CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.39
Theta: -0.36
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 2.1 | -0.80 | 24.35 | 505.5 | 19 | 642.5 | |||
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| 13 Nov | 1505.60 | 2.9 | -1.15 | 24.49 | 395 | -35.5 | 624 | |||
| 12 Nov | 1525.15 | 4.05 | -6.85 | 22.36 | 610.5 | 32 | 667.5 | |||
| 11 Nov | 1552.80 | 10.9 | -9.35 | 24.45 | 1,582.5 | 102.5 | 643.5 | |||
| 8 Nov | 1592.60 | 20.25 | 3.40 | 19.67 | 1,065.5 | 8 | 541.5 | |||
| 7 Nov | 1576.15 | 16.85 | -7.80 | 18.78 | 889 | 8.5 | 530 | |||
| 6 Nov | 1594.05 | 24.65 | -7.00 | 19.91 | 1,611 | 22 | 522 | |||
| 5 Nov | 1601.20 | 31.65 | 5.35 | 21.31 | 1,971.5 | 156.5 | 499 | |||
| 4 Nov | 1584.60 | 26.3 | 3.80 | 23.05 | 1,799 | -65.5 | 340 | |||
| 1 Nov | 1559.55 | 22.5 | 0.00 | 24.67 | 167.5 | 16 | 406 | |||
| 31 Oct | 1551.75 | 22.5 | 18.35 | - | 2,852 | 287 | 387 | |||
| 30 Oct | 1418.25 | 4.15 | -6.30 | - | 151 | 51 | 97 | |||
| 29 Oct | 1477.55 | 10.45 | -6.80 | - | 97 | 38 | 47 | |||
| 28 Oct | 1503.15 | 17.25 | -15.30 | - | 8 | 9 | 9 | |||
| 25 Oct | 1488.90 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1492.30 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1485.60 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1510.35 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1523.75 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1551.70 | 32.55 | -13.35 | - | 1 | 0 | 6 | |||
| 17 Oct | 1558.70 | 45.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1562.20 | 45.9 | 0.00 | - | 0 | 1 | 0 | |||
| 15 Oct | 1571.75 | 45.9 | -3.10 | - | 1 | 0 | 5 | |||
| 14 Oct | 1598.45 | 49 | -34.70 | - | 4 | 0 | 1 | |||
| 11 Oct | 1595.75 | 83.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1618.90 | 83.7 | 0.00 | - | 0 | 0 | 1 | |||
| 9 Oct | 1680.50 | 83.7 | 17.75 | - | 1 | 0 | 1 | |||
| 8 Oct | 1640.70 | 65.95 | 6.80 | - | 1 | 0 | 2 | |||
| 7 Oct | 1624.65 | 59.15 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 1623.30 | 59.15 | -63.40 | - | 1 | 0 | 1 | |||
| 30 Sept | 1654.10 | 122.55 | - | 1 | 0 | 0 | ||||
For Cipla Ltd - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is 0.07
Historical price for 1620 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 24.35, the open interest changed by 38 which increased total open position to 1285
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 24.49, the open interest changed by -71 which decreased total open position to 1248
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 4.05, which was -6.85 lower than the previous day. The implied volatity was 22.36, the open interest changed by 64 which increased total open position to 1335
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 10.9, which was -9.35 lower than the previous day. The implied volatity was 24.45, the open interest changed by 205 which increased total open position to 1287
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 20.25, which was 3.40 higher than the previous day. The implied volatity was 19.67, the open interest changed by 16 which increased total open position to 1083
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 16.85, which was -7.80 lower than the previous day. The implied volatity was 18.78, the open interest changed by 17 which increased total open position to 1060
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 24.65, which was -7.00 lower than the previous day. The implied volatity was 19.91, the open interest changed by 44 which increased total open position to 1044
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 31.65, which was 5.35 higher than the previous day. The implied volatity was 21.31, the open interest changed by 313 which increased total open position to 998
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 26.3, which was 3.80 higher than the previous day. The implied volatity was 23.05, the open interest changed by -131 which decreased total open position to 680
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 24.67, the open interest changed by 32 which increased total open position to 812
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 22.5, which was 18.35 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 4.15, which was -6.30 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 10.45, which was -6.80 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 17.25, which was -15.30 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 32.55, 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 24 Oct CIPLA was trading at 1492.30. The strike last trading price was 32.55, 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 32.55, 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 22 Oct CIPLA was trading at 1510.35. The strike last trading price was 32.55, 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 32.55, 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 32.55, which was -13.35 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 45.9, 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 45.9, 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 45.9, which was -3.10 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 49, which was -34.70 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 83.7, 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 83.7, 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 83.7, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CIPLA was trading at 1640.70. The strike last trading price was 65.95, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CIPLA was trading at 1624.65. The strike last trading price was 59.15, 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 59.15, which was -63.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept CIPLA was trading at 1654.10. The strike last trading price was 122.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.63
