CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 1.03
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 11.35 | -4.75 | 20.51 | 1,045 | 109 | 559 | |||
| 13 Nov | 1505.60 | 16.1 | -7.00 | 22.66 | 1,314 | 37.5 | 452 | |||
| 12 Nov | 1525.15 | 23.1 | -19.60 | 21.44 | 1,365 | -18 | 449 | |||
| 11 Nov | 1552.80 | 42.7 | -27.80 | 25.30 | 887.5 | 22.5 | 469 | |||
| 8 Nov | 1592.60 | 70.5 | 10.40 | 22.62 | 174 | 7.5 | 446.5 | |||
| 7 Nov | 1576.15 | 60.1 | -14.95 | 17.97 | 183 | -63 | 439.5 | |||
| 6 Nov | 1594.05 | 75.05 | -8.75 | 21.25 | 105.5 | -24.5 | 504 | |||
| 5 Nov | 1601.20 | 83.8 | 13.80 | 22.29 | 256.5 | -26 | 529.5 | |||
| 4 Nov | 1584.60 | 70 | 15.35 | 23.11 | 874.5 | -35 | 556 | |||
| 1 Nov | 1559.55 | 54.65 | -2.80 | 22.09 | 223.5 | -57.5 | 593.5 | |||
| 31 Oct | 1551.75 | 57.45 | 46.45 | - | 9,274 | 165 | 648 | |||
| 30 Oct | 1418.25 | 11 | -14.00 | - | 1,041 | 231 | 484 | |||
| 29 Oct | 1477.55 | 25 | -16.30 | - | 965 | 178 | 254 | |||
| 28 Oct | 1503.15 | 41.3 | 9.50 | - | 102 | 19 | 75 | |||
| 25 Oct | 1488.90 | 31.8 | -4.15 | - | 26 | 6 | 56 | |||
| 24 Oct | 1492.30 | 35.95 | -1.25 | - | 28 | 4 | 49 | |||
| 23 Oct | 1485.60 | 37.2 | -5.50 | - | 43 | 39 | 45 | |||
| 22 Oct | 1510.35 | 42.7 | -5.30 | - | 10 | 3 | 5 | |||
| 21 Oct | 1523.75 | 48 | -11.40 | - | 1 | 0 | 1 | |||
| 18 Oct | 1551.70 | 59.4 | -13.00 | - | 1 | 0 | 1 | |||
| 17 Oct | 1558.70 | 72.4 | -61.20 | - | 1 | 0 | 0 | |||
| 16 Oct | 1562.20 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1571.75 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1598.45 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1595.75 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1618.90 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 1680.50 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1623.30 | 133.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1672.50 | 133.6 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is 0.30
Historical price for 1540 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 11.35, which was -4.75 lower than the previous day. The implied volatity was 20.51, the open interest changed by 218 which increased total open position to 1118
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 16.1, which was -7.00 lower than the previous day. The implied volatity was 22.66, the open interest changed by 75 which increased total open position to 904
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 23.1, which was -19.60 lower than the previous day. The implied volatity was 21.44, the open interest changed by -36 which decreased total open position to 898
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 42.7, which was -27.80 lower than the previous day. The implied volatity was 25.30, the open interest changed by 45 which increased total open position to 938
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 70.5, which was 10.40 higher than the previous day. The implied volatity was 22.62, the open interest changed by 15 which increased total open position to 893
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 60.1, which was -14.95 lower than the previous day. The implied volatity was 17.97, the open interest changed by -126 which decreased total open position to 879
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 75.05, which was -8.75 lower than the previous day. The implied volatity was 21.25, the open interest changed by -49 which decreased total open position to 1008
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 83.8, which was 13.80 higher than the previous day. The implied volatity was 22.29, the open interest changed by -52 which decreased total open position to 1059
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 70, which was 15.35 higher than the previous day. The implied volatity was 23.11, the open interest changed by -70 which decreased total open position to 1112
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 54.65, which was -2.80 lower than the previous day. The implied volatity was 22.09, the open interest changed by -115 which decreased total open position to 1187
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 57.45, which was 46.45 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 11, which was -14.00 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 25, which was -16.30 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 41.3, which was 9.50 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 31.8, which was -4.15 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 35.95, which was -1.25 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 37.2, which was -5.50 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 42.7, 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 21 Oct CIPLA was trading at 1523.75. The strike last trading price was 48, which was -11.40 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 59.4, which was -13.00 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 72.4, which was -61.20 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 133.6, 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 15 Oct CIPLA was trading at 1571.75. The strike last trading price was 133.6, 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 133.6, 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 133.6, 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 133.6, 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 133.6, 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 133.6, 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 133.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 1.04
