CIPLA
Cipla Ltd
Historical option data for CIPLA
06 Mar 2026 04:10 PM IST
| CIPLA 30-MAR-2026 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 1.35
Theta: -0.7
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 6 Mar | 1321.20 | 22.4 | -3 | 19.1 | 586 | -4 | 589 | |||||||||
| 5 Mar | 1326.40 | 25.35 | 0.4 | 19.45 | 551 | -27 | 596 | |||||||||
| 4 Mar | 1313.20 | 24.9 | -13.85 | 23.39 | 1,260 | 305 | 630 | |||||||||
| 2 Mar | 1351.60 | 38.3 | 1.9 | 17.78 | 652 | 19 | 326 | |||||||||
| 27 Feb | 1348.20 | 34.65 | -8.75 | 16.1 | 541 | 33 | 307 | |||||||||
| 26 Feb | 1358.10 | 42.7 | 5.3 | 15.83 | 462 | -59 | 273 | |||||||||
| 25 Feb | 1346.10 | 36.75 | 6.15 | 17.08 | 1,095 | 49 | 333 | |||||||||
| 24 Feb | 1326.70 | 31.75 | 1.85 | 18.84 | 435 | 27 | 286 | |||||||||
| 23 Feb | 1326.50 | 30 | -6.7 | 18.37 | 594 | 103 | 259 | |||||||||
| 20 Feb | 1341.10 | 37 | 3.65 | 17.9 | 292 | 58 | 171 | |||||||||
| 19 Feb | 1328.90 | 31.5 | -11.7 | 17.25 | 177 | 60 | 112 | |||||||||
| 18 Feb | 1349.80 | 43.5 | 0.2 | 16.75 | 50 | 16 | 54 | |||||||||
| 17 Feb | 1343.90 | 43 | -5.1 | 18.57 | 61 | 30 | 35 | |||||||||
| 16 Feb | 1356.40 | 48.1 | 12.75 | 16.86 | 7 | 3 | 7 | |||||||||
| 13 Feb | 1331.50 | 35.35 | -2.85 | 16.74 | 2 | 1 | 5 | |||||||||
| 12 Feb | 1330.00 | 38.2 | -12.8 | 18.53 | 2 | 1 | 3 | |||||||||
| 11 Feb | 1349.90 | 51 | 0.6 | 18.61 | 6 | 0 | 2 | |||||||||
| 10 Feb | 1342.10 | 50.4 | 12.15 | 21.07 | 1 | 0 | 1 | |||||||||
| 9 Feb | 1342.50 | 38.25 | 1.8 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 1330.00 | 38.25 | 1.8 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 1333.30 | 38.25 | 1.8 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 1326.70 | 38.25 | 1.8 | 16.6 | 1 | 0 | 0 | |||||||||
| 3 Feb | 1322.80 | 36.45 | -9.2 | 17.27 | 1 | 0 | 1 | |||||||||
| 2 Feb | 1311.60 | 45.65 | -141.95 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 1328.90 | 45.65 | -141.95 | - | 0 | 0 | 1 | |||||||||
| 30 Jan | 1324.00 | 45.65 | -141.95 | 19.97 | 1 | 0 | 0 | |||||||||
| 29 Jan | 1320.90 | 187.6 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1328.40 | 187.6 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 27 Jan | 1313.00 | 187.6 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 23 Jan | 1315.00 | 187.6 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1340 expiring on 30MAR2026
Delta for 1340 CE is 0.46
Historical price for 1340 CE is as follows
On 6 Mar CIPLA was trading at 1321.20. The strike last trading price was 22.4, which was -3 lower than the previous day. The implied volatity was 19.1, the open interest changed by -4 which decreased total open position to 589
On 5 Mar CIPLA was trading at 1326.40. The strike last trading price was 25.35, which was 0.4 higher than the previous day. The implied volatity was 19.45, the open interest changed by -27 which decreased total open position to 596
On 4 Mar CIPLA was trading at 1313.20. The strike last trading price was 24.9, which was -13.85 lower than the previous day. The implied volatity was 23.39, the open interest changed by 305 which increased total open position to 630
On 2 Mar CIPLA was trading at 1351.60. The strike last trading price was 38.3, which was 1.9 higher than the previous day. The implied volatity was 17.78, the open interest changed by 19 which increased total open position to 326
On 27 Feb CIPLA was trading at 1348.20. The strike last trading price was 34.65, which was -8.75 lower than the previous day. The implied volatity was 16.1, the open interest changed by 33 which increased total open position to 307
On 26 Feb CIPLA was trading at 1358.10. The strike last trading price was 42.7, which was 5.3 higher than the previous day. The implied volatity was 15.83, the open interest changed by -59 which decreased total open position to 273
