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

1808.85 -14.45 (-0.79%)

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Historical option data for SUNPHARMA

20 Dec 2024 04:10 PM IST
SUNPHARMA 26DEC2024 1520 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1808.85 406.9 0.00 - 0 0 0
19 Dec 1823.30 406.9 0.00 - 0 0 0
18 Dec 1801.05 406.9 0.00 - 0 0 0
17 Dec 1789.05 406.9 0.00 - 0 0 0
16 Dec 1809.80 406.9 0.00 - 0 0 0
13 Dec 1813.45 406.9 0.00 - 0 0 0
12 Dec 1805.45 406.9 0.00 - 0 0 0
11 Dec 1814.00 406.9 0.00 - 0 0 0
10 Dec 1809.95 406.9 0.00 - 0 0 0
9 Dec 1806.65 406.9 0.00 - 0 0 0
6 Dec 1804.85 406.9 0.00 - 0 0 0
5 Dec 1813.45 406.9 0.00 - 0 0 0
4 Dec 1800.20 406.9 0.00 - 0 0 0
3 Dec 1800.05 406.9 0.00 - 0 0 0
2 Dec 1808.55 406.9 0.00 - 0 0 0
29 Nov 1780.90 406.9 0.00 - 0 0 0
28 Nov 1734.25 406.9 0.00 - 0 0 0
27 Nov 1749.45 406.9 0.00 - 0 0 0
26 Nov 1761.60 406.9 0.00 - 0 0 0
25 Nov 1798.90 406.9 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1520 expiring on 26DEC2024

Delta for 1520 CE is -

Historical price for 1520 CE is as follows

On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 406.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 406.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SUNPHARMA 26DEC2024 1520 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1808.85 0.35 0.00 - 14 1 104
19 Dec 1823.30 0.35 0.00 - 49 -34 103
18 Dec 1801.05 0.35 -0.25 48.59 28 5 140
17 Dec 1789.05 0.6 0.00 48.51 12 0 135
16 Dec 1809.80 0.6 0.05 48.22 8 0 135
13 Dec 1813.45 0.55 -0.10 42.57 23 2 137
12 Dec 1805.45 0.65 -0.05 40.78 45 0 135
11 Dec 1814.00 0.7 -0.05 40.12 66 2 135
10 Dec 1809.95 0.75 0.10 39.48 57 -17 133
9 Dec 1806.65 0.65 0.10 37.39 14 -12 151
6 Dec 1804.85 0.55 0.15 33.51 16 -1 164
5 Dec 1813.45 0.4 -0.30 31.97 29 -15 168
4 Dec 1800.20 0.7 -0.20 32.63 5 -2 185
3 Dec 1800.05 0.9 0.00 33.23 5 0 190
2 Dec 1808.55 0.9 -0.70 33.20 75 13 190
29 Nov 1780.90 1.6 -1.60 32.43 428 89 179
28 Nov 1734.25 3.2 0.05 32.10 79 28 92
27 Nov 1749.45 3.15 -0.80 32.40 2 1 64
26 Nov 1761.60 3.95 2.05 34.62 76 34 34
25 Nov 1798.90 1.9 33.54 2 1 1


For Sun Pharmaceutical Ind L - strike price 1520 expiring on 26DEC2024

Delta for 1520 PE is -

Historical price for 1520 PE is as follows

On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 104


On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 103


On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 48.59, the open interest changed by 5 which increased total open position to 140


On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 48.51, the open interest changed by 0 which decreased total open position to 135


On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 48.22, the open interest changed by 0 which decreased total open position to 135


On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 42.57, the open interest changed by 2 which increased total open position to 137


On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 40.78, the open interest changed by 0 which decreased total open position to 135


On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 40.12, the open interest changed by 2 which increased total open position to 135


On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 39.48, the open interest changed by -17 which decreased total open position to 133


On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 37.39, the open interest changed by -12 which decreased total open position to 151


On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 33.51, the open interest changed by -1 which decreased total open position to 164


On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 31.97, the open interest changed by -15 which decreased total open position to 168


On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 32.63, the open interest changed by -2 which decreased total open position to 185


On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 190


On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 0.9, which was -0.70 lower than the previous day. The implied volatity was 33.20, the open interest changed by 13 which increased total open position to 190


On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 1.6, which was -1.60 lower than the previous day. The implied volatity was 32.43, the open interest changed by 89 which increased total open position to 179


On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 3.2, which was 0.05 higher than the previous day. The implied volatity was 32.10, the open interest changed by 28 which increased total open position to 92


On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 3.15, which was -0.80 lower than the previous day. The implied volatity was 32.40, the open interest changed by 1 which increased total open position to 64


On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 3.95, which was 2.05 higher than the previous day. The implied volatity was 34.62, the open interest changed by 34 which increased total open position to 34


On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 33.54, the open interest changed by 1 which increased total open position to 1