[--[65.84.65.76]--]

CIPLA

Cipla Ltd
1490.6 -7.00 (-0.47%)
L: 1486.5 H: 1502.4

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Historical option data for CIPLA

09 Dec 2025 04:10 PM IST
CIPLA 30-DEC-2025 1540 CE
Delta: 0.25
Vega: 1.13
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1490.60 7.75 -2.05 15.00 1,104 65 1,402
8 Dec 1497.60 9.75 -8.7 15.35 1,047 12 1,351
5 Dec 1520.80 19 -1.1 14.70 752 -12 1,334
4 Dec 1521.00 19.05 4.45 14.91 887 -83 1,344
3 Dec 1508.00 14.85 -6.3 14.40 1,260 263 1,431
2 Dec 1516.60 22.25 -0.9 15.73 1,196 50 1,171
1 Dec 1523.10 22.9 -6.85 14.71 1,500 105 1,123
28 Nov 1531.30 29.55 3.65 15.40 2,111 235 1,017
27 Nov 1525.20 25.6 0 13.91 1,382 202 780
26 Nov 1523.80 25.9 5.3 14.14 763 65 579
25 Nov 1507.50 20.55 -2.4 15.91 637 91 513
24 Nov 1504.00 23 -4.55 16.82 323 87 424
21 Nov 1511.80 28.55 -9.55 17.44 416 236 335
20 Nov 1529.20 38.15 -1.15 17.65 145 28 97
19 Nov 1526.80 37.5 1.8 17.60 149 -2 69
18 Nov 1514.50 35 -12.8 18.54 54 24 70
17 Nov 1535.60 47.8 1.1 19.41 33 6 45
14 Nov 1532.10 48 4.45 19.49 32 9 39
13 Nov 1525.80 43.55 -0.25 18.12 11 4 30
12 Nov 1519.30 43.8 1.8 19.45 19 17 24
11 Nov 1514.90 42 1.8 - 0 5 0
10 Nov 1511.50 42 1.8 20.75 8 4 6
7 Nov 1505.70 40.2 -6.75 - 0 1 0
6 Nov 1501.50 40.2 -6.75 20.33 3 1 2
4 Nov 1503.30 46.95 -26 - 0 0 0
3 Nov 1511.50 46.95 -26 - 0 1 0
31 Oct 1501.30 46.95 -26 - 1 0 0
30 Oct 1540.10 72.95 0 - 0 0 0
29 Oct 1581.10 72.95 0 - 0 0 0
28 Oct 1568.10 72.95 0 - 0 0 0
27 Oct 1584.00 72.95 0 - 0 0 0
24 Oct 1584.40 72.95 0 - 0 0 0
23 Oct 1645.10 72.95 0 - 0 0 0
20 Oct 1639.10 72.95 0 - 0 0 0
17 Oct 1577.60 72.95 0 - 0 0 0
16 Oct 1569.40 72.95 0 - 0 0 0
15 Oct 1558.70 72.95 0 - 0 0 0
14 Oct 1552.30 72.95 0 - 0 0 0
13 Oct 1563.60 72.95 0 - 0 0 0
10 Oct 1561.80 72.95 0 - 0 0 0
9 Oct 1513.10 72.95 0 - 0 0 0
8 Oct 1494.60 72.95 0 - 0 0 0
7 Oct 1513.30 72.95 0 - 0 0 0
6 Oct 1513.10 0 0 - 0 0 0
3 Oct 1517.70 0 0 - 0 0 0


For Cipla Ltd - strike price 1540 expiring on 30DEC2025

Delta for 1540 CE is 0.25

Historical price for 1540 CE is as follows

On 9 Dec CIPLA was trading at 1490.60. The strike last trading price was 7.75, which was -2.05 lower than the previous day. The implied volatity was 15.00, the open interest changed by 65 which increased total open position to 1402


On 8 Dec CIPLA was trading at 1497.60. The strike last trading price was 9.75, which was -8.7 lower than the previous day. The implied volatity was 15.35, the open interest changed by 12 which increased total open position to 1351


On 5 Dec CIPLA was trading at 1520.80. The strike last trading price was 19, which was -1.1 lower than the previous day. The implied volatity was 14.70, the open interest changed by -12 which decreased total open position to 1334


On 4 Dec CIPLA was trading at 1521.00. The strike last trading price was 19.05, which was 4.45 higher than the previous day. The implied volatity was 14.91, the open interest changed by -83 which decreased total open position to 1344


On 3 Dec CIPLA was trading at 1508.00. The strike last trading price was 14.85, which was -6.3 lower than the previous day. The implied volatity was 14.40, the open interest changed by 263 which increased total open position to 1431


On 2 Dec CIPLA was trading at 1516.60. The strike last trading price was 22.25, which was -0.9 lower than the previous day. The implied volatity was 15.73, the open interest changed by 50 which increased total open position to 1171


