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	-17.70	7897350	-203150	Long Unwinding
Nov. 23, 2026	1344.3000	-10.70	1603950	3825	Short Buildup
Dec. 29, 2026	1348.7000	-16.30	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
Oct. 1, 2026	Dec. 29, 2026	1363.7000	1365.0000	1359.1000	1365.0000	1700	425
Oct. 1, 2026	Nov. 23, 2026	1360.0000	1368.9000	1344.6000	1355.0000	1600125	2975
Oct. 1, 2026	Oct. 27, 2026	1353.9000	1364.0000	1338.2000	1352.0000	8100500	-26775
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

Options Chain

As of Oct. 1, 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) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) —

Max Pain 1160.0000

Open Interest by Strike (Max Pain: 1160.0000)

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	241.0500	48.96	0.781	1160.0000	-0.069	22.46	4.7500	0	0
0	0	205.5500	44.8	0.749	1200.0000	-0.117	22.08	8.7000	0	0
0	0	188.5500	42.97	0.730	1220.0000	-0.146	21.82	11.4000	0	0
0	0	172.1500	41.3	0.709	1240.0000	-0.181	21.54	14.7000	0	0
0	0	156.4500	39.81	0.685	1260.0000	-0.221	21.24	18.7000	0	0
0	0	141.5000	38.48	0.658	1280.0000	-0.265	20.91	23.4500	0	0
0	0	127.2000	37.24	0.630	1300.0000	-0.314	20.48	28.8500	0	0
0	0	113.8500	36.18	0.599	1320.0000	-0.367	20.04	35.2000	0	0
0	0	101.3500	35.24	0.566	1340.0000	-0.425	19.54	42.4500	0	0
0	0	89.7500	34.42	0.531	1360.0000	-0.486	18.93	50.5500	0	0
0	0	79.0500	33.69	0.496	1380.0000	-0.552	18.2	59.5500	0	0
0	0	69.2500	33.04	0.459	1400.0000	-0.622	17.31	69.4500	0	0
0	0	60.3500	32.48	0.422	1420.0000	-0.697	16.17	80.2500	0	0
0	0	52.3000	31.97	0.386	1440.0000	-0.780	14.62	91.9000	0	0
0	0	45.1000	31.53	0.350	1460.0000	-0.880	12.12	104.4000	0	0
0	0	38.6500	31.13	0.315	1480.0000		—	117.7000	0	0
0	0	28.0500	30.5	0.251	1520.0000		—	146.5000	0	0
0	0	19.9000	29.96	0.195	1560.0000		—	177.7500	0	0