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Historical option data for CIPLA

17 Jun 2026 10:44 AM IST
CIPLA 30-Jun-2026 (13d) 1390 CE
Delta: 0.34
Vega: 0.01
Theta: -0.81
Gamma: 0.00678
Date Close Ltp Change IV Volume OI Chg OI
17 Jun 1364.50 12.25 -2.75 (-18.33%) 20.67 390 51 539
16 Jun 1373.20 15 -5 (-25.00%) 18.65 1,565 -39 490
15 Jun 1381.30 20.15 -4.85 (-19.40%) 19.8 1,585 -131 532
12 Jun 1389.40 25.45 0.45 (1.80%) 20.6 1,379 20 664
11 Jun 1383.30 25.1 3.1 (14.09%) 20.89 1,212 49 645
10 Jun 1377.00 21.6 -3.4 (-13.60%) 21.18 894 15 596
9 Jun 1376.50 25.25 -6.75 (-21.09%) 23.05 891 100 579
8 Jun 1387.90 31.55 -6.45 (-16.97%) 22.72 1,472 109 479
5 Jun 1401.30 40 5 (14.29%) 20.07 982 46 374
4 Jun 1398.70 34.6 9.6 (38.40%) 16.66 1,615 -49 339
3 Jun 1375.20 24.6 -2.4 (-8.89%) 19.78 1,056 106 387
2 Jun 1379.30 26.2 -4.8 (-15.48%) 17.06 633 64 279
1 Jun 1390.30 31.25 -10.75 (-25.60%) 16.47 451 89 216
29 May 1401.00 41.25 -8.75 (-17.50%) 19.48 123 77 128
27 May 1418.20 49.6 -0.4 (-0.80%) 16.9 1 0 51
26 May 1417.50 49.6 -4.4 (-8.15%) 16.9 1 0 52
25 May 1413.90 53.55 -3.45 (-6.05%) 18.94 66 0 3
22 May 1399.20 57.25 0.25 (0.44%) - 0 0 3
21 May 1401.90 57.25 0.25 (0.44%) - 0 0 3
20 May 1399.50 57.25 0.25 (0.44%) - 0 0 3
19 May 1409.80 57.25 0.25 (0.44%) - 0 0 3
18 May 1426.20 57.25 0.25 (0.44%) - 0 0 3
15 May 1432.10 57.25 0 (0.00%) - 0 0 3
14 May 1436.70 57.25 26.95 (88.94%) 0 3 1 3
13 May 1327.60 30.3 1.2 (4.12%) 26.21 4 1 1
12 May 1292.30 0 -29.1 (-100.00%) 0 0 0 0
11 May 1304.90 0 -29.1 (-100.00%) 0 0 0 0
8 May 1347.00 0 0 - 0 0 0
7 May 1362.30 0 0 - 0 0 0
6 May 1364.40 0 0 - 0 0 0
5 May 1333.70 0 0 - 0 0 0
4 May 1335.00 0 0 - 0 0 0
30 Apr 1309.60 0 0 - 0 0 0


For Cipla Ltd - strike price 1390 expiring on 30JUN2026

Delta for 1390 CE is 0.34

Historical price for 1390 CE is as follows

On 17 Jun CIPLA was trading at 1364.50. The strike last trading price was 12.25, which was -2.75 lower than the previous day. The implied volatity was 20.67, the open interest changed by 51 which increased total open position to 539


On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was 18.65, the open interest changed by -39 which decreased total open position to 490


On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was 19.8, the open interest changed by -131 which decreased total open position to 532


On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 25.45, which was 0.45 higher than the previous day. The implied volatity was 20.6, the open interest changed by 20 which increased total open position to 664


On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 25.1, which was 3.1 higher than the previous day. The implied volatity was 20.89, the open interest changed by 49 which increased total open position to 645


On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 21.6, which was -3.4 lower than the previous day. The implied volatity was 21.18, the open interest changed by 15 which increased total open position to 596


On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 25.25, which was -6.75 lower than the previous day. The implied volatity was 23.05, the open interest changed by 100 which increased total open position to 579


On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 31.55, which was -6.45 lower than the previous day. The implied volatity was 22.72, the open interest changed by 109 which increased total open position to 479


On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 40, which was 5 higher than the previous day. The implied volatity was 20.07, the open interest changed by 46 which increased total open position to 374


On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 34.6, which was 9.6 higher than the previous day. The implied volatity was 16.66, the open interest changed by -49 which decreased total open position to 339


