[--[65.84.65.76]--]

CIPLA

Cipla Ltd
1511.6 +10.70 (0.71%)
L: 1498.6 H: 1517.8

Back to Option Chain


Historical option data for CIPLA

02 Jan 2026 04:10 PM IST
CIPLA 27-JAN-2026 1520 CE
Delta: 0.51
Vega: 1.58
Theta: -0.71
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 1511.60 25.35 4.25 15.96 1,450 23 901
1 Jan 1500.90 21.1 -4.35 15.31 629 55 891
31 Dec 1511.30 25.75 5.45 15.95 1,085 305 849
30 Dec 1492.50 19.6 -3.1 17.08 746 0 542
29 Dec 1494.00 22.45 -6.5 17.64 623 61 538
26 Dec 1506.00 27.5 1.2 16.22 556 -2 478
24 Dec 1496.30 26.1 -3.25 17.11 304 29 478
23 Dec 1500.70 28.85 -6.6 16.59 352 29 449
22 Dec 1512.90 35.8 -1.35 17.57 149 7 420
19 Dec 1517.10 37 6.9 15.80 148 2 413
18 Dec 1498.90 30.1 1 16.79 77 48 411
17 Dec 1496.90 30 -5 16.18 287 271 363
16 Dec 1499.60 35 -11.5 17.86 109 81 92
15 Dec 1508.00 46.5 0 - 0 0 0
12 Dec 1517.40 46.5 0 18.00 1 0 10
11 Dec 1512.30 46.75 -75.75 18.91 11 9 9
10 Dec 1490.90 122.5 0 0.58 0 0 0
9 Dec 1490.60 122.5 0 0.56 0 0 0
8 Dec 1497.60 122.5 0 0.09 0 0 0
5 Dec 1520.80 122.5 0 - 0 0 0
4 Dec 1521.00 122.5 0 - 0 0 0
3 Dec 1508.00 122.5 0 - 0 0 0
2 Dec 1516.60 122.5 0 - 0 0 0
1 Dec 1523.10 122.5 0 - 0 0 0
28 Nov 1531.30 122.5 0 - 0 0 0
27 Nov 1525.20 122.5 0 - 0 0 0
26 Nov 1523.80 122.5 0 - 0 0 0
25 Nov 1507.50 122.5 0 - 0 0 0
24 Nov 1504.00 122.5 0 - 0 0 0
21 Nov 1511.80 122.5 0 - 0 0 0
20 Nov 1529.20 122.5 0 - 0 0 0
19 Nov 1526.80 122.5 0 - 0 0 0
14 Nov 1532.10 122.5 0 - 0 0 0
13 Nov 1525.80 122.5 0 - 0 0 0
12 Nov 1519.30 122.5 0 - 0 0 0
10 Nov 1511.50 122.5 0 - 0 0 0
6 Nov 1501.50 122.5 0 - 0 0 0
4 Nov 1503.30 122.5 0 - 0 0 0
3 Nov 1511.50 122.5 0 - 0 0 0
30 Oct 1540.10 0 0 - 0 0 0


For Cipla Ltd - strike price 1520 expiring on 27JAN2026

Delta for 1520 CE is 0.51

Historical price for 1520 CE is as follows

On 2 Jan CIPLA was trading at 1511.60. The strike last trading price was 25.35, which was 4.25 higher than the previous day. The implied volatity was 15.96, the open interest changed by 23 which increased total open position to 901


On 1 Jan CIPLA was trading at 1500.90. The strike last trading price was 21.1, which was -4.35 lower than the previous day. The implied volatity was 15.31, the open interest changed by 55 which increased total open position to 891


On 31 Dec CIPLA was trading at 1511.30. The strike last trading price was 25.75, which was 5.45 higher than the previous day. The implied volatity was 15.95, the open interest changed by 305 which increased total open position to 849


On 30 Dec CIPLA was trading at 1492.50. The strike last trading price was 19.6, which was -3.1 lower than the previous day. The implied volatity was 17.08, the open interest changed by 0 which decreased total open position to 542


On 29 Dec CIPLA was trading at 1494.00. The strike last trading price was 22.45, which was -6.5 lower than the previous day. The implied volatity was 17.64, the open interest changed by 61 which increased total open position to 538


On 26 Dec CIPLA was trading at 1506.00. The strike last trading price was 27.5, which was 1.2 higher than the previous day. The implied volatity was 16.22, the open interest changed by -2 which decreased total open position to 478


On 24 Dec CIPLA was trading at 1496.30. The strike last trading price was 26.1, which was -3.25 lower than the previous day. The implied volatity was 17.11, the open interest changed by 29 which increased total open position to 478


On 23 Dec CIPLA was trading at 1500.70. The strike last trading price was 28.85, which was -6.6 lower than the previous day. The implied volatity was 16.59, the open interest changed by 29 which increased total open position to 449


On 22 Dec CIPLA was trading at 1512.90. The strike last trading price was 35.8, which was -1.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by 7 which increased total open position to 420


