CIPLA
Cipla Ltd
Historical option data for CIPLA
10 Mar 2026 11:05 AM IST
| CIPLA 30-MAR-2026 1330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 1.24
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 1326.90 | 28 | -2.15 | 20.96 | 1,709 | 118 | 1,443 | |||||||||
| 9 Mar | 1325.00 | 28 | -0.2 | 21.05 | 3,083 | 857 | 1,425 | |||||||||
| 6 Mar | 1321.20 | 28 | -2.85 | 19.75 | 1,361 | 65 | 566 | |||||||||
| 5 Mar | 1326.40 | 31 | 1.55 | 19.95 | 760 | 28 | 502 | |||||||||
| 4 Mar | 1313.20 | 29.65 | -14.95 | 23.75 | 906 | 233 | 490 | |||||||||
| 2 Mar | 1351.60 | 44.15 | 2.25 | 17.36 | 451 | 92 | 258 | |||||||||
| 27 Feb | 1348.20 | 41.3 | -8.7 | 16.39 | 84 | 1 | 169 | |||||||||
| 26 Feb | 1358.10 | 49.75 | 6.3 | 15.9 | 103 | -23 | 168 | |||||||||
| 25 Feb | 1346.10 | 43.2 | 7.05 | 17.31 | 547 | -55 | 195 | |||||||||
| 24 Feb | 1326.70 | 35.85 | 1 | 18.13 | 545 | 28 | 251 | |||||||||
| 23 Feb | 1326.50 | 34.35 | -7.9 | 17.91 | 736 | 130 | 220 | |||||||||
| 20 Feb | 1341.10 | 41.65 | 4.6 | 17.27 | 179 | 30 | 90 | |||||||||
| 19 Feb | 1328.90 | 36.3 | -13.85 | 16.97 | 74 | 18 | 59 | |||||||||
| 18 Feb | 1349.80 | 49.65 | -6.8 | 16.6 | 40 | 13 | 31 | |||||||||
| 17 Feb | 1343.90 | 56.3 | 12.95 | - | 0 | 0 | 18 | |||||||||
| 16 Feb | 1356.40 | 56.3 | 12.95 | 17.88 | 33 | 7 | 18 | |||||||||
| 13 Feb | 1331.50 | 43.35 | 0.25 | 18.33 | 3 | 0 | 12 | |||||||||
| 12 Feb | 1330.00 | 43.1 | -9.9 | 18.55 | 7 | 4 | 12 | |||||||||
| 11 Feb | 1349.90 | 53 | 0.45 | 16.25 | 18 | 1 | 24 | |||||||||
| 10 Feb | 1342.10 | 52.55 | -1 | 19.05 | 28 | 18 | 25 | |||||||||
| 9 Feb | 1342.50 | 55.6 | 6 | 17.93 | 9 | 4 | 8 | |||||||||
| 6 Feb | 1330.00 | 49.6 | -0.4 | - | 0 | 0 | 4 | |||||||||
| 5 Feb | 1333.30 | 49.6 | -0.4 | 18.75 | 3 | 0 | 1 | |||||||||
| 4 Feb | 1326.70 | 50 | -4.25 | 19.78 | 1 | 0 | 0 | |||||||||
| 3 Feb | 1322.80 | 54.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1311.60 | 54.25 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
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| 1 Feb | 1328.90 | 54.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1324.00 | 54.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1320.90 | 54.25 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1328.40 | 54.25 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1330 expiring on 30MAR2026
Delta for 1330 CE is 0.53
Historical price for 1330 CE is as follows
On 10 Mar CIPLA was trading at 1326.90. The strike last trading price was 28, which was -2.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by 118 which increased total open position to 1443
On 9 Mar CIPLA was trading at 1325.00. The strike last trading price was 28, which was -0.2 lower than the previous day. The implied volatity was 21.05, the open interest changed by 857 which increased total open position to 1425
On 6 Mar CIPLA was trading at 1321.20. The strike last trading price was 28, which was -2.85 lower than the previous day. The implied volatity was 19.75, the open interest changed by 65 which increased total open position to 566
On 5 Mar CIPLA was trading at 1326.40. The strike last trading price was 31, which was 1.55 higher than the previous day. The implied volatity was 19.95, the open interest changed by 28 which increased total open position to 502
On 4 Mar CIPLA was trading at 1313.20. The strike last trading price was 29.65, which was -14.95 lower than the previous day. The implied volatity was 23.75, the open interest changed by 233 which increased total open position to 490
On 2 Mar CIPLA was trading at 1351.60. The strike last trading price was 44.15, which was 2.25 higher than the previous day. The implied volatity was 17.36, the open interest changed by 92 which increased total open position to 258
