IPCALAB
Ipca Laboratories Ltd
Historical option data for IPCALAB
21 Nov 2024 04:10 PM IST
| IPCALAB 28NOV2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.44
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1573.55 | 3.05 | -2.00 | 24.11 | 296 | 6 | 204 | |||
| 20 Nov | 1574.50 | 5.05 | 0.00 | 25.47 | 327 | -6 | 198 | |||
| 19 Nov | 1574.50 | 5.05 | 0.85 | 25.47 | 327 | -6 | 198 | |||
| 18 Nov | 1566.70 | 4.2 | 0.00 | 23.13 | 774 | -12 | 202 | |||
| 14 Nov | 1536.55 | 4.2 | -2.00 | 24.44 | 716 | 69 | 232 | |||
| 13 Nov | 1504.85 | 6.2 | -6.40 | 33.36 | 728 | 41 | 163 | |||
| 12 Nov | 1559.50 | 12.6 | 3.40 | 28.69 | 653 | 18 | 122 | |||
| 11 Nov | 1531.30 | 9.2 | -6.20 | 30.99 | 131 | 41 | 106 | |||
| 8 Nov | 1558.65 | 15.4 | -5.05 | 29.19 | 90 | 22 | 64 | |||
| 7 Nov | 1558.40 | 20.45 | -9.65 | 30.09 | 66 | 4 | 45 | |||
| 6 Nov | 1583.60 | 30.1 | -10.30 | 32.66 | 93 | 10 | 41 | |||
| 5 Nov | 1596.80 | 40.4 | 1.85 | 33.92 | 55 | 1 | 30 | |||
| 4 Nov | 1585.35 | 38.55 | -2.60 | 33.51 | 87 | 5 | 27 | |||
| 1 Nov | 1607.10 | 41.15 | 5.95 | 30.67 | 22 | 4 | 17 | |||
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| 31 Oct | 1588.80 | 35.2 | 4.20 | - | 31 | 12 | 14 | |||
| 30 Oct | 1562.20 | 31 | -9.00 | - | 1 | 0 | 1 | |||
| 29 Oct | 1585.10 | 40 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1593.45 | 40 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1582.85 | 40 | 20.15 | - | 0 | 0 | 0 | |||
| 17 Oct | 1647.30 | 19.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1655.65 | 19.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1703.25 | 19.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1590.05 | 19.85 | 19.85 | - | 0 | 0 | 0 | |||
| 26 Sept | 1479.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1498.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1456.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1454.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1446.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1456.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1459.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1474.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1456.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1443.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1444.15 | 0 | - | 0 | 0 | 0 | ||||
For Ipca Laboratories Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is 0.12
Historical price for 1640 CE is as follows
On 21 Nov IPCALAB was trading at 1573.55. The strike last trading price was 3.05, which was -2.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 6 which increased total open position to 204
On 20 Nov IPCALAB was trading at 1574.50. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 25.47, the open interest changed by -6 which decreased total open position to 198
On 19 Nov IPCALAB was trading at 1574.50. The strike last trading price was 5.05, which was 0.85 higher than the previous day. The implied volatity was 25.47, the open interest changed by -6 which decreased total open position to 198
On 18 Nov IPCALAB was trading at 1566.70. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 23.13, the open interest changed by -12 which decreased total open position to 202
On 14 Nov IPCALAB was trading at 1536.55. The strike last trading price was 4.2, which was -2.00 lower than the previous day. The implied volatity was 24.44, the open interest changed by 69 which increased total open position to 232
On 13 Nov IPCALAB was trading at 1504.85. The strike last trading price was 6.2, which was -6.40 lower than the previous day. The implied volatity was 33.36, the open interest changed by 41 which increased total open position to 163
On 12 Nov IPCALAB was trading at 1559.50. The strike last trading price was 12.6, which was 3.40 higher than the previous day. The implied volatity was 28.69, the open interest changed by 18 which increased total open position to 122
On 11 Nov IPCALAB was trading at 1531.30. The strike last trading price was 9.2, which was -6.20 lower than the previous day. The implied volatity was 30.99, the open interest changed by 41 which increased total open position to 106
On 8 Nov IPCALAB was trading at 1558.65. The strike last trading price was 15.4, which was -5.05 lower than the previous day. The implied volatity was 29.19, the open interest changed by 22 which increased total open position to 64
On 7 Nov IPCALAB was trading at 1558.40. The strike last trading price was 20.45, which was -9.65 lower than the previous day. The implied volatity was 30.09, the open interest changed by 4 which increased total open position to 45
On 6 Nov IPCALAB was trading at 1583.60. The strike last trading price was 30.1, which was -10.30 lower than the previous day. The implied volatity was 32.66, the open interest changed by 10 which increased total open position to 41