On 1 Dec CIPLA was trading at 1523.10. The strike last trading price was 22.9, which was -6.85 lower than the previous day. The implied volatity was 14.71, the open interest changed by 105 which increased total open position to 1123


On 28 Nov CIPLA was trading at 1531.30. The strike last trading price was 29.55, which was 3.65 higher than the previous day. The implied volatity was 15.40, the open interest changed by 235 which increased total open position to 1017


On 27 Nov CIPLA was trading at 1525.20. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 13.91, the open interest changed by 202 which increased total open position to 780


On 26 Nov CIPLA was trading at 1523.80. The strike last trading price was 25.9, which was 5.3 higher than the previous day. The implied volatity was 14.14, the open interest changed by 65 which increased total open position to 579


On 25 Nov CIPLA was trading at 1507.50. The strike last trading price was 20.55, which was -2.4 lower than the previous day. The implied volatity was 15.91, the open interest changed by 91 which increased total open position to 513


On 24 Nov CIPLA was trading at 1504.00. The strike last trading price was 23, which was -4.55 lower than the previous day. The implied volatity was 16.82, the open interest changed by 87 which increased total open position to 424


On 21 Nov CIPLA was trading at 1511.80. The strike last trading price was 28.55, which was -9.55 lower than the previous day. The implied volatity was 17.44, the open interest changed by 236 which increased total open position to 335


On 20 Nov CIPLA was trading at 1529.20. The strike last trading price was 38.15, which was -1.15 lower than the previous day. The implied volatity was 17.65, the open interest changed by 28 which increased total open position to 97


On 19 Nov CIPLA was trading at 1526.80. The strike last trading price was 37.5, which was 1.8 higher than the previous day. The implied volatity was 17.60, the open interest changed by -2 which decreased total open position to 69


On 18 Nov CIPLA was trading at 1514.50. The strike last trading price was 35, which was -12.8 lower than the previous day. The implied volatity was 18.54, the open interest changed by 24 which increased total open position to 70


On 17 Nov CIPLA was trading at 1535.60. The strike last trading price was 47.8, which was 1.1 higher than the previous day. The implied volatity was 19.41, the open interest changed by 6 which increased total open position to 45


On 14 Nov CIPLA was trading at 1532.10. The strike last trading price was 48, which was 4.45 higher than the previous day. The implied volatity was 19.49, the open interest changed by 9 which increased total open position to 39


On 13 Nov CIPLA was trading at 1525.80. The strike last trading price was 43.55, which was -0.25 lower than the previous day. The implied volatity was 18.12, the open interest changed by 4 which increased total open position to 30


On 12 Nov CIPLA was trading at 1519.30. The strike last trading price was 43.8, which was 1.8 higher than the previous day. The implied volatity was 19.45, the open interest changed by 17 which increased total open position to 24


On 11 Nov CIPLA was trading at 1514.90. The strike last trading price was 42, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 10 Nov CIPLA was trading at 1511.50. The strike last trading price was 42, which was 1.8 higher than the previous day. The implied volatity was 20.75, the open interest changed by 4 which increased total open position to 6


On 7 Nov CIPLA was trading at 1505.70. The strike last trading price was 40.2, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov CIPLA was trading at 1501.50. The strike last trading price was 40.2, which was -6.75 lower than the previous day. The implied volatity was 20.33, the open interest changed by 1 which increased total open position to 2


On 4 Nov CIPLA was trading at 1503.30. The strike last trading price was 46.95, which was -26 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 46.95, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct CIPLA was trading at 1501.30. The strike last trading price was 46.95, which was -26 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 72.95, 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 29 Oct CIPLA was trading at 1581.10. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1568.10. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1584.00. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1584.40. The strike last trading price was 72.95, 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 23 Oct CIPLA was trading at 1645.10. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1639.10. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1577.60. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1569.40. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1558.70. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1552.30. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1563.60. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1561.80. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1513.10. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1494.60. The strike last trading price was 72.95, 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 7 Oct CIPLA was trading at 1513.30. The strike last trading price was 72.95, 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 Oct CIPLA was trading at 1513.10. 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


On 3 Oct CIPLA was trading at 1517.70. 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