On 27 Feb CIPLA was trading at 1348.20. The strike last trading price was 41.3, which was -8.7 lower than the previous day. The implied volatity was 16.39, the open interest changed by 1 which increased total open position to 169
On 26 Feb CIPLA was trading at 1358.10. The strike last trading price was 49.75, which was 6.3 higher than the previous day. The implied volatity was 15.9, the open interest changed by -23 which decreased total open position to 168
On 25 Feb CIPLA was trading at 1346.10. The strike last trading price was 43.2, which was 7.05 higher than the previous day. The implied volatity was 17.31, the open interest changed by -55 which decreased total open position to 195
On 24 Feb CIPLA was trading at 1326.70. The strike last trading price was 35.85, which was 1 higher than the previous day. The implied volatity was 18.13, the open interest changed by 28 which increased total open position to 251
On 23 Feb CIPLA was trading at 1326.50. The strike last trading price was 34.35, which was -7.9 lower than the previous day. The implied volatity was 17.91, the open interest changed by 130 which increased total open position to 220
On 20 Feb CIPLA was trading at 1341.10. The strike last trading price was 41.65, which was 4.6 higher than the previous day. The implied volatity was 17.27, the open interest changed by 30 which increased total open position to 90
On 19 Feb CIPLA was trading at 1328.90. The strike last trading price was 36.3, which was -13.85 lower than the previous day. The implied volatity was 16.97, the open interest changed by 18 which increased total open position to 59
On 18 Feb CIPLA was trading at 1349.80. The strike last trading price was 49.65, which was -6.8 lower than the previous day. The implied volatity was 16.6, the open interest changed by 13 which increased total open position to 31
On 17 Feb CIPLA was trading at 1343.90. The strike last trading price was 56.3, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 16 Feb CIPLA was trading at 1356.40. The strike last trading price was 56.3, which was 12.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 7 which increased total open position to 18
On 13 Feb CIPLA was trading at 1331.50. The strike last trading price was 43.35, which was 0.25 higher than the previous day. The implied volatity was 18.33, the open interest changed by 0 which decreased total open position to 12
On 12 Feb CIPLA was trading at 1330.00. The strike last trading price was 43.1, which was -9.9 lower than the previous day. The implied volatity was 18.55, the open interest changed by 4 which increased total open position to 12
On 11 Feb CIPLA was trading at 1349.90. The strike last trading price was 53, which was 0.45 higher than the previous day. The implied volatity was 16.25, the open interest changed by 1 which increased total open position to 24
On 10 Feb CIPLA was trading at 1342.10. The strike last trading price was 52.55, which was -1 lower than the previous day. The implied volatity was 19.05, the open interest changed by 18 which increased total open position to 25
On 9 Feb CIPLA was trading at 1342.50. The strike last trading price was 55.6, which was 6 higher than the previous day. The implied volatity was 17.93, the open interest changed by 4 which increased total open position to 8
On 6 Feb CIPLA was trading at 1330.00. The strike last trading price was 49.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb CIPLA was trading at 1333.30. The strike last trading price was 49.6, which was -0.4 lower than the previous day. The implied volatity was 18.75, the open interest changed by 0 which decreased total open position to 1
