Cipla Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: CIPLA BSE: 500087

₹1335.50

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +13.20

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	1334.3000	-22.90	7897350	-203150	Long Unwinding
Nov. 23, 2026	1344.3000	-20.10	1603950	3825	Short Buildup
Dec. 29, 2026	1348.7000	-25.50	2125	425	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	1348.6000	1350.2000	1341.0000	1348.7000	2125	425
Oct. 5, 2026	Nov. 23, 2026	1352.0000	1352.0000	1333.3000	1344.3000	1603950	3825
Oct. 5, 2026	Oct. 27, 2026	1339.3000	1340.8000	1325.1000	1334.3000	7897350	-203150
Sept. 30, 2026	Dec. 29, 2026	1376.8000	1376.8000	1370.8000	1374.2000	1275	1275
Sept. 30, 2026	Nov. 23, 2026	1411.1000	1411.1000	1360.0000	1364.4000	1597150	9350
Sept. 30, 2026	Oct. 27, 2026	1380.1000	1388.5000	1351.3000	1357.2000	8127275	-23375
Sept. 29, 2026	Nov. 23, 2026	1416.4000	1416.4000	1374.5000	1387.9000	1587800	32300
Sept. 29, 2026	Oct. 27, 2026	1394.1000	1410.2000	1364.5000	1388.8000	8150650	728025
Sept. 29, 2026	Sept. 29, 2026	1391.8000	1404.4000	1368.8000	1385.0000	2584850	-250750
Sept. 28, 2026	Nov. 23, 2026	1410.0000	1412.0000	1400.0000	1402.6000	1555500	43350

Options Chain

As of Oct. 5, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Oct. 29, 2026 Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.744

Max Pain 1370.0000

Open Interest by Strike (Max Pain: 1370.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	323.7500	173.99	0.724	1140.0000	-0.039	38.58	2.0500	425	425
425	0	229.6000	97.26	0.766	1160.0000	-0.034	33.13	1.5000	425	850
425	0	209.9500	91.32	0.753	1180.0000	-0.053	33.08	2.5000	0	425
425	0	190.3500	85.39	0.737	1200.0000	-0.045	27.27	1.7000	34000	187425
425	0	170.8000	79.46	0.720	1220.0000	-0.073	27.2	3.0000	392275	411825
1700	0	145.3500	62.16	0.740	1230.0000	-0.104	28.83	4.8500	0	0
1700	0	135.9000	59.69	0.729	1240.0000	-0.115	27.33	5.1500	22950	29325
2125	0	126.4500	57.19	0.716	1250.0000	-0.134	26.69	6.1000	95200	112200
425	0	132.2000	67.75	0.677	1260.0000	-0.171	27.7	8.5500	1700	60775
425	0	94.9000	40.85	0.724	1270.0000	-0.194	26.78	9.7500	13175	46325
425	0	113.3500	62.04	0.649	1280.0000	-0.233	27.33	12.6000	38250	63325
425	0	104.1000	59.24	0.633	1290.0000	-0.262	26.24	14.1500	18700	30175
7225	0	72.9000	38.65	0.646	1300.0000	-0.309	27.21	18.3000	74800	126225
11050	10625	44.4500	20.16	0.691	1310.0000	-0.347	26.62	21.1000	17000	53125
48875	42500	38.6000	20.63	0.633	1320.0000	-0.392	26.96	25.4500	102000	178075
61200	41650	34.0000	21.58	0.573	1330.0000	-0.436	26.31	29.0000	16575	65450
105400	53550	29.0000	21.74	0.517	1340.0000	-0.482	26.41	33.9500	2550	396100
307275	28475	24.1500	21.6	0.461	1350.0000	-0.527	26.49	39.3500	-30600	253725
161925	52275	19.9500	21.53	0.406	1360.0000	-0.568	27.56	46.4500	3825	93075
92650	31025	16.2500	21.43	0.353	1370.0000	-0.605	28.72	54.0500	3400	55250
140250	32725	13.4500	21.67	0.305	1380.0000	-0.649	27.83	59.4500	-5100	97750
161925	6800	10.6000	21.46	0.257	1390.0000	-0.678	29.24	68.0000	-5525	80750
577575	33575	8.7500	21.81	0.219	1400.0000	-0.737	26.3	71.9500	-12750	192950
138550	-5100	6.8000	21.69	0.181	1410.0000	-0.800	23.47	76.9500	-2550	44200
374850	63750	5.6000	22.09	0.152	1420.0000	-0.764	30.69	91.9000	-8075	77775
82025	-6375	4.3000	22.02	0.123	1430.0000		—	84.0000	0	35700
131325	-20400	3.3000	22.03	0.099	1440.0000		—	98.0000	0	17000
535075	145350	2.6500	22.33	0.081	1450.0000		—	100.7500	0	15725
96050	-3825	2.2000	22.8	0.068	1460.0000		—	91.7000	0	14025
34000	850	1.1500	21.23	0.041	1470.0000		—	100.2000	0	13600
146625	-1275	1.2000	22.67	0.041	1480.0000		—	108.9500	0	19550
27625	-2125	1.4000	24.6	0.043	1490.0000		—	117.8500	0	5100
470475	-15300	0.9500	24.13	0.031	1500.0000	-0.952	26.87	159.9000	0	71825
26775	-1275	0.7000	24.08	0.024	1510.0000		—	136.1000	0	2125
49725	0	0.6500	24.91	0.022	1520.0000	-0.903	37.88	183.5500	0	52700
13600	-2125	0.6000	25.69	0.020	1530.0000		—	154.2500	0	1700
19550	-9775	0.6000	26.76	0.019	1540.0000		—	122.0000	0	425
36975	-25925	0.5000	28.12	0.016	1560.0000		—	169.6000	0	425
14450	0	0.3500	28.74	0.011	1580.0000
26775	-14875	0.2500	29.4	0.008	1600.0000		—	190.0000	0	850