CIPLA
Cipla Ltd
Historical option data for CIPLA
29 Jan 2026 04:10 PM IST
| CIPLA 24-FEB-2026 1350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 1.36
Theta: -0.67
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.6
Vega: 1.36
Theta: -0.34
Gamma: 0.01
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| 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






























































































































































































