On 4 Feb CIPLA was trading at 1326.70. The strike last trading price was 50, which was -4.25 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CIPLA was trading at 1322.80. The strike last trading price was 54.25, 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 Feb CIPLA was trading at 1311.60. The strike last trading price was 54.25, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CIPLA was trading at 1328.90. The strike last trading price was 54.25, 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 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 54.25, 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 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 54.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CIPLA was trading at 1328.40. The strike last trading price was 54.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| CIPLA 30MAR2026 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 1.24
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 1326.90 | 28.5 | -4.1 | 24.45 | 541 | 1 | 496 |
| 9 Mar | 1325.00 | 34 | 2.65 | 27.87 | 284 | -69 | 497 |
| 6 Mar | 1321.20 | 31.1 | 3.3 | 23.91 | 402 | -83 | 567 |
| 5 Mar | 1326.40 | 28.15 | -9.65 | 22.66 | 668 | 290 | 652 |
| 4 Mar | 1313.20 | 39.05 | 18.15 | 25.07 | 927 | 49 | 364 |
| 2 Mar | 1351.60 | 21.1 | -0.35 | 23.36 | 492 | 37 | 313 |
| 27 Feb | 1348.20 | 22 | 4.15 | 21.89 | 219 | 24 | 277 |
| 26 Feb | 1358.10 | 17.55 | -3.95 | 21.34 | 260 | 31 | 253 |
| 25 Feb | 1346.10 | 21.25 | -7.35 | 20.66 | 324 | 31 | 221 |
| 24 Feb | 1326.70 | 27.3 | -5.65 | 20.57 | 235 | 28 | 191 |
| 23 Feb | 1326.50 | 33.25 | 7.7 | 23.21 | 357 | 57 | 159 |
| 20 Feb | 1341.10 | 25.5 | -4.95 | 20.68 | 111 | 32 | 103 |
| 19 Feb | 1328.90 | 31.5 | 9.25 | 21.87 | 65 | 33 | 71 |
| 18 Feb | 1349.80 | 22.35 | -1.65 | 21.07 | 23 | 9 | 37 |
| 17 Feb | 1343.90 | 24 | 2.6 | 20.44 | 6 | 1 | 27 |
| 16 Feb | 1356.40 | 21.2 | -15.55 | 21.02 | 35 | 22 | 23 |
| 13 Feb | 1331.50 | 36.75 | -20.6 | - | 0 | 0 | 1 |
| 12 Feb | 1330.00 | 36.75 | -20.6 | - | 0 | 0 | 1 |
| 11 Feb | 1349.90 | 36.75 | -20.6 | - | 0 | 0 | 1 |
| 10 Feb | 1342.10 | 36.75 | -20.6 | - | 0 | 0 | 1 |
| 9 Feb | 1342.50 | 36.75 | -20.6 | 27.12 | 1 | 0 | 0 |
| 6 Feb | 1330.00 | 57.35 | 0 | 0.93 | 0 | 0 | 0 |
| 5 Feb | 1333.30 | 57.35 | 0 | 1.26 | 0 | 0 | 0 |
| 4 Feb | 1326.70 | 57.35 | 0 | 1.05 | 0 | 0 | 0 |
| 3 Feb | 1322.80 | 57.35 | 0 | 0.79 | 0 | 0 | 0 |
| 2 Feb | 1311.60 | 57.35 | 0 | 0.32 | 0 | 0 | 0 |
| 1 Feb | 1328.90 | 57.35 | 0 | 1.83 | 0 | 0 | 0 |
| 30 Jan | 1324.00 | 57.35 | 0 | 1 | 0 | 0 | 0 |
| 29 Jan | 1320.90 | 57.35 | 0 | 0.48 | 0 | 0 | 0 |
| 28 Jan | 1328.40 | 57.35 | 0 | 1.3 | 0 | 0 | 0 |
For Cipla Ltd - strike price 1330 expiring on 30MAR2026
Delta for 1330 PE is -0.47
Historical price for 1330 PE is as follows
On 10 Mar CIPLA was trading at 1326.90. The strike last trading price was 28.5, which was -4.1 lower than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 496
On 9 Mar CIPLA was trading at 1325.00. The strike last trading price was 34, which was 2.65 higher than the previous day. The implied volatity was 27.87, the open interest changed by -69 which decreased total open position to 497
On 6 Mar CIPLA was trading at 1321.20. The strike last trading price was 31.1, which was 3.3 higher than the previous day. The implied volatity was 23.91, the open interest changed by -83 which decreased total open position to 567
On 5 Mar CIPLA was trading at 1326.40. The strike last trading price was 28.15, which was -9.65 lower than the previous day. The implied volatity was 22.66, the open interest changed by 290 which increased total open position to 652
On 4 Mar CIPLA was trading at 1313.20. The strike last trading price was 39.05, which was 18.15 higher than the previous day. The implied volatity was 25.07, the open interest changed by 49 which increased total open position to 364
