IPCALAB
Ipca Laboratories Ltd
Historical option data for IPCALAB
20 Dec 2024 04:10 PM IST
| IPCALAB 26DEC2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.74
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1582.50 | 75.65 | 13.65 | 60.38 | 19 | -12 | 166 | |||
| 19 Dec | 1594.95 | 62 | 44.00 | 26.04 | 2,128 | -76 | 178 | |||
| 18 Dec | 1513.20 | 18 | -19.35 | 31.89 | 2,017 | 82 | 255 | |||
| 17 Dec | 1558.15 | 37.35 | -7.55 | 23.21 | 291 | -14 | 173 | |||
| 16 Dec | 1566.10 | 44.9 | 18.45 | 25.60 | 540 | -6 | 187 | |||
| 13 Dec | 1534.05 | 26.45 | -14.50 | 22.46 | 355 | 32 | 194 | |||
| 12 Dec | 1560.50 | 40.95 | -0.45 | 23.76 | 405 | -30 | 162 | |||
| 11 Dec | 1552.20 | 41.4 | 7.95 | 23.64 | 860 | 12 | 195 | |||
| 10 Dec | 1534.35 | 33.45 | 5.95 | 25.42 | 745 | -10 | 183 | |||
| 9 Dec | 1523.75 | 27.5 | -9.40 | 23.88 | 334 | 40 | 191 | |||
| 6 Dec | 1538.20 | 36.9 | 16.05 | 23.82 | 558 | -9 | 150 | |||
| 5 Dec | 1493.35 | 20.85 | -0.60 | 25.46 | 90 | 37 | 161 | |||
| 4 Dec | 1488.60 | 21.45 | -3.60 | 26.76 | 189 | 57 | 124 | |||
| 3 Dec | 1502.75 | 25.05 | -20.20 | 25.53 | 134 | 2 | 66 | |||
| 2 Dec | 1533.00 | 45.25 | -5.40 | 26.94 | 167 | 12 | 65 | |||
| 29 Nov | 1542.55 | 50.65 | -65.55 | 25.37 | 121 | 53 | 53 | |||
| 28 Nov | 1513.00 | 116.2 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 27 Nov | 1528.55 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1566.15 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 1607.15 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1591.35 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1573.55 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1574.50 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1574.50 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1536.55 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1504.85 | 116.2 | 0.00 | 0.85 | 0 | 0 | 0 | |||
| 12 Nov | 1559.50 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1558.65 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1558.40 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1583.60 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1596.80 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1585.35 | 116.2 | 116.20 | - | 0 | 0 | 0 | |||
| 1 Nov | 1607.10 | 0 | - | 0 | 0 | 0 | ||||
For Ipca Laboratories Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is 0.67
Historical price for 1540 CE is as follows
On 20 Dec IPCALAB was trading at 1582.50. The strike last trading price was 75.65, which was 13.65 higher than the previous day. The implied volatity was 60.38, the open interest changed by -12 which decreased total open position to 166
On 19 Dec IPCALAB was trading at 1594.95. The strike last trading price was 62, which was 44.00 higher than the previous day. The implied volatity was 26.04, the open interest changed by -76 which decreased total open position to 178
On 18 Dec IPCALAB was trading at 1513.20. The strike last trading price was 18, which was -19.35 lower than the previous day. The implied volatity was 31.89, the open interest changed by 82 which increased total open position to 255
On 17 Dec IPCALAB was trading at 1558.15. The strike last trading price was 37.35, which was -7.55 lower than the previous day. The implied volatity was 23.21, the open interest changed by -14 which decreased total open position to 173
On 16 Dec IPCALAB was trading at 1566.10. The strike last trading price was 44.9, which was 18.45 higher than the previous day. The implied volatity was 25.60, the open interest changed by -6 which decreased total open position to 187
On 13 Dec IPCALAB was trading at 1534.05. The strike last trading price was 26.45, which was -14.50 lower than the previous day. The implied volatity was 22.46, the open interest changed by 32 which increased total open position to 194
On 12 Dec IPCALAB was trading at 1560.50. The strike last trading price was 40.95, which was -0.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by -30 which decreased total open position to 162
On 11 Dec IPCALAB was trading at 1552.20. The strike last trading price was 41.4, which was 7.95 higher than the previous day. The implied volatity was 23.64, the open interest changed by 12 which increased total open position to 195
On 10 Dec IPCALAB was trading at 1534.35. The strike last trading price was 33.45, which was 5.95 higher than the previous day. The implied volatity was 25.42, the open interest changed by -10 which decreased total open position to 183
On 9 Dec IPCALAB was trading at 1523.75. The strike last trading price was 27.5, which was -9.40 lower than the previous day. The implied volatity was 23.88, the open interest changed by 40 which increased total open position to 191
On 6 Dec IPCALAB was trading at 1538.20. The strike last trading price was 36.9, which was 16.05 higher than the previous day. The implied volatity was 23.82, the open interest changed by -9 which decreased total open position to 150
On 5 Dec IPCALAB was trading at 1493.35. The strike last trading price was 20.85, which was -0.60 lower than the previous day. The implied volatity was 25.46, the open interest changed by 37 which increased total open position to 161
