Historical option data for CIPLA
23 Jun 2026 12:14 PM IST
| CIPLA 28-Jul-2026 (35d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.01
Theta: -0.57
Gamma: 0.00303
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1456.60 | 80.65 | 25.65 (46.64%) | 23.69 | 360 | 41 | 287 | |||||||||
| 22 Jun | 1415.70 | 56.6 | 30.6 (117.69%) | 24.42 | 1,031 | 43 | 246 | |||||||||
| 19 Jun | 1351.80 | 26 | -2 (-7.14%) | 23.71 | 102 | 45 | 203 | |||||||||
| 18 Jun | 1355.50 | 28.1 | 1.1 (4.07%) | 23.81 | 77 | 16 | 160 | |||||||||
| 17 Jun | 1350.80 | 27.1 | -6.9 (-20.29%) | 24.33 | 108 | 50 | 143 | |||||||||
| 16 Jun | 1373.20 | 34.15 | -5.85 (-14.63%) | 22.59 | 41 | 8 | 92 | |||||||||
| 15 Jun | 1381.30 | 39.5 | -5.5 (-12.22%) | 23.32 | 44 | 7 | 83 | |||||||||
| 12 Jun | 1389.40 | 45 | 2 (4.65%) | 23.05 | 22 | 7 | 69 | |||||||||
| 11 Jun | 1383.30 | 42.85 | 0.85 (2.02%) | 22.84 | 4 | 2 | 61 | |||||||||
| 10 Jun | 1377.00 | 41.65 | -1.35 (-3.14%) | 23.1 | 9 | 8 | 58 | |||||||||
| 9 Jun | 1376.50 | 42.6 | -9.4 (-18.08%) | 24.3 | 18 | 17 | 50 | |||||||||
| 8 Jun | 1387.90 | 52 | 3 (6.12%) | 23.37 | 10 | 9 | 33 | |||||||||
| 5 Jun | 1401.30 | 48.95 | -1.05 (-2.10%) | 23.52 | 2 | 0 | 24 | |||||||||
| 4 Jun | 1398.70 | 50 | 11 (28.21%) | 21.07 | 22 | 12 | 24 | |||||||||
| 3 Jun | 1375.20 | 39.3 | -0.7 (-1.75%) | 21.64 | 1 | 0 | 12 | |||||||||
| 2 Jun | 1379.30 | 40 | -9 (-18.37%) | 20.84 | 16 | 9 | 11 | |||||||||
| 1 Jun | 1390.30 | 49 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
For Cipla Ltd - strike price 1400 expiring on 28JUL2026
Delta for 1400 CE is 0.74
Historical price for 1400 CE is as follows
On 23 Jun CIPLA was trading at 1456.60. The strike last trading price was 80.65, which was 25.65 higher than the previous day. The implied volatity was 23.69, the open interest changed by 41 which increased total open position to 287
On 22 Jun CIPLA was trading at 1415.70. The strike last trading price was 56.6, which was 30.6 higher than the previous day. The implied volatity was 24.42, the open interest changed by 43 which increased total open position to 246
On 19 Jun CIPLA was trading at 1351.80. The strike last trading price was 26, which was -2 lower than the previous day. The implied volatity was 23.71, the open interest changed by 45 which increased total open position to 203
On 18 Jun CIPLA was trading at 1355.50. The strike last trading price was 28.1, which was 1.1 higher than the previous day. The implied volatity was 23.81, the open interest changed by 16 which increased total open position to 160
On 17 Jun CIPLA was trading at 1350.80. The strike last trading price was 27.1, which was -6.9 lower than the previous day. The implied volatity was 24.33, the open interest changed by 50 which increased total open position to 143
On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 34.15, which was -5.85 lower than the previous day. The implied volatity was 22.59, the open interest changed by 8 which increased total open position to 92
On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 39.5, which was -5.5 lower than the previous day. The implied volatity was 23.32, the open interest changed by 7 which increased total open position to 83
On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 45, which was 2 higher than the previous day. The implied volatity was 23.05, the open interest changed by 7 which increased total open position to 69
On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 42.85, which was 0.85 higher than the previous day. The implied volatity was 22.84, the open interest changed by 2 which increased total open position to 61
On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 41.65, which was -1.35 lower than the previous day. The implied volatity was 23.1, the open interest changed by 8 which increased total open position to 58
On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 42.6, which was -9.4 lower than the previous day. The implied volatity was 24.3, the open interest changed by 17 which increased total open position to 50
On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 52, which was 3 higher than the previous day. The implied volatity was 23.37, the open interest changed by 9 which increased total open position to 33
On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 48.95, which was -1.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 24
On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 50, which was 11 higher than the previous day. The implied volatity was 21.07, the open interest changed by 12 which increased total open position to 24
On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 39.3, which was -0.7 lower than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 12
On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 40, which was -9 lower than the previous day. The implied volatity was 20.84, the open interest changed by 9 which increased total open position to 11
