[--[65.84.65.76]--]

CIPLA

Cipla Ltd
1320.9 -7.50 (-0.56%)
L: 1307 H: 1327.6

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Historical option data for CIPLA

29 Jan 2026 04:10 PM IST
CIPLA 24-FEB-2026 1350 CE
Delta: 0.39
Vega: 1.36
Theta: -0.67
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1320.90 19.6 -3.75 20.53 711 55 434
28 Jan 1328.40 24.15 3.35 18.43 689 -21 378
27 Jan 1313.00 19.95 -6.15 21.23 1,240 174 400
23 Jan 1315.00 28 -31.3 22.53 981 216 220
22 Jan 1370.40 59.6 4.6 23.91 4 1 4
21 Jan 1369.60 55 -109.4 22.08 3 2 2
20 Jan 1378.40 164.4 0 - 0 0 0
19 Jan 1392.30 164.4 0 - 0 0 0
16 Jan 1397.50 164.4 0 - 0 0 0
14 Jan 1434.50 164.4 0 - 0 0 0
13 Jan 1448.30 164.4 0 - 0 0 0
12 Jan 1465.20 164.4 0 - 0 0 0
9 Jan 1465.70 164.4 0 - 0 0 0
8 Jan 1460.60 164.4 0 - 0 0 0
7 Jan 1467.90 0 0 - 0 0 0


For Cipla Ltd - strike price 1350 expiring on 24FEB2026

Delta for 1350 CE is 0.39

Historical price for 1350 CE is as follows

On 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 19.6, which was -3.75 lower than the previous day. The implied volatity was 20.53, the open interest changed by 55 which increased total open position to 434


On 28 Jan CIPLA was trading at 1328.40. The strike last trading price was 24.15, which was 3.35 higher than the previous day. The implied volatity was 18.43, the open interest changed by -21 which decreased total open position to 378


On 27 Jan CIPLA was trading at 1313.00. The strike last trading price was 19.95, which was -6.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 174 which increased total open position to 400


On 23 Jan CIPLA was trading at 1315.00. The strike last trading price was 28, which was -31.3 lower than the previous day. The implied volatity was 22.53, the open interest changed by 216 which increased total open position to 220


On 22 Jan CIPLA was trading at 1370.40. The strike last trading price was 59.6, which was 4.6 higher than the previous day. The implied volatity was 23.91, the open interest changed by 1 which increased total open position to 4


On 21 Jan CIPLA was trading at 1369.60. The strike last trading price was 55, which was -109.4 lower than the previous day. The implied volatity was 22.08, the open interest changed by 2 which increased total open position to 2


On 20 Jan CIPLA was trading at 1378.40. The strike last trading price was 164.4, 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 164.4, 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 164.4, 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 164.4, 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 164.4, 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 164.4, 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 164.4, 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 164.4, 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 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


CIPLA 24FEB2026 1350 PE
Delta: -0.6
Vega: 1.36
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1320.90 42.65 4.25 21.73 141 56 215
28 Jan 1328.40 37.05 -11.5 23.65 42 -1 159
27 Jan 1313.00 49.6 -1.4 24.07 144 -1 160
23 Jan 1315.00 50 23.35 26.45 1,361 122 167
22 Jan 1370.40 26 -2.7 25.58 28 4 45
21 Jan 1369.60 28.1 4.55 25.72 25 17 37
20 Jan 1378.40 23.55 1.55 24.96 2 1 19
19 Jan 1392.30 22 3 25.07 15 6 15
16 Jan 1397.50 19 11.8 24.25 13 9 10
14 Jan 1434.50 7.2 -2.2 - 0 0 1
13 Jan 1448.30 7.2 -2.2 - 0 0 1
12 Jan 1465.20 7.2 -2.2 - 0 0 1
9 Jan 1465.70 7.2 -2.2 23.19 1 0 0
8 Jan 1460.60 9.4 0 6.88 0 0 0
7 Jan 1467.90 0 0 - 0 0 0


For Cipla Ltd - strike price 1350 expiring on 24FEB2026

Delta for 1350 PE is -0.6

Historical price for 1350 PE is as follows

On 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 42.65, which was 4.25 higher than the previous day. The implied volatity was 21.73, the open interest changed by 56 which increased total open position to 215


On 28 Jan CIPLA was trading at 1328.40. The strike last trading price was 37.05, which was -11.5 lower than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 159


On 27 Jan CIPLA was trading at 1313.00. The strike last trading price was 49.6, which was -1.4 lower than the previous day. The implied volatity was 24.07, the open interest changed by -1 which decreased total open position to 160


On 23 Jan CIPLA was trading at 1315.00. The strike last trading price was 50, which was 23.35 higher than the previous day. The implied volatity was 26.45, the open interest changed by 122 which increased total open position to 167


On 22 Jan CIPLA was trading at 1370.40. The strike last trading price was 26, which was -2.7 lower than the previous day. The implied volatity was 25.58, the open interest changed by 4 which increased total open position to 45


On 21 Jan CIPLA was trading at 1369.60. The strike last trading price was 28.1, which was 4.55 higher than the previous day. The implied volatity was 25.72, the open interest changed by 17 which increased total open position to 37


On 20 Jan CIPLA was trading at 1378.40. The strike last trading price was 23.55, which was 1.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by 1 which increased total open position to 19


On 19 Jan CIPLA was trading at 1392.30. The strike last trading price was 22, which was 3 higher than the previous day. The implied volatity was 25.07, the open interest changed by 6 which increased total open position to 15


On 16 Jan CIPLA was trading at 1397.50. The strike last trading price was 19, which was 11.8 higher than the previous day. The implied volatity was 24.25, the open interest changed by 9 which increased total open position to 10


On 14 Jan CIPLA was trading at 1434.50. The strike last trading price was 7.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Jan CIPLA was trading at 1448.30. The strike last trading price was 7.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Jan CIPLA was trading at 1465.20. The strike last trading price was 7.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan CIPLA was trading at 1465.70. The strike last trading price was 7.2, which was -2.2 lower than the previous day. The implied volatity was 23.19, 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 9.4, which was 0 lower than the previous day. The implied volatity was 6.88, 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 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