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[--[65.84.65.76]--]
IPCALAB
Ipca Laboratories Ltd

1515.85 -67.70 (-4.28%)

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Historical option data for IPCALAB

24 Jan 2025 04:10 PM IST
IPCALAB 30JAN2025 1540 CE
Delta: 0.31
Vega: 0.69
Theta: -1.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1515.85 10.1 -43.3 26.39 510 6 107
23 Jan 1583.55 53.4 14.40 30.88 41 -20 102
22 Jan 1559.25 39 9.30 26.84 145 2 123
21 Jan 1545.80 29.7 -5.10 25.97 202 -11 121
20 Jan 1547.10 34.8 -0.60 26.78 432 83 133
17 Jan 1543.25 35.4 -2.35 28.62 128 31 50
16 Jan 1550.30 37.75 -12.10 26.99 18 8 20
15 Jan 1565.55 49.85 -27.80 29.48 20 9 9
14 Jan 1588.15 77.65 0.00 - 0 0 0
13 Jan 1579.65 77.65 0.00 - 0 0 0
10 Jan 1632.35 77.65 0.00 - 0 0 0
9 Jan 1661.95 77.65 0.00 - 0 0 0
8 Jan 1693.85 77.65 0.00 - 0 0 0
7 Jan 1736.05 77.65 0.00 - 0 0 0
6 Jan 1719.00 77.65 0.00 - 0 0 0
3 Jan 1735.00 77.65 0.00 - 0 0 0
2 Jan 1744.05 77.65 0.00 - 0 0 0
1 Jan 1692.95 77.65 0.00 - 0 0 0
31 Dec 1695.20 77.65 0.00 - 0 0 0
30 Dec 1662.95 77.65 0.00 - 0 0 0
27 Dec 1632.65 77.65 0.00 - 0 0 0
26 Dec 1594.40 77.65 0.00 - 0 0 0
24 Dec 1581.70 77.65 0.00 - 0 0 0
23 Dec 1585.80 77.65 0.00 - 0 0 0
20 Dec 1582.50 77.65 0.00 - 0 0 0
19 Dec 1594.95 77.65 0.00 - 0 0 0
18 Dec 1513.20 77.65 0.00 0.72 0 0 0
17 Dec 1558.15 77.65 0.00 - 0 0 0
16 Dec 1566.10 77.65 0.00 - 0 0 0
11 Dec 1552.20 77.65 0.00 - 0 0 0
10 Dec 1534.35 77.65 0.00 - 0 0 0
9 Dec 1523.75 77.65 0.00 - 0 0 0
6 Dec 1538.20 77.65 0.00 - 0 0 0
5 Dec 1493.35 77.65 0.00 1.15 0 0 0
4 Dec 1488.60 77.65 0.00 1.45 0 0 0
3 Dec 1502.75 77.65 0.00 0.87 0 0 0
2 Dec 1533.00 77.65 0.00 - 0 0 0
29 Nov 1542.55 77.65 - 0 0 0


For Ipca Laboratories Ltd - strike price 1540 expiring on 30JAN2025

Delta for 1540 CE is 0.31

Historical price for 1540 CE is as follows

On 24 Jan IPCALAB was trading at 1515.85. The strike last trading price was 10.1, which was -43.3 lower than the previous day. The implied volatity was 26.39, the open interest changed by 6 which increased total open position to 107


On 23 Jan IPCALAB was trading at 1583.55. The strike last trading price was 53.4, which was 14.40 higher than the previous day. The implied volatity was 30.88, the open interest changed by -20 which decreased total open position to 102


On 22 Jan IPCALAB was trading at 1559.25. The strike last trading price was 39, which was 9.30 higher than the previous day. The implied volatity was 26.84, the open interest changed by 2 which increased total open position to 123


On 21 Jan IPCALAB was trading at 1545.80. The strike last trading price was 29.7, which was -5.10 lower than the previous day. The implied volatity was 25.97, the open interest changed by -11 which decreased total open position to 121


On 20 Jan IPCALAB was trading at 1547.10. The strike last trading price was 34.8, which was -0.60 lower than the previous day. The implied volatity was 26.78, the open interest changed by 83 which increased total open position to 133


On 17 Jan IPCALAB was trading at 1543.25. The strike last trading price was 35.4, which was -2.35 lower than the previous day. The implied volatity was 28.62, the open interest changed by 31 which increased total open position to 50


On 16 Jan IPCALAB was trading at 1550.30. The strike last trading price was 37.75, which was -12.10 lower than the previous day. The implied volatity was 26.99, the open interest changed by 8 which increased total open position to 20


On 15 Jan IPCALAB was trading at 1565.55. The strike last trading price was 49.85, which was -27.80 lower than the previous day. The implied volatity was 29.48, the open interest changed by 9 which increased total open position to 9