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 45.55 | 3.45 | 21.85 | 222.5 | -59 | 297.5 |
| 13 Nov | 1505.60 | 42.1 | 8.55 | 20.99 | 892.5 | -193 | 357.5 |
| 12 Nov | 1525.15 | 33.55 | 6.55 | 22.57 | 2,639 | -220 | 575 |
| 11 Nov | 1552.80 | 27 | 13.85 | 26.23 | 5,757.5 | -21 | 798.5 |
| 8 Nov | 1592.60 | 13.15 | -4.35 | 24.03 | 533.5 | 19 | 821.5 |
| 7 Nov | 1576.15 | 17.5 | 2.45 | 25.40 | 650 | -79 | 806.5 |
| 6 Nov | 1594.05 | 15.05 | -1.95 | 25.72 | 1,047 | -56 | 885 |
| 5 Nov | 1601.20 | 17 | -6.40 | 28.42 | 1,126 | 80.5 | 942 |
| 4 Nov | 1584.60 | 23.4 | -12.35 | 28.52 | 1,463.5 | 39.5 | 863 |
| 1 Nov | 1559.55 | 35.75 | 2.25 | 29.83 | 266 | -76.5 | 824.5 |
| 31 Oct | 1551.75 | 33.5 | -87.70 | - | 4,798 | 868 | 887 |
| 30 Oct | 1418.25 | 121.2 | 46.20 | - | 14 | 8 | 19 |
| 29 Oct | 1477.55 | 75 | -0.05 | - | 1 | 0 | 10 |
| 28 Oct | 1503.15 | 75.05 | 0.00 | - | 0 | -1 | 0 |
| 25 Oct | 1488.90 | 75.05 | -1.00 | - | 1 | 0 | 11 |
| 24 Oct | 1492.30 | 76.05 | 0.00 | - | 0 | 10 | 0 |
| 23 Oct | 1485.60 | 76.05 | 26.05 | - | 12 | 9 | 10 |
| 22 Oct | 1510.35 | 50 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1523.75 | 50 | 11.25 | - | 2 | 0 | 1 |
| 18 Oct | 1551.70 | 38.75 | 6.25 | - | 1 | 0 | 0 |
| 17 Oct | 1558.70 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1562.20 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1571.75 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1598.45 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1595.75 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1618.90 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1680.50 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1623.30 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1672.50 | 32.5 | - | 0 | 0 | 0 | |
For Cipla Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is -0.69
Historical price for 1540 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 45.55, which was 3.45 higher than the previous day. The implied volatity was 21.85, the open interest changed by -118 which decreased total open position to 595
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 42.1, which was 8.55 higher than the previous day. The implied volatity was 20.99, the open interest changed by -386 which decreased total open position to 715
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 33.55, which was 6.55 higher than the previous day. The implied volatity was 22.57, the open interest changed by -440 which decreased total open position to 1150
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 27, which was 13.85 higher than the previous day. The implied volatity was 26.23, the open interest changed by -42 which decreased total open position to 1597
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 13.15, which was -4.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by 38 which increased total open position to 1643
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 17.5, which was 2.45 higher than the previous day. The implied volatity was 25.40, the open interest changed by -158 which decreased total open position to 1613
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 15.05, which was -1.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by -112 which decreased total open position to 1770
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 17, which was -6.40 lower than the previous day. The implied volatity was 28.42, the open interest changed by 161 which increased total open position to 1884
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 23.4, which was -12.35 lower than the previous day. The implied volatity was 28.52, the open interest changed by 79 which increased total open position to 1726
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 35.75, which was 2.25 higher than the previous day. The implied volatity was 29.83, the open interest changed by -153 which decreased total open position to 1649
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 33.5, which was -87.70 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 121.2, which was 46.20 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 75, which was -0.05 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 75.05, 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 25 Oct CIPLA was trading at 1488.90. The strike last trading price was 75.05, which was -1.00 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 76.05, 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 23 Oct CIPLA was trading at 1485.60. The strike last trading price was 76.05, which was 26.05 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 50, 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 21 Oct CIPLA was trading at 1523.75. The strike last trading price was 50, which was 11.25 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 38.75, which was 6.25 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 32.5, 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 16 Oct CIPLA was trading at 1562.20. The strike last trading price was 32.5, 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 15 Oct CIPLA was trading at 1571.75. The strike last trading price was 32.5, 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 32.5, 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 32.5, 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 32.5, 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 32.5, 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 32.5, 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 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
