Historical option data for CIPLA
26 May 2026 04:10 PM IST
| CIPLA 30-Jun-2026 (34d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.02
Theta: -0.48
Gamma: 0.00488
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1417.50 | 45 | 1 (2.27%) | 17.28 | 748 | 63 | 487 | |||||||||
| 25 May | 1413.90 | 44.15 | 5.15 (13.21%) | 18.58 | 1,106 | -45 | 435 | |||||||||
| 22 May | 1399.20 | 39.1 | -2.9 (-6.90%) | 21.12 | 502 | 60 | 480 | |||||||||
| 21 May | 1401.90 | 41 | -1 (-2.38%) | 19.51 | 187 | 25 | 419 | |||||||||
| 20 May | 1399.50 | 42.65 | -6.35 (-12.96%) | 20.33 | 149 | 43 | 394 | |||||||||
| 19 May | 1409.80 | 49.05 | -8.95 (-15.43%) | 20.59 | 142 | -12 | 351 | |||||||||
| 18 May | 1426.20 | 59 | -3 (-4.84%) | 19.94 | 141 | 46 | 363 | |||||||||
| 15 May | 1432.10 | 61.9 | -4.75 (-7.13%) | 19.63 | 206 | 40 | 317 | |||||||||
| 14 May | 1436.70 | 66.4 | 43.85 (194.46%) | 19.06 | 684 | -59 | 275 | |||||||||
| 13 May | 1327.60 | 22.5 | 5.95 (35.95%) | 0 | 745 | 99 | 335 | |||||||||
| 12 May | 1292.30 | 16.3 | -4.1 (-20.10%) | 0 | 125 | 67 | 236 | |||||||||
| 11 May | 1304.90 | 19.9 | -14.85 (-42.73%) | 0 | 134 | 14 | 169 | |||||||||
| 8 May | 1347.00 | 34.75 | -4.75 (-12.03%) | 25.06 | 89 | 26 | 154 | |||||||||
| 7 May | 1362.30 | 39.75 | 1.65 (4.33%) | 24.52 | 164 | 70 | 130 | |||||||||
| 6 May | 1364.40 | 38.95 | 10.95 (39.11%) | 23.47 | 84 | 52 | 60 | |||||||||
| 5 May | 1333.70 | 28 | 0 (0.00%) | 23.22 | 0 | 0 | 8 | |||||||||
| 4 May | 1335.00 | 28 | 1 (3.70%) | 23.22 | 9 | 5 | 7 | |||||||||
| 30 Apr | 1309.60 | 27 | -2.65 (-8.94%) | 23.97 | 0 | 0 | 2 | |||||||||
| 29 Apr | 1317.60 | 27 | 11.25 (71.43%) | 23.97 | 1 | 0 | 1 | |||||||||
| 28 Apr | 1306.50 | 15.75 | -14.9 (-48.61%) | 18.67 | 0 | 0 | 1 | |||||||||
| 27 Apr | 1317.20 | 15.75 | 0 (0.00%) | 18.67 | 1 | 0 | 0 | |||||||||
| 24 Apr | 1295.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1305.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1236.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1232.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1229.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1400 expiring on 30JUN2026
Delta for 1400 CE is 0.65
Historical price for 1400 CE is as follows
On 26 May CIPLA was trading at 1417.50. The strike last trading price was 45, which was 1 higher than the previous day. The implied volatity was 17.28, the open interest changed by 63 which increased total open position to 487
On 25 May CIPLA was trading at 1413.90. The strike last trading price was 44.15, which was 5.15 higher than the previous day. The implied volatity was 18.58, the open interest changed by -45 which decreased total open position to 435
On 22 May CIPLA was trading at 1399.20. The strike last trading price was 39.1, which was -2.9 lower than the previous day. The implied volatity was 21.12, the open interest changed by 60 which increased total open position to 480
On 21 May CIPLA was trading at 1401.90. The strike last trading price was 41, which was -1 lower than the previous day. The implied volatity was 19.51, the open interest changed by 25 which increased total open position to 419
On 20 May CIPLA was trading at 1399.50. The strike last trading price was 42.65, which was -6.35 lower than the previous day. The implied volatity was 20.33, the open interest changed by 43 which increased total open position to 394
On 19 May CIPLA was trading at 1409.80. The strike last trading price was 49.05, which was -8.95 lower than the previous day. The implied volatity was 20.59, the open interest changed by -12 which decreased total open position to 351
On 18 May CIPLA was trading at 1426.20. The strike last trading price was 59, which was -3 lower than the previous day. The implied volatity was 19.94, the open interest changed by 46 which increased total open position to 363
On 15 May CIPLA was trading at 1432.10. The strike last trading price was 61.9, which was -4.75 lower than the previous day. The implied volatity was 19.63, the open interest changed by 40 which increased total open position to 317
On 14 May CIPLA was trading at 1436.70. The strike last trading price was 66.4, which was 43.85 higher than the previous day. The implied volatity was 19.06, the open interest changed by -59 which decreased total open position to 275
On 13 May CIPLA was trading at 1327.60. The strike last trading price was 22.5, which was 5.95 higher than the previous day. The implied volatity was 0, the open interest changed by 99 which increased total open position to 335