CIPLA 30DEC2025 1540 PE
Delta: -0.76
Vega: 1.11
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1490.60 45.2 -0.25 14.36 14 -11 447
8 Dec 1497.60 45.55 17.75 16.97 133 -19 457
5 Dec 1520.80 27.55 -1.35 14.16 95 17 476
4 Dec 1521.00 29.95 -10.3 14.80 89 -4 459
3 Dec 1508.00 40.15 6.7 17.43 133 18 462
2 Dec 1516.60 31.35 -1.3 15.83 179 0 445
1 Dec 1523.10 32.55 5 17.54 188 5 446
28 Nov 1531.30 27.2 -2.55 16.00 538 254 442
27 Nov 1525.20 30.3 -1.55 16.62 292 72 187
26 Nov 1523.80 31.65 -11.15 16.85 100 10 110
25 Nov 1507.50 42.15 -3.85 16.40 53 15 100
24 Nov 1504.00 46.05 9.15 18.59 31 13 84
21 Nov 1511.80 36.9 -1.5 - 0 21 0
20 Nov 1529.20 36.9 -1.5 19.55 35 19 69
19 Nov 1526.80 38.4 -9.25 19.62 30 10 50
18 Nov 1514.50 47.65 9.65 21.59 5 2 39
17 Nov 1535.60 38 -6.5 21.42 8 1 37
14 Nov 1532.10 44.5 0.7 23.11 9 7 35
13 Nov 1525.80 43.8 -2.75 21.82 6 5 28
12 Nov 1519.30 46.55 -7.4 21.42 11 8 21
11 Nov 1514.90 53.95 -1.15 23.29 1 0 13
10 Nov 1511.50 55.1 -4.55 22.03 2 0 13
7 Nov 1505.70 59.65 -0.65 24.15 1 0 13
6 Nov 1501.50 60.3 -1.9 22.77 1 0 12
4 Nov 1503.30 62.2 1.1 23.39 6 1 12
3 Nov 1511.50 61.1 8.05 - 0 1 0
31 Oct 1501.30 61.1 8.05 - 5 0 10
30 Oct 1540.10 53.05 20.05 26.29 25 2 11
29 Oct 1581.10 33 -3.4 23.73 2 0 11
28 Oct 1568.10 36.4 0 - 0 0 0
27 Oct 1584.00 36.4 0 25.33 1 0 11
24 Oct 1584.40 36.4 18.45 25.14 3 0 11
23 Oct 1645.10 17.95 -4.2 23.43 1 0 11
20 Oct 1639.10 22.15 -64.2 24.96 12 10 10
17 Oct 1577.60 86.35 0 - 0 0 0
16 Oct 1569.40 86.35 0 2.49 0 0 0
15 Oct 1558.70 86.35 0 - 0 0 0
14 Oct 1552.30 86.35 0 - 0 0 0
13 Oct 1563.60 86.35 0 - 0 0 0
10 Oct 1561.80 86.35 0 - 0 0 0
9 Oct 1513.10 86.35 0 0.33 0 0 0
8 Oct 1494.60 86.35 0 - 0 0 0
7 Oct 1513.30 86.35 0 0.33 0 0 0
6 Oct 1513.10 86.35 0 - 0 0 0
3 Oct 1517.70 0 0 0.65 0 0 0


For Cipla Ltd - strike price 1540 expiring on 30DEC2025

Delta for 1540 PE is -0.76

Historical price for 1540 PE is as follows

On 9 Dec CIPLA was trading at 1490.60. The strike last trading price was 45.2, which was -0.25 lower than the previous day. The implied volatity was 14.36, the open interest changed by -11 which decreased total open position to 447


On 8 Dec CIPLA was trading at 1497.60. The strike last trading price was 45.55, which was 17.75 higher than the previous day. The implied volatity was 16.97, the open interest changed by -19 which decreased total open position to 457


On 5 Dec CIPLA was trading at 1520.80. The strike last trading price was 27.55, which was -1.35 lower than the previous day. The implied volatity was 14.16, the open interest changed by 17 which increased total open position to 476


On 4 Dec CIPLA was trading at 1521.00. The strike last trading price was 29.95, which was -10.3 lower than the previous day. The implied volatity was 14.80, the open interest changed by -4 which decreased total open position to 459


On 3 Dec CIPLA was trading at 1508.00. The strike last trading price was 40.15, which was 6.7 higher than the previous day. The implied volatity was 17.43, the open interest changed by 18 which increased total open position to 462


On 2 Dec CIPLA was trading at 1516.60. The strike last trading price was 31.35, which was -1.3 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 445


On 1 Dec CIPLA was trading at 1523.10. The strike last trading price was 32.55, which was 5 higher than the previous day. The implied volatity was 17.54, the open interest changed by 5 which increased total open position to 446


On 28 Nov CIPLA was trading at 1531.30. The strike last trading price was 27.2, which was -2.55 lower than the previous day. The implied volatity was 16.00, the open interest changed by 254 which increased total open position to 442


On 27 Nov CIPLA was trading at 1525.20. The strike last trading price was 30.3, which was -1.55 lower than the previous day. The implied volatity was 16.62, the open interest changed by 72 which increased total open position to 187


On 26 Nov CIPLA was trading at 1523.80. The strike last trading price was 31.65, which was -11.15 lower than the previous day. The implied volatity was 16.85, the open interest changed by 10 which increased total open position to 110


