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 | 30.3 | -6.20 | - | 10,87,800 | 87,500 | 7,28,700 | |||
| 5 Jul | 1568.40 | 36.5 | - | 20,77,950 | -2,11,050 | 6,41,200 | ||||
| 4 Jul | 1557.90 | 36 | - | 55,66,400 | 4,74,950 | 8,52,250 | ||||
| 3 Jul | 1533.95 | 21.4 | - | 9,73,000 | 5,250 | 3,77,300 | ||||
| 2 Jul | 1524.05 | 21.4 | - | 7,70,000 | 27,300 | 3,74,850 | ||||
| 1 Jul | 1520.10 | 18.8 | - | 5,74,700 | 22,750 | 3,47,550 | ||||
| 28 Jun | 1520.85 | 22.6 | - | 16,01,250 | 71,750 | 3,24,800 | ||||
| 27 Jun | 1516.25 | 24.8 | - | 7,56,700 | 27,300 | 2,53,050 | ||||
| 26 Jun | 1521.15 | 30.3 | - | 5,40,750 | 68,600 | 2,20,850 | ||||
| 25 Jun | 1505.20 | 20.5 | - | 1,45,600 | 24,150 | 1,52,250 | ||||
| 24 Jun | 1494.50 | 20.55 | - | 2,40,100 | 12,950 | 1,28,100 | ||||
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| 21 Jun | 1467.25 | 13.80 | - | 43,050 | 15,400 | 1,14,800 | ||||
| 20 Jun | 1471.00 | 15.00 | - | 75,600 | 25,550 | 99,400 | ||||
| 19 Jun | 1504.00 | 21.70 | - | 55,300 | 700 | 73,850 | ||||
| 18 Jun | 1520.95 | 20.45 | - | 96,600 | 65,800 | 72,450 | ||||
| 14 Jun | 1516.00 | 22.25 | - | 4,200 | 2,800 | 6,650 | ||||
| 13 Jun | 1510.80 | 23.00 | - | 0 | 350 | 0 | ||||
| 12 Jun | 1506.85 | 23.00 | - | 700 | 350 | 3,850 | ||||
| 11 Jun | 1499.75 | 28.00 | - | 3,500 | 2,450 | 3,150 | ||||
| 10 Jun | 1513.10 | 32.00 | - | 350 | 0 | 350 | ||||
| 7 Jun | 1506.85 | 22.00 | - | 0 | 350 | 350 | ||||
| 5 Jun | 1487.30 | 22.00 | - | 0 | 0 | 350 | ||||
| 4 Jun | 1429.85 | 22.00 | - | 0 | 350 | 350 | ||||
For SUN PHARMACEUTICAL IND L - strike price 1550 expiring on 25JUL2024
Delta for 1550 CE is -
Historical price for 1550 CE is as follows
On 8 Jul SUNPHARMA was trading at 1556.40. The strike last trading price was 30.3, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by 87500 which increased total open position to 728700
On 5 Jul SUNPHARMA was trading at 1568.40. The strike last trading price was 36.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -211050 which decreased total open position to 641200
On 4 Jul SUNPHARMA was trading at 1557.90. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by 474950 which increased total open position to 852250
On 3 Jul SUNPHARMA was trading at 1533.95. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 377300
On 2 Jul SUNPHARMA was trading at 1524.05. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 27300 which increased total open position to 374850
On 1 Jul SUNPHARMA was trading at 1520.10. The strike last trading price was 18.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 22750 which increased total open position to 347550
On 28 Jun SUNPHARMA was trading at 1520.85. The strike last trading price was 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 71750 which increased total open position to 324800
On 27 Jun SUNPHARMA was trading at 1516.25. The strike last trading price was 24.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 27300 which increased total open position to 253050
On 26 Jun SUNPHARMA was trading at 1521.15. The strike last trading price was 30.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 68600 which increased total open position to 220850
On 25 Jun SUNPHARMA was trading at 1505.20. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 24150 which increased total open position to 152250
On 24 Jun SUNPHARMA was trading at 1494.50. The strike last trading price was 20.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12950 which increased total open position to 128100
On 21 Jun SUNPHARMA was trading at 1467.25. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 15400 which increased total open position to 114800
On 20 Jun SUNPHARMA was trading at 1471.00. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25550 which increased total open position to 99400
On 19 Jun SUNPHARMA was trading at 1504.00. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 73850
On 18 Jun SUNPHARMA was trading at 1520.95. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 65800 which increased total open position to 72450
On 14 Jun SUNPHARMA was trading at 1516.00. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 6650
