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Historical option data for CIPLA

23 Jun 2026 12:15 PM IST
CIPLA 30-Jun-2026 (7d) 1410 CE
Delta: 0.91
Vega: 0
Theta: -0.45
Gamma: 0.00444
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 1456.20 49.7 27.7 (125.91%) 17.85 2,298 -538 679
22 Jun 1415.70 22.95 17.95 (359.00%) 20.71 19,183 671 1,251
19 Jun 1351.80 4.8 -1.2 (-20.00%) 22.87 283 50 583
18 Jun 1355.50 6.15 0.15 (2.50%) 22.66 406 -7 534
17 Jun 1350.80 5.7 -3.3 (-36.67%) 23.26 602 35 542
16 Jun 1373.20 8.65 -4.35 (-33.46%) 19.29 382 -4 509
15 Jun 1381.30 12.7 -3.3 (-20.63%) 20.59 519 46 509
12 Jun 1389.40 15.9 -0.1 (-0.62%) 18.95 469 28 463
11 Jun 1383.30 16.7 2.7 (19.29%) 20.68 276 13 435
10 Jun 1377.00 14.1 -1.9 (-11.88%) 20.95 286 -32 421
9 Jun 1376.50 16.35 -6.65 (-28.91%) 21.75 431 48 449
8 Jun 1387.90 22.05 -5.95 (-21.25%) 22.22 1,362 -83 401
5 Jun 1401.30 28.2 3.2 (12.80%) 20 1,024 156 483
4 Jun 1398.70 25.5 7.5 (41.67%) 17.75 429 -21 326
3 Jun 1375.20 17 -2 (-10.53%) 19.78 334 21 348
2 Jun 1379.30 18.9 -3.1 (-14.09%) 18.53 485 54 329
1 Jun 1390.30 22.35 -11.65 (-34.26%) 17.04 387 2 275
29 May 1401.00 28 -11 (-28.21%) 17.76 452 36 274
27 May 1418.20 39.65 0.65 (1.67%) 17.58 258 -17 240
26 May 1417.50 39.1 0.1 (0.26%) 17.32 437 143 259
25 May 1413.90 38.6 4.6 (13.53%) 18.1 299 90 118
22 May 1399.20 33.95 -4.05 (-10.66%) 19.17 57 9 28
21 May 1401.90 37 -2 (-5.13%) 20.12 22 3 18
20 May 1399.50 37.65 13.65 (56.88%) 20.33 20 15 15
19 May 1409.80 0 0 - 0 0 0
18 May 1426.20 0 0 (-100.00%) - 0 0 0
15 May 1432.10 0 -23.75 (-100.00%) - 0 0 0
14 May 1436.70 0 -23.75 (-100.00%) 0 0 0 0
13 May 1327.60 0 -23.75 (-100.00%) 0 0 0 0
12 May 1292.30 0 -23.75 (-100.00%) 0 0 0 0
11 May 1304.90 0 -23.75 (-100.00%) 0 0 0 0
8 May 1347.00 0 0 - 0 0 0
7 May 1362.30 0 0 - 0 0 0
6 May 1364.40 0 0 - 0 0 0
5 May 1333.70 0 0 - 0 0 0
4 May 1335.00 0 0 - 0 0 0
30 Apr 1309.60 0 0 - 0 0 0


For Cipla Ltd - strike price 1410 expiring on 30JUN2026

Delta for 1410 CE is 0.91

Historical price for 1410 CE is as follows

On 23 Jun CIPLA was trading at 1456.20. The strike last trading price was 49.7, which was 27.7 higher than the previous day. The implied volatity was 17.85, the open interest changed by -538 which decreased total open position to 679


On 22 Jun CIPLA was trading at 1415.70. The strike last trading price was 22.95, which was 17.95 higher than the previous day. The implied volatity was 20.71, the open interest changed by 671 which increased total open position to 1251


On 19 Jun CIPLA was trading at 1351.80. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 22.87, the open interest changed by 50 which increased total open position to 583


On 18 Jun CIPLA was trading at 1355.50. The strike last trading price was 6.15, which was 0.15 higher than the previous day. The implied volatity was 22.66, the open interest changed by -7 which decreased total open position to 534


