[--[65.84.65.76]--]

CIPLA

Cipla Ltd
1496.3 -4.40 (-0.29%)
L: 1490.2 H: 1508

Back to Option Chain


Historical option data for CIPLA

24 Dec 2025 04:10 PM IST
CIPLA 27-JAN-2026 1500 CE
Delta: 0.56
Vega: 1.80
Theta: -0.66
Gamma: 0.01
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
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
Delta: -0.45
Vega: 1.80
Theta: -0.31
Gamma: 0.00
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