CIPLA
Cipla Ltd
Historical option data for CIPLA
25 Feb 2026 02:20 PM IST
| CIPLA 30-MAR-2026 1350 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.6
Theta: -0.6
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 1342.70 | 29.4 | 3.95 | 16.72 | 1,216 | 99 | 563 | |||||||||
| 24 Feb | 1326.70 | 26.6 | 1.25 | 18.57 | 488 | 22 | 461 | |||||||||
| 23 Feb | 1326.50 | 25.5 | -5.85 | 18.41 | 666 | 116 | 438 | |||||||||
| 20 Feb | 1341.10 | 31.9 | 3.6 | 17.96 | 292 | 75 | 322 | |||||||||
| 19 Feb | 1328.90 | 27.1 | -9.75 | 17.45 | 461 | 132 | 242 | |||||||||
| 18 Feb | 1349.80 | 38.35 | 0.5 | 17.16 | 109 | 26 | 109 | |||||||||
| 17 Feb | 1343.90 | 37.9 | -6.75 | 18.77 | 68 | 20 | 84 | |||||||||
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| 16 Feb | 1356.40 | 45.35 | 11.5 | 18.77 | 109 | 37 | 62 | |||||||||
| 13 Feb | 1331.50 | 32.7 | -0.8 | 17.99 | 20 | 14 | 24 | |||||||||
| 12 Feb | 1330.00 | 33.5 | 0.5 | 18.63 | 12 | 4 | 10 | |||||||||
| 11 Feb | 1349.90 | 33 | 0 | - | 0 | 0 | 6 | |||||||||
| 10 Feb | 1342.10 | 33 | 0 | - | 0 | 0 | 6 | |||||||||
| 9 Feb | 1342.50 | 33 | 0 | 10.98 | 1 | 0 | 5 | |||||||||
| 6 Feb | 1330.00 | 33 | 13.05 | 17.13 | 1 | 0 | 4 | |||||||||
| 5 Feb | 1333.30 | 19.95 | -10.25 | - | 0 | 0 | 4 | |||||||||
| 4 Feb | 1326.70 | 19.95 | -10.25 | - | 0 | 0 | 4 | |||||||||
| 3 Feb | 1322.80 | 19.95 | -10.25 | - | 0 | 0 | 4 | |||||||||
| 2 Feb | 1311.60 | 19.95 | -10.25 | 13.47 | 4 | 0 | 0 | |||||||||
| 1 Feb | 1328.90 | 30.2 | -15.3 | 14.24 | 2 | 1 | 1 | |||||||||
| 30 Jan | 1324.00 | 45.5 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1320.90 | 45.5 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1328.40 | 45.5 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1350 expiring on 30MAR2026
Delta for 1350 CE is 0.54
Historical price for 1350 CE is as follows
On 25 Feb CIPLA was trading at 1342.70. The strike last trading price was 29.4, which was 3.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by 99 which increased total open position to 563
On 24 Feb CIPLA was trading at 1326.70. The strike last trading price was 26.6, which was 1.25 higher than the previous day. The implied volatity was 18.57, the open interest changed by 22 which increased total open position to 461
On 23 Feb CIPLA was trading at 1326.50. The strike last trading price was 25.5, which was -5.85 lower than the previous day. The implied volatity was 18.41, the open interest changed by 116 which increased total open position to 438
On 20 Feb CIPLA was trading at 1341.10. The strike last trading price was 31.9, which was 3.6 higher than the previous day. The implied volatity was 17.96, the open interest changed by 75 which increased total open position to 322
On 19 Feb CIPLA was trading at 1328.90. The strike last trading price was 27.1, which was -9.75 lower than the previous day. The implied volatity was 17.45, the open interest changed by 132 which increased total open position to 242
On 18 Feb CIPLA was trading at 1349.80. The strike last trading price was 38.35, which was 0.5 higher than the previous day. The implied volatity was 17.16, the open interest changed by 26 which increased total open position to 109
On 17 Feb CIPLA was trading at 1343.90. The strike last trading price was 37.9, which was -6.75 lower than the previous day. The implied volatity was 18.77, the open interest changed by 20 which increased total open position to 84
On 16 Feb CIPLA was trading at 1356.40. The strike last trading price was 45.35, which was 11.5 higher than the previous day. The implied volatity was 18.77, the open interest changed by 37 which increased total open position to 62
On 13 Feb CIPLA was trading at 1331.50. The strike last trading price was 32.7, which was -0.8 lower than the previous day. The implied volatity was 17.99, the open interest changed by 14 which increased total open position to 24