On 5 Nov IPCALAB was trading at 1596.80. The strike last trading price was 40.4, which was 1.85 higher than the previous day. The implied volatity was 33.92, the open interest changed by 1 which increased total open position to 30
On 4 Nov IPCALAB was trading at 1585.35. The strike last trading price was 38.55, which was -2.60 lower than the previous day. The implied volatity was 33.51, the open interest changed by 5 which increased total open position to 27
On 1 Nov IPCALAB was trading at 1607.10. The strike last trading price was 41.15, which was 5.95 higher than the previous day. The implied volatity was 30.67, the open interest changed by 4 which increased total open position to 17
On 31 Oct IPCALAB was trading at 1588.80. The strike last trading price was 35.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IPCALAB was trading at 1562.20. The strike last trading price was 31, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IPCALAB was trading at 1585.10. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IPCALAB was trading at 1593.45. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IPCALAB was trading at 1582.85. The strike last trading price was 40, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IPCALAB was trading at 1647.30. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IPCALAB was trading at 1655.65. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IPCALAB was trading at 1703.25. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IPCALAB was trading at 1590.05. The strike last trading price was 19.85, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept IPCALAB was trading at 1479.05. 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 which decreased total open position to
On 25 Sept IPCALAB was trading at 1498.45. 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 which decreased total open position to
On 23 Sept IPCALAB was trading at 1456.55. 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 which decreased total open position to
On 19 Sept IPCALAB was trading at 1454.35. 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 which decreased total open position to
On 18 Sept IPCALAB was trading at 1446.70. 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 which decreased total open position to
On 17 Sept IPCALAB was trading at 1456.90. 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 which decreased total open position to
On 16 Sept IPCALAB was trading at 1459.90. 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 which decreased total open position to
On 13 Sept IPCALAB was trading at 1474.15. 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 which decreased total open position to
On 12 Sept IPCALAB was trading at 1456.80. 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 which decreased total open position to
On 10 Sept IPCALAB was trading at 1443.30. 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 which decreased total open position to
On 5 Sept IPCALAB was trading at 1444.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IPCALAB 28NOV2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.61
Theta: -1.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1573.55 | 72.05 | 12.05 | 33.63 | 4 | -1 | 15 |
| 20 Nov | 1574.50 | 60 | 0.00 | - | 2 | -1 | 17 |
| 19 Nov | 1574.50 | 60 | -62.05 | - | 2 | 0 | 17 |
| 18 Nov | 1566.70 | 122.05 | 0.00 | 0.00 | 0 | 3 | 0 |
| 14 Nov | 1536.55 | 122.05 | -24.75 | 53.52 | 10 | 3 | 17 |
| 13 Nov | 1504.85 | 146.8 | 75.85 | 52.11 | 10 | 3 | 15 |
| 12 Nov | 1559.50 | 70.95 | -58.70 | - | 21 | 7 | 11 |
| 11 Nov | 1531.30 | 129.65 | 37.15 | 49.68 | 2 | 0 | 2 |
| 8 Nov | 1558.65 | 92.5 | -9.00 | 29.50 | 2 | 0 | 2 |
| 7 Nov | 1558.40 | 101.5 | -161.30 | 41.48 | 3 | 1 | 1 |
| 6 Nov | 1583.60 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1596.80 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1585.35 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1607.10 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1588.80 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1562.20 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1585.10 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1593.45 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1582.85 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1647.30 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1655.65 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1703.25 | 262.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1590.05 | 262.8 | 262.80 | - | 0 | 0 | 0 |
| 26 Sept | 1479.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1498.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1456.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1454.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1446.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1456.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1459.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1474.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1456.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1443.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1444.15 | 0 | - | 0 | 0 | 0 | |