On 17 Jun CIPLA was trading at 1350.80. The strike last trading price was 5.7, which was -3.3 lower than the previous day. The implied volatity was 23.26, the open interest changed by 35 which increased total open position to 542


On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 8.65, which was -4.35 lower than the previous day. The implied volatity was 19.29, the open interest changed by -4 which decreased total open position to 509


On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 12.7, which was -3.3 lower than the previous day. The implied volatity was 20.59, the open interest changed by 46 which increased total open position to 509


On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 15.9, which was -0.1 lower than the previous day. The implied volatity was 18.95, the open interest changed by 28 which increased total open position to 463


On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 16.7, which was 2.7 higher than the previous day. The implied volatity was 20.68, the open interest changed by 13 which increased total open position to 435


On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 14.1, which was -1.9 lower than the previous day. The implied volatity was 20.95, the open interest changed by -32 which decreased total open position to 421


On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 16.35, which was -6.65 lower than the previous day. The implied volatity was 21.75, the open interest changed by 48 which increased total open position to 449


On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 22.05, which was -5.95 lower than the previous day. The implied volatity was 22.22, the open interest changed by -83 which decreased total open position to 401


On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 28.2, which was 3.2 higher than the previous day. The implied volatity was 20, the open interest changed by 156 which increased total open position to 483


On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 25.5, which was 7.5 higher than the previous day. The implied volatity was 17.75, the open interest changed by -21 which decreased total open position to 326


On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 19.78, the open interest changed by 21 which increased total open position to 348


On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 18.9, which was -3.1 lower than the previous day. The implied volatity was 18.53, the open interest changed by 54 which increased total open position to 329


On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 22.35, which was -11.65 lower than the previous day. The implied volatity was 17.04, the open interest changed by 2 which increased total open position to 275


On 29 May CIPLA was trading at 1401.00. The strike last trading price was 28, which was -11 lower than the previous day. The implied volatity was 17.76, the open interest changed by 36 which increased total open position to 274


On 27 May CIPLA was trading at 1418.20. The strike last trading price was 39.65, which was 0.65 higher than the previous day. The implied volatity was 17.58, the open interest changed by -17 which decreased total open position to 240


On 26 May CIPLA was trading at 1417.50. The strike last trading price was 39.1, which was 0.1 higher than the previous day. The implied volatity was 17.32, the open interest changed by 143 which increased total open position to 259


On 25 May CIPLA was trading at 1413.90. The strike last trading price was 38.6, which was 4.6 higher than the previous day. The implied volatity was 18.1, the open interest changed by 90 which increased total open position to 118


On 22 May CIPLA was trading at 1399.20. The strike last trading price was 33.95, which was -4.05 lower than the previous day. The implied volatity was 19.17, the open interest changed by 9 which increased total open position to 28


On 21 May CIPLA was trading at 1401.90. The strike last trading price was 37, which was -2 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 18


On 20 May CIPLA was trading at 1399.50. The strike last trading price was 37.65, which was 13.65 higher than the previous day. The implied volatity was 20.33, the open interest changed by 15 which increased total open position to 15