On 4 Dec IPCALAB was trading at 1488.60. The strike last trading price was 21.45, which was -3.60 lower than the previous day. The implied volatity was 26.76, the open interest changed by 57 which increased total open position to 124
On 3 Dec IPCALAB was trading at 1502.75. The strike last trading price was 25.05, which was -20.20 lower than the previous day. The implied volatity was 25.53, the open interest changed by 2 which increased total open position to 66
On 2 Dec IPCALAB was trading at 1533.00. The strike last trading price was 45.25, which was -5.40 lower than the previous day. The implied volatity was 26.94, the open interest changed by 12 which increased total open position to 65
On 29 Nov IPCALAB was trading at 1542.55. The strike last trading price was 50.65, which was -65.55 lower than the previous day. The implied volatity was 25.37, the open interest changed by 53 which increased total open position to 53
On 28 Nov IPCALAB was trading at 1513.00. The strike last trading price was 116.2, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IPCALAB was trading at 1528.55. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1566.15. The strike last trading price was 116.2, 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 25 Nov IPCALAB was trading at 1607.15. The strike last trading price was 116.2, 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 22 Nov IPCALAB was trading at 1591.35. The strike last trading price was 116.2, 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 21 Nov IPCALAB was trading at 1573.55. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1574.50. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1574.50. The strike last trading price was 116.2, 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 14 Nov IPCALAB was trading at 1536.55. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1504.85. The strike last trading price was 116.2, which was 0.00 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IPCALAB was trading at 1559.50. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1558.65. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1558.40. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1583.60. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1596.80. The strike last trading price was 116.2, 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 Nov IPCALAB was trading at 1585.35. The strike last trading price was 116.2, which was 116.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IPCALAB was trading at 1607.10. The strike last trading price was 0, 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 26DEC2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.45
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1582.50 | 3.15 | -4.00 | 22.01 | 994 | -98 | 212 |
| 19 Dec | 1594.95 | 7.15 | -36.75 | 30.70 | 1,581 | 152 | 314 |
| 18 Dec | 1513.20 | 43.9 | 29.30 | 33.21 | 894 | -3 | 162 |
| 17 Dec | 1558.15 | 14.6 | 1.65 | 26.01 | 181 | -31 | 166 |
| 16 Dec | 1566.10 | 12.95 | -12.60 | 25.06 | 267 | 6 | 197 |
| 13 Dec | 1534.05 | 25.55 | 5.30 | 22.53 | 410 | 51 | 193 |
| 12 Dec | 1560.50 | 20.25 | -4.65 | 24.80 | 136 | -9 | 143 |
| 11 Dec | 1552.20 | 24.9 | -10.00 | 27.64 | 167 | 32 | 156 |
| 10 Dec | 1534.35 | 34.9 | -7.10 | 27.91 | 135 | 21 | 123 |
| 9 Dec | 1523.75 | 42 | 9.00 | 28.69 | 36 | 4 | 102 |
| 6 Dec | 1538.20 | 33 | -27.00 | 24.88 | 141 | 32 | 97 |
| 5 Dec | 1493.35 | 60 | -7.30 | 26.20 | 13 | -3 | 65 |
| 4 Dec | 1488.60 | 67.3 | 8.30 | 28.32 | 37 | 2 | 68 |
| 3 Dec | 1502.75 | 59 | 18.10 | 27.34 | 63 | -22 | 66 |
| 2 Dec | 1533.00 | 40.9 | -1.10 | 27.93 | 142 | 12 | 92 |
| 29 Nov | 1542.55 | 42 | -8.00 | 29.70 | 103 | 77 | 80 |
| 28 Nov | 1513.00 | 50 | 0.00 | 0.00 | 0 | 3 | 0 |
| 27 Nov | 1528.55 | 50 | -0.30 | 29.44 | 3 | 1 | 1 |
| 26 Nov | 1566.15 | 50.3 | 0.00 | 2.47 | 0 | 0 | 0 |
| 25 Nov | 1607.15 | 50.3 | 0.00 | 4.75 | 0 | 0 | 0 |
| 22 Nov | 1591.35 | 50.3 | 0.00 | 4.02 | 0 | 0 | 0 |
| 21 Nov | 1573.55 | 50.3 | 0.00 | 2.80 | 0 | 0 | 0 |
| 20 Nov | 1574.50 | 50.3 | 0.00 | 2.62 | 0 | 0 | 0 |
| 19 Nov | 1574.50 | 50.3 | 0.00 | 2.62 | 0 | 0 | 0 |
| 14 Nov | 1536.55 | 50.3 | 0.00 | 1.08 | 0 | 0 | 0 |
| 13 Nov | 1504.85 | 50.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1559.50 | 50.3 | 0.00 | 2.10 | 0 | 0 | 0 |
| 8 Nov | 1558.65 | 50.3 | 0.00 | 1.76 | 0 | 0 | 0 |
| 7 Nov | 1558.40 | 50.3 | 0.00 | 2.29 | 0 | 0 | 0 |
| 6 Nov | 1583.60 | 50.3 | 0.00 | 2.99 | 0 | 0 | 0 |
| 5 Nov | 1596.80 | 50.3 | 0.00 | 3.81 | 0 | 0 | 0 |
| 4 Nov | 1585.35 | 50.3 | 50.30 | 3.52 | 0 | 0 | 0 |
| 1 Nov | 1607.10 | 0 | 4.14 | 0 | 0 | 0 | |
For Ipca Laboratories Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -0.14
Historical price for 1540 PE is as follows
On 20 Dec IPCALAB was trading at 1582.50. The strike last trading price was 3.15, which was -4.00 lower than the previous day. The implied volatity was 22.01, the open interest changed by -98 which decreased total open position to 212