On 14 Jan IPCALAB was trading at 1588.15. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan IPCALAB was trading at 1579.65. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan IPCALAB was trading at 1632.35. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan IPCALAB was trading at 1661.95. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan IPCALAB was trading at 1693.85. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan IPCALAB was trading at 1736.05. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan IPCALAB was trading at 1719.00. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jan IPCALAB was trading at 1735.00. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan IPCALAB was trading at 1744.05. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan IPCALAB was trading at 1692.95. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec IPCALAB was trading at 1695.20. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec IPCALAB was trading at 1662.95. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Dec IPCALAB was trading at 1632.65. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec IPCALAB was trading at 1594.40. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec IPCALAB was trading at 1581.70. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec IPCALAB was trading at 1585.80. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Dec IPCALAB was trading at 1582.50. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec IPCALAB was trading at 1594.95. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec IPCALAB was trading at 1513.20. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0


On 17 Dec IPCALAB was trading at 1558.15. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec IPCALAB was trading at 1566.10. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec IPCALAB was trading at 1552.20. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec IPCALAB was trading at 1534.35. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec IPCALAB was trading at 1523.75. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec IPCALAB was trading at 1538.20. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec IPCALAB was trading at 1493.35. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IPCALAB was trading at 1488.60. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IPCALAB was trading at 1502.75. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IPCALAB was trading at 1533.00. The strike last trading price was 77.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov IPCALAB was trading at 1542.55. The strike last trading price was 77.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


IPCALAB 30JAN2025 1540 PE
Delta: -0.75
Vega: 0.62
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1515.85 31.85 25.6 19.74 861 6 116
23 Jan 1583.55 6.85 -8.60 25.51 141 29 108
22 Jan 1559.25 15.45 -13.65 28.46 268 -8 79
21 Jan 1545.80 29.1 -1.40 34.52 178 -9 87
20 Jan 1547.10 30.5 0.95 36.37 684 11 97
17 Jan 1543.25 29.55 -1.65 27.43 342 6 85
16 Jan 1550.30 31.2 3.10 29.96 60 -4 79
15 Jan 1565.55 28.1 9.80 31.02 314 14 82
14 Jan 1588.15 18.3 -2.70 29.60 26 -3 69
13 Jan 1579.65 21 10.00 29.28 59 3 72
10 Jan 1632.35 11 3.55 28.15 52 0 69
9 Jan 1661.95 7.45 3.00 29.90 91 -1 68
8 Jan 1693.85 4.45 0.25 28.75 76 30 81
7 Jan 1736.05 4.2 0.00 0.00 0 12 0
6 Jan 1719.00 4.2 1.10 30.88 21 13 52
3 Jan 1735.00 3.1 -0.55 29.42 8 -4 39
2 Jan 1744.05 3.65 -2.10 30.95 36 -4 43
1 Jan 1692.95 5.75 -1.35 28.79 34 3 48
31 Dec 1695.20 7.1 -2.60 29.19 66 -10 42
30 Dec 1662.95 9.7 -5.55 26.78 121 35 51
27 Dec 1632.65 15.25 -70.10 28.06 20 15 15
26 Dec 1594.40 85.35 0.00 3.31 0 0 0
24 Dec 1581.70 85.35 0.00 3.35 0 0 0
23 Dec 1585.80 85.35 0.00 3.31 0 0 0
20 Dec 1582.50 85.35 0.00 3.35 0 0 0
19 Dec 1594.95 85.35 0.00 3.81 0 0 0
18 Dec 1513.20 85.35 0.00 - 0 0 0
17 Dec 1558.15 85.35 0.00 2.12 0 0 0
16 Dec 1566.10 85.35 0.00 2.41 0 0 0
11 Dec 1552.20 85.35 0.00 1.80 0 0 0
10 Dec 1534.35 85.35 0.00 0.90 0 0 0
9 Dec 1523.75 85.35 0.00 0.33 0 0 0
6 Dec 1538.20 85.35 0.00 1.00 0 0 0
5 Dec 1493.35 85.35 0.00 - 0 0 0
4 Dec 1488.60 85.35 0.00 - 0 0 0
3 Dec 1502.75 85.35 0.00 - 0 0 0
2 Dec 1533.00 85.35 0.00 0.96 0 0 0
29 Nov 1542.55 85.35 1.35 0 0 0


For Ipca Laboratories Ltd - strike price 1540 expiring on 30JAN2025

Delta for 1540 PE is -0.75

Historical price for 1540 PE is as follows

On 24 Jan IPCALAB was trading at 1515.85. The strike last trading price was 31.85, which was 25.6 higher than the previous day. The implied volatity was 19.74, the open interest changed by 6 which increased total open position to 116


