CIPLA
Cipla Ltd
Historical option data for CIPLA
04 Feb 2026 11:10 AM IST
| CIPLA 24-FEB-2026 1340 CE | ||||||||||||||||
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Delta: 0.51
Vega: 1.25
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 1330.90 | 22.75 | 1.8 | 18.56 | 707 | 9 | 1,221 | |||||||||
| 3 Feb | 1322.80 | 21.2 | 5.35 | 20 | 2,556 | 420 | 1,205 | |||||||||
| 2 Feb | 1311.60 | 15.7 | -9.45 | 18.05 | 1,203 | 204 | 790 | |||||||||
| 1 Feb | 1328.90 | 25 | -0.9 | 13.99 | 843 | 25 | 589 | |||||||||
| 30 Jan | 1324.00 | 26 | 1.9 | 20.8 | 941 | 128 | 564 | |||||||||
| 29 Jan | 1320.90 | 23.85 | -4.45 | 20.73 | 644 | 143 | 436 | |||||||||
| 28 Jan | 1328.40 | 29.2 | 4.15 | 18.57 | 630 | -23 | 295 | |||||||||
| 27 Jan | 1313.00 | 24.6 | -5.7 | 21.82 | 801 | 134 | 308 | |||||||||
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| 23 Jan | 1315.00 | 32.7 | -170.15 | 22.76 | 762 | 170 | 170 | |||||||||
| 22 Jan | 1370.40 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 1369.60 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 1378.40 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1392.30 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1397.50 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1434.50 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1448.30 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1465.20 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1465.70 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1460.60 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1467.90 | 202.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1340 expiring on 24FEB2026
Delta for 1340 CE is 0.51
Historical price for 1340 CE is as follows
On 4 Feb CIPLA was trading at 1330.90. The strike last trading price was 22.75, which was 1.8 higher than the previous day. The implied volatity was 18.56, the open interest changed by 9 which increased total open position to 1221
On 3 Feb CIPLA was trading at 1322.80. The strike last trading price was 21.2, which was 5.35 higher than the previous day. The implied volatity was 20, the open interest changed by 420 which increased total open position to 1205
On 2 Feb CIPLA was trading at 1311.60. The strike last trading price was 15.7, which was -9.45 lower than the previous day. The implied volatity was 18.05, the open interest changed by 204 which increased total open position to 790
On 1 Feb CIPLA was trading at 1328.90. The strike last trading price was 25, which was -0.9 lower than the previous day. The implied volatity was 13.99, the open interest changed by 25 which increased total open position to 589
On 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 26, which was 1.9 higher than the previous day. The implied volatity was 20.8, the open interest changed by 128 which increased total open position to 564
On 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 23.85, which was -4.45 lower than the previous day. The implied volatity was 20.73, the open interest changed by 143 which increased total open position to 436
On 28 Jan CIPLA was trading at 1328.40. The strike last trading price was 29.2, which was 4.15 higher than the previous day. The implied volatity was 18.57, the open interest changed by -23 which decreased total open position to 295
On 27 Jan CIPLA was trading at 1313.00. The strike last trading price was 24.6, which was -5.7 lower than the previous day. The implied volatity was 21.82, the open interest changed by 134 which increased total open position to 308
On 23 Jan CIPLA was trading at 1315.00. The strike last trading price was 32.7, which was -170.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by 170 which increased total open position to 170
On 22 Jan CIPLA was trading at 1370.40. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1369.60. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1378.40. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1392.30. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1397.50. The strike last trading price was 202.85, 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 14 Jan CIPLA was trading at 1434.50. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1448.30. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1465.20. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1465.70. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1460.60. The strike last trading price was 202.85, 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 Jan CIPLA was trading at 1467.90. The strike last trading price was 202.85, 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 24FEB2026 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 1.25
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 1330.90 | 28 | -4.2 | 21.68 | 84 | 15 | 397 |
| 3 Feb | 1322.80 | 31.6 | -10.05 | 21.18 | 452 | 140 | 384 |
| 2 Feb | 1311.60 | 39.65 | 3.7 | 23.25 | 78 | 24 | 245 |
| 1 Feb | 1328.90 | 41.25 | 6.5 | 34.91 | 81 | 8 | 221 |
| 30 Jan | 1324.00 | 33.8 | -2.5 | 22.21 | 72 | 12 | 212 |
| 29 Jan | 1320.90 | 36.85 | 4 | 21.81 | 123 | -5 | 200 |
| 28 Jan | 1328.40 | 32.3 | -10.5 | 23.9 | 104 | -7 | 205 |
| 27 Jan | 1313.00 | 42.45 | -3.65 | 23.28 | 150 | 32 | 212 |
