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[--[65.84.65.76]--]
CIPLA
Cipla Ltd

1435.75 -15.40 (-1.06%)

Option Chain for CIPLA

24 Jan 2025 10:20 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 325

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 300.75 0.00 1280 0.15 0.50 41.85 5 2 522 -0.02
0.00 0 0 0 0.00 220.00 0.00 1300 0.45 1.00 41.41 68 17 573 -0.03
0.00 0 0 0 0.00 127.65 0.00 1320 0.95 1.75 40.04 1 0 789 -0.05
0.00 0 0 0 0.00 107.75 0.00 1340 1.45 3.20 39.79 120 2 539 -0.09
0.82 18 -2 23 44.63 81.50 -8.85 1360 2.35 5.65 39.29 89 27 460 -0.15
0.77 17 0 1 41.64 64.95 -5.65 1380 3.50 9.30 39.13 211 1 325 -0.22
0.70 171 -9 49 36.09 46.60 -17.10 1400 6.25 15.60 39.87 243 12 705 -0.32
0.60 153 -149 534 35.29 33.95 -15.00 1420 8.65 23.35 40.41 454 29 460 -0.41
0.47 538 67 521 36.37 24.05 -11.95 1440 11.90 33.65 40.61 584 -20 557 -0.52
0.36 617 59 674 36.11 16.25 -9.30 1460 14.20 45.05 40.62 227 -21 392 -0.62
0.26 630 14 309 36.48 10.40 -6.65 1480 15.75 58.65 39.52 133 -22 317 -0.72
0.18 1,507 18 448 36.48 6.50 -4.35 1500 16.55 72.60 37.60 28 -2 716 -0.81
0.12 1,594 -17 217 37.44 4.05 -2.55 1520 0.00 72.70 0.00 0 -10 0 0.00
0.08 2,224 -4 201 38.34 2.60 -1.50 1540 12.10 102.30 - 13 2 234 -
0.06 728 1 89 40.34 1.80 -0.95 1560 0.00 108.05 0.00 0 -1 0 0.00
0.04 1,204 -26 92 41.79 1.25 -0.60 1580 0.00 144.00 0.00 0 0 0 0.00
0.03 1,093 -2 87 43.79 0.90 -0.45 1600 0.00 153.05 0.00 0 0 0 0.00
0.02 668 -50 235 43.00 0.45 -0.60 1620 0.00 129.00 0.00 0 0 0 0.00
0.01 222 -5 38 45.92 0.40 -0.30 1640 0.00 105.10 0.00 0 0 0 0.00
0.01 164 1 3 48.54 0.35 -0.25 1660 0.00 205.00 0.00 0 0 0 0.00
0.01 123 0 3 51.13 0.30 -0.30 1680 -0.40 150.40 0.00 0 0 0 0.00
- 306 -6 8 - 0.25 -0.05 1700 0.00 253.20 0.00 0 0 0 0.00
11,977 6,589
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.