CIPLA
Cipla Ltd
Historical option data for CIPLA
08 May 2026 04:10 PM IST
| CIPLA 26-May-2026 (16d) 1330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.01
Theta: -0.85
Gamma: 0.00507
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 1347.00 | 41.7 | -14.099999999999994 (-25.27%) | 24.77 | 167 | 3 | 301 | |||||||||
| 7 May | 1362.30 | 55.35 | -0.19999999999999574 (-0.36%) | 27.95 | 88 | 4 | 299 | |||||||||
| 6 May | 1364.40 | 54.2 | 17.25 (46.68%) | 26.15 | 624 | -139 | 297 | |||||||||
| 5 May | 1333.70 | 37.75 | -2.3500000000000014 (-5.86%) | 26.09 | 1,235 | 58 | 440 | |||||||||
| 4 May | 1335.00 | 39.45 | 7.550000000000004 (23.67%) | 26.29 | 1,329 | 209 | 382 | |||||||||
| 30 Apr | 1309.60 | 32.1 | -2.25 (-6.55%) | 29.26 | 1,875 | 165 | 338 | |||||||||
| 29 Apr | 1317.60 | 33.65 | 2.299999999999997 (7.34%) | 26.21 | 325 | 50 | 173 | |||||||||
| 28 Apr | 1306.50 | 31.5 | -8.549999999999997 (-21.35%) | 26.16 | 214 | 23 | 123 | |||||||||
| 27 Apr | 1317.20 | 38.5 | 9.25 (31.62%) | 28.83 | 225 | 21 | 100 | |||||||||
| 24 Apr | 1295.00 | 29 | -5.299999999999997 (-15.45%) | 27.07 | 209 | 47 | 81 | |||||||||
| 23 Apr | 1305.90 | 34.05 | 22.599999999999998 (197.38%) | 26.31 | 67 | 8 | 35 | |||||||||
|
|
||||||||||||||||
| 22 Apr | 1236.30 | 11.5 | 0.5 (4.55%) | 26.51 | 6 | 0 | 24 | |||||||||
| 21 Apr | 1232.50 | 11 | -0.40000000000000036 (-3.51%) | 26.36 | 4 | -2 | 22 | |||||||||
| 20 Apr | 1229.50 | 11.5 | -0.09999999999999964 (-0.86%) | 26.89 | 21 | 14 | 18 | |||||||||
| 17 Apr | 1240.80 | 11.6 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 16 Apr | 1230.50 | 11.6 | 0 (0.00%) | 25.46 | 0 | 0 | 4 | |||||||||
| 15 Apr | 1227.00 | 11.6 | -5.549999999999999 (-32.36%) | 25.46 | 4 | 2 | 2 | |||||||||
| 13 Apr | 1211.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1229.50 | 0 | 0 (0.00%) | 4.72 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1224.40 | 17.15 | 0 (0.00%) | 5.3 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1215.90 | 17.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1202.40 | 17.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1200.90 | 17.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1192.40 | 17.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1195.90 | 17.15 | 0 (0.00%) | 6.4 | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1330 expiring on 26MAY2026
Delta for 1330 CE is 0.63
Historical price for 1330 CE is as follows
On 8 May CIPLA was trading at 1347.00. The strike last trading price was 41.7, which was -14.099999999999994 lower than the previous day. The implied volatity was 24.77, the open interest changed by 3 which increased total open position to 301
On 7 May CIPLA was trading at 1362.30. The strike last trading price was 55.35, which was -0.19999999999999574 lower than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 299
On 6 May CIPLA was trading at 1364.40. The strike last trading price was 54.2, which was 17.25 higher than the previous day. The implied volatity was 26.15, the open interest changed by -139 which decreased total open position to 297
On 5 May CIPLA was trading at 1333.70. The strike last trading price was 37.75, which was -2.3500000000000014 lower than the previous day. The implied volatity was 26.09, the open interest changed by 58 which increased total open position to 440
On 4 May CIPLA was trading at 1335.00. The strike last trading price was 39.45, which was 7.550000000000004 higher than the previous day. The implied volatity was 26.29, the open interest changed by 209 which increased total open position to 382
On 30 Apr CIPLA was trading at 1309.60. The strike last trading price was 32.1, which was -2.25 lower than the previous day. The implied volatity was 29.26, the open interest changed by 165 which increased total open position to 338
On 29 Apr CIPLA was trading at 1317.60. The strike last trading price was 33.65, which was 2.299999999999997 higher than the previous day. The implied volatity was 26.21, the open interest changed by 50 which increased total open position to 173
On 28 Apr CIPLA was trading at 1306.50. The strike last trading price was 31.5, which was -8.549999999999997 lower than the previous day. The implied volatity was 26.16, the open interest changed by 23 which increased total open position to 123
On 27 Apr CIPLA was trading at 1317.20. The strike last trading price was 38.5, which was 9.25 higher than the previous day. The implied volatity was 28.83, the open interest changed by 21 which increased total open position to 100
