CIPLA
Cipla Ltd
Historical option data for CIPLA
24 Dec 2025 04:10 PM IST
| CIPLA 27-JAN-2026 1500 CE | ||||||||||||||||
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Delta: 0.56
Vega: 1.80
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1496.30 | 35.15 | -4.2 | 16.80 | 846 | 329 | 608 | |||||||||
| 23 Dec | 1500.70 | 39 | -7.35 | 16.50 | 244 | 102 | 265 | |||||||||
| 22 Dec | 1512.90 | 46.5 | -2.35 | 17.34 | 73 | 7 | 163 | |||||||||
| 19 Dec | 1517.10 | 49.6 | 9.6 | 16.24 | 93 | -4 | 153 | |||||||||
| 18 Dec | 1498.90 | 39.8 | 0.55 | 16.64 | 137 | 19 | 158 | |||||||||
| 17 Dec | 1496.90 | 38.8 | -5.95 | 15.49 | 66 | 43 | 139 | |||||||||
| 16 Dec | 1499.60 | 44 | -6.65 | 17.22 | 52 | 14 | 98 | |||||||||
| 15 Dec | 1508.00 | 50.65 | -6.35 | 18.89 | 28 | 8 | 84 | |||||||||
| 12 Dec | 1517.40 | 57 | 1 | 17.42 | 18 | 1 | 75 | |||||||||
| 11 Dec | 1512.30 | 56 | 11.55 | 17.93 | 22 | -4 | 75 | |||||||||
| 10 Dec | 1490.90 | 43.95 | -1.2 | 18.14 | 41 | 2 | 78 | |||||||||
| 9 Dec | 1490.60 | 45.55 | -5.8 | 17.82 | 84 | 45 | 76 | |||||||||
| 8 Dec | 1497.60 | 51.35 | -14.8 | 18.61 | 12 | -2 | 31 | |||||||||
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| 5 Dec | 1520.80 | 65.9 | -2.3 | 18.33 | 12 | 5 | 33 | |||||||||
| 4 Dec | 1521.00 | 67 | -9 | 19.20 | 32 | 25 | 28 | |||||||||
| 3 Dec | 1508.00 | 76 | 4.65 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1516.60 | 76 | 4.65 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1523.10 | 76 | 4.65 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1531.30 | 76 | 4.65 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 1525.20 | 76 | 4.65 | 18.41 | 1 | 0 | 2 | |||||||||
| 26 Nov | 1523.80 | 71.35 | -63.55 | 16.82 | 2 | 1 | 1 | |||||||||
| 25 Nov | 1507.50 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1504.00 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1511.80 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1529.20 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1526.80 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1532.10 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1525.80 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1519.30 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1511.50 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1501.50 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1503.30 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1511.50 | 134.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1540.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cipla Ltd - strike price 1500 expiring on 27JAN2026
Delta for 1500 CE is 0.56
Historical price for 1500 CE is as follows
On 24 Dec CIPLA was trading at 1496.30. The strike last trading price was 35.15, which was -4.2 lower than the previous day. The implied volatity was 16.80, the open interest changed by 329 which increased total open position to 608
On 23 Dec CIPLA was trading at 1500.70. The strike last trading price was 39, which was -7.35 lower than the previous day. The implied volatity was 16.50, the open interest changed by 102 which increased total open position to 265
On 22 Dec CIPLA was trading at 1512.90. The strike last trading price was 46.5, which was -2.35 lower than the previous day. The implied volatity was 17.34, the open interest changed by 7 which increased total open position to 163
On 19 Dec CIPLA was trading at 1517.10. The strike last trading price was 49.6, which was 9.6 higher than the previous day. The implied volatity was 16.24, the open interest changed by -4 which decreased total open position to 153
On 18 Dec CIPLA was trading at 1498.90. The strike last trading price was 39.8, which was 0.55 higher than the previous day. The implied volatity was 16.64, the open interest changed by 19 which increased total open position to 158
On 17 Dec CIPLA was trading at 1496.90. The strike last trading price was 38.8, which was -5.95 lower than the previous day. The implied volatity was 15.49, the open interest changed by 43 which increased total open position to 139
On 16 Dec CIPLA was trading at 1499.60. The strike last trading price was 44, which was -6.65 lower than the previous day. The implied volatity was 17.22, the open interest changed by 14 which increased total open position to 98
