IPCALAB
Ipca Laboratories Ltd
Historical option data for IPCALAB
03 Dec 2024 04:10 PM IST
| IPCALAB 26DEC2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 1.44
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 27 Nov | 1528.55 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1566.15 | 116.2 | 0.00 | - | 0 | 0 | 0 | |||
| 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 0.39
Historical price for 1540 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 1.45
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.61
Historical price for 1540 PE is as follows
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
