SUNPHARMA
SUN PHARMACEUTICAL IND L
Historical option data for SUNPHARMA
08 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 8 Jul | 1556.40 | 64.75 | -10.75 | - | 25,200 | -5,600 | 1,41,400 | |||
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| 5 Jul | 1568.40 | 75.5 | - | 1,56,800 | -15,400 | 1,47,000 | ||||
| 4 Jul | 1557.90 | 72.1 | - | 9,89,450 | -1,27,050 | 1,62,400 | ||||
| 3 Jul | 1533.95 | 49.85 | - | 6,04,100 | -37,450 | 2,89,450 | ||||
| 2 Jul | 1524.05 | 46.8 | - | 4,44,150 | -14,700 | 3,29,700 | ||||
| 1 Jul | 1520.10 | 41.8 | - | 4,32,250 | 60,200 | 3,44,400 | ||||
| 28 Jun | 1520.85 | 47.2 | - | 7,72,450 | -33,600 | 2,84,200 | ||||
| 27 Jun | 1516.25 | 50 | - | 6,81,450 | 7,000 | 3,17,800 | ||||
| 26 Jun | 1521.15 | 55.2 | - | 11,36,100 | -87,500 | 3,14,650 | ||||
| 25 Jun | 1505.20 | 42.9 | - | 5,28,850 | 52,500 | 4,02,150 | ||||
| 24 Jun | 1494.50 | 40.5 | - | 12,14,850 | 1,67,300 | 3,50,700 | ||||
| 21 Jun | 1467.25 | 26.90 | - | 1,79,200 | 67,900 | 1,83,050 | ||||
| 20 Jun | 1471.00 | 31.20 | - | 1,79,200 | 80,500 | 1,15,150 | ||||
| 19 Jun | 1504.00 | 41.20 | - | 16,800 | 4,550 | 34,650 | ||||
| 18 Jun | 1520.95 | 46.50 | - | 17,500 | 5,600 | 30,450 | ||||
| 14 Jun | 1516.00 | 47.00 | - | 4,900 | 3,150 | 24,850 | ||||
| 13 Jun | 1510.80 | 45.15 | - | 5,950 | -350 | 21,700 | ||||
| 12 Jun | 1506.85 | 47.00 | - | 4,550 | 2,450 | 21,700 | ||||
| 11 Jun | 1499.75 | 47.00 | - | 18,900 | 11,900 | 21,000 | ||||
| 10 Jun | 1513.10 | 60.00 | - | 4,200 | 1,750 | 8,050 | ||||
| 7 Jun | 1506.85 | 56.20 | - | 9,450 | 4,200 | 5,600 | ||||
| 6 Jun | 1472.70 | 40.00 | - | 1,050 | 0 | 1,400 | ||||
| 5 Jun | 1487.30 | 45.00 | - | 2,450 | 1,050 | 1,400 | ||||
| 4 Jun | 1429.85 | 37.00 | - | 700 | 350 | 350 | ||||
For SUN PHARMACEUTICAL IND L - strike price 1500 expiring on 25JUL2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 8 Jul SUNPHARMA was trading at 1556.40. The strike last trading price was 64.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by -5600 which decreased total open position to 141400
On 5 Jul SUNPHARMA was trading at 1568.40. The strike last trading price was 75.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -15400 which decreased total open position to 147000
On 4 Jul SUNPHARMA was trading at 1557.90. The strike last trading price was 72.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -127050 which decreased total open position to 162400
On 3 Jul SUNPHARMA was trading at 1533.95. The strike last trading price was 49.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -37450 which decreased total open position to 289450
On 2 Jul SUNPHARMA was trading at 1524.05. The strike last trading price was 46.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -14700 which decreased total open position to 329700
On 1 Jul SUNPHARMA was trading at 1520.10. The strike last trading price was 41.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 60200 which increased total open position to 344400
On 28 Jun SUNPHARMA was trading at 1520.85. The strike last trading price was 47.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -33600 which decreased total open position to 284200
On 27 Jun SUNPHARMA was trading at 1516.25. The strike last trading price was 50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 317800
On 26 Jun SUNPHARMA was trading at 1521.15. The strike last trading price was 55.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -87500 which decreased total open position to 314650
On 25 Jun SUNPHARMA was trading at 1505.20. The strike last trading price was 42.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 402150
On 24 Jun SUNPHARMA was trading at 1494.50. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 167300 which increased total open position to 350700
On 21 Jun SUNPHARMA was trading at 1467.25. The strike last trading price was 26.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 67900 which increased total open position to 183050
On 20 Jun SUNPHARMA was trading at 1471.00. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 80500 which increased total open position to 115150
On 19 Jun SUNPHARMA was trading at 1504.00. The strike last trading price was 41.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4550 which increased total open position to 34650
On 18 Jun SUNPHARMA was trading at 1520.95. The strike last trading price was 46.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 30450
On 14 Jun SUNPHARMA was trading at 1516.00. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 24850
On 13 Jun SUNPHARMA was trading at 1510.80. The strike last trading price was 45.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 21700
On 12 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 21700
On 11 Jun SUNPHARMA was trading at 1499.75. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11900 which increased total open position to 21000
On 10 Jun SUNPHARMA was trading at 1513.10. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 8050
