Nov | 1525.15 | 1.05 | -0.25 | 39.52 | 75 | -25 | 234 |
| 11 Nov | 1552.80 | 1.3 | 0.60 | 43.04 | 306.5 | -14 | 252 |
| 8 Nov | 1592.60 | 0.7 | -0.25 | 40.57 | 60 | 42.5 | 263.5 |
| 7 Nov | 1576.15 | 0.95 | -0.05 | 40.59 | 97 | 35.5 | 221 |
| 6 Nov | 1594.05 | 1 | -0.30 | 41.38 | 193 | 20.5 | 185.5 |
| 5 Nov | 1601.20 | 1.3 | -0.50 | 43.04 | 203.5 | -63 | 165.5 |
| 4 Nov | 1584.60 | 1.8 | -0.45 | 42.01 | 251 | -20 | 228 |
| 1 Nov | 1559.55 | 2.25 | 0.00 | 39.23 | 14 | -3 | 248 |
| 31 Oct | 1551.75 | 2.25 | -5.55 | - | 737 | 123 | 251 |
| 30 Oct | 1418.25 | 7.8 | 7.80 | - | 188 | 123 | 123 |
| 29 Oct | 1477.55 | 0 | - | 0 | 0 | 0 | |
For Cipla Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 PE is -0.02
Historical price for 1300 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 37.57, the open interest changed by 4 which increased total open position to 467
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 37.61, the open interest changed by -5 which decreased total open position to 463
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 39.52, the open interest changed by -50 which decreased total open position to 468
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 1.3, which was 0.60 higher than the previous day. The implied volatity was 43.04, the open interest changed by -28 which decreased total open position to 504
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 40.57, the open interest changed by 85 which increased total open position to 527
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 40.59, the open interest changed by 71 which increased total open position to 442
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 41.38, the open interest changed by 41 which increased total open position to 371
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 43.04, the open interest changed by -126 which decreased total open position to 331
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 42.01, the open interest changed by -40 which decreased total open position to 456
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 39.23, the open interest changed by -6 which decreased total open position to 496
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 2.25, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CIPLA was trading at 1418.25. The strike last trading price was 7.8, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CIPLA was trading at 1477.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
