CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.89
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 55.8 | -8.10 | 22.41 | 45.5 | 7 | 157 | |||
| 13 Nov | 1505.60 | 63.9 | -14.85 | 26.29 | 41 | -6.5 | 150 | |||
| 12 Nov | 1525.15 | 78.75 | -32.60 | 25.46 | 21.5 | -1.5 | 159 | |||
| 11 Nov | 1552.80 | 111.35 | -27.70 | 37.59 | 31 | -2.5 | 161 | |||
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| 8 Nov | 1592.60 | 139.05 | 10.10 | 19.11 | 3.5 | 0 | 164.5 | |||
| 7 Nov | 1576.15 | 128.95 | -16.10 | - | 7 | -2 | 165 | |||
| 6 Nov | 1594.05 | 145.05 | -7.90 | 17.25 | 44 | -18 | 167 | |||
| 5 Nov | 1601.20 | 152.95 | 16.50 | - | 211 | -83 | 185 | |||
| 4 Nov | 1584.60 | 136.45 | 25.25 | 23.43 | 96 | -6 | 294 | |||
| 1 Nov | 1559.55 | 111.2 | -6.20 | 13.69 | 4 | -2 | 300 | |||
| 31 Oct | 1551.75 | 117.4 | 88.45 | - | 1,326 | -270 | 304 | |||
| 30 Oct | 1418.25 | 28.95 | -34.00 | - | 2,134 | 427 | 571 | |||
| 29 Oct | 1477.55 | 62.95 | -131.20 | - | 407 | 144 | 144 | |||
| 28 Oct | 1503.15 | 194.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1488.90 | 194.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1492.30 | 194.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1485.60 | 194.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1510.35 | 194.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1523.75 | 194.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1551.70 | 194.15 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is 0.77
Historical price for 1460 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 55.8, which was -8.10 lower than the previous day. The implied volatity was 22.41, the open interest changed by 14 which increased total open position to 314
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 63.9, which was -14.85 lower than the previous day. The implied volatity was 26.29, the open interest changed by -13 which decreased total open position to 300
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 78.75, which was -32.60 lower than the previous day. The implied volatity was 25.46, the open interest changed by -3 which decreased total open position to 318
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 111.35, which was -27.70 lower than the previous day. The implied volatity was 37.59, the open interest changed by -5 which decreased total open position to 322
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 139.05, which was 10.10 higher than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 329
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 128.95, which was -16.10 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 330
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 145.05, which was -7.90 lower than the previous day. The implied volatity was 17.25, the open interest changed by -36 which decreased total open position to 334
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 152.95, which was 16.50 higher than the previous day. The implied volatity was -, the open interest changed by -166 which decreased total open position to 370
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 136.45, which was 25.25 higher than the previous day. The implied volatity was 23.43, the open interest changed by -12 which decreased total open position to 588
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 111.2, which was -6.20 lower than the previous day. The implied volatity was 13.69, the open interest changed by -4 which decreased total open position to 600
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 117.4, which was 88.45 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 28.95, which was -34.00 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 62.95, which was -131.20 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 194.15, 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 194.15, 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 194.15, 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 194.15, 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 194.15, 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 194.15, 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 18 Oct CIPLA was trading at 1551.70. The strike last trading price was 194.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.92
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 10.25 | -0.45 | 23.89 | 743.5 | -41.5 | 398.5 |
| 13 Nov | 1505.60 | 10.7 | 1.80 | 24.80 | 594 | -41 | 441.5 |
| 12 Nov | 1525.15 | 8.9 | -0.45 | 26.39 | 608 | -59 | 507.5 |
| 11 Nov | 1552.80 | 9.35 | 4.70 | 31.43 | 1,523.5 | -73.5 | 548.5 |
| 8 Nov | 1592.60 | 4.65 | -1.30 | 29.62 | 319 | 79 | 623 |
| 7 Nov | 1576.15 | 5.95 | 0.25 | 29.80 | 310.5 | 22 | 544 |
| 6 Nov | 1594.05 | 5.7 | -1.00 | 30.76 | 252.5 | -49.5 | 522.5 |
| 5 Nov | 1601.20 | 6.7 | -2.50 | 32.76 | 617.5 | -9.5 | 570 |
| 4 Nov | 1584.60 | 9.2 | -3.60 | 32.25 | 1,090 | 20 | 579.5 |
| 1 Nov | 1559.55 | 12.8 | 0.30 | 30.57 | 132.5 | 17.5 | 559.5 |
| 31 Oct | 1551.75 | 12.5 | -46.90 | - | 2,034 | 239 | 547 |
| 30 Oct | 1418.25 | 59.4 | 23.40 | - | 555 | 130 | 306 |
| 29 Oct | 1477.55 | 36 | 6.15 | - | 1,015 | 139 | 176 |
| 28 Oct | 1503.15 | 29.85 | -6.95 | - | 18 | 10 | 37 |
| 25 Oct | 1488.90 | 36.8 | 1.30 | - | 8 | 0 | 27 |
| 24 Oct | 1492.30 | 35.5 | 0.00 | - | 0 | 9 | 0 |
| 23 Oct | 1485.60 | 35.5 | 7.85 | - | 24 | 8 | 26 |
| 22 Oct | 1510.35 | 27.65 | 3.65 | - | 8 | 3 | 16 |
| 21 Oct | 1523.75 | 24 | 11.15 | - | 15 | 9 | 12 |
| 18 Oct | 1551.70 | 12.85 | - | 7 | 3 | 3 | |
For Cipla Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is -0.24
Historical price for 1460 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 10.25, which was -0.45 lower than the previous day. The implied volatity was 23.89, the open interest changed by -83 which decreased total open position to 797
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 10.7, which was 1.80 higher than the previous day. The implied volatity was 24.80, the open interest changed by -82 which decreased total open position to 883
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 8.9, which was -0.45 lower than the previous day. The implied volatity was 26.39, the open interest changed by -118 which decreased total open position to 1015
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 9.35, which was 4.70 higher than the previous day. The implied volatity was 31.43, the open interest changed by -147 which decreased total open position to 1097
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 4.65, which was -1.30 lower than the previous day. The implied volatity was 29.62, the open interest changed by 158 which increased total open position to 1246
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 5.95, which was 0.25 higher than the previous day. The implied volatity was 29.80, the open interest changed by 44 which increased total open position to 1088
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 5.7, which was -1.00 lower than the previous day. The implied volatity was 30.76, the open interest changed by -99 which decreased total open position to 1045
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 6.7, which was -2.50 lower than the previous day. The implied volatity was 32.76, the open interest changed by -19 which decreased total open position to 1140
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 9.2, which was -3.60 lower than the previous day. The implied volatity was 32.25, the open interest changed by 40 which increased total open position to 1159
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 12.8, which was 0.30 higher than the previous day. The implied volatity was 30.57, the open interest changed by 35 which increased total open position to 1119
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 12.5, which was -46.90 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 59.4, which was 23.40 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 36, which was 6.15 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 29.85, which was -6.95 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 36.8, which was 1.30 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 35.5, 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 35.5, which was 7.85 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 27.65, which was 3.65 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 24, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CIPLA was trading at 1551.70. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
