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[--[65.84.65.76]--]
CIPLA
Cipla Ltd

1499.75 -5.85 (-0.39%)

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Historical option data for CIPLA

14 Nov 2024 04:10 PM IST
CIPLA 28NOV2024 1420 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1499.75 86.5 -11.55 - 19 -1 85.5
13 Nov 1505.60 98.05 -47.10 29.23 28.5 3 86
12 Nov 1525.15 145.15 0.00 0.00 0 4 0
11 Nov 1552.80 145.15 -17.30 39.23 6.5 3.5 83
8 Nov 1592.60 162.45 0.00 0.00 0 -2.5 0
7 Nov 1576.15 162.45 -9.45 - 5.5 -2.5 79.5
6 Nov 1594.05 171.9 -12.90 - 16.5 -4.5 82.5
5 Nov 1601.20 184.8 12.80 - 2 -1 87
4 Nov 1584.60 172 30.00 - 17.5 -9 89
1 Nov 1559.55 142 -4.20 - 3 0 98
31 Oct 1551.75 146.2 99.35 - 746 -403 98
30 Oct 1418.25 46.85 -181.25 - 1,385 497 497
29 Oct 1477.55 228.1 0.00 - 0 0 0
28 Oct 1503.15 228.1 0.00 - 0 0 0
25 Oct 1488.90 228.1 0.00 - 0 0 0
24 Oct 1492.30 228.1 0.00 - 0 0 0
23 Oct 1485.60 228.1 0.00 - 0 0 0
22 Oct 1510.35 228.1 0.00 - 0 0 0
21 Oct 1523.75 228.1 - 0 0 0


For Cipla Ltd - strike price 1420 expiring on 28NOV2024

Delta for 1420 CE is -

Historical price for 1420 CE is as follows

On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 86.5, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 171


On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 98.05, which was -47.10 lower than the previous day. The implied volatity was 29.23, the open interest changed by 6 which increased total open position to 172


On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 145.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 145.15, which was -17.30 lower than the previous day. The implied volatity was 39.23, the open interest changed by 7 which increased total open position to 166


On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 162.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 162.45, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 159


On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 171.9, which was -12.90 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 165


On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 184.8, which was 12.80 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 174


On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 172, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 178


On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 142, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 196


On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 146.2, which was 99.35 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 46.85, which was -181.25 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 228.1, 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 28 Oct CIPLA was trading at 1503.15. The strike last trading price was 228.1, 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 228.1, 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 228.1, 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 228.1, 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 228.1, 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 228.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CIPLA 28NOV2024 1420 PE
Delta: -0.12
Vega: 0.60
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1499.75 4.9 -0.75 26.79 211 -18 209.5
13 Nov 1505.60 5.65 0.60 28.05 362 -28.5 227.5
12 Nov 1525.15 5.05 -0.65 29.76 323 -59 287.5
11 Nov 1552.80 5.7 2.75 34.46 914 -53.5 349
8 Nov 1592.60 2.95 -0.70 32.65 212.5 43 402.5
7 Nov 1576.15 3.65 -0.30 32.42 224 31.5 360.5
6 Nov 1594.05 3.95 -0.80 34.08 176 35 330.5
5 Nov 1601.20 4.75 -1.20 35.98 363 7.5 295
4 Nov 1584.60 5.95 -1.60 34.59 379.5 -29.5 285.5
1 Nov 1559.55 7.55 0.15 31.81 49.5 -16.5 314.5
31 Oct 1551.75 7.4 -29.95 - 1,495 67 336
30 Oct 1418.25 37.35 16.55 - 733 260 270
29 Oct 1477.55 20.8 12.25 - 12 9 9
28 Oct 1503.15 8.55 0.00 - 0 0 0
25 Oct 1488.90 8.55 0.00 - 0 0 0
24 Oct 1492.30 8.55 0.00 - 0 0 0
23 Oct 1485.60 8.55 0.00 - 0 0 0
22 Oct 1510.35 8.55 0.00 - 0 0 0
21 Oct 1523.75 8.55 - 0 0 0


For Cipla Ltd - strike price 1420 expiring on 28NOV2024

Delta for 1420 PE is -0.12

Historical price for 1420 PE is as follows

On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 4.9, which was -0.75 lower than the previous day. The implied volatity was 26.79, the open interest changed by -36 which decreased total open position to 419


On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 5.65, which was 0.60 higher than the previous day. The implied volatity was 28.05, the open interest changed by -57 which decreased total open position to 455


On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 5.05, which was -0.65 lower than the previous day. The implied volatity was 29.76, the open interest changed by -118 which decreased total open position to 575


On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 5.7, which was 2.75 higher than the previous day. The implied volatity was 34.46, the open interest changed by -107 which decreased total open position to 698


On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was 32.65, the open interest changed by 86 which increased total open position to 805


On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 3.65, which was -0.30 lower than the previous day. The implied volatity was 32.42, the open interest changed by 63 which increased total open position to 721


On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 3.95, which was -0.80 lower than the previous day. The implied volatity was 34.08, the open interest changed by 70 which increased total open position to 661


On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 4.75, which was -1.20 lower than the previous day. The implied volatity was 35.98, the open interest changed by 15 which increased total open position to 590


On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 5.95, which was -1.60 lower than the previous day. The implied volatity was 34.59, the open interest changed by -59 which decreased total open position to 571


On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 7.55, which was 0.15 higher than the previous day. The implied volatity was 31.81, the open interest changed by -33 which decreased total open position to 629


On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 7.4, which was -29.95 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 37.35, which was 16.55 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 20.8, which was 12.25 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 8.55, 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 8.55, 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 8.55, 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 8.55, 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 8.55, 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 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to