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[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1687.55 35.35 (2.14%)

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Historical option data for SUNPHARMA

11 Apr 2025 04:10 PM IST
SUNPHARMA 24APR2025 1400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1687.55 363.55 0 - 0 0 0
9 Apr 1652.20 363.55 0 - 0 0 0
8 Apr 1688.35 363.55 0 - 0 0 0
7 Apr 1666.35 363.55 0 - 0 0 0
4 Apr 1709.35 363.55 0 0.00 0 0 0
3 Apr 1770.00 363.55 0 0.00 0 0 0
2 Apr 1713.65 363.55 0 0.00 0 0 0
1 Apr 1698.35 363.55 0 0.00 0 0 0
28 Mar 1734.70 363.55 0 - 0 0 0
27 Mar 1731.45 363.55 0 - 0 0 0
26 Mar 1758.95 363.55 0 - 0 0 0
25 Mar 1764.75 363.55 0 - 0 0 0
24 Mar 1784.80 363.55 0 - 0 0 0
11 Mar 1655.30 363.55 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1400 expiring on 24APR2025

Delta for 1400 CE is -

Historical price for 1400 CE is as follows

On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 363.55, 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 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 363.55, 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 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 363.55, 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 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 363.55, 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 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 363.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 363.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 363.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 363.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 363.55, 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 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 363.55, 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 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 363.55, 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 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 363.55, 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 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 363.55, 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 11 Mar SUNPHARMA was trading at 1655.30. The strike last trading price was 363.55, 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


SUNPHARMA 24APR2025 1400 PE
Delta: -0.03
Vega: 0.21
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1687.55 2 -2.15 54.65 583 14 372
9 Apr 1652.20 4.4 2.75 54.12 909 195 353
8 Apr 1688.35 1.55 -1.55 47.72 475 -108 156
7 Apr 1666.35 3.15 2.45 50.83 757 152 268
4 Apr 1709.35 0.95 0.55 41.14 320 66 122
3 Apr 1770.00 0.4 -0.6 41.63 9 0 56
2 Apr 1713.65 1 0 40.47 20 -5 55
1 Apr 1698.35 1 -0.05 38.16 62 49 56
28 Mar 1734.70 1.05 -0.4 38.71 12 -1 7
27 Mar 1731.45 1.45 0 0.00 0 6 0
26 Mar 1758.95 1.45 -0.5 40.66 6 0 2
25 Mar 1764.75 1.95 0 0.00 0 1 0
24 Mar 1784.80 1.95 -4.1 43.75 3 0 1
11 Mar 1655.30 6.05 -0.95 35.43 1 0 1


For Sun Pharmaceutical Ind L - strike price 1400 expiring on 24APR2025

Delta for 1400 PE is -0.03

Historical price for 1400 PE is as follows

On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 2, which was -2.15 lower than the previous day. The implied volatity was 54.65, the open interest changed by 14 which increased total open position to 372


On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 4.4, which was 2.75 higher than the previous day. The implied volatity was 54.12, the open interest changed by 195 which increased total open position to 353


On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 1.55, which was -1.55 lower than the previous day. The implied volatity was 47.72, the open interest changed by -108 which decreased total open position to 156


On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 3.15, which was 2.45 higher than the previous day. The implied volatity was 50.83, the open interest changed by 152 which increased total open position to 268


On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 0.95, which was 0.55 higher than the previous day. The implied volatity was 41.14, the open interest changed by 66 which increased total open position to 122


On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 0.4, which was -0.6 lower than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 56


On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 40.47, the open interest changed by -5 which decreased total open position to 55


On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 38.16, the open interest changed by 49 which increased total open position to 56


On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 38.71, the open interest changed by -1 which decreased total open position to 7


On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 40.66, the open interest changed by 0 which decreased total open position to 2


On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 1.95, which was -4.1 lower than the previous day. The implied volatity was 43.75, the open interest changed by 0 which decreased total open position to 1


On 11 Mar SUNPHARMA was trading at 1655.30. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was 35.43, the open interest changed by 0 which decreased total open position to 1