On 12 Feb CIPLA was trading at 1330.00. The strike last trading price was 33.5, which was 0.5 higher than the previous day. The implied volatity was 18.63, the open interest changed by 4 which increased total open position to 10
On 11 Feb CIPLA was trading at 1349.90. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb CIPLA was trading at 1342.10. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb CIPLA was trading at 1342.50. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 10.98, the open interest changed by 0 which decreased total open position to 5
On 6 Feb CIPLA was trading at 1330.00. The strike last trading price was 33, which was 13.05 higher than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 4
On 5 Feb CIPLA was trading at 1333.30. The strike last trading price was 19.95, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb CIPLA was trading at 1326.70. The strike last trading price was 19.95, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb CIPLA was trading at 1322.80. The strike last trading price was 19.95, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Feb CIPLA was trading at 1311.60. The strike last trading price was 19.95, which was -10.25 lower than the previous day. The implied volatity was 13.47, 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 30.2, which was -15.3 lower than the previous day. The implied volatity was 14.24, the open interest changed by 1 which increased total open position to 1
On 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was 0.22, 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 45.5, which was 0 lower than the previous day. The implied volatity was 0.69, 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 45.5, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
| CIPLA 30MAR2026 1350 PE | |||||||
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Delta: -0.46
Vega: 1.61
Theta: -0.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 1342.70 | 31.15 | -6.1 | 20.84 | 263 | 111 | 391 |
| 24 Feb | 1326.70 | 36.25 | -6.65 | 19.97 | 143 | -49 | 282 |
| 23 Feb | 1326.50 | 43.1 | 8 | 22.99 | 297 | 19 | 330 |
| 20 Feb | 1341.10 | 35 | -4.9 | 20.91 | 215 | 134 | 310 |
| 19 Feb | 1328.90 | 41.1 | 11.3 | 21.69 | 162 | 87 | 172 |
| 18 Feb | 1349.80 | 30 | -2 | 20.81 | 30 | 13 | 84 |
| 17 Feb | 1343.90 | 32 | 2.9 | 20.1 | 40 | 12 | 71 |
| 16 Feb | 1356.40 | 28.95 | -12.95 | 21.05 | 60 | 20 | 49 |
| 13 Feb | 1331.50 | 41.9 | -4.7 | 21.98 | 2 | 0 | 28 |
| 12 Feb | 1330.00 | 46.6 | 12.6 | 23.63 | 1 | 0 | 27 |
| 11 Feb | 1349.90 | 34 | 2 | 21.94 | 11 | 1 | 19 |
| 10 Feb | 1342.10 | 32 | -7.95 | 18.72 | 4 | 2 | 17 |
| 9 Feb | 1342.50 | 39.95 | -2.1 | 24.27 | 6 | 5 | 14 |
| 6 Feb | 1330.00 | 42.05 | -26.35 | - | 0 | 0 | 9 |
| 5 Feb | 1333.30 | 42.05 | -26.35 | - | 0 | 0 | 9 |
| 4 Feb | 1326.70 | 42.05 | -26.35 | - | 0 | 0 | 9 |
| 3 Feb | 1322.80 | 42.05 | -26.35 | 18.77 | 9 | 7 | 7 |
| 2 Feb | 1311.60 | 68.4 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1328.90 | 68.4 | 0 | 0.82 | 0 | 0 | 0 |
| 30 Jan | 1324.00 | 68.4 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1320.90 | 68.4 | 0 | 0.39 | 0 | 0 | 0 |
| 28 Jan | 1328.40 | 68.4 | 0 | 0.31 | 0 | 0 | 0 |
For Cipla Ltd - strike price 1350 expiring on 30MAR2026
Delta for 1350 PE is -0.46
Historical price for 1350 PE is as follows
On 25 Feb CIPLA was trading at 1342.70. The strike last trading price was 31.15, which was -6.1 lower than the previous day. The implied volatity was 20.84, the open interest changed by 111 which increased total open position to 391