On 2 Mar CIPLA was trading at 1351.60. The strike last trading price was 21.1, which was -0.35 lower than the previous day. The implied volatity was 23.36, the open interest changed by 37 which increased total open position to 313
On 27 Feb CIPLA was trading at 1348.20. The strike last trading price was 22, which was 4.15 higher than the previous day. The implied volatity was 21.89, the open interest changed by 24 which increased total open position to 277
On 26 Feb CIPLA was trading at 1358.10. The strike last trading price was 17.55, which was -3.95 lower than the previous day. The implied volatity was 21.34, the open interest changed by 31 which increased total open position to 253
On 25 Feb CIPLA was trading at 1346.10. The strike last trading price was 21.25, which was -7.35 lower than the previous day. The implied volatity was 20.66, the open interest changed by 31 which increased total open position to 221
On 24 Feb CIPLA was trading at 1326.70. The strike last trading price was 27.3, which was -5.65 lower than the previous day. The implied volatity was 20.57, the open interest changed by 28 which increased total open position to 191
On 23 Feb CIPLA was trading at 1326.50. The strike last trading price was 33.25, which was 7.7 higher than the previous day. The implied volatity was 23.21, the open interest changed by 57 which increased total open position to 159
On 20 Feb CIPLA was trading at 1341.10. The strike last trading price was 25.5, which was -4.95 lower than the previous day. The implied volatity was 20.68, the open interest changed by 32 which increased total open position to 103
On 19 Feb CIPLA was trading at 1328.90. The strike last trading price was 31.5, which was 9.25 higher than the previous day. The implied volatity was 21.87, the open interest changed by 33 which increased total open position to 71
On 18 Feb CIPLA was trading at 1349.80. The strike last trading price was 22.35, which was -1.65 lower than the previous day. The implied volatity was 21.07, the open interest changed by 9 which increased total open position to 37
On 17 Feb CIPLA was trading at 1343.90. The strike last trading price was 24, which was 2.6 higher than the previous day. The implied volatity was 20.44, the open interest changed by 1 which increased total open position to 27
On 16 Feb CIPLA was trading at 1356.40. The strike last trading price was 21.2, which was -15.55 lower than the previous day. The implied volatity was 21.02, the open interest changed by 22 which increased total open position to 23
On 13 Feb CIPLA was trading at 1331.50. The strike last trading price was 36.75, which was -20.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb CIPLA was trading at 1330.00. The strike last trading price was 36.75, which was -20.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb CIPLA was trading at 1349.90. The strike last trading price was 36.75, which was -20.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb CIPLA was trading at 1342.10. The strike last trading price was 36.75, which was -20.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb CIPLA was trading at 1342.50. The strike last trading price was 36.75, which was -20.6 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 0
On 6 Feb CIPLA was trading at 1330.00. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CIPLA was trading at 1333.30. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CIPLA was trading at 1326.70. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CIPLA was trading at 1322.80. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CIPLA was trading at 1311.60. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CIPLA was trading at 1328.90. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0
On 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CIPLA was trading at 1328.40. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