On 25 Nov CIPLA was trading at 1507.50. The strike last trading price was 42.15, which was -3.85 lower than the previous day. The implied volatity was 16.40, the open interest changed by 15 which increased total open position to 100


On 24 Nov CIPLA was trading at 1504.00. The strike last trading price was 46.05, which was 9.15 higher than the previous day. The implied volatity was 18.59, the open interest changed by 13 which increased total open position to 84


On 21 Nov CIPLA was trading at 1511.80. The strike last trading price was 36.9, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 0


On 20 Nov CIPLA was trading at 1529.20. The strike last trading price was 36.9, which was -1.5 lower than the previous day. The implied volatity was 19.55, the open interest changed by 19 which increased total open position to 69


On 19 Nov CIPLA was trading at 1526.80. The strike last trading price was 38.4, which was -9.25 lower than the previous day. The implied volatity was 19.62, the open interest changed by 10 which increased total open position to 50


On 18 Nov CIPLA was trading at 1514.50. The strike last trading price was 47.65, which was 9.65 higher than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 39


On 17 Nov CIPLA was trading at 1535.60. The strike last trading price was 38, which was -6.5 lower than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 37


On 14 Nov CIPLA was trading at 1532.10. The strike last trading price was 44.5, which was 0.7 higher than the previous day. The implied volatity was 23.11, the open interest changed by 7 which increased total open position to 35


On 13 Nov CIPLA was trading at 1525.80. The strike last trading price was 43.8, which was -2.75 lower than the previous day. The implied volatity was 21.82, the open interest changed by 5 which increased total open position to 28


On 12 Nov CIPLA was trading at 1519.30. The strike last trading price was 46.55, which was -7.4 lower than the previous day. The implied volatity was 21.42, the open interest changed by 8 which increased total open position to 21


On 11 Nov CIPLA was trading at 1514.90. The strike last trading price was 53.95, which was -1.15 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 13


On 10 Nov CIPLA was trading at 1511.50. The strike last trading price was 55.1, which was -4.55 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 13


On 7 Nov CIPLA was trading at 1505.70. The strike last trading price was 59.65, which was -0.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 13


On 6 Nov CIPLA was trading at 1501.50. The strike last trading price was 60.3, which was -1.9 lower than the previous day. The implied volatity was 22.77, the open interest changed by 0 which decreased total open position to 12


On 4 Nov CIPLA was trading at 1503.30. The strike last trading price was 62.2, which was 1.1 higher than the previous day. The implied volatity was 23.39, the open interest changed by 1 which increased total open position to 12


On 3 Nov CIPLA was trading at 1511.50. The strike last trading price was 61.1, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct CIPLA was trading at 1501.30. The strike last trading price was 61.1, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 30 Oct CIPLA was trading at 1540.10. The strike last trading price was 53.05, which was 20.05 higher than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 11


On 29 Oct CIPLA was trading at 1581.10. The strike last trading price was 33, which was -3.4 lower than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 11


On 28 Oct CIPLA was trading at 1568.10. The strike last trading price was 36.4, 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 Oct CIPLA was trading at 1584.00. The strike last trading price was 36.4, which was 0 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 11


On 24 Oct CIPLA was trading at 1584.40. The strike last trading price was 36.4, which was 18.45 higher than the previous day. The implied volatity was 25.14, the open interest changed by 0 which decreased total open position to 11


On 23 Oct CIPLA was trading at 1645.10. The strike last trading price was 17.95, which was -4.2 lower than the previous day. The implied volatity was 23.43, the open interest changed by 0 which decreased total open position to 11


On 20 Oct CIPLA was trading at 1639.10. The strike last trading price was 22.15, which was -64.2 lower than the previous day. The implied volatity was 24.96, the open interest changed by 10 which increased total open position to 10


On 17 Oct CIPLA was trading at 1577.60. The strike last trading price was 86.35, 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 Oct CIPLA was trading at 1569.40. The strike last trading price was 86.35, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 15 Oct CIPLA was trading at 1558.70. The strike last trading price was 86.35, 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 Oct CIPLA was trading at 1552.30. The strike last trading price was 86.35, 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 Oct CIPLA was trading at 1563.60. The strike last trading price was 86.35, 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 Oct CIPLA was trading at 1561.80. The strike last trading price was 86.35, 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 Oct CIPLA was trading at 1513.10. The strike last trading price was 86.35, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 8 Oct CIPLA was trading at 1494.60. The strike last trading price was 86.35, 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 7 Oct CIPLA was trading at 1513.30. The strike last trading price was 86.35, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 6 Oct CIPLA was trading at 1513.10. The strike last trading price was 86.35, 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 Oct CIPLA was trading at 1517.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0