On 25 Feb CIPLA was trading at 1346.10. The strike last trading price was 36.75, which was 6.15 higher than the previous day. The implied volatity was 17.08, the open interest changed by 49 which increased total open position to 333
On 24 Feb CIPLA was trading at 1326.70. The strike last trading price was 31.75, which was 1.85 higher than the previous day. The implied volatity was 18.84, the open interest changed by 27 which increased total open position to 286
On 23 Feb CIPLA was trading at 1326.50. The strike last trading price was 30, which was -6.7 lower than the previous day. The implied volatity was 18.37, the open interest changed by 103 which increased total open position to 259
On 20 Feb CIPLA was trading at 1341.10. The strike last trading price was 37, which was 3.65 higher than the previous day. The implied volatity was 17.9, the open interest changed by 58 which increased total open position to 171
On 19 Feb CIPLA was trading at 1328.90. The strike last trading price was 31.5, which was -11.7 lower than the previous day. The implied volatity was 17.25, the open interest changed by 60 which increased total open position to 112
On 18 Feb CIPLA was trading at 1349.80. The strike last trading price was 43.5, which was 0.2 higher than the previous day. The implied volatity was 16.75, the open interest changed by 16 which increased total open position to 54
On 17 Feb CIPLA was trading at 1343.90. The strike last trading price was 43, which was -5.1 lower than the previous day. The implied volatity was 18.57, the open interest changed by 30 which increased total open position to 35
On 16 Feb CIPLA was trading at 1356.40. The strike last trading price was 48.1, which was 12.75 higher than the previous day. The implied volatity was 16.86, the open interest changed by 3 which increased total open position to 7
On 13 Feb CIPLA was trading at 1331.50. The strike last trading price was 35.35, which was -2.85 lower than the previous day. The implied volatity was 16.74, the open interest changed by 1 which increased total open position to 5
On 12 Feb CIPLA was trading at 1330.00. The strike last trading price was 38.2, which was -12.8 lower than the previous day. The implied volatity was 18.53, the open interest changed by 1 which increased total open position to 3
On 11 Feb CIPLA was trading at 1349.90. The strike last trading price was 51, which was 0.6 higher than the previous day. The implied volatity was 18.61, the open interest changed by 0 which decreased total open position to 2
On 10 Feb CIPLA was trading at 1342.10. The strike last trading price was 50.4, which was 12.15 higher than the previous day. The implied volatity was 21.07, 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 38.25, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb CIPLA was trading at 1330.00. The strike last trading price was 38.25, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb CIPLA was trading at 1333.30. The strike last trading price was 38.25, which was 1.8 higher than the previous day. The implied volatity was -, 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 38.25, which was 1.8 higher than the previous day. The implied volatity was 16.6, 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 36.45, which was -9.2 lower than the previous day. The implied volatity was 17.27, the open interest changed by 0 which decreased total open position to 1
