CIPLA
Cipla Ltd
Historical option data for CIPLA
14 Nov 2024 04:10 PM IST
| CIPLA 28NOV2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.18
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1499.75 | 0.9 | -0.20 | 31.24 | 288 | -16.5 | 819 | |||
| 13 Nov | 1505.60 | 1.1 | 0.10 | 30.48 | 502.5 | 5.5 | 835 | |||
| 12 Nov | 1525.15 | 1 | -1.65 | 26.43 | 600 | 135 | 830 | |||
| 11 Nov | 1552.80 | 2.65 | -1.70 | 26.86 | 728.5 | -43 | 687.5 | |||
| 8 Nov | 1592.60 | 4.35 | 0.55 | 21.29 | 513.5 | 5 | 730 | |||
| 7 Nov | 1576.15 | 3.8 | -2.80 | 21.13 | 975 | -258 | 725 | |||
| 6 Nov | 1594.05 | 6.6 | -2.25 | 21.98 | 1,144.5 | -32 | 979.5 | |||
| 5 Nov | 1601.20 | 8.85 | 0.55 | 22.26 | 1,807.5 | 30 | 1,014.5 | |||
| 4 Nov | 1584.60 | 8.3 | 0.70 | 24.57 | 2,567 | 133.5 | 979.5 | |||
| 1 Nov | 1559.55 | 7.6 | -0.75 | 25.97 | 247 | 8 | 849 | |||
| 31 Oct | 1551.75 | 8.35 | 6.20 | - | 6,722 | 460 | 841 | |||
| 30 Oct | 1418.25 | 2.15 | -2.15 | - | 481 | 129 | 381 | |||
| 29 Oct | 1477.55 | 4.3 | -3.10 | - | 493 | 68 | 252 | |||
| 28 Oct | 1503.15 | 7.4 | 1.90 | - | 172 | 51 | 184 | |||
| 25 Oct | 1488.90 | 5.5 | 0.05 | - | 66 | -20 | 133 | |||
| 24 Oct | 1492.30 | 5.45 | -0.90 | - | 76 | -6 | 154 | |||
| 23 Oct | 1485.60 | 6.35 | -1.65 | - | 51 | 3 | 159 | |||
| 22 Oct | 1510.35 | 8 | -2.15 | - | 46 | 4 | 156 | |||
| 21 Oct | 1523.75 | 10.15 | -3.05 | - | 47 | 10 | 149 | |||
| 18 Oct | 1551.70 | 13.2 | -2.05 | - | 48 | 6 | 139 | |||
| 17 Oct | 1558.70 | 15.25 | 0.35 | - | 297 | 9 | 133 | |||
| 16 Oct | 1562.20 | 14.9 | -4.20 | - | 93 | 5 | 125 | |||
| 15 Oct | 1571.75 | 19.1 | -5.90 | - | 43 | 9 | 128 | |||
| 14 Oct | 1598.45 | 25 | -3.90 | - | 72 | 31 | 119 | |||
| 11 Oct | 1595.75 | 28.9 | -10.85 | - | 43 | 19 | 87 | |||
| 10 Oct | 1618.90 | 39.75 | -21.20 | - | 51 | -6 | 68 | |||
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| 9 Oct | 1680.50 | 60.95 | 15.95 | - | 77 | 44 | 74 | |||
| 8 Oct | 1640.70 | 45 | 6.60 | - | 6 | 5 | 29 | |||
| 7 Oct | 1624.65 | 38.4 | 0.60 | - | 6 | 3 | 24 | |||
| 4 Oct | 1623.30 | 37.8 | -13.40 | - | 25 | 18 | 21 | |||
| 3 Oct | 1656.55 | 51.2 | 0.60 | - | 4 | 3 | 3 | |||
| 30 Sept | 1654.10 | 50.6 | - | 0 | 0 | 0 | ||||
For Cipla Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.03
Historical price for 1700 CE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 31.24, the open interest changed by -33 which decreased total open position to 1638
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 30.48, the open interest changed by 11 which increased total open position to 1670
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 1, which was -1.65 lower than the previous day. The implied volatity was 26.43, the open interest changed by 270 which increased total open position to 1660
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 2.65, which was -1.70 lower than the previous day. The implied volatity was 26.86, the open interest changed by -86 which decreased total open position to 1375
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 4.35, which was 0.55 higher than the previous day. The implied volatity was 21.29, the open interest changed by 10 which increased total open position to 1460
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 3.8, which was -2.80 lower than the previous day. The implied volatity was 21.13, the open interest changed by -516 which decreased total open position to 1450
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 6.6, which was -2.25 lower than the previous day. The implied volatity was 21.98, the open interest changed by -64 which decreased total open position to 1959
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 8.85, which was 0.55 higher than the previous day. The implied volatity was 22.26, the open interest changed by 60 which increased total open position to 2029
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 8.3, which was 0.70 higher than the previous day. The implied volatity was 24.57, the open interest changed by 267 which increased total open position to 1959
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 7.6, which was -0.75 lower than the previous day. The implied volatity was 25.97, the open interest changed by 16 which increased total open position to 1698
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 8.35, which was 6.20 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 2.15, which was -2.15 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 4.3, 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 28 Oct CIPLA was trading at 1503.15. The strike last trading price was 7.4, which was 1.90 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 5.5, which was 0.05 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 5.45, which was -0.90 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 6.35, which was -1.65 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 8, which was -2.15 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 10.15, which was -3.05 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 13.2, which was -2.05 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 15.25, which was 0.35 higher 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 14.9, which was -4.20 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 19.1, which was -5.90 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 25, which was -3.90 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 28.9, which was -10.85 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 39.75, which was -21.20 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 60.95, which was 15.95 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 45, which was 6.60 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 38.4, which was 0.60 higher 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 37.8, which was -13.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CIPLA was trading at 1656.55. The strike last trading price was 51.2, which was 0.60 higher 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 50.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CIPLA 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.63