On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 24.6, which was -2.4 lower than the previous day. The implied volatity was 19.78, the open interest changed by 106 which increased total open position to 387


On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 26.2, which was -4.8 lower than the previous day. The implied volatity was 17.06, the open interest changed by 64 which increased total open position to 279


On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 31.25, which was -10.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 89 which increased total open position to 216


On 29 May CIPLA was trading at 1401.00. The strike last trading price was 41.25, which was -8.75 lower than the previous day. The implied volatity was 19.48, the open interest changed by 77 which increased total open position to 128


On 27 May CIPLA was trading at 1418.20. The strike last trading price was 49.6, which was -0.4 lower than the previous day. The implied volatity was 16.9, the open interest changed by 0 which decreased total open position to 51


On 26 May CIPLA was trading at 1417.50. The strike last trading price was 49.6, which was -4.4 lower than the previous day. The implied volatity was 16.9, the open interest changed by 0 which decreased total open position to 52


On 25 May CIPLA was trading at 1413.90. The strike last trading price was 53.55, which was -3.45 lower than the previous day. The implied volatity was 18.94, the open interest changed by 0 which decreased total open position to 3


On 22 May CIPLA was trading at 1399.20. The strike last trading price was 57.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 21 May CIPLA was trading at 1401.90. The strike last trading price was 57.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 May CIPLA was trading at 1399.50. The strike last trading price was 57.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 May CIPLA was trading at 1409.80. The strike last trading price was 57.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 May CIPLA was trading at 1426.20. The strike last trading price was 57.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 May CIPLA was trading at 1432.10. The strike last trading price was 57.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 14 May CIPLA was trading at 1436.70. The strike last trading price was 57.25, which was 26.95 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3


On 13 May CIPLA was trading at 1327.60. The strike last trading price was 30.3, which was 1.2 higher than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 1


On 12 May CIPLA was trading at 1292.30. The strike last trading price was 0, which was -29.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May CIPLA was trading at 1304.90. The strike last trading price was 0, which was -29.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May CIPLA was trading at 1347.00. 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


On 7 May CIPLA was trading at 1362.30. 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


On 6 May CIPLA was trading at 1364.40. 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


On 5 May CIPLA was trading at 1333.70. 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


On 4 May CIPLA was trading at 1335.00. 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


On 30 Apr CIPLA was trading at 1309.60. 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 30-Jun-2026 (13d) 1390 PE
Delta: -0.67
Vega: 0.01
Theta: -0.52
Gamma: 0.00736
Date Close Ltp Change IV Volume OI Chg OI
17 Jun 1364.50 33.3 5.05 (17.88%) 18.67 24 6 365
16 Jun 1373.20 27.35 2 (7.89%) 18.44 288 -33 360
15 Jun 1381.30 24.65 3.1 (14.39%) 19.63 621 -31 394
12 Jun 1389.40 21.45 -3.8 (-15.05%) 18.22 369 32 425
11 Jun 1383.30 25.45 -5.5 (-17.77%) 19.94 303 42 394
10 Jun 1377.00 31.9 2.6 (8.87%) 19.26 271 -4 351
9 Jun 1376.50 28.9 2.85 (10.94%) 17.42 553 56 356
8 Jun 1387.90 26.6 5.3 (24.88%) 19.8 705 -12 302
5 Jun 1401.30 21.2 -6.3 (-22.91%) 19.83 994 118 315
4 Jun 1398.70 27.75 -11.15 (-28.66%) 23.21 563 71 204
3 Jun 1375.20 39.45 3.15 (8.68%) 22.84 95 9 134
2 Jun 1379.30 36.75 4.05 (12.39%) 23.13 323 -20 124
1 Jun 1390.30 32.3 5.45 (20.30%) 23.66 474 33 144
29 May 1401.00 29.4 6.85 (30.38%) 24.06 290 22 111
27 May 1418.20 21.7 -3.3 (-13.20%) 21.79 165 25 90
26 May 1417.50 24.95 -2.25 (-8.27%) 23.04 103 25 65
25 May 1413.90 26.05 -7.85 (-23.16%) 22.44 88 26 41
22 May 1399.20 33.9 -64.85 (-65.67%) 21.59 45 16 16
21 May 1401.90 0 0 - 0 0 0
20 May 1399.50 0 0 - 0 0 0
19 May 1409.80 0 0 - 0 0 0
18 May 1426.20 0 0 (-100.00%) - 0 0 0
15 May 1432.10 0 -98.75 (-100.00%) - 0 0 0
14 May 1436.70 0 -98.75 (-100.00%) 0 0 0 0
13 May 1327.60 0 -98.75 (-100.00%) 0 0 0 0
12 May 1292.30 0 -98.75 (-100.00%) 0 0 0 0
11 May 1304.90 0 -98.75 (-100.00%) 0 0 0 0
8 May 1347.00 0 0 - 0 0 0
7 May 1362.30 0 0 - 0 0 0
6 May 1364.40 0 0 - 0 0 0
5 May 1333.70 0 0 - 0 0 0
4 May 1335.00 0 0 - 0 0 0
30 Apr 1309.60 0 0 - 0 0 0