On 2 Feb CIPLA was trading at 1311.60. The strike last trading price was 45.65, which was -141.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb CIPLA was trading at 1328.90. The strike last trading price was 45.65, which was -141.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 45.65, which was -141.95 lower than the previous day. The implied volatity was 19.97, 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 187.6, which was 0 lower than the previous day. The implied volatity was 0.14, 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 187.6, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 27 Jan CIPLA was trading at 1313.00. The strike last trading price was 187.6, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 23 Jan CIPLA was trading at 1315.00. The strike last trading price was 187.6, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
| CIPLA 30MAR2026 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 1.35
Theta: -0.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 1321.20 | 36.55 | 4 | 24.09 | 63 | 14 | 446 |
| 5 Mar | 1326.40 | 33 | -11.45 | 22.55 | 99 | 5 | 432 |
| 4 Mar | 1313.20 | 43.85 | 19.4 | 24.45 | 498 | -21 | 431 |
| 2 Mar | 1351.60 | 24.95 | -0.15 | 23.32 | 731 | 85 | 453 |
| 27 Feb | 1348.20 | 25.95 | 4.6 | 21.82 | 578 | 21 | 367 |
| 26 Feb | 1358.10 | 21.25 | -3.85 | 21.47 | 472 | 39 | 344 |
| 25 Feb | 1346.10 | 25.05 | -7.55 | 20.51 | 441 | 118 | 305 |
| 24 Feb | 1326.70 | 31.3 | -6.95 | 20.12 | 85 | 23 | 187 |
| 23 Feb | 1326.50 | 37.7 | 8.2 | 22.94 | 274 | 44 | 163 |
| 20 Feb | 1341.10 | 30.3 | -2.7 | 20.96 | 94 | 33 | 119 |
| 19 Feb | 1328.90 | 36.05 | 10.6 | 21.75 | 103 | 28 | 95 |
| 18 Feb | 1349.80 | 25.65 | -3.85 | 20.75 | 63 | 45 | 67 |
| 17 Feb | 1343.90 | 30.75 | -6.7 | 21.96 | 24 | 16 | 20 |
| 16 Feb | 1356.40 | 37.45 | 0 | - | 0 | 0 | 4 |
| 13 Feb | 1331.50 | 37.45 | 0 | - | 0 | 0 | 4 |
| 12 Feb | 1330.00 | 37.45 | 0 | - | 0 | 0 | 4 |
| 11 Feb | 1349.90 | 37.45 | 0 | - | 0 | 0 | 4 |
| 10 Feb | 1342.10 | 37.45 | 0 | - | 0 | 0 | 4 |
| 9 Feb | 1342.50 | 37.45 | 0 | - | 0 | 0 | 4 |
| 6 Feb | 1330.00 | 37.45 | 0 | 20.66 | 2 | 0 | 2 |
| 5 Feb | 1333.30 | 37.45 | 22.2 | - | 0 | 0 | 2 |
| 4 Feb | 1326.70 | 37.45 | 22.2 | 20.47 | 2 | 0 | 0 |
| 3 Feb | 1322.80 | 15.25 | 0 | 0.15 | 0 | 0 | 0 |
| 2 Feb | 1311.60 | 15.25 | 0 | 0.57 | 0 | 0 | 0 |
| 1 Feb | 1328.90 | 15.25 | 0 | 1.29 | 0 | 0 | 0 |
| 30 Jan | 1324.00 | 15.25 | 0 | 0.38 | 0 | 0 | 0 |
| 29 Jan | 1320.90 | 15.25 | 0 | 0.11 | 0 | 0 | 0 |
| 28 Jan | 1328.40 | 15.25 | 0 | 0.82 | 0 | 0 | 0 |
| 27 Jan | 1313.00 | 15.25 | 0 | 0.05 | 0 | 0 | 0 |
| 23 Jan | 1315.00 | 15.25 | 0 | 0.32 | 0 | 0 | 0 |
For Cipla Ltd - strike price 1340 expiring on 30MAR2026
Delta for 1340 PE is -0.52
Historical price for 1340 PE is as follows
On 6 Mar CIPLA was trading at 1321.20. The strike last trading price was 36.55, which was 4 higher than the previous day. The implied volatity was 24.09, the open interest changed by 14 which increased total open position to 446
On 5 Mar CIPLA was trading at 1326.40. The strike last trading price was 33, which was -11.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by 5 which increased total open position to 432
On 4 Mar CIPLA was trading at 1313.20. The strike last trading price was 43.85, which was 19.4 higher than the previous day. The implied volatity was 24.45, the open interest changed by -21 which decreased total open position to 431
On 2 Mar CIPLA was trading at 1351.60. The strike last trading price was 24.95, which was -0.15 lower than the previous day. The implied volatity was 23.32, the open interest changed by 85 which increased total open position to 453
On 27 Feb CIPLA was trading at 1348.20. The strike last trading price was 25.95, which was 4.6 higher than the previous day. The implied volatity was 21.82, the open interest changed by 21 which increased total open position to 367
On 26 Feb CIPLA was trading at 1358.10. The strike last trading price was 21.25, which was -3.85 lower than the previous day. The implied volatity was 21.47, the open interest changed by 39 which increased total open position to 344
