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

1411.4 -39.75 (-2.74%)

Option Chain for CIPLA

24 Jan 2025 04:10 PM 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 0.55 0.90 42.71 371 17 537 -0.03
0.00 0 0 0 0.00 220.00 0.00 1300 0.90 1.45 40.77 3,098 24 580 -0.05
0.00 0 0 0 0.00 127.65 0.00 1320 1.75 2.55 39.66 168 -8 781 -0.08
0.00 0 0 0 0.00 107.75 0.00 1340 2.55 4.30 38.41 618 110 647 -0.12
0.83 33 13 47 34.89 63.20 -27.15 1360 4.85 8.15 39.38 611 26 459 -0.20
0.73 64 47 115 35.04 47.95 -22.65 1380 7.20 13.00 38.85 1,077 -32 292 -0.29
0.61 166 -14 454 36.28 35.65 -28.05 1400 11.10 20.45 39.29 2,127 -65 628 -0.39
0.49 368 66 1,730 36.46 25.10 -23.85 1420 15.05 29.75 39.20 2,153 -140 291 -0.50
0.38 550 79 2,125 36.75 17.00 -19.00 1440 20.00 41.75 39.81 2,062 -131 446 -0.61
0.27 668 110 2,409 37.13 11.10 -14.45 1460 27.10 57.95 43.94 915 -123 290 -0.69
0.19 618 2 1,250 37.64 7.05 -10.00 1480 29.35 72.25 42.71 349 -56 283 -0.78
0.13 1,474 -15 2,042 38.44 4.45 -6.40 1500 35.45 91.50 48.64 140 -14 704 -0.81
0.08 1,535 -76 1,168 38.49 2.55 -4.05 1520 35.60 108.30 48.11 97 -56 277 -0.86
0.06 2,227 -1 944 40.09 1.70 -2.40 1540 29.80 120.00 - 26 -8 224 -
0.04 661 -66 392 42.03 1.20 -1.55 1560 0.00 108.05 0.00 0 -1 0 0.00
0.03 1,188 -42 677 44.25 0.90 -0.95 1580 -1.80 142.20 - 1 0 114 -
0.02 1,179 84 938 46.55 0.70 -0.65 1600 10.65 163.70 - 6 -2 132 -
0.02 663 -55 367 47.40 0.45 -0.60 1620 0.00 129.00 0.00 0 0 0 0.00
0.01 208 -19 64 51.09 0.45 -0.25 1640 0.00 105.10 0.00 0 0 0 0.00
- 157 -6 20 - 0.40 -0.20 1660 0.00 205.00 0.00 0 0 0 0.00
- 116 -7 11 - 0.20 -0.40 1680 -0.40 150.40 0.00 0 0 0 0.00
- 302 -10 59 - 0.20 -0.10 1700 0.00 253.20 0.00 0 0 0 0.00
- 328 -4 19 - 0.10 -0.20 1720 0.00 176.00 - 0 0 0 -
12,505 6,685
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.