On 15 Dec CIPLA was trading at 1508.00. The strike last trading price was 50.65, which was -6.35 lower than the previous day. The implied volatity was 18.89, the open interest changed by 8 which increased total open position to 84
On 12 Dec CIPLA was trading at 1517.40. The strike last trading price was 57, which was 1 higher than the previous day. The implied volatity was 17.42, the open interest changed by 1 which increased total open position to 75
On 11 Dec CIPLA was trading at 1512.30. The strike last trading price was 56, which was 11.55 higher than the previous day. The implied volatity was 17.93, the open interest changed by -4 which decreased total open position to 75
On 10 Dec CIPLA was trading at 1490.90. The strike last trading price was 43.95, which was -1.2 lower than the previous day. The implied volatity was 18.14, the open interest changed by 2 which increased total open position to 78
On 9 Dec CIPLA was trading at 1490.60. The strike last trading price was 45.55, which was -5.8 lower than the previous day. The implied volatity was 17.82, the open interest changed by 45 which increased total open position to 76
On 8 Dec CIPLA was trading at 1497.60. The strike last trading price was 51.35, which was -14.8 lower than the previous day. The implied volatity was 18.61, the open interest changed by -2 which decreased total open position to 31
On 5 Dec CIPLA was trading at 1520.80. The strike last trading price was 65.9, which was -2.3 lower than the previous day. The implied volatity was 18.33, the open interest changed by 5 which increased total open position to 33
On 4 Dec CIPLA was trading at 1521.00. The strike last trading price was 67, which was -9 lower than the previous day. The implied volatity was 19.20, the open interest changed by 25 which increased total open position to 28
On 3 Dec CIPLA was trading at 1508.00. The strike last trading price was 76, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CIPLA was trading at 1516.60. The strike last trading price was 76, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec CIPLA was trading at 1523.10. The strike last trading price was 76, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CIPLA was trading at 1531.30. The strike last trading price was 76, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov CIPLA was trading at 1525.20. The strike last trading price was 76, which was 4.65 higher than the previous day. The implied volatity was 18.41, the open interest changed by 0 which decreased total open position to 2
On 26 Nov CIPLA was trading at 1523.80. The strike last trading price was 71.35, which was -63.55 lower than the previous day. The implied volatity was 16.82, the open interest changed by 1 which increased total open position to 1
On 25 Nov CIPLA was trading at 1507.50. The strike last trading price was 134.9, 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 24 Nov CIPLA was trading at 1504.00. The strike last trading price was 134.9, 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 21 Nov CIPLA was trading at 1511.80. The strike last trading price was 134.9, 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 20 Nov CIPLA was trading at 1529.20. The strike last trading price was 134.9, 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 Nov CIPLA was trading at 1526.80. The strike last trading price was 134.9, 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 14 Nov CIPLA was trading at 1532.10. The strike last trading price was 134.9, 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 13 Nov CIPLA was trading at 1525.80. The strike last trading price was 134.9, 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 Nov CIPLA was trading at 1519.30. The strike last trading price was 134.9, 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 Nov CIPLA was trading at 1511.50. The strike last trading price was 134.9, 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 Nov CIPLA was trading at 1501.50. The strike last trading price was 134.9, 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 Nov CIPLA was trading at 1503.30. The strike last trading price was 134.9, 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 Nov CIPLA was trading at 1511.50. The strike last trading price was 134.9, 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 Oct CIPLA was trading at 1540.10. 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 27JAN2026 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 1.80