On 19 May CIPLA was trading at 1409.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May CIPLA was trading at 1426.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May CIPLA was trading at 1432.10. The strike last trading price was 0, which was -23.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May CIPLA was trading at 1436.70. The strike last trading price was 0, which was -23.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May CIPLA was trading at 1327.60. The strike last trading price was 0, which was -23.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May CIPLA was trading at 1292.30. The strike last trading price was 0, which was -23.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May CIPLA was trading at 1304.90. The strike last trading price was 0, which was -23.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May CIPLA was trading at 1347.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May CIPLA was trading at 1362.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May CIPLA was trading at 1364.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May CIPLA was trading at 1333.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May CIPLA was trading at 1335.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr CIPLA was trading at 1309.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CIPLA 30-Jun-2026 (7d) 1410 PE
Delta: -0.17
Vega: 0.01
Theta: -0.7
Gamma: 0.00485
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 1456.20 4.6 -11.1 (-70.70%) 24.64 2,872 -181 1,126
22 Jun 1415.70 14.3 -38.2 (-72.76%) 21.56 6,257 1,082 1,311
19 Jun 1351.80 52.5 52.5 (67.61%) 14.92 6 0 229
18 Jun 1355.50 53.55 21.6 (67.61%) 14.92 6 0 229
17 Jun 1350.80 31.95 31.95 - 46 0 229
16 Jun 1373.20 31.95 31.95 - 46 0 229
15 Jun 1381.30 31.95 31.95 (-9.90%) 18.36 46 0 229
12 Jun 1389.40 32.75 -3.6 (-9.90%) 18.36 46 5 231
11 Jun 1383.30 36.5 -6.9 (-15.90%) 17.96 64 -6 226
10 Jun 1377.00 42.9 1.95 (4.76%) 18.71 27 -5 231
9 Jun 1376.50 41.8 5.95 (16.60%) 17.1 79 5 240
8 Jun 1387.90 36.95 6.65 (21.95%) 19.16 221 59 235
5 Jun 1401.30 28.55 -9.15 (-24.27%) 19.57 138 -15 177
4 Jun 1398.70 36.75 -13.85 (-27.37%) 22.69 85 -5 193
3 Jun 1375.20 50.6 2.9 (6.08%) 22.68 35 -9 195
2 Jun 1379.30 47.85 4.2 (9.62%) 22.05 47 -23 207
1 Jun 1390.30 42.5 8.55 (25.18%) 22.48 137 -30 231
29 May 1401.00 40.8 10.6 (35.10%) 22.5 752 64 260
27 May 1418.20 29.55 -2.85 (-8.80%) 21.73 431 44 197
26 May 1417.50 32.85 -3.75 (-10.25%) 23.04 351 26 155
25 May 1413.90 36.65 -6.45 (-14.97%) 23.76 223 97 130
22 May 1399.20 43.1 -2.2 (-4.86%) 24.59 33 20 33
21 May 1401.90 45.3 -3.2 (-6.60%) 25.13 11 2 13
20 May 1399.50 49 3.35 (7.34%) 25.62 13 -2 12
19 May 1409.80 45.65 4.65 (11.34%) 26.1 6 0 13
18 May 1426.20 41 1.25 (3.14%) 27.27 2 2 13
15 May 1432.10 39.75 0 (0.00%) 27.28 1 -1 11
14 May 1436.70 39.75 -73.45 (-64.89%) 27.6 19 11 11
13 May 1327.60 0 -113.2 (-100.00%) 0 0 0 0
12 May 1292.30 0 -113.2 (-100.00%) 0 0 0 0
11 May 1304.90 0 -113.2 (-100.00%) 0 0 0 0
8 May 1347.00 0 0 - 0 0 0
7 May 1362.30 0 0 - 0 0 0
6 May 1364.40 0 0 - 0 0 0
5 May 1333.70 0 0 - 0 0 0
4 May 1335.00 0 0 - 0 0 0
30 Apr 1309.60 0 0 - 0 0 0


For Cipla Ltd - strike price 1410 expiring on 30JUN2026

Delta for 1410 PE is -0.17

Historical price for 1410 PE is as follows

On 23 Jun CIPLA was trading at 1456.20. The strike last trading price was 4.6, which was -11.1 lower than the previous day. The implied volatity was 24.64, the open interest changed by -181 which decreased total open position to 1126


On 22 Jun CIPLA was trading at 1415.70. The strike last trading price was 14.3, which was -38.2 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1082 which increased total open position to 1311


On 19 Jun CIPLA was trading at 1351.80. The strike last trading price was 52.5, which was 52.5 higher than the previous day. The implied volatity was 14.92, the open interest changed by 0 which decreased total open position to 229


On 18 Jun CIPLA was trading at 1355.50. The strike last trading price was 53.55, which was 21.6 higher than the previous day. The implied volatity was 14.92, the open interest changed by 0 which decreased total open position to 229


On 17 Jun CIPLA was trading at 1350.80. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 229


On 16 Jun CIPLA was trading at 1373.20. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 229


On 15 Jun CIPLA was trading at 1381.30. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 229


On 12 Jun CIPLA was trading at 1389.40. The strike last trading price was 32.75, which was -3.6 lower than the previous day. The implied volatity was 18.36, the open interest changed by 5 which increased total open position to 231


On 11 Jun CIPLA was trading at 1383.30. The strike last trading price was 36.5, which was -6.9 lower than the previous day. The implied volatity was 17.96, the open interest changed by -6 which decreased total open position to 226