On 24 Apr CIPLA was trading at 1295.00. The strike last trading price was 29, which was -5.299999999999997 lower than the previous day. The implied volatity was 27.07, the open interest changed by 47 which increased total open position to 81
On 23 Apr CIPLA was trading at 1305.90. The strike last trading price was 34.05, which was 22.599999999999998 higher than the previous day. The implied volatity was 26.31, the open interest changed by 8 which increased total open position to 35
On 22 Apr CIPLA was trading at 1236.30. The strike last trading price was 11.5, which was 0.5 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 24
On 21 Apr CIPLA was trading at 1232.50. The strike last trading price was 11, which was -0.40000000000000036 lower than the previous day. The implied volatity was 26.36, the open interest changed by -2 which decreased total open position to 22
On 20 Apr CIPLA was trading at 1229.50. The strike last trading price was 11.5, which was -0.09999999999999964 lower than the previous day. The implied volatity was 26.89, the open interest changed by 14 which increased total open position to 18
On 17 Apr CIPLA was trading at 1240.80. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Apr CIPLA was trading at 1230.50. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 4
On 15 Apr CIPLA was trading at 1227.00. The strike last trading price was 11.6, which was -5.549999999999999 lower than the previous day. The implied volatity was 25.46, the open interest changed by 2 which increased total open position to 2
On 13 Apr CIPLA was trading at 1211.10. The strike last trading price was 0, 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 Apr CIPLA was trading at 1229.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 9 Apr CIPLA was trading at 1224.40. The strike last trading price was 17.15, which was 0 lower than the previous day. The implied volatity was 5.3, the open interest changed by 0 which decreased total open position to 0
On 8 Apr CIPLA was trading at 1215.90. The strike last trading price was 17.15, 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 7 Apr CIPLA was trading at 1202.40. The strike last trading price was 17.15, 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 6 Apr CIPLA was trading at 1200.90. The strike last trading price was 17.15, 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 2 Apr CIPLA was trading at 1192.40. The strike last trading price was 17.15, 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 1 Apr CIPLA was trading at 1195.90. The strike last trading price was 17.15, which was 0 lower than the previous day. The implied volatity was 6.4, the open interest changed by 0 which decreased total open position to 0
| CIPLA 26-May-2026 (16d) 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.01
Theta: -0.86
Gamma: 0.00412
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 1347.00 | 27.1 | 10 (58.48%) | 30.9 | 583 | 97 | 304 |
| 7 May | 1362.30 | 17.25 | 0.75 (4.55%) | 25.97 | 297 | -51 | 207 |
| 6 May | 1364.40 | 16.9 | -13.8 (-44.95%) | 25.07 | 616 | 84 | 257 |
| 5 May | 1333.70 | 29.4 | -2.3000000000000007 (-7.26%) | 26.44 | 441 | 72 | 171 |
| 4 May | 1335.00 | 32 | -14.450000000000003 (-31.11%) | 27.84 | 233 | 81 | 99 |
| 30 Apr | 1309.60 | 46.3 | 3.6499999999999986 (8.56%) | 26.59 | 98 | 12 | 30 |
| 29 Apr | 1317.60 | 42.95 | -7.049999999999997 (-14.10%) | 26.67 | 46 | 11 | 16 |
| 28 Apr | 1306.50 | 50 | -58.2 (-53.79%) | 29.33 | 8 | 4 | 4 |
| 27 Apr | 1317.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1295.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1305.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 1236.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1232.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1229.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1240.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1230.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1227.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1211.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1229.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1224.40 | 108.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1215.90 | 108.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1202.40 | 108.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1200.90 | 108.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1192.40 | 108.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1195.90 | 108.2 | 0 (0.00%) | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1330 expiring on 26MAY2026