On 19 Dec IPCALAB was trading at 1594.95. The strike last trading price was 7.15, which was -36.75 lower than the previous day. The implied volatity was 30.70, the open interest changed by 152 which increased total open position to 314
On 18 Dec IPCALAB was trading at 1513.20. The strike last trading price was 43.9, which was 29.30 higher than the previous day. The implied volatity was 33.21, the open interest changed by -3 which decreased total open position to 162
On 17 Dec IPCALAB was trading at 1558.15. The strike last trading price was 14.6, which was 1.65 higher than the previous day. The implied volatity was 26.01, the open interest changed by -31 which decreased total open position to 166
On 16 Dec IPCALAB was trading at 1566.10. The strike last trading price was 12.95, which was -12.60 lower than the previous day. The implied volatity was 25.06, the open interest changed by 6 which increased total open position to 197
On 13 Dec IPCALAB was trading at 1534.05. The strike last trading price was 25.55, which was 5.30 higher than the previous day. The implied volatity was 22.53, the open interest changed by 51 which increased total open position to 193
On 12 Dec IPCALAB was trading at 1560.50. The strike last trading price was 20.25, which was -4.65 lower than the previous day. The implied volatity was 24.80, the open interest changed by -9 which decreased total open position to 143
On 11 Dec IPCALAB was trading at 1552.20. The strike last trading price was 24.9, which was -10.00 lower than the previous day. The implied volatity was 27.64, the open interest changed by 32 which increased total open position to 156
On 10 Dec IPCALAB was trading at 1534.35. The strike last trading price was 34.9, which was -7.10 lower than the previous day. The implied volatity was 27.91, the open interest changed by 21 which increased total open position to 123
On 9 Dec IPCALAB was trading at 1523.75. The strike last trading price was 42, which was 9.00 higher than the previous day. The implied volatity was 28.69, the open interest changed by 4 which increased total open position to 102
On 6 Dec IPCALAB was trading at 1538.20. The strike last trading price was 33, which was -27.00 lower than the previous day. The implied volatity was 24.88, the open interest changed by 32 which increased total open position to 97
On 5 Dec IPCALAB was trading at 1493.35. The strike last trading price was 60, which was -7.30 lower than the previous day. The implied volatity was 26.20, the open interest changed by -3 which decreased total open position to 65
On 4 Dec IPCALAB was trading at 1488.60. The strike last trading price was 67.3, which was 8.30 higher than the previous day. The implied volatity was 28.32, the open interest changed by 2 which increased total open position to 68
On 3 Dec IPCALAB was trading at 1502.75. The strike last trading price was 59, which was 18.10 higher than the previous day. The implied volatity was 27.34, the open interest changed by -22 which decreased total open position to 66
On 2 Dec IPCALAB was trading at 1533.00. The strike last trading price was 40.9, which was -1.10 lower than the previous day. The implied volatity was 27.93, the open interest changed by 12 which increased total open position to 92
On 29 Nov IPCALAB was trading at 1542.55. The strike last trading price was 42, which was -8.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by 77 which increased total open position to 80
On 28 Nov IPCALAB was trading at 1513.00. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Nov IPCALAB was trading at 1528.55. The strike last trading price was 50, which was -0.30 lower than the previous day. The implied volatity was 29.44, the open interest changed by 1 which increased total open position to 1
On 26 Nov IPCALAB was trading at 1566.15. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 25 Nov IPCALAB was trading at 1607.15. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 22 Nov IPCALAB was trading at 1591.35. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 21 Nov IPCALAB was trading at 1573.55. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IPCALAB was trading at 1574.50. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 19 Nov IPCALAB was trading at 1574.50. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IPCALAB was trading at 1536.55. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IPCALAB was trading at 1504.85. The strike last trading price was 50.3, 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 12 Nov IPCALAB was trading at 1559.50. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IPCALAB was trading at 1558.65. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IPCALAB was trading at 1558.40. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IPCALAB was trading at 1583.60. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IPCALAB was trading at 1596.80. The strike last trading price was 50.3, 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 4 Nov IPCALAB was trading at 1585.35. The strike last trading price was 50.3, which was 50.30 higher than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IPCALAB was trading at 1607.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