On 12 May CIPLA was trading at 1292.30. The strike last trading price was 16.3, which was -4.1 lower than the previous day. The implied volatity was 0, the open interest changed by 67 which increased total open position to 236
On 11 May CIPLA was trading at 1304.90. The strike last trading price was 19.9, which was -14.85 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 169
On 8 May CIPLA was trading at 1347.00. The strike last trading price was 34.75, which was -4.75 lower than the previous day. The implied volatity was 25.06, the open interest changed by 26 which increased total open position to 154
On 7 May CIPLA was trading at 1362.30. The strike last trading price was 39.75, which was 1.65 higher than the previous day. The implied volatity was 24.52, the open interest changed by 70 which increased total open position to 130
On 6 May CIPLA was trading at 1364.40. The strike last trading price was 38.95, which was 10.95 higher than the previous day. The implied volatity was 23.47, the open interest changed by 52 which increased total open position to 60
On 5 May CIPLA was trading at 1333.70. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 8
On 4 May CIPLA was trading at 1335.00. The strike last trading price was 28, which was 1 higher than the previous day. The implied volatity was 23.22, the open interest changed by 5 which increased total open position to 7
On 30 Apr CIPLA was trading at 1309.60. The strike last trading price was 27, which was -2.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 2
On 29 Apr CIPLA was trading at 1317.60. The strike last trading price was 27, which was 11.25 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 1
On 28 Apr CIPLA was trading at 1306.50. The strike last trading price was 15.75, which was -14.9 lower than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 1
On 27 Apr CIPLA was trading at 1317.20. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 0
On 24 Apr CIPLA was trading at 1295.00. 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 23 Apr CIPLA was trading at 1305.90. 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 22 Apr CIPLA was trading at 1236.30. 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 21 Apr CIPLA was trading at 1232.50. 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 20 Apr CIPLA was trading at 1229.50. 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
| CIPLA 30-Jun-2026 (34d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.02
Theta: -0.41
Gamma: 0.00386
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1417.50 | 27.5 | -3.7 (-11.86%) | 22.42 | 654 | 17 | 502 |
| 25 May | 1413.90 | 31.1 | -8.15 (-20.76%) | 23 | 799 | 32 | 490 |
| 22 May | 1399.20 | 39.7 | -1.45 (-3.52%) | 22.1 | 489 | 151 | 457 |
| 21 May | 1401.90 | 41.7 | -1.55 (-3.58%) | 25.01 | 166 | 1 | 306 |
| 20 May | 1399.50 | 42.1 | 1.95 (4.86%) | 24.75 | 219 | 8 | 305 |
| 19 May | 1409.80 | 39.9 | 4.15 (11.61%) | 25.52 | 127 | -4 | 288 |
| 18 May | 1426.20 | 36 | 1.1 (3.15%) | 26.64 | 253 | 60 | 291 |
| 15 May | 1432.10 | 35.05 | -0.6 (-1.68%) | 26.62 | 201 | 63 | 230 |
| 14 May | 1436.70 | 36 | -53.9 (-59.96%) | 27.73 | 388 | 70 | 167 |
| 13 May | 1327.60 | 89.9 | 0.75 (0.84%) | 0 | 64 | 7 | 97 |
| 12 May | 1292.30 | 89.15 | 0 (0.00%) | 0 | 0 | 0 | 90 |
| 11 May | 1304.90 | 89.15 | 16.95 (23.48%) | 0 | 6 | 0 | 86 |
| 8 May | 1347.00 | 72.2 | 4.75 (7.04%) | 25.78 | 40 | -20 | 86 |
| 7 May | 1362.30 | 67.45 | 1.05 (1.58%) | 25.15 | 6 | 1 | 106 |
| 6 May | 1364.40 | 65.5 | -38.5 (-37.02%) | 24.74 | 100 | 70 | 105 |
| 5 May | 1333.70 | 104 | 104 | - | 0 | 4 | 39 |
| 4 May | 1335.00 | 104 | 104 | - | 0 | 0 | 35 |
| 30 Apr | 1309.60 | 104 | 0 (0.00%) | 28.94 | 4 | 2 | 37 |
| 29 Apr | 1317.60 | 104 | -62.5 (-37.54%) | 28.81 | 35 | 32 | 32 |
| 28 Apr | 1306.50 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1317.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1295.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1305.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 1236.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1232.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1229.50 | 0 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1400 expiring on 30JUN2026
Delta for 1400 PE is -0.38
Historical price for 1400 PE is as follows