| 23 Jan | 1315.00 | 45 | 22.9 | 26.79 | 1,249 | 106 | 179 |
| 22 Jan | 1370.40 | 22.1 | 1.65 | 25.36 | 18 | -4 | 74 |
| 21 Jan | 1369.60 | 20.45 | -0.8 | 23.11 | 25 | -8 | 78 |
| 20 Jan | 1378.40 | 21.15 | 3.05 | 25.58 | 39 | 18 | 86 |
| 19 Jan | 1392.30 | 18.1 | 0.35 | 24.52 | 30 | -5 | 68 |
| 16 Jan | 1397.50 | 17.7 | 5.75 | 25.28 | 172 | -2 | 70 |
| 14 Jan | 1434.50 | 11.9 | 2.55 | 25.93 | 40 | 14 | 72 |
| 13 Jan | 1448.30 | 7.95 | 0 | - | 0 | 0 | 58 |
| 12 Jan | 1465.20 | 7.95 | 0 | 25.86 | 1 | 0 | 58 |
| 9 Jan | 1465.70 | 7.95 | -0.55 | 25.34 | 3 | 0 | 58 |
| 8 Jan | 1460.60 | 8.5 | 0.5 | 25.06 | 11 | 0 | 58 |
| 7 Jan | 1467.90 | 8 | -7.15 | 24.87 | 65 | 57 | 57 |
For Cipla Ltd - strike price 1340 expiring on 24FEB2026
Delta for 1340 PE is -0.5
Historical price for 1340 PE is as follows
On 4 Feb CIPLA was trading at 1330.90. The strike last trading price was 28, which was -4.2 lower than the previous day. The implied volatity was 21.68, the open interest changed by 15 which increased total open position to 397
On 3 Feb CIPLA was trading at 1322.80. The strike last trading price was 31.6, which was -10.05 lower than the previous day. The implied volatity was 21.18, the open interest changed by 140 which increased total open position to 384
On 2 Feb CIPLA was trading at 1311.60. The strike last trading price was 39.65, which was 3.7 higher than the previous day. The implied volatity was 23.25, the open interest changed by 24 which increased total open position to 245
On 1 Feb CIPLA was trading at 1328.90. The strike last trading price was 41.25, which was 6.5 higher than the previous day. The implied volatity was 34.91, the open interest changed by 8 which increased total open position to 221
On 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 33.8, which was -2.5 lower than the previous day. The implied volatity was 22.21, the open interest changed by 12 which increased total open position to 212
On 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 36.85, which was 4 higher than the previous day. The implied volatity was 21.81, the open interest changed by -5 which decreased total open position to 200
On 28 Jan CIPLA was trading at 1328.40. The strike last trading price was 32.3, which was -10.5 lower than the previous day. The implied volatity was 23.9, the open interest changed by -7 which decreased total open position to 205
On 27 Jan CIPLA was trading at 1313.00. The strike last trading price was 42.45, which was -3.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by 32 which increased total open position to 212
On 23 Jan CIPLA was trading at 1315.00. The strike last trading price was 45, which was 22.9 higher than the previous day. The implied volatity was 26.79, the open interest changed by 106 which increased total open position to 179
On 22 Jan CIPLA was trading at 1370.40. The strike last trading price was 22.1, which was 1.65 higher than the previous day. The implied volatity was 25.36, the open interest changed by -4 which decreased total open position to 74
On 21 Jan CIPLA was trading at 1369.60. The strike last trading price was 20.45, which was -0.8 lower than the previous day. The implied volatity was 23.11, the open interest changed by -8 which decreased total open position to 78
On 20 Jan CIPLA was trading at 1378.40. The strike last trading price was 21.15, which was 3.05 higher than the previous day. The implied volatity was 25.58, the open interest changed by 18 which increased total open position to 86
On 19 Jan CIPLA was trading at 1392.30. The strike last trading price was 18.1, which was 0.35 higher than the previous day. The implied volatity was 24.52, the open interest changed by -5 which decreased total open position to 68
On 16 Jan CIPLA was trading at 1397.50. The strike last trading price was 17.7, which was 5.75 higher than the previous day. The implied volatity was 25.28, the open interest changed by -2 which decreased total open position to 70
On 14 Jan CIPLA was trading at 1434.50. The strike last trading price was 11.9, which was 2.55 higher than the previous day. The implied volatity was 25.93, the open interest changed by 14 which increased total open position to 72
On 13 Jan CIPLA was trading at 1448.30. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 12 Jan CIPLA was trading at 1465.20. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 58
On 9 Jan CIPLA was trading at 1465.70. The strike last trading price was 7.95, which was -0.55 lower than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 58
On 8 Jan CIPLA was trading at 1460.60. The strike last trading price was 8.5, which was 0.5 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 58
On 7 Jan CIPLA was trading at 1467.90. The strike last trading price was 8, which was -7.15 lower than the previous day. The implied volatity was 24.87, the open interest changed by 57 which increased total open position to 57






























































































































































































