On 10 Jun CIPLA was trading at 1377.00. The strike last trading price was 42.9, which was 1.95 higher than the previous day. The implied volatity was 18.71, the open interest changed by -5 which decreased total open position to 231


On 9 Jun CIPLA was trading at 1376.50. The strike last trading price was 41.8, which was 5.95 higher than the previous day. The implied volatity was 17.1, the open interest changed by 5 which increased total open position to 240


On 8 Jun CIPLA was trading at 1387.90. The strike last trading price was 36.95, which was 6.65 higher than the previous day. The implied volatity was 19.16, the open interest changed by 59 which increased total open position to 235


On 5 Jun CIPLA was trading at 1401.30. The strike last trading price was 28.55, which was -9.15 lower than the previous day. The implied volatity was 19.57, the open interest changed by -15 which decreased total open position to 177


On 4 Jun CIPLA was trading at 1398.70. The strike last trading price was 36.75, which was -13.85 lower than the previous day. The implied volatity was 22.69, the open interest changed by -5 which decreased total open position to 193


On 3 Jun CIPLA was trading at 1375.20. The strike last trading price was 50.6, which was 2.9 higher than the previous day. The implied volatity was 22.68, the open interest changed by -9 which decreased total open position to 195


On 2 Jun CIPLA was trading at 1379.30. The strike last trading price was 47.85, which was 4.2 higher than the previous day. The implied volatity was 22.05, the open interest changed by -23 which decreased total open position to 207


On 1 Jun CIPLA was trading at 1390.30. The strike last trading price was 42.5, which was 8.55 higher than the previous day. The implied volatity was 22.48, the open interest changed by -30 which decreased total open position to 231


On 29 May CIPLA was trading at 1401.00. The strike last trading price was 40.8, which was 10.6 higher than the previous day. The implied volatity was 22.5, the open interest changed by 64 which increased total open position to 260


On 27 May CIPLA was trading at 1418.20. The strike last trading price was 29.55, which was -2.85 lower than the previous day. The implied volatity was 21.73, the open interest changed by 44 which increased total open position to 197


On 26 May CIPLA was trading at 1417.50. The strike last trading price was 32.85, which was -3.75 lower than the previous day. The implied volatity was 23.04, the open interest changed by 26 which increased total open position to 155


On 25 May CIPLA was trading at 1413.90. The strike last trading price was 36.65, which was -6.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by 97 which increased total open position to 130


On 22 May CIPLA was trading at 1399.20. The strike last trading price was 43.1, which was -2.2 lower than the previous day. The implied volatity was 24.59, the open interest changed by 20 which increased total open position to 33


On 21 May CIPLA was trading at 1401.90. The strike last trading price was 45.3, which was -3.2 lower than the previous day. The implied volatity was 25.13, the open interest changed by 2 which increased total open position to 13


On 20 May CIPLA was trading at 1399.50. The strike last trading price was 49, which was 3.35 higher than the previous day. The implied volatity was 25.62, the open interest changed by -2 which decreased total open position to 12


On 19 May CIPLA was trading at 1409.80. The strike last trading price was 45.65, which was 4.65 higher than the previous day. The implied volatity was 26.1, the open interest changed by 0 which decreased total open position to 13


On 18 May CIPLA was trading at 1426.20. The strike last trading price was 41, which was 1.25 higher than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 13


On 15 May CIPLA was trading at 1432.10. The strike last trading price was 39.75, which was 0 lower than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 11


On 14 May CIPLA was trading at 1436.70. The strike last trading price was 39.75, which was -73.45 lower than the previous day. The implied volatity was 27.6, the open interest changed by 11 which increased total open position to 11


On 13 May CIPLA was trading at 1327.60. The strike last trading price was 0, which was -113.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May CIPLA was trading at 1292.30. The strike last trading price was 0, which was -113.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May CIPLA was trading at 1304.90. The strike last trading price was 0, which was -113.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May CIPLA was trading at 1347.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May CIPLA was trading at 1362.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May CIPLA was trading at 1364.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May CIPLA was trading at 1333.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May CIPLA was trading at 1335.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr CIPLA was trading at 1309.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0