Historical option data for CIPLA
27 May 2026 04:10 PM IST
| CIPLA 30-Jun-2026 (33d) 1410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.02
Theta: -0.51
Gamma: 0.00505
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 1418.20 | 39.65 | 0.65 (1.67%) | 17.58 | 258 | -17 | 240 | |||||||||
| 26 May | 1417.50 | 39.1 | 0.1 (0.26%) | 17.32 | 437 | 143 | 259 | |||||||||
| 25 May | 1413.90 | 38.6 | 4.6 (13.53%) | 18.1 | 299 | 90 | 118 | |||||||||
| 22 May | 1399.20 | 33.95 | -4.05 (-10.66%) | 19.17 | 57 | 9 | 28 | |||||||||
| 21 May | 1401.90 | 37 | -2 (-5.13%) | 20.12 | 22 | 3 | 18 | |||||||||
| 20 May | 1399.50 | 37.65 | 13.65 (56.88%) | 20.33 | 20 | 15 | 15 | |||||||||
| 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 | -23.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1436.70 | 0 | -23.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1327.60 | 0 | -23.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1292.30 | 0 | -23.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1304.90 | 0 | -23.75 (-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 1410 expiring on 30JUN2026
Delta for 1410 CE is 0.6
Historical price for 1410 CE is as follows
On 27 May CIPLA was trading at 1418.20. The strike last trading price was 39.65, which was 0.65 higher than the previous day. The implied volatity was 17.58, the open interest changed by -17 which decreased total open position to 240
On 26 May CIPLA was trading at 1417.50. The strike last trading price was 39.1, which was 0.1 higher than the previous day. The implied volatity was 17.32, the open interest changed by 143 which increased total open position to 259
On 25 May CIPLA was trading at 1413.90. The strike last trading price was 38.6, which was 4.6 higher than the previous day. The implied volatity was 18.1, the open interest changed by 90 which increased total open position to 118
On 22 May CIPLA was trading at 1399.20. The strike last trading price was 33.95, which was -4.05 lower than the previous day. The implied volatity was 19.17, the open interest changed by 9 which increased total open position to 28
On 21 May CIPLA was trading at 1401.90. The strike last trading price was 37, which was -2 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 18
On 20 May CIPLA was trading at 1399.50. The strike last trading price was 37.65, which was 13.65 higher than the previous day. The implied volatity was 20.33, the open interest changed by 15 which increased total open position to 15
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 -23.75 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 -23.75 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 -23.75 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 -23.75 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 -23.75 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
| CIPLA 30-Jun-2026 (33d) 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.02
Theta: -0.41
Gamma: 0.00412
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 1418.20 | 29.55 | -2.85 (-8.80%) | 21.73 | 431 | 44 | 197 |
| 26 May | 1417.50 | 32.85 | -3.75 (-10.25%) | 23.04 | 351 | 26 | 155 |
| 25 May | 1413.90 | 36.65 | -6.45 (-14.97%) | 23.76 | 223 | 97 | 130 |
| 22 May | 1399.20 | 43.1 | -2.2 (-4.86%) | 24.59 | 33 | 20 | 33 |
| 21 May | 1401.90 | 45.3 | -3.2 (-6.60%) | 25.13 | 11 | 2 | 13 |
| 20 May | 1399.50 | 49 | 3.35 (7.34%) | 25.62 | 13 | -2 | 12 |
| 19 May | 1409.80 | 45.65 | 4.65 (11.34%) | 26.1 | 6 | 0 | 13 |
| 18 May | 1426.20 | 41 | 1.25 (3.14%) | 27.27 | 2 | 2 | 13 |
| 15 May | 1432.10 | 39.75 | 0 (0.00%) | 27.28 | 1 | -1 | 11 |
| 14 May | 1436.70 | 39.75 | -73.45 (-64.89%) | 27.6 | 19 | 11 | 11 |
| 13 May | 1327.60 | 0 | -113.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1292.30 | 0 | -113.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1304.90 | 0 | -113.2 (-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 1410 expiring on 30JUN2026
Delta for 1410 PE is -0.41
Historical price for 1410 PE is as follows
On 27 May CIPLA was trading at 1418.20. The strike last trading price was 29.55, which was -2.85 lower than the previous day. The implied volatity was 21.73, the open interest changed by 44 which increased total open position to 197
On 26 May CIPLA was trading at 1417.50. The strike last trading price was 32.85, which was -3.75 lower than the previous day. The implied volatity was 23.04, the open interest changed by 26 which increased total open position to 155
On 25 May CIPLA was trading at 1413.90. The strike last trading price was 36.65, which was -6.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by 97 which increased total open position to 130
On 22 May CIPLA was trading at 1399.20. The strike last trading price was 43.1, which was -2.2 lower than the previous day. The implied volatity was 24.59, the open interest changed by 20 which increased total open position to 33
On 21 May CIPLA was trading at 1401.90. The strike last trading price was 45.3, which was -3.2 lower than the previous day. The implied volatity was 25.13, the open interest changed by 2 which increased total open position to 13
On 20 May CIPLA was trading at 1399.50. The strike last trading price was 49, which was 3.35 higher than the previous day. The implied volatity was 25.62, the open interest changed by -2 which decreased total open position to 12
On 19 May CIPLA was trading at 1409.80. The strike last trading price was 45.65, which was 4.65 higher than the previous day. The implied volatity was 26.1, the open interest changed by 0 which decreased total open position to 13
On 18 May CIPLA was trading at 1426.20. The strike last trading price was 41, which was 1.25 higher than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 13
On 15 May CIPLA was trading at 1432.10. The strike last trading price was 39.75, which was 0 lower than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 11
On 14 May CIPLA was trading at 1436.70. The strike last trading price was 39.75, which was -73.45 lower than the previous day. The implied volatity was 27.6, the open interest changed by 11 which increased total open position to 11
On 13 May CIPLA was trading at 1327.60. The strike last trading price was 0, which was -113.2 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 -113.2 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 -113.2 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
