SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
15 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 1480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1705.00 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 1687.55 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 1652.20 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 1688.35 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 1666.35 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 1709.35 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 1770.00 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1713.65 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1698.35 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1734.70 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1731.45 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1758.95 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1764.75 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1784.80 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1750.25 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1747.80 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1683.45 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1655.30 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1614.00 | 287.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1647.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1611.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1613.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1639.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1643.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1669.30 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 19 Feb | 1676.60 | 0 | 0 | - | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1480 expiring on 24APR2025
Delta for 1480 CE is -
Historical price for 1480 CE is as follows
On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 287.85, 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 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 287.85, 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 287.85, 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 287.85, 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 287.85, 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 287.85, 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 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 287.85, 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 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 287.85, 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 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 287.85, 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 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 287.85, 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 287.85, 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 287.85, 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 287.85, 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 287.85, 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 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 287.85, 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 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 287.85, 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 13 Mar SUNPHARMA was trading at 1683.45. The strike last trading price was 287.85, 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 287.85, 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 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 287.85, 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 Feb SUNPHARMA was trading at 1647.50. 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 26 Feb SUNPHARMA was trading at 1611.55. 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 25 Feb SUNPHARMA was trading at 1613.60. 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
On 24 Feb SUNPHARMA was trading at 1639.50. 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 21 Feb SUNPHARMA was trading at 1643.75. 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 20 Feb SUNPHARMA was trading at 1669.30. 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 19 Feb SUNPHARMA was trading at 1676.60. 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
| SUNPHARMA 24APR2025 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.16
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1705.00 | 1.25 | -2.55 | 47.81 | 407 | -10 | 505 |
| 11 Apr | 1687.55 | 3.95 | -3.9 | 47.14 | 614 | -77 | 515 |
| 9 Apr | 1652.20 | 7.8 | 4.35 | 45.99 | 634 | 83 | 595 |
| 8 Apr | 1688.35 | 3.4 | -2.65 | 41.75 | 338 | -13 | 513 |
| 7 Apr | 1666.35 | 6.05 | 3.95 | 44.29 | 1,565 | -31 | 526 |
| 4 Apr | 1709.35 | 2.15 | 1.55 | 35.89 | 2,338 | 43 | 562 |
| 3 Apr | 1770.00 | 0.6 | -1.25 | 34.72 | 228 | -3 | 518 |
| 2 Apr | 1713.65 | 2.3 | 0 | 35.74 | 368 | 242 | 520 |
| 1 Apr | 1698.35 | 2.45 | 0.85 | 33.73 | 288 | -4 | 277 |
| 28 Mar | 1734.70 | 1.6 | -0.6 | 32.29 | 319 | 275 | 281 |
| 27 Mar | 1731.45 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1758.95 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1764.75 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1784.80 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1750.25 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 1747.80 | 2.2 | -1.35 | 30.85 | 2 | 1 | 7 |
| 13 Mar | 1683.45 | 3.55 | -2.2 | 26.13 | 8 | 3 | 5 |
| 11 Mar | 1655.30 | 4.15 | 0 | 9.24 | 0 | 0 | 0 |
| 6 Mar | 1614.00 | 4.15 | 0 | 7.22 | 0 | 0 | 0 |
| 27 Feb | 1647.50 | 0 | 0 | 8.22 | 0 | 0 | 0 |
| 26 Feb | 1611.55 | 0 | 0 | 6.85 | 0 | 0 | 0 |
| 25 Feb | 1613.60 | 0 | 0 | 6.85 | 0 | 0 | 0 |
| 24 Feb | 1639.50 | 0 | 0 | 7.83 | 0 | 0 | 0 |
| 21 Feb | 1643.75 | 0 | 0 | 7.83 | 0 | 0 | 0 |
| 20 Feb | 1669.30 | 0 | 0 | 8.58 | 0 | 0 | 0 |
| 19 Feb | 1676.60 | 0 | 0 | 8.80 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1480 expiring on 24APR2025
Delta for 1480 PE is -0.03
Historical price for 1480 PE is as follows
On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 1.25, which was -2.55 lower than the previous day. The implied volatity was 47.81, the open interest changed by -10 which decreased total open position to 505
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 3.95, which was -3.9 lower than the previous day. The implied volatity was 47.14, the open interest changed by -77 which decreased total open position to 515
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 7.8, which was 4.35 higher than the previous day. The implied volatity was 45.99, the open interest changed by 83 which increased total open position to 595
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 3.4, which was -2.65 lower than the previous day. The implied volatity was 41.75, the open interest changed by -13 which decreased total open position to 513
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 6.05, which was 3.95 higher than the previous day. The implied volatity was 44.29, the open interest changed by -31 which decreased total open position to 526
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 2.15, which was 1.55 higher than the previous day. The implied volatity was 35.89, the open interest changed by 43 which increased total open position to 562
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 0.6, which was -1.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by -3 which decreased total open position to 518
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 35.74, the open interest changed by 242 which increased total open position to 520
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 2.45, which was 0.85 higher than the previous day. The implied volatity was 33.73, the open interest changed by -4 which decreased total open position to 277
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 32.29, the open interest changed by 275 which increased total open position to 281
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 2.2, 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 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 2.2, 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 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 2.2, 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 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 2.2, 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 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 2.2, 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 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 2.2, which was -1.35 lower than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 7
On 13 Mar SUNPHARMA was trading at 1683.45. The strike last trading price was 3.55, which was -2.2 lower than the previous day. The implied volatity was 26.13, the open interest changed by 3 which increased total open position to 5
On 11 Mar SUNPHARMA was trading at 1655.30. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 7.22, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SUNPHARMA was trading at 1611.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SUNPHARMA was trading at 1613.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SUNPHARMA was trading at 1639.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.80, the open interest changed by 0 which decreased total open position to 0