On 25 Feb CIPLA was trading at 1346.10. The strike last trading price was 25.05, which was -7.55 lower than the previous day. The implied volatity was 20.51, the open interest changed by 118 which increased total open position to 305
On 24 Feb CIPLA was trading at 1326.70. The strike last trading price was 31.3, which was -6.95 lower than the previous day. The implied volatity was 20.12, the open interest changed by 23 which increased total open position to 187
On 23 Feb CIPLA was trading at 1326.50. The strike last trading price was 37.7, which was 8.2 higher than the previous day. The implied volatity was 22.94, the open interest changed by 44 which increased total open position to 163
On 20 Feb CIPLA was trading at 1341.10. The strike last trading price was 30.3, which was -2.7 lower than the previous day. The implied volatity was 20.96, the open interest changed by 33 which increased total open position to 119
On 19 Feb CIPLA was trading at 1328.90. The strike last trading price was 36.05, which was 10.6 higher than the previous day. The implied volatity was 21.75, the open interest changed by 28 which increased total open position to 95
On 18 Feb CIPLA was trading at 1349.80. The strike last trading price was 25.65, which was -3.85 lower than the previous day. The implied volatity was 20.75, the open interest changed by 45 which increased total open position to 67
On 17 Feb CIPLA was trading at 1343.90. The strike last trading price was 30.75, which was -6.7 lower than the previous day. The implied volatity was 21.96, the open interest changed by 16 which increased total open position to 20
On 16 Feb CIPLA was trading at 1356.40. The strike last trading price was 37.45, 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 13 Feb CIPLA was trading at 1331.50. The strike last trading price was 37.45, 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 12 Feb CIPLA was trading at 1330.00. The strike last trading price was 37.45, 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 11 Feb CIPLA was trading at 1349.90. The strike last trading price was 37.45, 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 10 Feb CIPLA was trading at 1342.10. The strike last trading price was 37.45, 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 9 Feb CIPLA was trading at 1342.50. The strike last trading price was 37.45, 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 6 Feb CIPLA was trading at 1330.00. The strike last trading price was 37.45, which was 0 lower than the previous day. The implied volatity was 20.66, the open interest changed by 0 which decreased total open position to 2
On 5 Feb CIPLA was trading at 1333.30. The strike last trading price was 37.45, which was 22.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb CIPLA was trading at 1326.70. The strike last trading price was 37.45, which was 22.2 higher than the previous day. The implied volatity was 20.47, 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 15.25, which was 0 lower than the previous day. The implied volatity was 0.15, 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 15.25, which was 0 lower than the previous day. The implied volatity was 0.57, 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 15.25, which was 0 lower than the previous day. The implied volatity was 1.29, 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 15.25, which was 0 lower than the previous day. The implied volatity was 0.38, 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 15.25, which was 0 lower than the previous day. The implied volatity was 0.11, 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 15.25, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 27 Jan CIPLA was trading at 1313.00. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 23 Jan CIPLA was trading at 1315.00. The strike last trading price was 15.25, 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
