IPCALAB
Ipca Laboratories Ltd
Historical option data for IPCALAB
20 Dec 2024 04:10 PM IST
| IPCALAB 26DEC2024 1620 CE | ||||||||||
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Delta: 0.24
Vega: 0.63
Theta: -1.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1582.50 | 6.1 | -8.85 | 21.72 | 2,608 | -18 | 275 | |||
| 19 Dec | 1594.95 | 14.95 | 10.45 | 27.66 | 2,859 | -38 | 291 | |||
| 18 Dec | 1513.20 | 4.5 | -3.15 | 36.78 | 1,825 | 73 | 325 | |||
| 17 Dec | 1558.15 | 7.65 | -1.65 | 26.58 | 865 | 61 | 251 | |||
| 16 Dec | 1566.10 | 9.3 | 5.10 | 25.52 | 202 | 29 | 192 | |||
| 13 Dec | 1534.05 | 4.2 | -5.15 | 22.96 | 161 | -3 | 164 | |||
| 12 Dec | 1560.50 | 9.35 | -2.40 | 24.01 | 633 | 55 | 167 | |||
| 11 Dec | 1552.20 | 11.75 | 3.10 | 25.80 | 306 | -8 | 113 | |||
| 10 Dec | 1534.35 | 8.65 | 2.35 | 26.23 | 95 | 3 | 121 | |||
| 9 Dec | 1523.75 | 6.3 | -3.90 | 24.68 | 65 | 29 | 119 | |||
| 6 Dec | 1538.20 | 10.2 | 4.35 | 24.27 | 99 | 7 | 90 | |||
| 5 Dec | 1493.35 | 5.85 | 0.05 | 26.84 | 77 | 18 | 83 | |||
| 4 Dec | 1488.60 | 5.8 | -1.35 | 27.09 | 213 | -20 | 66 | |||
| 3 Dec | 1502.75 | 7.15 | -9.15 | 26.11 | 114 | 73 | 88 | |||
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| 2 Dec | 1533.00 | 16.3 | -3.45 | 27.09 | 15 | -1 | 15 | |||
| 29 Nov | 1542.55 | 19.75 | -16.80 | 26.03 | 19 | 6 | 16 | |||
| 28 Nov | 1513.00 | 36.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1528.55 | 36.55 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 26 Nov | 1566.15 | 36.55 | -37.95 | 30.06 | 19 | 11 | 11 | |||
| 25 Nov | 1607.15 | 74.5 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 22 Nov | 1591.35 | 74.5 | 0.00 | 0.80 | 0 | 0 | 0 | |||
| 21 Nov | 1573.55 | 74.5 | 0.00 | 1.76 | 0 | 0 | 0 | |||
| 20 Nov | 1574.50 | 74.5 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 19 Nov | 1574.50 | 74.5 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 12 Nov | 1559.50 | 74.5 | 0.00 | 2.10 | 0 | 0 | 0 | |||
| 8 Nov | 1558.65 | 74.5 | 0.00 | 2.22 | 0 | 0 | 0 | |||
| 7 Nov | 1558.40 | 74.5 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 6 Nov | 1583.60 | 74.5 | 0.00 | 0.88 | 0 | 0 | 0 | |||
| 5 Nov | 1596.80 | 74.5 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 4 Nov | 1585.35 | 74.5 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 1 Nov | 1607.10 | 74.5 | - | 0 | 0 | 0 | ||||
For Ipca Laboratories Ltd - strike price 1620 expiring on 26DEC2024
Delta for 1620 CE is 0.24
Historical price for 1620 CE is as follows
On 20 Dec IPCALAB was trading at 1582.50. The strike last trading price was 6.1, which was -8.85 lower than the previous day. The implied volatity was 21.72, the open interest changed by -18 which decreased total open position to 275
On 19 Dec IPCALAB was trading at 1594.95. The strike last trading price was 14.95, which was 10.45 higher than the previous day. The implied volatity was 27.66, the open interest changed by -38 which decreased total open position to 291
On 18 Dec IPCALAB was trading at 1513.20. The strike last trading price was 4.5, which was -3.15 lower than the previous day. The implied volatity was 36.78, the open interest changed by 73 which increased total open position to 325
On 17 Dec IPCALAB was trading at 1558.15. The strike last trading price was 7.65, which was -1.65 lower than the previous day. The implied volatity was 26.58, the open interest changed by 61 which increased total open position to 251
On 16 Dec IPCALAB was trading at 1566.10. The strike last trading price was 9.3, which was 5.10 higher than the previous day. The implied volatity was 25.52, the open interest changed by 29 which increased total open position to 192
On 13 Dec IPCALAB was trading at 1534.05. The strike last trading price was 4.2, which was -5.15 lower than the previous day. The implied volatity was 22.96, the open interest changed by -3 which decreased total open position to 164
On 12 Dec IPCALAB was trading at 1560.50. The strike last trading price was 9.35, which was -2.40 lower than the previous day. The implied volatity was 24.01, the open interest changed by 55 which increased total open position to 167
On 11 Dec IPCALAB was trading at 1552.20. The strike last trading price was 11.75, which was 3.10 higher than the previous day. The implied volatity was 25.80, the open interest changed by -8 which decreased total open position to 113
On 10 Dec IPCALAB was trading at 1534.35. The strike last trading price was 8.65, which was 2.35 higher than the previous day. The implied volatity was 26.23, the open interest changed by 3 which increased total open position to 121
On 9 Dec IPCALAB was trading at 1523.75. The strike last trading price was 6.3, which was -3.90 lower than the previous day. The implied volatity was 24.68, the open interest changed by 29 which increased total open position to 119
On 6 Dec IPCALAB was trading at 1538.20. The strike last trading price was 10.2, which was 4.35 higher than the previous day. The implied volatity was 24.27, the open interest changed by 7 which increased total open position to 90
On 5 Dec IPCALAB was trading at 1493.35. The strike last trading price was 5.85, which was 0.05 higher than the previous day. The implied volatity was 26.84, the open interest changed by 18 which increased total open position to 83
On 4 Dec IPCALAB was trading at 1488.60. The strike last trading price was 5.8, which was -1.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by -20 which decreased total open position to 66
On 3 Dec IPCALAB was trading at 1502.75. The strike last trading price was 7.15, which was -9.15 lower than the previous day. The implied volatity was 26.11, the open interest changed by 73 which increased total open position to 88