On 24 Feb CIPLA was trading at 1326.70. The strike last trading price was 36.25, which was -6.65 lower than the previous day. The implied volatity was 19.97, the open interest changed by -49 which decreased total open position to 282
On 23 Feb CIPLA was trading at 1326.50. The strike last trading price was 43.1, which was 8 higher than the previous day. The implied volatity was 22.99, the open interest changed by 19 which increased total open position to 330
On 20 Feb CIPLA was trading at 1341.10. The strike last trading price was 35, which was -4.9 lower than the previous day. The implied volatity was 20.91, the open interest changed by 134 which increased total open position to 310
On 19 Feb CIPLA was trading at 1328.90. The strike last trading price was 41.1, which was 11.3 higher than the previous day. The implied volatity was 21.69, the open interest changed by 87 which increased total open position to 172
On 18 Feb CIPLA was trading at 1349.80. The strike last trading price was 30, which was -2 lower than the previous day. The implied volatity was 20.81, the open interest changed by 13 which increased total open position to 84
On 17 Feb CIPLA was trading at 1343.90. The strike last trading price was 32, which was 2.9 higher than the previous day. The implied volatity was 20.1, the open interest changed by 12 which increased total open position to 71
On 16 Feb CIPLA was trading at 1356.40. The strike last trading price was 28.95, which was -12.95 lower than the previous day. The implied volatity was 21.05, the open interest changed by 20 which increased total open position to 49
On 13 Feb CIPLA was trading at 1331.50. The strike last trading price was 41.9, which was -4.7 lower than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 28
On 12 Feb CIPLA was trading at 1330.00. The strike last trading price was 46.6, which was 12.6 higher than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 27
On 11 Feb CIPLA was trading at 1349.90. The strike last trading price was 34, which was 2 higher than the previous day. The implied volatity was 21.94, the open interest changed by 1 which increased total open position to 19
On 10 Feb CIPLA was trading at 1342.10. The strike last trading price was 32, which was -7.95 lower than the previous day. The implied volatity was 18.72, the open interest changed by 2 which increased total open position to 17
On 9 Feb CIPLA was trading at 1342.50. The strike last trading price was 39.95, which was -2.1 lower than the previous day. The implied volatity was 24.27, the open interest changed by 5 which increased total open position to 14
On 6 Feb CIPLA was trading at 1330.00. The strike last trading price was 42.05, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Feb CIPLA was trading at 1333.30. The strike last trading price was 42.05, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 4 Feb CIPLA was trading at 1326.70. The strike last trading price was 42.05, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Feb CIPLA was trading at 1322.80. The strike last trading price was 42.05, which was -26.35 lower than the previous day. The implied volatity was 18.77, the open interest changed by 7 which increased total open position to 7
On 2 Feb CIPLA was trading at 1311.60. The strike last trading price was 68.4, 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 1 Feb CIPLA was trading at 1328.90. The strike last trading price was 68.4, 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 30 Jan CIPLA was trading at 1324.00. The strike last trading price was 68.4, 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 29 Jan CIPLA was trading at 1320.90. The strike last trading price was 68.4, which was 0 lower than the previous day. The implied volatity was 0.39, 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 68.4, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