On 19 Dec CIPLA was trading at 1517.10. The strike last trading price was 37, which was 6.9 higher than the previous day. The implied volatity was 15.80, the open interest changed by 2 which increased total open position to 413


On 18 Dec CIPLA was trading at 1498.90. The strike last trading price was 30.1, which was 1 higher than the previous day. The implied volatity was 16.79, the open interest changed by 48 which increased total open position to 411


On 17 Dec CIPLA was trading at 1496.90. The strike last trading price was 30, which was -5 lower than the previous day. The implied volatity was 16.18, the open interest changed by 271 which increased total open position to 363


On 16 Dec CIPLA was trading at 1499.60. The strike last trading price was 35, which was -11.5 lower than the previous day. The implied volatity was 17.86, the open interest changed by 81 which increased total open position to 92


On 15 Dec CIPLA was trading at 1508.00. The strike last trading price was 46.5, 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 Dec CIPLA was trading at 1517.40. The strike last trading price was 46.5, which was 0 lower than the previous day. The implied volatity was 18.00, the open interest changed by 0 which decreased total open position to 10


On 11 Dec CIPLA was trading at 1512.30. The strike last trading price was 46.75, which was -75.75 lower than the previous day. The implied volatity was 18.91, the open interest changed by 9 which increased total open position to 9


On 10 Dec CIPLA was trading at 1490.90. The strike last trading price was 122.5, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 9 Dec CIPLA was trading at 1490.60. The strike last trading price was 122.5, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 8 Dec CIPLA was trading at 1497.60. The strike last trading price was 122.5, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 5 Dec CIPLA was trading at 1520.80. The strike last trading price was 122.5, 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 Dec CIPLA was trading at 1521.00. The strike last trading price was 122.5, 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 Dec CIPLA was trading at 1508.00. The strike last trading price was 122.5, 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 Dec CIPLA was trading at 1516.60. The strike last trading price was 122.5, 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 Dec CIPLA was trading at 1523.10. The strike last trading price was 122.5, 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 28 Nov CIPLA was trading at 1531.30. The strike last trading price was 122.5, 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 27 Nov CIPLA was trading at 1525.20. The strike last trading price was 122.5, 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 26 Nov CIPLA was trading at 1523.80. The strike last trading price was 122.5, 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 25 Nov CIPLA was trading at 1507.50. The strike last trading price was 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 122.5, 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 1520 PE
Delta: -0.49
Vega: 1.58
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 1511.60 27.5 -3.5 17.57 334 88 310
1 Jan 1500.90 30.55 1.5 16.71 116 34 222
31 Dec 1511.30 29 -11.15 17.51 230 90 189
30 Dec 1492.50 40.75 0.55 18.12 92 4 100
29 Dec 1494.00 40.9 9.1 19.14 44 8 95
26 Dec 1506.00 31.8 -9.05 17.11 65 35 87
24 Dec 1496.30 41.15 4.55 19.40 57 9 54
23 Dec 1500.70 36.5 5.9 18.56 19 10 43
22 Dec 1512.90 30.6 -4.4 17.52 10 9 32
19 Dec 1517.10 35 1.15 20.49 1 0 22
18 Dec 1498.90 33.85 -8.15 15.38 4 -3 22
17 Dec 1496.90 42 1.85 - 0 0 25
16 Dec 1499.60 42 1.85 - 0 0 25
15 Dec 1508.00 42 1.85 - 0 0 0
12 Dec 1517.40 42 1.85 - 0 0 25
11 Dec 1512.30 42 1.85 22.04 4 0 25
10 Dec 1490.90 40.15 8.4 - 0 0 25
9 Dec 1490.60 40.15 8.4 - 0 0 0
8 Dec 1497.60 40.15 8.4 - 0 0 25
5 Dec 1520.80 40.15 8.4 - 0 2 0
4 Dec 1521.00 40.15 8.4 21.47 5 2 25
3 Dec 1508.00 31.75 2.55 - 0 3 0
2 Dec 1516.60 31.75 2.55 17.84 3 2 22
1 Dec 1523.10 29.2 -9.2 17.28 20 0 3
28 Nov 1531.30 38.4 -13.05 22.09 3 2 2
27 Nov 1525.20 51.45 0 1.51 0 0 0
26 Nov 1523.80 51.45 0 1.41 0 0 0
25 Nov 1507.50 51.45 0 - 0 0 0
24 Nov 1504.00 51.45 0 0.57 0 0 0
21 Nov 1511.80 51.45 0 0.80 0 0 0
20 Nov 1529.20 51.45 0 - 0 0 0
19 Nov 1526.80 51.45 0 1.49 0 0 0
14 Nov 1532.10 51.45 0 1.70 0 0 0
13 Nov 1525.80 51.45 0 1.56 0 0 0
12 Nov 1519.30 51.45 0 1.34 0 0 0
10 Nov 1511.50 51.45 0 0.86 0 0 0
6 Nov 1501.50 51.45 0 - 0 0 0
4 Nov 1503.30 51.45 0 0.81 0 0 0
3 Nov 1511.50 51.45 0 0.99 0 0 0
30 Oct 1540.10 51.45 0 - 0 0 0


