CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 1.16
Theta: -1.08
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 28 | -7.65 | 20.78 | 1,644.5 | -0.5 | 487.5 | |||
| 13 Nov | 1505.60 | 35.65 | -10.85 | 24.15 | 910 | 59.5 | 487.5 | |||
| 12 Nov | 1525.15 | 46.5 | -24.95 | 22.60 | 202 | 6.5 | 458 | |||
| 11 Nov | 1552.80 | 71.45 | -32.55 | 27.68 | 217 | -31 | 451.5 | |||
| 8 Nov | 1592.60 | 104 | 10.70 | 23.71 | 49.5 | -8.5 | 482.5 | |||
| 7 Nov | 1576.15 | 93.3 | -15.70 | 16.85 | 191 | -47 | 493.5 | |||
| 6 Nov | 1594.05 | 109 | -8.05 | 21.79 | 328.5 | -88.5 | 539.5 | |||
| 5 Nov | 1601.20 | 117.05 | 15.25 | 21.36 | 192.5 | -25 | 629.5 | |||
| 4 Nov | 1584.60 | 101.8 | 21.30 | 23.98 | 879 | -214 | 655 | |||
| 1 Nov | 1559.55 | 80.5 | -4.50 | 20.48 | 84.5 | -6.5 | 871.5 | |||
| 31 Oct | 1551.75 | 85 | 67.30 | - | 7,163 | -726 | 979 | |||
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| 30 Oct | 1418.25 | 17.7 | -22.65 | - | 4,464 | 766 | 1,707 | |||
| 29 Oct | 1477.55 | 40.35 | -19.65 | - | 4,377 | 782 | 949 | |||
| 28 Oct | 1503.15 | 60 | 10.75 | - | 326 | 56 | 168 | |||
| 25 Oct | 1488.90 | 49.25 | -4.65 | - | 119 | 20 | 112 | |||
| 24 Oct | 1492.30 | 53.9 | 0.90 | - | 110 | 19 | 93 | |||
| 23 Oct | 1485.60 | 53 | -9.00 | - | 57 | 22 | 73 | |||
| 22 Oct | 1510.35 | 62 | -17.10 | - | 56 | 29 | 30 | |||
| 21 Oct | 1523.75 | 79.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1551.70 | 79.1 | -19.85 | - | 1 | 0 | 1 | |||
| 17 Oct | 1558.70 | 98.95 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 1562.20 | 98.95 | -63.55 | - | 1 | 0 | 0 | |||
| 15 Oct | 1571.75 | 162.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1598.45 | 162.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1595.75 | 162.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1618.90 | 162.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1680.50 | 162.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1623.30 | 162.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1672.50 | 162.5 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is 0.55
Historical price for 1500 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 28, which was -7.65 lower than the previous day. The implied volatity was 20.78, the open interest changed by -1 which decreased total open position to 975
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 35.65, which was -10.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by 119 which increased total open position to 975
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 46.5, which was -24.95 lower than the previous day. The implied volatity was 22.60, the open interest changed by 13 which increased total open position to 916
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 71.45, which was -32.55 lower than the previous day. The implied volatity was 27.68, the open interest changed by -62 which decreased total open position to 903
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 104, which was 10.70 higher than the previous day. The implied volatity was 23.71, the open interest changed by -17 which decreased total open position to 965
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 93.3, which was -15.70 lower than the previous day. The implied volatity was 16.85, the open interest changed by -94 which decreased total open position to 987
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 109, which was -8.05 lower than the previous day. The implied volatity was 21.79, the open interest changed by -177 which decreased total open position to 1079
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 117.05, which was 15.25 higher than the previous day. The implied volatity was 21.36, the open interest changed by -50 which decreased total open position to 1259
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 101.8, which was 21.30 higher than the previous day. The implied volatity was 23.98, the open interest changed by -428 which decreased total open position to 1310
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 80.5, which was -4.50 lower than the previous day. The implied volatity was 20.48, the open interest changed by -13 which decreased total open position to 1743
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 85, which was 67.30 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 17.7, which was -22.65 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 40.35, which was -19.65 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 60, which was 10.75 higher 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 49.25, which was -4.65 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 53.9, which was 0.90 higher 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 53, which was -9.00 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 62, which was -17.10 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 79.1, 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 79.1, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CIPLA was trading at 1558.70. The strike last trading price was 98.95, 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 16 Oct CIPLA was trading at 1562.20. The strike last trading price was 98.95, which was -63.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CIPLA was trading at 1571.75. The strike last trading price was 162.5, 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 14 Oct CIPLA was trading at 1598.45. The strike last trading price was 162.5, 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 11 Oct CIPLA was trading at 1595.75. The strike last trading price was 162.5, 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 10 Oct CIPLA was trading at 1618.90. The strike last trading price was 162.5, 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 9 Oct CIPLA was trading at 1680.50. The strike last trading price was 162.5, 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 4 Oct CIPLA was trading at 1623.30. The strike last trading price was 162.5, 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 27 Sept CIPLA was trading at 1672.50. The strike last trading price was 162.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 1.16
