Historical option data for CIPLA
29 Jun 2026 10:50 AM IST
| CIPLA 28-Jul-2026 (27d) 1470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.02
Theta: -0.83
Gamma: 0.00353
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1479.40 | 51.5 | 19.5 (60.94%) | 26.56 | 1,133 | 185 | 271 | |||||||||
| 25 Jun | 1440.10 | 30.95 | -0.05 (-0.16%) | 23.92 | 130 | 19 | 87 | |||||||||
| 24 Jun | 1437.90 | 30.75 | -0.25 (-0.81%) | 24.33 | 34 | 4 | 68 | |||||||||
| 23 Jun | 1433.10 | 30.55 | 5.55 (22.20%) | 23.89 | 93 | 14 | 65 | |||||||||
| 22 Jun | 1415.70 | 25 | 10 (66.67%) | 24.64 | 2 | 0 | 51 | |||||||||
| 19 Jun | 1351.80 | 14.7 | -0.3 (-2.00%) | - | 6 | 0 | 51 | |||||||||
| 18 Jun | 1355.50 | 14.7 | -0.3 (-2.00%) | - | 6 | 0 | 51 | |||||||||
| 17 Jun | 1350.80 | 14.7 | -0.3 (-2.00%) | - | 6 | 0 | 51 | |||||||||
| 16 Jun | 1373.20 | 14.7 | -0.3 (-2.00%) | 22.08 | 6 | 0 | 51 | |||||||||
| 15 Jun | 1381.30 | 14.7 | -2.3 (-13.53%) | 22.08 | 6 | 0 | 51 | |||||||||
| 12 Jun | 1389.40 | 16.6 | -1.4 (-7.78%) | 21.64 | 1 | 0 | 50 | |||||||||
| 11 Jun | 1383.30 | 17.5 | 0.5 (2.94%) | 22.72 | 17 | 14 | 49 | |||||||||
| 10 Jun | 1377.00 | 17.25 | 0.25 (1.47%) | 22.8 | 1 | 0 | 35 | |||||||||
| 9 Jun | 1376.50 | 17.25 | -6.75 (-28.13%) | 22.8 | 1 | 0 | 35 | |||||||||
| 8 Jun | 1387.90 | 23.95 | -2.05 (-7.88%) | 22.8 | 6 | 6 | 35 | |||||||||
| 5 Jun | 1401.30 | 25.8 | -0.2 (-0.77%) | 22.24 | 28 | 26 | 27 | |||||||||
| 4 Jun | 1398.70 | 26.25 | 0.25 (0.96%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 1375.20 | 26.25 | 0.25 (0.96%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 1379.30 | 26.25 | 0.25 (0.96%) | 23.69 | 1 | 0 | 1 | |||||||||
| 1 Jun | 1390.30 | 26.25 | -22.75 (-46.43%) | 23.69 | 1 | 1 | 1 | |||||||||
For Cipla Ltd - strike price 1470 expiring on 28JUL2026
Delta for 1470 CE is 0.56
Historical price for 1470 CE is as follows
On 29 Jun CIPLA was trading at 1479.40. The strike last trading price was 51.5, which was 19.5 higher than the previous day. The implied volatity was 26.56, the open interest changed by 185 which increased total open position to 271
On 25 Jun CIPLA was trading at 1440.10. The strike last trading price was 30.95, which was -0.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 19 which increased total open position to 87
On 24 Jun CIPLA was trading at 1437.90. The strike last trading price was 30.75, which was -0.25 lower than the previous day. The implied volatity was 24.33, the open interest changed by 4 which increased total open position to 68
On 23 Jun CIPLA was trading at 1433.10. The strike last trading price was 30.55, which was 5.55 higher than the previous day. The implied volatity was 23.89, the open interest changed by 14 which increased total open position to 65
On 22 Jun CIPLA was trading at 1415.70. The strike last trading price was 25, which was 10 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 51
On 19 Jun CIPLA was trading at 1351.80. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 18 Jun CIPLA was trading at 1355.50. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 17 Jun CIPLA was trading at 1350.80. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 51
On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 14.7, which was -2.3 lower than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 51
On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 16.6, which was -1.4 lower than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 50
On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 17.5, which was 0.5 higher than the previous day. The implied volatity was 22.72, the open interest changed by 14 which increased total open position to 49
On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 17.25, which was 0.25 higher than the previous day. The implied volatity was 22.8, the open interest changed by 0 which decreased total open position to 35
On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 17.25, which was -6.75 lower than the previous day. The implied volatity was 22.8, the open interest changed by 0 which decreased total open position to 35
On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 23.95, which was -2.05 lower than the previous day. The implied volatity was 22.8, the open interest changed by 6 which increased total open position to 35
On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 25.8, which was -0.2 lower than the previous day. The implied volatity was 22.24, the open interest changed by 26 which increased total open position to 27
On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 26.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 26.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 26.25, which was 0.25 higher than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 1
On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 26.25, which was -22.75 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 1
| CIPLA 28-Jul-2026 (27d) 1470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.02
Theta: -0.58
Gamma: 0.00363
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1479.40 | 35.35 | -16.45 (-31.76%) | 25.69 | 467 | 143 | 207 |
| 25 Jun | 1440.10 | 51.8 | 2.8 (5.71%) | 23.04 | 48 | 24 | 64 |
| 24 Jun | 1437.90 | 49 | -10 (-16.95%) | 23.11 | 37 | 30 | 33 |
| 23 Jun | 1433.10 | 59 | -27.5 (-31.79%) | 24.52 | 5 | 3 | 3 |
| 22 Jun | 1415.70 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1351.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1355.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1350.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1373.20 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1381.30 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1389.40 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1383.30 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 1377.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1376.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1387.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1401.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1398.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1375.20 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 1379.30 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 1390.30 | 0 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1470 expiring on 28JUL2026
Delta for 1470 PE is -0.43
Historical price for 1470 PE is as follows
On 29 Jun CIPLA was trading at 1479.40. The strike last trading price was 35.35, which was -16.45 lower than the previous day. The implied volatity was 25.69, the open interest changed by 143 which increased total open position to 207
On 25 Jun CIPLA was trading at 1440.10. The strike last trading price was 51.8, which was 2.8 higher than the previous day. The implied volatity was 23.04, the open interest changed by 24 which increased total open position to 64
On 24 Jun CIPLA was trading at 1437.90. The strike last trading price was 49, which was -10 lower than the previous day. The implied volatity was 23.11, the open interest changed by 30 which increased total open position to 33
On 23 Jun CIPLA was trading at 1433.10. The strike last trading price was 59, which was -27.5 lower than the previous day. The implied volatity was 24.52, the open interest changed by 3 which increased total open position to 3
On 22 Jun CIPLA was trading at 1415.70. 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 19 Jun CIPLA was trading at 1351.80. 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 Jun CIPLA was trading at 1355.50. 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 17 Jun CIPLA was trading at 1350.80. 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 16 Jun CIPLA was trading at 1373.20. 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 Jun CIPLA was trading at 1381.30. 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 12 Jun CIPLA was trading at 1389.40. 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 11 Jun CIPLA was trading at 1383.30. 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 10 Jun CIPLA was trading at 1377.00. 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 9 Jun CIPLA was trading at 1376.50. 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 8 Jun CIPLA was trading at 1387.90. 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 5 Jun CIPLA was trading at 1401.30. 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 4 Jun CIPLA was trading at 1398.70. 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 3 Jun CIPLA was trading at 1375.20. 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 2 Jun CIPLA was trading at 1379.30. 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 1 Jun CIPLA was trading at 1390.30. 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
