[--[65.84.65.76]--]

CIPLA

Cipla Ltd
1332.9 +10.10 (0.76%)
L: 1315.8 H: 1335.1

Back to Option Chain


Historical option data for CIPLA

04 Feb 2026 11:05 AM IST
CIPLA 24-FEB-2026 1340 CE
Delta: 0.51
Vega: 1.25
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 1332.80 23.4 2.45 18.56 682 12 1,224
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
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 1332.80. The strike last trading price was 23.4, which was 2.45 higher than the previous day. The implied volatity was 18.56, the open interest changed by 12 which increased total open position to 1224


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
Delta: -0.49
Vega: 1.25
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 1332.80 28 -4.2 22.55 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 -0.49

Historical price for 1340 PE is as follows

On 4 Feb CIPLA was trading at 1332.80. The strike last trading price was 28, which was -4.2 lower than the previous day. The implied volatity was 22.55, 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