On 26 May CIPLA was trading at 1417.50. The strike last trading price was 27.5, which was -3.7 lower than the previous day. The implied volatity was 22.42, the open interest changed by 17 which increased total open position to 502
On 25 May CIPLA was trading at 1413.90. The strike last trading price was 31.1, which was -8.15 lower than the previous day. The implied volatity was 23, the open interest changed by 32 which increased total open position to 490
On 22 May CIPLA was trading at 1399.20. The strike last trading price was 39.7, which was -1.45 lower than the previous day. The implied volatity was 22.1, the open interest changed by 151 which increased total open position to 457
On 21 May CIPLA was trading at 1401.90. The strike last trading price was 41.7, which was -1.55 lower than the previous day. The implied volatity was 25.01, the open interest changed by 1 which increased total open position to 306
On 20 May CIPLA was trading at 1399.50. The strike last trading price was 42.1, which was 1.95 higher than the previous day. The implied volatity was 24.75, the open interest changed by 8 which increased total open position to 305
On 19 May CIPLA was trading at 1409.80. The strike last trading price was 39.9, which was 4.15 higher than the previous day. The implied volatity was 25.52, the open interest changed by -4 which decreased total open position to 288
On 18 May CIPLA was trading at 1426.20. The strike last trading price was 36, which was 1.1 higher than the previous day. The implied volatity was 26.64, the open interest changed by 60 which increased total open position to 291
On 15 May CIPLA was trading at 1432.10. The strike last trading price was 35.05, which was -0.6 lower than the previous day. The implied volatity was 26.62, the open interest changed by 63 which increased total open position to 230
On 14 May CIPLA was trading at 1436.70. The strike last trading price was 36, which was -53.9 lower than the previous day. The implied volatity was 27.73, the open interest changed by 70 which increased total open position to 167
On 13 May CIPLA was trading at 1327.60. The strike last trading price was 89.9, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 97
On 12 May CIPLA was trading at 1292.30. The strike last trading price was 89.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 90
On 11 May CIPLA was trading at 1304.90. The strike last trading price was 89.15, which was 16.95 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 86
On 8 May CIPLA was trading at 1347.00. The strike last trading price was 72.2, which was 4.75 higher than the previous day. The implied volatity was 25.78, the open interest changed by -20 which decreased total open position to 86
On 7 May CIPLA was trading at 1362.30. The strike last trading price was 67.45, which was 1.05 higher than the previous day. The implied volatity was 25.15, the open interest changed by 1 which increased total open position to 106
On 6 May CIPLA was trading at 1364.40. The strike last trading price was 65.5, which was -38.5 lower than the previous day. The implied volatity was 24.74, the open interest changed by 70 which increased total open position to 105
On 5 May CIPLA was trading at 1333.70. The strike last trading price was 104, which was 104 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 39
On 4 May CIPLA was trading at 1335.00. The strike last trading price was 104, which was 104 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 30 Apr CIPLA was trading at 1309.60. The strike last trading price was 104, which was 0 lower than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 37
On 29 Apr CIPLA was trading at 1317.60. The strike last trading price was 104, which was -62.5 lower than the previous day. The implied volatity was 28.81, the open interest changed by 32 which increased total open position to 32
On 28 Apr CIPLA was trading at 1306.50. 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 27 Apr CIPLA was trading at 1317.20. 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 24 Apr CIPLA was trading at 1295.00. 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 23 Apr CIPLA was trading at 1305.90. 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 22 Apr CIPLA was trading at 1236.30. 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 21 Apr CIPLA was trading at 1232.50. 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 20 Apr CIPLA was trading at 1229.50. 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