On 7 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 56.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 5600
On 6 Jun SUNPHARMA was trading at 1472.70. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 5 Jun SUNPHARMA was trading at 1487.30. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1400
On 4 Jun SUNPHARMA was trading at 1429.85. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 8 Jul | 1556.40 | 7.9 | 1.15 | - | 2,43,600 | -38,850 | 3,43,000 |
| 5 Jul | 1568.40 | 6.75 | - | 6,05,150 | 21,350 | 3,81,850 | |
| 4 Jul | 1557.90 | 9.25 | - | 10,59,100 | 39,900 | 3,60,500 | |
| 3 Jul | 1533.95 | 16.2 | - | 7,90,300 | 2,800 | 3,20,600 | |
| 2 Jul | 1524.05 | 18.35 | - | 5,21,150 | -5,250 | 3,18,150 | |
| 1 Jul | 1520.10 | 23.5 | - | 5,62,100 | 68,250 | 3,23,400 | |
| 28 Jun | 1520.85 | 22.45 | - | 10,20,950 | 55,300 | 2,55,150 | |
| 27 Jun | 1516.25 | 25 | - | 2,61,100 | 9,800 | 1,99,850 | |
| 26 Jun | 1521.15 | 24 | - | 2,17,350 | 66,850 | 1,89,000 | |
| 25 Jun | 1505.20 | 35.5 | - | 76,300 | 10,150 | 1,22,150 | |
| 24 Jun | 1494.50 | 36.5 | - | 1,53,650 | 52,500 | 1,12,000 | |
| 21 Jun | 1467.25 | 54.70 | - | 26,600 | 3,850 | 59,500 | |
| 20 Jun | 1471.00 | 48.90 | - | 76,650 | 35,350 | 55,650 | |
| 19 Jun | 1504.00 | 29.00 | - | 8,050 | -350 | 20,300 | |
| 18 Jun | 1520.95 | 16.55 | - | 10,150 | 5,250 | 20,300 | |
| 14 Jun | 1516.00 | 23.00 | - | 1,050 | 0 | 15,050 | |
| 13 Jun | 1510.80 | 25.50 | - | 1,750 | 700 | 15,050 | |
| 12 Jun | 1506.85 | 26.00 | - | 13,300 | 7,000 | 14,000 | |
| 11 Jun | 1499.75 | 32.25 | - | 7,000 | 5,950 | 7,000 | |
| 10 Jun | 1513.10 | 30.00 | - | 1,050 | 700 | 700 | |
| 7 Jun | 1506.85 | 49.25 | - | 0 | 0 | 0 | |
| 6 Jun | 1472.70 | 49.25 | - | 0 | 0 | 0 | |
| 5 Jun | 1487.30 | 49.25 | - | 0 | 0 | 0 | |
| 4 Jun | 1429.85 | 49.25 | - | 0 | 0 | 0 | |
For SUN PHARMACEUTICAL IND L - strike price 1500 expiring on 25JUL2024
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 8 Jul SUNPHARMA was trading at 1556.40. The strike last trading price was 7.9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -38850 which decreased total open position to 343000
On 5 Jul SUNPHARMA was trading at 1568.40. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 21350 which increased total open position to 381850
On 4 Jul SUNPHARMA was trading at 1557.90. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 39900 which increased total open position to 360500
On 3 Jul SUNPHARMA was trading at 1533.95. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 320600
On 2 Jul SUNPHARMA was trading at 1524.05. The strike last trading price was 18.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 318150
On 1 Jul SUNPHARMA was trading at 1520.10. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 68250 which increased total open position to 323400
On 28 Jun SUNPHARMA was trading at 1520.85. The strike last trading price was 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 55300 which increased total open position to 255150
On 27 Jun SUNPHARMA was trading at 1516.25. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 199850
On 26 Jun SUNPHARMA was trading at 1521.15. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by 66850 which increased total open position to 189000
On 25 Jun SUNPHARMA was trading at 1505.20. The strike last trading price was 35.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 10150 which increased total open position to 122150
On 24 Jun SUNPHARMA was trading at 1494.50. The strike last trading price was 36.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 112000
On 21 Jun SUNPHARMA was trading at 1467.25. The strike last trading price was 54.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 59500
On 20 Jun SUNPHARMA was trading at 1471.00. The strike last trading price was 48.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 35350 which increased total open position to 55650
On 19 Jun SUNPHARMA was trading at 1504.00. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 20300
On 18 Jun SUNPHARMA was trading at 1520.95. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 20300
On 14 Jun SUNPHARMA was trading at 1516.00. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15050
On 13 Jun SUNPHARMA was trading at 1510.80. The strike last trading price was 25.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 15050
On 12 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 14000
On 11 Jun SUNPHARMA was trading at 1499.75. The strike last trading price was 32.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5950 which increased total open position to 7000
On 10 Jun SUNPHARMA was trading at 1513.10. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 7 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SUNPHARMA was trading at 1472.70. The strike last trading price was 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SUNPHARMA was trading at 1487.30. The strike last trading price was 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SUNPHARMA was trading at 1429.85. The strike last trading price was 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0