For Cipla Ltd - strike price 1520 expiring on 27JAN2026

Delta for 1520 PE is -0.49

Historical price for 1520 PE is as follows

On 2 Jan CIPLA was trading at 1511.60. The strike last trading price was 27.5, which was -3.5 lower than the previous day. The implied volatity was 17.57, the open interest changed by 88 which increased total open position to 310


On 1 Jan CIPLA was trading at 1500.90. The strike last trading price was 30.55, which was 1.5 higher than the previous day. The implied volatity was 16.71, the open interest changed by 34 which increased total open position to 222


On 31 Dec CIPLA was trading at 1511.30. The strike last trading price was 29, which was -11.15 lower than the previous day. The implied volatity was 17.51, the open interest changed by 90 which increased total open position to 189


On 30 Dec CIPLA was trading at 1492.50. The strike last trading price was 40.75, which was 0.55 higher than the previous day. The implied volatity was 18.12, the open interest changed by 4 which increased total open position to 100


On 29 Dec CIPLA was trading at 1494.00. The strike last trading price was 40.9, which was 9.1 higher than the previous day. The implied volatity was 19.14, the open interest changed by 8 which increased total open position to 95


On 26 Dec CIPLA was trading at 1506.00. The strike last trading price was 31.8, which was -9.05 lower than the previous day. The implied volatity was 17.11, the open interest changed by 35 which increased total open position to 87


On 24 Dec CIPLA was trading at 1496.30. The strike last trading price was 41.15, which was 4.55 higher than the previous day. The implied volatity was 19.40, the open interest changed by 9 which increased total open position to 54


On 23 Dec CIPLA was trading at 1500.70. The strike last trading price was 36.5, which was 5.9 higher than the previous day. The implied volatity was 18.56, the open interest changed by 10 which increased total open position to 43


On 22 Dec CIPLA was trading at 1512.90. The strike last trading price was 30.6, which was -4.4 lower than the previous day. The implied volatity was 17.52, the open interest changed by 9 which increased total open position to 32


On 19 Dec CIPLA was trading at 1517.10. The strike last trading price was 35, which was 1.15 higher than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 22


On 18 Dec CIPLA was trading at 1498.90. The strike last trading price was 33.85, which was -8.15 lower than the previous day. The implied volatity was 15.38, the open interest changed by -3 which decreased total open position to 22


On 17 Dec CIPLA was trading at 1496.90. The strike last trading price was 42, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 16 Dec CIPLA was trading at 1499.60. The strike last trading price was 42, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 15 Dec CIPLA was trading at 1508.00. The strike last trading price was 42, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec CIPLA was trading at 1517.40. The strike last trading price was 42, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 11 Dec CIPLA was trading at 1512.30. The strike last trading price was 42, which was 1.85 higher than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 25


On 10 Dec CIPLA was trading at 1490.90. The strike last trading price was 40.15, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 9 Dec CIPLA was trading at 1490.60. The strike last trading price was 40.15, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec CIPLA was trading at 1497.60. The strike last trading price was 40.15, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 5 Dec CIPLA was trading at 1520.80. The strike last trading price was 40.15, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Dec CIPLA was trading at 1521.00. The strike last trading price was 40.15, which was 8.4 higher than the previous day. The implied volatity was 21.47, the open interest changed by 2 which increased total open position to 25


On 3 Dec CIPLA was trading at 1508.00. The strike last trading price was 31.75, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 2 Dec CIPLA was trading at 1516.60. The strike last trading price was 31.75, which was 2.55 higher than the previous day. The implied volatity was 17.84, the open interest changed by 2 which increased total open position to 22


On 1 Dec CIPLA was trading at 1523.10. The strike last trading price was 29.2, which was -9.2 lower than the previous day. The implied volatity was 17.28, the open interest changed by 0 which decreased total open position to 3


On 28 Nov CIPLA was trading at 1531.30. The strike last trading price was 38.4, which was -13.05 lower than the previous day. The implied volatity was 22.09, the open interest changed by 2 which increased total open position to 2


On 27 Nov CIPLA was trading at 1525.20. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 26 Nov CIPLA was trading at 1523.80. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


On 25 Nov CIPLA was trading at 1507.50. The strike last trading price was 51.45, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.57, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.80, 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 51.45, 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 51.45, which was 0 lower than the previous day. The implied volatity was 1.49, 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 51.45, which was 0 lower than the previous day. The implied volatity was 1.70, 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 51.45, which was 0 lower than the previous day. The implied volatity was 1.56, 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 51.45, which was 0 lower than the previous day. The implied volatity was 1.34, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.86, 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 51.45, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.81, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.99, 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 51.45, 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