For Ipca Laboratories Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.80
Historical price for 1640 PE is as follows
On 21 Nov IPCALAB was trading at 1573.55. The strike last trading price was 72.05, which was 12.05 higher than the previous day. The implied volatity was 33.63, the open interest changed by -1 which decreased total open position to 15
On 20 Nov IPCALAB was trading at 1574.50. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 19 Nov IPCALAB was trading at 1574.50. The strike last trading price was 60, which was -62.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 18 Nov IPCALAB was trading at 1566.70. The strike last trading price was 122.05, 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 14 Nov IPCALAB was trading at 1536.55. The strike last trading price was 122.05, which was -24.75 lower than the previous day. The implied volatity was 53.52, the open interest changed by 3 which increased total open position to 17
On 13 Nov IPCALAB was trading at 1504.85. The strike last trading price was 146.8, which was 75.85 higher than the previous day. The implied volatity was 52.11, the open interest changed by 3 which increased total open position to 15
On 12 Nov IPCALAB was trading at 1559.50. The strike last trading price was 70.95, which was -58.70 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 11
On 11 Nov IPCALAB was trading at 1531.30. The strike last trading price was 129.65, which was 37.15 higher than the previous day. The implied volatity was 49.68, the open interest changed by 0 which decreased total open position to 2
On 8 Nov IPCALAB was trading at 1558.65. The strike last trading price was 92.5, which was -9.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by 0 which decreased total open position to 2
On 7 Nov IPCALAB was trading at 1558.40. The strike last trading price was 101.5, which was -161.30 lower than the previous day. The implied volatity was 41.48, the open interest changed by 1 which increased total open position to 1
On 6 Nov IPCALAB was trading at 1583.60. The strike last trading price was 262.8, 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 262.8, 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 262.8, 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 262.8, 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 Oct IPCALAB was trading at 1588.80. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IPCALAB was trading at 1562.20. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IPCALAB was trading at 1585.10. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IPCALAB was trading at 1593.45. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IPCALAB was trading at 1582.85. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IPCALAB was trading at 1647.30. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IPCALAB was trading at 1655.65. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IPCALAB was trading at 1703.25. The strike last trading price was 262.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IPCALAB was trading at 1590.05. The strike last trading price was 262.8, which was 262.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept IPCALAB was trading at 1479.05. 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 which decreased total open position to
On 25 Sept IPCALAB was trading at 1498.45. 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 which decreased total open position to
On 23 Sept IPCALAB was trading at 1456.55. 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 which decreased total open position to
On 19 Sept IPCALAB was trading at 1454.35. 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 which decreased total open position to
On 18 Sept IPCALAB was trading at 1446.70. 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 which decreased total open position to
On 17 Sept IPCALAB was trading at 1456.90. 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 which decreased total open position to
On 16 Sept IPCALAB was trading at 1459.90. 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 which decreased total open position to
On 13 Sept IPCALAB was trading at 1474.15. 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 which decreased total open position to
On 12 Sept IPCALAB was trading at 1456.80. 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 which decreased total open position to
On 10 Sept IPCALAB was trading at 1443.30. 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 which decreased total open position to
On 5 Sept IPCALAB was trading at 1444.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