Theta: -0.34
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 118.65 | 9.45 | 32.21 | 3.5 | -1 | 139.5 |
| 13 Nov | 1505.60 | 109.2 | 16.60 | 21.50 | 5.5 | -3 | 140.5 |
| 12 Nov | 1525.15 | 92.6 | 17.65 | 22.17 | 8.5 | -1.5 | 146.5 |
| 11 Nov | 1552.80 | 74.95 | 31.95 | 25.72 | 117 | -2.5 | 147.5 |
| 8 Nov | 1592.60 | 43 | -10.75 | 21.17 | 84.5 | -6 | 150 |
| 7 Nov | 1576.15 | 53.75 | 9.20 | 24.98 | 101.5 | -25 | 156 |
| 6 Nov | 1594.05 | 44.55 | 0.60 | 23.56 | 471.5 | 34.5 | 183 |
| 5 Nov | 1601.20 | 43.95 | -14.35 | 25.59 | 425 | 85.5 | 149 |
| 4 Nov | 1584.60 | 58.3 | -22.30 | 27.23 | 103 | 25.5 | 63.5 |
| 1 Nov | 1559.55 | 80.6 | 4.25 | 30.99 | 2.5 | 1 | 38 |
| 31 Oct | 1551.75 | 76.35 | -122.65 | - | 51 | 33 | 36 |
| 30 Oct | 1418.25 | 199 | 135.65 | - | 3 | 2 | 2 |
| 29 Oct | 1477.55 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1503.15 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1488.90 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1492.30 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1485.60 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1510.35 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1523.75 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1551.70 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1558.70 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1562.20 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1571.75 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1598.45 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1595.75 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1618.90 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1680.50 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1640.70 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1624.65 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1623.30 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1654.10 | 63.35 | - | 0 | 0 | 0 | |
For Cipla Ltd - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -0.87
Historical price for 1620 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 118.65, which was 9.45 higher than the previous day. The implied volatity was 32.21, the open interest changed by -2 which decreased total open position to 279
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 109.2, which was 16.60 higher than the previous day. The implied volatity was 21.50, the open interest changed by -6 which decreased total open position to 281
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 92.6, which was 17.65 higher than the previous day. The implied volatity was 22.17, the open interest changed by -3 which decreased total open position to 293
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 74.95, which was 31.95 higher than the previous day. The implied volatity was 25.72, the open interest changed by -5 which decreased total open position to 295
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 43, which was -10.75 lower than the previous day. The implied volatity was 21.17, the open interest changed by -12 which decreased total open position to 300
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 53.75, which was 9.20 higher than the previous day. The implied volatity was 24.98, the open interest changed by -50 which decreased total open position to 312
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 44.55, which was 0.60 higher than the previous day. The implied volatity was 23.56, the open interest changed by 69 which increased total open position to 366
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 43.95, which was -14.35 lower than the previous day. The implied volatity was 25.59, the open interest changed by 171 which increased total open position to 298
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 58.3, which was -22.30 lower than the previous day. The implied volatity was 27.23, the open interest changed by 51 which increased total open position to 127
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 80.6, which was 4.25 higher than the previous day. The implied volatity was 30.99, the open interest changed by 2 which increased total open position to 76
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 76.35, which was -122.65 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 199, which was 135.65 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 63.35, 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 28 Oct CIPLA was trading at 1503.15. The strike last trading price was 63.35, 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 63.35, 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 24 Oct CIPLA was trading at 1492.30. The strike last trading price was 63.35, 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 63.35, 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 22 Oct CIPLA was trading at 1510.35. The strike last trading price was 63.35, 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 63.35, 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 63.35, 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 17 Oct CIPLA was trading at 1558.70. The strike last trading price was 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 8 Oct CIPLA was trading at 1640.70. The strike last trading price was 63.35, 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 7 Oct CIPLA was trading at 1624.65. The strike last trading price was 63.35, 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 63.35, 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 30 Sept CIPLA was trading at 1654.10. The strike last trading price was 63.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