On 2 Dec IPCALAB was trading at 1533.00. The strike last trading price was 16.3, which was -3.45 lower than the previous day. The implied volatity was 27.09, the open interest changed by -1 which decreased total open position to 15
On 29 Nov IPCALAB was trading at 1542.55. The strike last trading price was 19.75, which was -16.80 lower than the previous day. The implied volatity was 26.03, the open interest changed by 6 which increased total open position to 16
On 28 Nov IPCALAB was trading at 1513.00. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 36.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 26 Nov IPCALAB was trading at 1566.15. The strike last trading price was 36.55, which was -37.95 lower than the previous day. The implied volatity was 30.06, the open interest changed by 11 which increased total open position to 11
On 25 Nov IPCALAB was trading at 1607.15. The strike last trading price was 74.5, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 74.5, 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 20 Nov IPCALAB was trading at 1574.50. The strike last trading price was 74.5, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 74.5, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 74.5, 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 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.65
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1582.50 | 39.2 | -0.80 | 22.91 | 158 | 50 | 69 |
| 19 Dec | 1594.95 | 40 | -44.85 | 30.84 | 60 | 10 | 17 |
| 18 Dec | 1513.20 | 84.85 | 7.45 | - | 4 | 0 | 4 |
| 17 Dec | 1558.15 | 77.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1566.10 | 77.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1534.05 | 77.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1560.50 | 77.4 | 0.00 | 0.00 | 0 | 4 | 0 |
| 11 Dec | 1552.20 | 77.4 | -10.30 | 32.73 | 8 | 4 | 4 |
| 10 Dec | 1534.35 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1523.75 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1538.20 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1493.35 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1488.60 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1502.75 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1533.00 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1542.55 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1513.00 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1528.55 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1566.15 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1607.15 | 87.7 | 0.00 | 0.04 | 0 | 0 | 0 |
| 22 Nov | 1591.35 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1573.55 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1574.50 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1574.50 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1559.50 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1558.65 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1558.40 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1583.60 | 87.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1596.80 | 87.7 | 87.70 | - | 0 | 0 | 0 |
| 4 Nov | 1585.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1607.10 | 0 | 0.83 | 0 | 0 | 0 | |
For Ipca Laboratories Ltd - strike price 1620 expiring on 26DEC2024
Delta for 1620 PE is -0.75
Historical price for 1620 PE is as follows
On 20 Dec IPCALAB was trading at 1582.50. The strike last trading price was 39.2, which was -0.80 lower than the previous day. The implied volatity was 22.91, the open interest changed by 50 which increased total open position to 69
On 19 Dec IPCALAB was trading at 1594.95. The strike last trading price was 40, which was -44.85 lower than the previous day. The implied volatity was 30.84, the open interest changed by 10 which increased total open position to 17
On 18 Dec IPCALAB was trading at 1513.20. The strike last trading price was 84.85, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec IPCALAB was trading at 1558.15. The strike last trading price was 77.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 77.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec IPCALAB was trading at 1534.05. The strike last trading price was 77.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IPCALAB was trading at 1560.50. The strike last trading price was 77.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Dec IPCALAB was trading at 1552.20. The strike last trading price was 77.4, which was -10.30 lower than the previous day. The implied volatity was 32.73, the open interest changed by 4 which increased total open position to 4
On 10 Dec IPCALAB was trading at 1534.35. The strike last trading price was 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 28 Nov IPCALAB was trading at 1513.00. The strike last trading price was 87.7, 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 Nov IPCALAB was trading at 1528.55. The strike last trading price was 87.7, 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 87.7, 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 87.7, which was 0.00 lower than the previous day. The implied volatity was 0.04, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, which was 87.70 higher 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 0, 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 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 0.83, the open interest changed by 0 which decreased total open position to 0
