CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.67
Theta: -0.87
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 71.8 | -8.60 | 22.40 | 58 | -22.5 | 148.5 | |||
| 13 Nov | 1505.60 | 80.4 | -16.55 | 27.61 | 36 | -14 | 171 | |||
| 12 Nov | 1525.15 | 96.95 | -28.95 | 27.69 | 23 | -3 | 185.5 | |||
| 11 Nov | 1552.80 | 125.9 | -36.10 | 35.89 | 12 | -5 | 188.5 | |||
| 8 Nov | 1592.60 | 162 | 13.85 | 30.91 | 3.5 | -1.5 | 195 | |||
| 7 Nov | 1576.15 | 148.15 | -17.55 | - | 70.5 | -48.5 | 197.5 | |||
| 6 Nov | 1594.05 | 165.7 | -6.85 | 23.70 | 6.5 | -0.5 | 246.5 | |||
| 5 Nov | 1601.20 | 172.55 | 16.95 | - | 152 | -79.5 | 247 | |||
| 4 Nov | 1584.60 | 155.6 | 27.60 | 24.68 | 392.5 | -250.5 | 331.5 | |||
| 1 Nov | 1559.55 | 128 | -5.15 | - | 5.5 | 0 | 582 | |||
| 31 Oct | 1551.75 | 133.15 | 97.10 | - | 968 | -271 | 583 | |||
| 30 Oct | 1418.25 | 36.05 | -36.15 | - | 2,335 | 810 | 853 | |||
| 29 Oct | 1477.55 | 72.2 | -152.00 | - | 89 | 43 | 43 | |||
| 28 Oct | 1503.15 | 224.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1488.90 | 224.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1492.30 | 224.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1485.60 | 224.2 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 22 Oct | 1510.35 | 224.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1523.75 | 224.2 | 224.20 | - | 0 | 0 | 0 | |||
| 24 Sept | 1637.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1638.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1637.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1628.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1632.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1620.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1611.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1627.75 | 0 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1440 expiring on 28NOV2024
Delta for 1440 CE is 0.86
Historical price for 1440 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 71.8, which was -8.60 lower than the previous day. The implied volatity was 22.40, the open interest changed by -45 which decreased total open position to 297
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 80.4, which was -16.55 lower than the previous day. The implied volatity was 27.61, the open interest changed by -28 which decreased total open position to 342
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 96.95, which was -28.95 lower than the previous day. The implied volatity was 27.69, the open interest changed by -6 which decreased total open position to 371
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 125.9, which was -36.10 lower than the previous day. The implied volatity was 35.89, the open interest changed by -10 which decreased total open position to 377
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 162, which was 13.85 higher than the previous day. The implied volatity was 30.91, the open interest changed by -3 which decreased total open position to 390
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 148.15, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by -97 which decreased total open position to 395
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 165.7, which was -6.85 lower than the previous day. The implied volatity was 23.70, the open interest changed by -1 which decreased total open position to 493
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 172.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by -159 which decreased total open position to 494
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 155.6, which was 27.60 higher than the previous day. The implied volatity was 24.68, the open interest changed by -501 which decreased total open position to 663
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 128, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1164
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 133.15, which was 97.10 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 36.05, which was -36.15 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 72.2, which was -152.00 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 224.2, 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 224.2, 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 224.2, 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 224.2, 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 224.2, 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 224.2, which was 224.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept CIPLA was trading at 1637.55. The strike last trading price was 0, 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 20 Sept CIPLA was trading at 1638.65. The strike last trading price was 0, 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 19 Sept CIPLA was trading at 1637.70. The strike last trading price was 0, 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 11 Sept CIPLA was trading at 1628.35. The strike last trading price was 0, 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 10 Sept CIPLA was trading at 1632.00. The strike last trading price was 0, 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 9 Sept CIPLA was trading at 1620.15. The strike last trading price was 0, 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 6 Sept CIPLA was trading at 1611.05. The strike last trading price was 0, 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 5 Sept CIPLA was trading at 1627.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.75
Theta: -0.61