On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 49, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
| CIPLA 28-Jul-2026 (35d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.02
Theta: -0.4
Gamma: 0.00291
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1456.60 | 20 | -11.9 (-37.30%) | 25.17 | 469 | 162 | 540 |
| 22 Jun | 1415.70 | 30.55 | -29.95 (-49.50%) | 23.83 | 528 | 201 | 379 |
| 19 Jun | 1351.80 | 60.5 | 4.95 (8.91%) | 20.93 | 36 | 35 | 177 |
| 18 Jun | 1355.50 | 55.55 | -5.6 (-9.16%) | 21.06 | 1 | 0 | 142 |
| 17 Jun | 1350.80 | 61.15 | 11.95 (24.29%) | 19.35 | 64 | 31 | 135 |
| 16 Jun | 1373.20 | 49.2 | 3.8 (8.37%) | 20.72 | 30 | 22 | 103 |
| 15 Jun | 1381.30 | 45.4 | 4 (9.66%) | 21.19 | 29 | 19 | 81 |
| 12 Jun | 1389.40 | 41.55 | -2.75 (-6.21%) | 20.92 | 6 | 5 | 61 |
| 11 Jun | 1383.30 | 44.3 | -4.7 (-9.59%) | 21.32 | 1 | 0 | 55 |
| 10 Jun | 1377.00 | 49 | 49 (4.26%) | 20.18 | 29 | 0 | 55 |
| 9 Jun | 1376.50 | 49 | 2 (4.26%) | 20.18 | 29 | 16 | 55 |
| 8 Jun | 1387.90 | 47 | 47 | - | 2 | 0 | 39 |
| 5 Jun | 1401.30 | 47 | 0 (0.00%) | 21.22 | 2 | 0 | 39 |
| 4 Jun | 1398.70 | 47 | -9.5 (-16.81%) | 23 | 5 | 1 | 38 |
| 3 Jun | 1375.20 | 56.5 | 1.05 (1.89%) | 23.07 | 8 | 7 | 36 |
| 2 Jun | 1379.30 | 55.45 | 7.45 (15.52%) | 22.78 | 24 | 20 | 28 |
| 1 Jun | 1390.30 | 48 | -63.8 (-57.07%) | 22.26 | 10 | 8 | 8 |
For Cipla Ltd - strike price 1400 expiring on 28JUL2026
Delta for 1400 PE is -0.27
Historical price for 1400 PE is as follows
On 23 Jun CIPLA was trading at 1456.60. The strike last trading price was 20, which was -11.9 lower than the previous day. The implied volatity was 25.17, the open interest changed by 162 which increased total open position to 540
On 22 Jun CIPLA was trading at 1415.70. The strike last trading price was 30.55, which was -29.95 lower than the previous day. The implied volatity was 23.83, the open interest changed by 201 which increased total open position to 379
On 19 Jun CIPLA was trading at 1351.80. The strike last trading price was 60.5, which was 4.95 higher than the previous day. The implied volatity was 20.93, the open interest changed by 35 which increased total open position to 177
On 18 Jun CIPLA was trading at 1355.50. The strike last trading price was 55.55, which was -5.6 lower than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 142
On 17 Jun CIPLA was trading at 1350.80. The strike last trading price was 61.15, which was 11.95 higher than the previous day. The implied volatity was 19.35, the open interest changed by 31 which increased total open position to 135
On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 49.2, which was 3.8 higher than the previous day. The implied volatity was 20.72, the open interest changed by 22 which increased total open position to 103
On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 45.4, which was 4 higher than the previous day. The implied volatity was 21.19, the open interest changed by 19 which increased total open position to 81
On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 41.55, which was -2.75 lower than the previous day. The implied volatity was 20.92, the open interest changed by 5 which increased total open position to 61
On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 44.3, which was -4.7 lower than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 55
On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 49, which was 49 higher than the previous day. The implied volatity was 20.18, the open interest changed by 0 which decreased total open position to 55
On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 49, which was 2 higher than the previous day. The implied volatity was 20.18, the open interest changed by 16 which increased total open position to 55
On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 47, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 21.22, the open interest changed by 0 which decreased total open position to 39
On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 47, which was -9.5 lower than the previous day. The implied volatity was 23, the open interest changed by 1 which increased total open position to 38
On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 56.5, which was 1.05 higher than the previous day. The implied volatity was 23.07, the open interest changed by 7 which increased total open position to 36
On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 55.45, which was 7.45 higher than the previous day. The implied volatity was 22.78, the open interest changed by 20 which increased total open position to 28
On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 48, which was -63.8 lower than the previous day. The implied volatity was 22.26, the open interest changed by 8 which increased total open position to 8
