CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.31
Theta: -0.62
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 108.15 | -9.00 | 23.33 | 26 | 0.5 | 83.5 | |||
| 13 Nov | 1505.60 | 117.15 | -16.45 | 32.32 | 15.5 | -3 | 83 | |||
| 12 Nov | 1525.15 | 133.6 | -25.90 | 30.09 | 23.5 | -5.5 | 86 | |||
| 11 Nov | 1552.80 | 159.5 | -40.50 | 33.30 | 19 | -4 | 90.5 | |||
|
|
||||||||||
| 8 Nov | 1592.60 | 200 | 17.05 | 32.39 | 2.5 | 0.5 | 95.5 | |||
| 7 Nov | 1576.15 | 182.95 | -16.30 | - | 7 | -1.5 | 95 | |||
| 6 Nov | 1594.05 | 199.25 | -5.60 | - | 1.5 | 0 | 96.5 | |||
| 5 Nov | 1601.20 | 204.85 | 11.95 | - | 9 | -1.5 | 96.5 | |||
| 4 Nov | 1584.60 | 192.9 | 27.90 | - | 15 | 0.5 | 98.5 | |||
| 1 Nov | 1559.55 | 165 | 0.60 | - | 3 | -1 | 99 | |||
| 31 Oct | 1551.75 | 164.4 | 105.80 | - | 443 | -111 | 131 | |||
| 30 Oct | 1418.25 | 58.6 | -42.40 | - | 932 | 205 | 242 | |||
| 29 Oct | 1477.55 | 101 | -10.00 | - | 35 | 24 | 34 | |||
| 28 Oct | 1503.15 | 111 | 0.00 | - | 0 | 10 | 0 | |||
| 25 Oct | 1488.90 | 111 | -146.00 | - | 10 | 8 | 8 | |||
| 24 Oct | 1492.30 | 257 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1485.60 | 257 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1510.35 | 257 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1523.75 | 257 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is 0.95
Historical price for 1400 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 108.15, which was -9.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 167
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 117.15, which was -16.45 lower than the previous day. The implied volatity was 32.32, the open interest changed by -6 which decreased total open position to 166
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 133.6, which was -25.90 lower than the previous day. The implied volatity was 30.09, the open interest changed by -11 which decreased total open position to 172
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 159.5, which was -40.50 lower than the previous day. The implied volatity was 33.30, the open interest changed by -8 which decreased total open position to 181
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 200, which was 17.05 higher than the previous day. The implied volatity was 32.39, the open interest changed by 1 which increased total open position to 191
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 182.95, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 190
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 199.25, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 204.85, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 193
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 192.9, which was 27.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 197
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 165, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 198
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 164.4, which was 105.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CIPLA was trading at 1418.25. The strike last trading price was 58.6, which was -42.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CIPLA was trading at 1477.55. The strike last trading price was 101, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CIPLA was trading at 1503.15. The strike last trading price was 111, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CIPLA was trading at 1488.90. The strike last trading price was 111, which was -146.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CIPLA was trading at 1492.30. The strike last trading price was 257, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CIPLA was trading at 1485.60. The strike last trading price was 257, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CIPLA was trading at 1510.35. The strike last trading price was 257, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CIPLA was trading at 1523.75. The strike last trading price was 257, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.49
Theta: -0.46
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 3.75 | -0.70 | 28.98 | 800 | -13 | 866 |
| 13 Nov | 1505.60 | 4.45 | 0.45 | 30.26 | 940 | -94 | 876 |
| 12 Nov | 1525.15 | 4 | -0.70 | 31.74 | 1,536.5 | -144 | 970.5 |
| 11 Nov | 1552.80 | 4.7 | 2.20 | 36.42 | 1,807.5 | -141 | 1,078.5 |
| 8 Nov | 1592.60 | 2.5 | -0.40 | 34.53 | 321 | -32 | 1,219.5 |
| 7 Nov | 1576.15 | 2.9 | -0.15 | 33.80 | 532.5 | -59 | 1,252.5 |
| 6 Nov | 1594.05 | 3.05 | -0.85 | 35.10 | 665 | -81 | 1,311.5 |
| 5 Nov | 1601.20 | 3.9 | -1.05 | 37.33 | 2,107 | -21 | 1,394 |
| 4 Nov | 1584.60 | 4.95 | -1.05 | 36.05 | 1,709 | 106.5 | 1,421.5 |
| 1 Nov | 1559.55 | 6 | -0.05 | 32.84 | 185 | -0.5 | 1,318.5 |
| 31 Oct | 1551.75 | 6.05 | -23.05 | - | 5,642 | 613 | 1,323 |
| 30 Oct | 1418.25 | 29.1 | 13.10 | - | 4,019 | 470 | 724 |
| 29 Oct | 1477.55 | 16 | 0.05 | - | 1,767 | 35 | 252 |
| 28 Oct | 1503.15 | 15.95 | -0.65 | - | 180 | 76 | 217 |
| 25 Oct | 1488.90 | 16.6 | 0.00 | - | 78 | 37 | 141 |
| 24 Oct | 1492.30 | 16.6 | -1.40 | - | 69 | 25 | 104 |
| 23 Oct | 1485.60 | 18 | 3.50 | - | 77 | 46 | 81 |
| 22 Oct | 1510.35 | 14.5 | 2.80 | - | 30 | 18 | 33 |
| 21 Oct | 1523.75 | 11.7 | - | 15 | 11 | 11 | |
For Cipla Ltd - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is -0.09
Historical price for 1400 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 3.75, which was -0.70 lower than the previous day. The implied volatity was 28.98, the open interest changed by -26 which decreased total open position to 1732
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 30.26, the open interest changed by -188 which decreased total open position to 1752
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 4, which was -0.70 lower than the previous day. The implied volatity was 31.74, the open interest changed by -288 which decreased total open position to 1941
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 4.7, which was 2.20 higher than the previous day. The implied volatity was 36.42, the open interest changed by -282 which decreased total open position to 2157
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 2.5, which was -0.40 lower than the previous day. The implied volatity was 34.53, the open interest changed by -64 which decreased total open position to 2439
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 2.9, which was -0.15 lower than the previous day. The implied volatity was 33.80, the open interest changed by -118 which decreased total open position to 2505
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 35.10, the open interest changed by -162 which decreased total open position to 2623
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 37.33, the open interest changed by -42 which decreased total open position to 2788
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 36.05, the open interest changed by 213 which increased total open position to 2843
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 32.84, the open interest changed by -1 which decreased total open position to 2637
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 6.05, which was -23.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CIPLA was trading at 1418.25. The strike last trading price was 29.1, which was 13.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CIPLA was trading at 1477.55. The strike last trading price was 16, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CIPLA was trading at 1503.15. The strike last trading price was 15.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CIPLA was trading at 1488.90. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CIPLA was trading at 1492.30. The strike last trading price was 16.6, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CIPLA was trading at 1485.60. The strike last trading price was 18, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CIPLA was trading at 1510.35. The strike last trading price was 14.5, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CIPLA was trading at 1523.75. The strike last trading price was 11.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