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1496.30 | 30.25 | 3.6 | 19.02 | 585 | 160 | 582 |
| 23 Dec | 1500.70 | 26.65 | 4.65 | 18.42 | 291 | 88 | 432 |
| 22 Dec | 1512.90 | 21.95 | 0.5 | 17.55 | 142 | 45 | 344 |
| 19 Dec | 1517.10 | 22.3 | -5.6 | 18.24 | 86 | 3 | 299 |
| 18 Dec | 1498.90 | 27.4 | -4.35 | 17.08 | 55 | 26 | 295 |
| 17 Dec | 1496.90 | 30.6 | -1.4 | 18.83 | 35 | 31 | 267 |
| 16 Dec | 1499.60 | 32 | 2 | 19.82 | 13 | 10 | 237 |
| 15 Dec | 1508.00 | 30 | 4.2 | 19.60 | 13 | 5 | 226 |
| 12 Dec | 1517.40 | 25.8 | -2.75 | 19.27 | 27 | 20 | 220 |
| 11 Dec | 1512.30 | 28.7 | -11.3 | 19.84 | 20 | 0 | 199 |
| 10 Dec | 1490.90 | 40 | -1 | 20.78 | 19 | 6 | 199 |
| 9 Dec | 1490.60 | 41 | 8.95 | 21.74 | 30 | 23 | 193 |
| 8 Dec | 1497.60 | 32.05 | 5.9 | 18.28 | 41 | 25 | 168 |
| 5 Dec | 1520.80 | 26.15 | -0.8 | 19.26 | 8 | 0 | 142 |
| 4 Dec | 1521.00 | 27 | -6 | 19.22 | 44 | -9 | 142 |
| 3 Dec | 1508.00 | 33 | 3 | 20.20 | 38 | 24 | 152 |
| 2 Dec | 1516.60 | 30 | -0.6 | 20.58 | 16 | -1 | 127 |
| 1 Dec | 1523.10 | 30.6 | 4.1 | 21.31 | 4 | 3 | 127 |
| 28 Nov | 1531.30 | 26.5 | -3.5 | 20.16 | 18 | 12 | 123 |
| 27 Nov | 1525.20 | 30 | -3.1 | 21.26 | 102 | 94 | 111 |
| 26 Nov | 1523.80 | 33.1 | -2.9 | 22.15 | 13 | 11 | 15 |
| 25 Nov | 1507.50 | 36 | -4 | 20.24 | 3 | 2 | 3 |
| 24 Nov | 1504.00 | 40 | -4.1 | 21.79 | 1 | 0 | 0 |
| 21 Nov | 1511.80 | 44.1 | 0 | 1.64 | 0 | 0 | 0 |
| 20 Nov | 1529.20 | 44.1 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1526.80 | 44.1 | 0 | 2.34 | 0 | 0 | 0 |
| 14 Nov | 1532.10 | 44.1 | 0 | 2.52 | 0 | 0 | 0 |
| 13 Nov | 1525.80 | 44.1 | 0 | 2.38 | 0 | 0 | 0 |
| 12 Nov | 1519.30 | 44.1 | 0 | 2.15 | 0 | 0 | 0 |
| 10 Nov | 1511.50 | 44.1 | 0 | 1.67 | 0 | 0 | 0 |
| 6 Nov | 1501.50 | 44.1 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1503.30 | 44.1 | 0 | 1.59 | 0 | 0 | 0 |
| 3 Nov | 1511.50 | 44.1 | 0 | 1.77 | 0 | 0 | 0 |
| 30 Oct | 1540.10 | 44.1 | 0 | - | 0 | 0 | 0 |
For Cipla Ltd - strike price 1500 expiring on 27JAN2026
Delta for 1500 PE is -0.45
Historical price for 1500 PE is as follows
On 24 Dec CIPLA was trading at 1496.30. The strike last trading price was 30.25, which was 3.6 higher than the previous day. The implied volatity was 19.02, the open interest changed by 160 which increased total open position to 582
On 23 Dec CIPLA was trading at 1500.70. The strike last trading price was 26.65, which was 4.65 higher than the previous day. The implied volatity was 18.42, the open interest changed by 88 which increased total open position to 432
On 22 Dec CIPLA was trading at 1512.90. The strike last trading price was 21.95, which was 0.5 higher than the previous day. The implied volatity was 17.55, the open interest changed by 45 which increased total open position to 344
On 19 Dec CIPLA was trading at 1517.10. The strike last trading price was 22.3, which was -5.6 lower than the previous day. The implied volatity was 18.24, the open interest changed by 3 which increased total open position to 299
On 18 Dec CIPLA was trading at 1498.90. The strike last trading price was 27.4, which was -4.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by 26 which increased total open position to 295
On 17 Dec CIPLA was trading at 1496.90. The strike last trading price was 30.6, which was -1.4 lower than the previous day. The implied volatity was 18.83, the open interest changed by 31 which increased total open position to 267
On 16 Dec CIPLA was trading at 1499.60. The strike last trading price was 32, which was 2 higher than the previous day. The implied volatity was 19.82, the open interest changed by 10 which increased total open position to 237
On 15 Dec CIPLA was trading at 1508.00. The strike last trading price was 30, which was 4.2 higher than the previous day. The implied volatity was 19.60, the open interest changed by 5 which increased total open position to 226
On 12 Dec CIPLA was trading at 1517.40. The strike last trading price was 25.8, which was -2.75 lower than the previous day. The implied volatity was 19.27, the open interest changed by 20 which increased total open position to 220