Delta for 1330 PE is -0.39
Historical price for 1330 PE is as follows
On 8 May CIPLA was trading at 1347.00. The strike last trading price was 27.1, which was 10 higher than the previous day. The implied volatity was 30.9, the open interest changed by 97 which increased total open position to 304
On 7 May CIPLA was trading at 1362.30. The strike last trading price was 17.25, which was 0.75 higher than the previous day. The implied volatity was 25.97, the open interest changed by -51 which decreased total open position to 207
On 6 May CIPLA was trading at 1364.40. The strike last trading price was 16.9, which was -13.8 lower than the previous day. The implied volatity was 25.07, the open interest changed by 84 which increased total open position to 257
On 5 May CIPLA was trading at 1333.70. The strike last trading price was 29.4, which was -2.3000000000000007 lower than the previous day. The implied volatity was 26.44, the open interest changed by 72 which increased total open position to 171
On 4 May CIPLA was trading at 1335.00. The strike last trading price was 32, which was -14.450000000000003 lower than the previous day. The implied volatity was 27.84, the open interest changed by 81 which increased total open position to 99
On 30 Apr CIPLA was trading at 1309.60. The strike last trading price was 46.3, which was 3.6499999999999986 higher than the previous day. The implied volatity was 26.59, the open interest changed by 12 which increased total open position to 30
On 29 Apr CIPLA was trading at 1317.60. The strike last trading price was 42.95, which was -7.049999999999997 lower than the previous day. The implied volatity was 26.67, the open interest changed by 11 which increased total open position to 16
On 28 Apr CIPLA was trading at 1306.50. The strike last trading price was 50, which was -58.2 lower than the previous day. The implied volatity was 29.33, the open interest changed by 4 which increased total open position to 4
On 27 Apr CIPLA was trading at 1317.20. The strike last trading price was 0, 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 24 Apr CIPLA was trading at 1295.00. The strike last trading price was 0, 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 23 Apr CIPLA was trading at 1305.90. The strike last trading price was 0, 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 22 Apr CIPLA was trading at 1236.30. The strike last trading price was 0, 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 Apr CIPLA was trading at 1232.50. The strike last trading price was 0, 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 Apr CIPLA was trading at 1229.50. The strike last trading price was 0, 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 Apr CIPLA was trading at 1240.80. The strike last trading price was 0, 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 Apr CIPLA was trading at 1230.50. The strike last trading price was 0, 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 15 Apr CIPLA was trading at 1227.00. The strike last trading price was 0, 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 Apr CIPLA was trading at 1211.10. The strike last trading price was 0, 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 Apr CIPLA was trading at 1229.50. The strike last trading price was 0, 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 Apr CIPLA was trading at 1224.40. The strike last trading price was 108.2, 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 8 Apr CIPLA was trading at 1215.90. The strike last trading price was 108.2, 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 7 Apr CIPLA was trading at 1202.40. The strike last trading price was 108.2, 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 Apr CIPLA was trading at 1200.90. The strike last trading price was 108.2, 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 2 Apr CIPLA was trading at 1192.40. The strike last trading price was 108.2, 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 1 Apr CIPLA was trading at 1195.90. The strike last trading price was 108.2, 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