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1499.75 | 202 | 10.00 | 52.61 | 1 | 0 | 45 |
| 13 Nov | 1505.60 | 192 | 23.50 | 41.03 | 3 | -1 | 46 |
| 12 Nov | 1525.15 | 168.5 | 33.95 | 20.78 | 2 | 0 | 49 |
| 11 Nov | 1552.80 | 134.55 | 28.35 | - | 4.5 | -1.5 | 47.5 |
| 8 Nov | 1592.60 | 106.2 | -14.20 | 23.47 | 5.5 | -1.5 | 50 |
| 7 Nov | 1576.15 | 120.4 | 13.00 | 31.31 | 15.5 | -1 | 52 |
| 6 Nov | 1594.05 | 107.4 | 6.85 | 28.67 | 28 | 6.5 | 53 |
| 5 Nov | 1601.20 | 100.55 | -19.20 | 28.02 | 39 | 17.5 | 45.5 |
| 4 Nov | 1584.60 | 119.75 | -31.25 | 30.54 | 32 | -2.5 | 27.5 |
| 1 Nov | 1559.55 | 151 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 1551.75 | 151 | -121.00 | - | 74 | 3 | 30 |
| 30 Oct | 1418.25 | 272 | 78.80 | - | 21 | 8 | 14 |
| 29 Oct | 1477.55 | 193.2 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 1503.15 | 193.2 | 9.25 | - | 2 | 3 | 5 |
| 25 Oct | 1488.90 | 183.95 | -11.05 | - | 2 | 0 | 2 |
| 24 Oct | 1492.30 | 195 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 1485.60 | 195 | 30.00 | - | 1 | 0 | 1 |
| 22 Oct | 1510.35 | 165 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1523.75 | 165 | 68.65 | - | 2 | 1 | 2 |
| 18 Oct | 1551.70 | 96.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1558.70 | 96.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1562.20 | 96.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1571.75 | 96.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1598.45 | 96.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1595.75 | 96.35 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 1618.90 | 96.35 | -11.15 | - | 1 | 0 | 0 |
| 9 Oct | 1680.50 | 107.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1640.70 | 107.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1624.65 | 107.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1623.30 | 107.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1656.55 | 107.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1654.10 | 107.5 | - | 0 | 0 | 0 | |
For Cipla Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.87
Historical price for 1700 PE is as follows
On 14 Nov CIPLA was trading at 1499.75. The strike last trading price was 202, which was 10.00 higher than the previous day. The implied volatity was 52.61, the open interest changed by 0 which decreased total open position to 90
On 13 Nov CIPLA was trading at 1505.60. The strike last trading price was 192, which was 23.50 higher than the previous day. The implied volatity was 41.03, the open interest changed by -2 which decreased total open position to 92
On 12 Nov CIPLA was trading at 1525.15. The strike last trading price was 168.5, which was 33.95 higher than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 98
On 11 Nov CIPLA was trading at 1552.80. The strike last trading price was 134.55, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 95
On 8 Nov CIPLA was trading at 1592.60. The strike last trading price was 106.2, which was -14.20 lower than the previous day. The implied volatity was 23.47, the open interest changed by -3 which decreased total open position to 100
On 7 Nov CIPLA was trading at 1576.15. The strike last trading price was 120.4, which was 13.00 higher than the previous day. The implied volatity was 31.31, the open interest changed by -2 which decreased total open position to 104
On 6 Nov CIPLA was trading at 1594.05. The strike last trading price was 107.4, which was 6.85 higher than the previous day. The implied volatity was 28.67, the open interest changed by 13 which increased total open position to 106
On 5 Nov CIPLA was trading at 1601.20. The strike last trading price was 100.55, which was -19.20 lower than the previous day. The implied volatity was 28.02, the open interest changed by 35 which increased total open position to 91
On 4 Nov CIPLA was trading at 1584.60. The strike last trading price was 119.75, which was -31.25 lower than the previous day. The implied volatity was 30.54, the open interest changed by -5 which decreased total open position to 55
On 1 Nov CIPLA was trading at 1559.55. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct CIPLA was trading at 1551.75. The strike last trading price was 151, which was -121.00 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 272, which was 78.80 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 193.2, 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 193.2, which was 9.25 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 183.95, which was -11.05 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 195, 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 195, which was 30.00 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 165, 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 165, which was 68.65 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 96.35, 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 96.35, 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 96.35, 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 96.35, 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 96.35, 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 96.35, 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 96.35, which was -11.15 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 107.5, 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 8 Oct CIPLA was trading at 1640.70. The strike last trading price was 107.5, 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 7 Oct CIPLA was trading at 1624.65. The strike last trading price was 107.5, 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 107.5, 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 3 Oct CIPLA was trading at 1656.55. The strike last trading price was 107.5, 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 30 Sept CIPLA was trading at 1654.10. The strike last trading price was 107.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