On 11 Dec CIPLA was trading at 1512.30. The strike last trading price was 28.7, which was -11.3 lower than the previous day. The implied volatity was 19.84, the open interest changed by 0 which decreased total open position to 199
On 10 Dec CIPLA was trading at 1490.90. The strike last trading price was 40, which was -1 lower than the previous day. The implied volatity was 20.78, the open interest changed by 6 which increased total open position to 199
On 9 Dec CIPLA was trading at 1490.60. The strike last trading price was 41, which was 8.95 higher than the previous day. The implied volatity was 21.74, the open interest changed by 23 which increased total open position to 193
On 8 Dec CIPLA was trading at 1497.60. The strike last trading price was 32.05, which was 5.9 higher than the previous day. The implied volatity was 18.28, the open interest changed by 25 which increased total open position to 168
On 5 Dec CIPLA was trading at 1520.80. The strike last trading price was 26.15, which was -0.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 0 which decreased total open position to 142
On 4 Dec CIPLA was trading at 1521.00. The strike last trading price was 27, which was -6 lower than the previous day. The implied volatity was 19.22, the open interest changed by -9 which decreased total open position to 142
On 3 Dec CIPLA was trading at 1508.00. The strike last trading price was 33, which was 3 higher than the previous day. The implied volatity was 20.20, the open interest changed by 24 which increased total open position to 152
On 2 Dec CIPLA was trading at 1516.60. The strike last trading price was 30, which was -0.6 lower than the previous day. The implied volatity was 20.58, the open interest changed by -1 which decreased total open position to 127
On 1 Dec CIPLA was trading at 1523.10. The strike last trading price was 30.6, which was 4.1 higher than the previous day. The implied volatity was 21.31, the open interest changed by 3 which increased total open position to 127
On 28 Nov CIPLA was trading at 1531.30. The strike last trading price was 26.5, which was -3.5 lower than the previous day. The implied volatity was 20.16, the open interest changed by 12 which increased total open position to 123
On 27 Nov CIPLA was trading at 1525.20. The strike last trading price was 30, which was -3.1 lower than the previous day. The implied volatity was 21.26, the open interest changed by 94 which increased total open position to 111
On 26 Nov CIPLA was trading at 1523.80. The strike last trading price was 33.1, which was -2.9 lower than the previous day. The implied volatity was 22.15, the open interest changed by 11 which increased total open position to 15
On 25 Nov CIPLA was trading at 1507.50. The strike last trading price was 36, which was -4 lower than the previous day. The implied volatity was 20.24, the open interest changed by 2 which increased total open position to 3
On 24 Nov CIPLA was trading at 1504.00. The strike last trading price was 40, which was -4.1 lower than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CIPLA was trading at 1511.80. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CIPLA was trading at 1529.20. The strike last trading price was 44.1, 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 Nov CIPLA was trading at 1526.80. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CIPLA was trading at 1532.10. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CIPLA was trading at 1525.80. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CIPLA was trading at 1519.30. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 10 Nov CIPLA was trading at 1511.50. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 6 Nov CIPLA was trading at 1501.50. The strike last trading price was 44.1, 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 Nov CIPLA was trading at 1503.30. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 3 Nov CIPLA was trading at 1511.50. The strike last trading price was 44.1, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 30 Oct CIPLA was trading at 1540.10. The strike last trading price was 44.1, 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































































































































































































