On 23 Jan IPCALAB was trading at 1583.55. The strike last trading price was 6.85, which was -8.60 lower than the previous day. The implied volatity was 25.51, the open interest changed by 29 which increased total open position to 108


On 22 Jan IPCALAB was trading at 1559.25. The strike last trading price was 15.45, which was -13.65 lower than the previous day. The implied volatity was 28.46, the open interest changed by -8 which decreased total open position to 79


On 21 Jan IPCALAB was trading at 1545.80. The strike last trading price was 29.1, which was -1.40 lower than the previous day. The implied volatity was 34.52, the open interest changed by -9 which decreased total open position to 87


On 20 Jan IPCALAB was trading at 1547.10. The strike last trading price was 30.5, which was 0.95 higher than the previous day. The implied volatity was 36.37, the open interest changed by 11 which increased total open position to 97


On 17 Jan IPCALAB was trading at 1543.25. The strike last trading price was 29.55, which was -1.65 lower than the previous day. The implied volatity was 27.43, the open interest changed by 6 which increased total open position to 85


On 16 Jan IPCALAB was trading at 1550.30. The strike last trading price was 31.2, which was 3.10 higher than the previous day. The implied volatity was 29.96, the open interest changed by -4 which decreased total open position to 79


On 15 Jan IPCALAB was trading at 1565.55. The strike last trading price was 28.1, which was 9.80 higher than the previous day. The implied volatity was 31.02, the open interest changed by 14 which increased total open position to 82


On 14 Jan IPCALAB was trading at 1588.15. The strike last trading price was 18.3, which was -2.70 lower than the previous day. The implied volatity was 29.60, the open interest changed by -3 which decreased total open position to 69


On 13 Jan IPCALAB was trading at 1579.65. The strike last trading price was 21, which was 10.00 higher than the previous day. The implied volatity was 29.28, the open interest changed by 3 which increased total open position to 72


On 10 Jan IPCALAB was trading at 1632.35. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 69


On 9 Jan IPCALAB was trading at 1661.95. The strike last trading price was 7.45, which was 3.00 higher than the previous day. The implied volatity was 29.90, the open interest changed by -1 which decreased total open position to 68


On 8 Jan IPCALAB was trading at 1693.85. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 28.75, the open interest changed by 30 which increased total open position to 81


On 7 Jan IPCALAB was trading at 1736.05. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 6 Jan IPCALAB was trading at 1719.00. The strike last trading price was 4.2, which was 1.10 higher than the previous day. The implied volatity was 30.88, the open interest changed by 13 which increased total open position to 52


On 3 Jan IPCALAB was trading at 1735.00. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 29.42, the open interest changed by -4 which decreased total open position to 39


On 2 Jan IPCALAB was trading at 1744.05. The strike last trading price was 3.65, which was -2.10 lower than the previous day. The implied volatity was 30.95, the open interest changed by -4 which decreased total open position to 43


On 1 Jan IPCALAB was trading at 1692.95. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 48


On 31 Dec IPCALAB was trading at 1695.20. The strike last trading price was 7.1, which was -2.60 lower than the previous day. The implied volatity was 29.19, the open interest changed by -10 which decreased total open position to 42


On 30 Dec IPCALAB was trading at 1662.95. The strike last trading price was 9.7, which was -5.55 lower than the previous day. The implied volatity was 26.78, the open interest changed by 35 which increased total open position to 51


On 27 Dec IPCALAB was trading at 1632.65. The strike last trading price was 15.25, which was -70.10 lower than the previous day. The implied volatity was 28.06, the open interest changed by 15 which increased total open position to 15


On 26 Dec IPCALAB was trading at 1594.40. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0


On 24 Dec IPCALAB was trading at 1581.70. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 23 Dec IPCALAB was trading at 1585.80. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0


On 20 Dec IPCALAB was trading at 1582.50. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 19 Dec IPCALAB was trading at 1594.95. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0


On 18 Dec IPCALAB was trading at 1513.20. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec IPCALAB was trading at 1558.15. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


On 16 Dec IPCALAB was trading at 1566.10. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


On 11 Dec IPCALAB was trading at 1552.20. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


On 10 Dec IPCALAB was trading at 1534.35. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0


On 9 Dec IPCALAB was trading at 1523.75. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 6 Dec IPCALAB was trading at 1538.20. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec IPCALAB was trading at 1493.35. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IPCALAB was trading at 1488.60. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IPCALAB was trading at 1502.75. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IPCALAB was trading at 1533.00. The strike last trading price was 85.35, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


On 29 Nov IPCALAB was trading at 1542.55. The strike last trading price was 85.35, which was lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0