Theta: -0.72
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 22.2 | 0.25 | 21.85 | 2,467.5 | -55 | 894 |
| 13 Nov | 1505.60 | 21.95 | 4.45 | 22.69 | 3,005.5 | -304 | 950.5 |
| 12 Nov | 1525.15 | 17.5 | 1.75 | 24.17 | 1,934 | -241 | 1,273 |
| 11 Nov | 1552.80 | 15.75 | 8.10 | 28.62 | 5,181.5 | -88 | 1,508.5 |
| 8 Nov | 1592.60 | 7.65 | -2.35 | 26.72 | 580 | 1.5 | 1,632 |
| 7 Nov | 1576.15 | 10 | 0.85 | 27.35 | 1,021.5 | -101.5 | 1,632 |
| 6 Nov | 1594.05 | 9.15 | -1.65 | 28.16 | 1,335 | -81 | 1,730 |
| 5 Nov | 1601.20 | 10.8 | -3.80 | 30.69 | 1,756.5 | 38.5 | 1,821.5 |
| 4 Nov | 1584.60 | 14.6 | -7.10 | 30.21 | 2,806.5 | 85 | 1,791 |
| 1 Nov | 1559.55 | 21.7 | 1.10 | 29.88 | 382.5 | -4.5 | 1,709.5 |
| 31 Oct | 1551.75 | 20.6 | -66.10 | - | 8,551 | 1,201 | 1,717 |
| 30 Oct | 1418.25 | 86.7 | 32.70 | - | 272 | -25 | 516 |
| 29 Oct | 1477.55 | 54 | 8.90 | - | 876 | 84 | 544 |
| 28 Oct | 1503.15 | 45.1 | -5.30 | - | 274 | 14 | 460 |
| 25 Oct | 1488.90 | 50.4 | 3.20 | - | 287 | -32 | 446 |
| 24 Oct | 1492.30 | 47.2 | -7.80 | - | 443 | -33 | 481 |
| 23 Oct | 1485.60 | 55 | 13.50 | - | 869 | 99 | 514 |
| 22 Oct | 1510.35 | 41.5 | 5.50 | - | 183 | 79 | 414 |
| 21 Oct | 1523.75 | 36 | 14.00 | - | 55 | 24 | 335 |
| 18 Oct | 1551.70 | 22 | 1.30 | - | 88 | 24 | 311 |
| 17 Oct | 1558.70 | 20.7 | -0.30 | - | 210 | 161 | 286 |
| 16 Oct | 1562.20 | 21 | 0.80 | - | 24 | 1 | 125 |
| 15 Oct | 1571.75 | 20.2 | 7.15 | - | 56 | 7 | 124 |
| 14 Oct | 1598.45 | 13.05 | -2.45 | - | 47 | -2 | 118 |
| 11 Oct | 1595.75 | 15.5 | -0.50 | - | 39 | 9 | 120 |
| 10 Oct | 1618.90 | 16 | -4.00 | - | 147 | 108 | 111 |
| 9 Oct | 1680.50 | 20 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1623.30 | 20 | -1.90 | - | 3 | 0 | 0 |
| 27 Sept | 1672.50 | 21.9 | - | 0 | 0 | 0 | |
For Cipla Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -0.45
Historical price for 1500 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 22.2, which was 0.25 higher than the previous day. The implied volatity was 21.85, the open interest changed by -110 which decreased total open position to 1788
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 21.95, which was 4.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by -608 which decreased total open position to 1901
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 17.5, which was 1.75 higher than the previous day. The implied volatity was 24.17, the open interest changed by -482 which decreased total open position to 2546
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 15.75, which was 8.10 higher than the previous day. The implied volatity was 28.62, the open interest changed by -176 which decreased total open position to 3017
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 7.65, which was -2.35 lower than the previous day. The implied volatity was 26.72, the open interest changed by 3 which increased total open position to 3264
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 10, which was 0.85 higher than the previous day. The implied volatity was 27.35, the open interest changed by -203 which decreased total open position to 3264
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 9.15, which was -1.65 lower than the previous day. The implied volatity was 28.16, the open interest changed by -162 which decreased total open position to 3460
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 10.8, which was -3.80 lower than the previous day. The implied volatity was 30.69, the open interest changed by 77 which increased total open position to 3643
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 14.6, which was -7.10 lower than the previous day. The implied volatity was 30.21, the open interest changed by 170 which increased total open position to 3582
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 21.7, which was 1.10 higher than the previous day. The implied volatity was 29.88, the open interest changed by -9 which decreased total open position to 3419
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 20.6, which was -66.10 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 86.7, which was 32.70 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 54, which was 8.90 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 45.1, which was -5.30 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 50.4, which was 3.20 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 47.2, which was -7.80 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 55, which was 13.50 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 41.5, which was 5.50 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 36, which was 14.00 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 22, 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 17 Oct CIPLA was trading at 1558.70. The strike last trading price was 20.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CIPLA was trading at 1562.20. The strike last trading price was 21, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CIPLA was trading at 1571.75. The strike last trading price was 20.2, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CIPLA was trading at 1598.45. The strike last trading price was 13.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CIPLA was trading at 1595.75. The strike last trading price was 15.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct CIPLA was trading at 1618.90. The strike last trading price was 16, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CIPLA was trading at 1680.50. The strike last trading price was 20, 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 4 Oct CIPLA was trading at 1623.30. The strike last trading price was 20, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept CIPLA was trading at 1672.50. The strike last trading price was 21.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