For Cipla Ltd - strike price 1390 expiring on 30JUN2026

Delta for 1390 PE is -0.67

Historical price for 1390 PE is as follows

On 17 Jun CIPLA was trading at 1364.50. The strike last trading price was 33.3, which was 5.05 higher than the previous day. The implied volatity was 18.67, the open interest changed by 6 which increased total open position to 365


On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 27.35, which was 2 higher than the previous day. The implied volatity was 18.44, the open interest changed by -33 which decreased total open position to 360


On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 24.65, which was 3.1 higher than the previous day. The implied volatity was 19.63, the open interest changed by -31 which decreased total open position to 394


On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 21.45, which was -3.8 lower than the previous day. The implied volatity was 18.22, the open interest changed by 32 which increased total open position to 425


On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 25.45, which was -5.5 lower than the previous day. The implied volatity was 19.94, the open interest changed by 42 which increased total open position to 394


On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 31.9, which was 2.6 higher than the previous day. The implied volatity was 19.26, the open interest changed by -4 which decreased total open position to 351


On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 28.9, which was 2.85 higher than the previous day. The implied volatity was 17.42, the open interest changed by 56 which increased total open position to 356


On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 26.6, which was 5.3 higher than the previous day. The implied volatity was 19.8, the open interest changed by -12 which decreased total open position to 302


On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 21.2, which was -6.3 lower than the previous day. The implied volatity was 19.83, the open interest changed by 118 which increased total open position to 315


On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 27.75, which was -11.15 lower than the previous day. The implied volatity was 23.21, the open interest changed by 71 which increased total open position to 204


On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 39.45, which was 3.15 higher than the previous day. The implied volatity was 22.84, the open interest changed by 9 which increased total open position to 134


On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 36.75, which was 4.05 higher than the previous day. The implied volatity was 23.13, the open interest changed by -20 which decreased total open position to 124


On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 32.3, which was 5.45 higher than the previous day. The implied volatity was 23.66, the open interest changed by 33 which increased total open position to 144


On 29 May CIPLA was trading at 1401.00. The strike last trading price was 29.4, which was 6.85 higher than the previous day. The implied volatity was 24.06, the open interest changed by 22 which increased total open position to 111


On 27 May CIPLA was trading at 1418.20. The strike last trading price was 21.7, which was -3.3 lower than the previous day. The implied volatity was 21.79, the open interest changed by 25 which increased total open position to 90


On 26 May CIPLA was trading at 1417.50. The strike last trading price was 24.95, which was -2.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 25 which increased total open position to 65


On 25 May CIPLA was trading at 1413.90. The strike last trading price was 26.05, which was -7.85 lower than the previous day. The implied volatity was 22.44, the open interest changed by 26 which increased total open position to 41


On 22 May CIPLA was trading at 1399.20. The strike last trading price was 33.9, which was -64.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 16 which increased total open position to 16


On 21 May CIPLA was trading at 1401.90. 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


On 20 May CIPLA was trading at 1399.50. 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


On 19 May CIPLA was trading at 1409.80. 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


On 18 May CIPLA was trading at 1426.20. 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


On 15 May CIPLA was trading at 1432.10. The strike last trading price was 0, which was -98.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May CIPLA was trading at 1436.70. The strike last trading price was 0, which was -98.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May CIPLA was trading at 1327.60. The strike last trading price was 0, which was -98.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May CIPLA was trading at 1292.30. The strike last trading price was 0, which was -98.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May CIPLA was trading at 1304.90. The strike last trading price was 0, which was -98.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May CIPLA was trading at 1347.00. 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


On 7 May CIPLA was trading at 1362.30. 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


On 6 May CIPLA was trading at 1364.40. 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


On 5 May CIPLA was trading at 1333.70. 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


On 4 May CIPLA was trading at 1335.00. 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


On 30 Apr CIPLA was trading at 1309.60. 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