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 7.1 | -0.40 | 25.36 | 312 | -48.5 | 226 |
| 13 Nov | 1505.60 | 7.5 | 0.95 | 26.11 | 346.5 | -55 | 274 |
| 12 Nov | 1525.15 | 6.55 | -0.80 | 27.90 | 375.5 | 8.5 | 350.5 |
| 11 Nov | 1552.80 | 7.35 | 3.60 | 33.03 | 842 | -24 | 342.5 |
| 8 Nov | 1592.60 | 3.75 | -0.85 | 31.25 | 211.5 | 34.5 | 366 |
| 7 Nov | 1576.15 | 4.6 | 0.10 | 31.02 | 239.5 | -25.5 | 330.5 |
| 6 Nov | 1594.05 | 4.5 | -1.25 | 32.02 | 416.5 | -36 | 354 |
| 5 Nov | 1601.20 | 5.75 | -1.90 | 34.57 | 551.5 | -19.5 | 391.5 |
| 4 Nov | 1584.60 | 7.65 | -2.25 | 33.75 | 925.5 | -184.5 | 411 |
| 1 Nov | 1559.55 | 9.9 | 0.15 | 31.22 | 136 | 51.5 | 596.5 |
| 31 Oct | 1551.75 | 9.75 | -37.70 | - | 2,314 | 124 | 546 |
| 30 Oct | 1418.25 | 47.45 | 20.20 | - | 1,219 | 232 | 422 |
| 29 Oct | 1477.55 | 27.25 | 3.25 | - | 671 | 114 | 189 |
| 28 Oct | 1503.15 | 24 | -5.00 | - | 40 | 13 | 75 |
| 25 Oct | 1488.90 | 29 | 2.00 | - | 23 | 0 | 62 |
| 24 Oct | 1492.30 | 27 | -2.90 | - | 19 | 1 | 61 |
| 23 Oct | 1485.60 | 29.9 | 9.40 | - | 93 | 40 | 59 |
| 22 Oct | 1510.35 | 20.5 | 0.75 | - | 21 | 17 | 17 |
| 21 Oct | 1523.75 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1637.55 | 19.75 | 19.75 | - | 0 | 0 | 0 |
| 20 Sept | 1638.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1637.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1628.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1632.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1620.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1611.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1627.75 | 0 | - | 0 | 0 | 0 | |
For Cipla Ltd - strike price 1440 expiring on 28NOV2024
Delta for 1440 PE is -0.17
Historical price for 1440 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 7.1, which was -0.40 lower than the previous day. The implied volatity was 25.36, the open interest changed by -97 which decreased total open position to 452
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 7.5, which was 0.95 higher than the previous day. The implied volatity was 26.11, the open interest changed by -110 which decreased total open position to 548
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 6.55, which was -0.80 lower than the previous day. The implied volatity was 27.90, the open interest changed by 17 which increased total open position to 701
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 7.35, which was 3.60 higher than the previous day. The implied volatity was 33.03, the open interest changed by -48 which decreased total open position to 685
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 3.75, which was -0.85 lower than the previous day. The implied volatity was 31.25, the open interest changed by 69 which increased total open position to 732
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 4.6, which was 0.10 higher than the previous day. The implied volatity was 31.02, the open interest changed by -51 which decreased total open position to 661
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 4.5, which was -1.25 lower than the previous day. The implied volatity was 32.02, the open interest changed by -72 which decreased total open position to 708
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 5.75, which was -1.90 lower than the previous day. The implied volatity was 34.57, the open interest changed by -39 which decreased total open position to 783
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 7.65, which was -2.25 lower than the previous day. The implied volatity was 33.75, the open interest changed by -369 which decreased total open position to 822
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 9.9, which was 0.15 higher than the previous day. The implied volatity was 31.22, the open interest changed by 103 which increased total open position to 1193
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 9.75, which was -37.70 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 47.45, which was 20.20 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 27.25, which was 3.25 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 24, which was -5.00 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 29, which was 2.00 higher 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 27, which was -2.90 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 29.9, which was 9.40 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 20.5, which was 0.75 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 19.75, 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 Sept CIPLA was trading at 1637.55. The strike last trading price was 19.75, which was 19.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept CIPLA was trading at 1638.65. The strike last trading price was 0, 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 19 Sept CIPLA was trading at 1637.70. The strike last trading price was 0, 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 11 Sept CIPLA was trading at 1628.35. The strike last trading price was 0, 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 10 Sept CIPLA was trading at 1632.00. The strike last trading price was 0, 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 9 Sept CIPLA was trading at 1620.15. The strike last trading price was 0, 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 6 Sept CIPLA was trading at 1611.05. The strike last trading price was 0, 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 5 Sept CIPLA was trading at 1627.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