On 13 Jun SUNPHARMA was trading at 1510.80. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 12 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 3850
On 11 Jun SUNPHARMA was trading at 1499.75. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 3150
On 10 Jun SUNPHARMA was trading at 1513.10. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 7 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 5 Jun SUNPHARMA was trading at 1487.30. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 4 Jun SUNPHARMA was trading at 1429.85. The strike last trading price was 22.00, 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 | 22 | 3.40 | - | 4,46,250 | -42,700 | 1,16,200 |
| 5 Jul | 1568.40 | 18.6 | - | 6,89,850 | 5,600 | 1,58,900 | |
| 4 Jul | 1557.90 | 23 | - | 11,80,550 | 98,350 | 1,53,300 | |
| 3 Jul | 1533.95 | 37 | - | 74,200 | 2,800 | 54,950 | |
| 2 Jul | 1524.05 | 42.25 | - | 58,100 | 15,050 | 52,500 | |
| 1 Jul | 1520.10 | 48.35 | - | 19,250 | -1,050 | 37,450 | |
| 28 Jun | 1520.85 | 46.1 | - | 1,65,200 | 10,150 | 38,500 | |
| 27 Jun | 1516.25 | 51.35 | - | 28,700 | 2,800 | 28,350 | |
| 26 Jun | 1521.15 | 48.45 | - | 26,950 | 24,150 | 24,150 | |
| 25 Jun | 1505.20 | 68.85 | - | 0 | 7,700 | 0 | |
| 24 Jun | 1494.50 | 68.85 | - | 11,900 | 7,000 | 10,850 | |
| 21 Jun | 1467.25 | 80.00 | - | 1,050 | 350 | 3,150 | |
| 20 Jun | 1471.00 | 85.95 | - | 2,100 | 1,400 | 1,750 | |
| 19 Jun | 1504.00 | 49.00 | - | 350 | 0 | 350 | |
| 18 Jun | 1520.95 | 55.00 | - | 0 | 0 | 0 | |
| 14 Jun | 1516.00 | 55.00 | - | 0 | 0 | 0 | |
| 13 Jun | 1510.80 | 55.00 | - | 0 | 0 | 0 | |
| 12 Jun | 1506.85 | 55.00 | - | 0 | 0 | 0 | |
| 11 Jun | 1499.75 | 55.00 | - | 0 | 350 | 0 | |
| 10 Jun | 1513.10 | 55.00 | - | 350 | 0 | 0 | |
| 7 Jun | 1506.85 | 99.45 | - | 0 | 0 | 0 | |
| 5 Jun | 1487.30 | 99.45 | - | 0 | 0 | 0 | |
| 4 Jun | 1429.85 | 99.45 | - | 0 | 0 | 0 | |
For SUN PHARMACEUTICAL IND L - strike price 1550 expiring on 25JUL2024
Delta for 1550 PE is -
Historical price for 1550 PE is as follows
On 8 Jul SUNPHARMA was trading at 1556.40. The strike last trading price was 22, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by -42700 which decreased total open position to 116200
On 5 Jul SUNPHARMA was trading at 1568.40. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 158900
On 4 Jul SUNPHARMA was trading at 1557.90. The strike last trading price was 23, which was lower than the previous day. The implied volatity was -, the open interest changed by 98350 which increased total open position to 153300
On 3 Jul SUNPHARMA was trading at 1533.95. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 54950
On 2 Jul SUNPHARMA was trading at 1524.05. The strike last trading price was 42.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15050 which increased total open position to 52500
On 1 Jul SUNPHARMA was trading at 1520.10. The strike last trading price was 48.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 37450
On 28 Jun SUNPHARMA was trading at 1520.85. The strike last trading price was 46.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 10150 which increased total open position to 38500
On 27 Jun SUNPHARMA was trading at 1516.25. The strike last trading price was 51.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 28350
On 26 Jun SUNPHARMA was trading at 1521.15. The strike last trading price was 48.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 24150 which increased total open position to 24150
On 25 Jun SUNPHARMA was trading at 1505.20. The strike last trading price was 68.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 0
On 24 Jun SUNPHARMA was trading at 1494.50. The strike last trading price was 68.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 10850
On 21 Jun SUNPHARMA was trading at 1467.25. The strike last trading price was 80.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 3150
On 20 Jun SUNPHARMA was trading at 1471.00. The strike last trading price was 85.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1750
On 19 Jun SUNPHARMA was trading at 1504.00. The strike last trading price was 49.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 18 Jun SUNPHARMA was trading at 1520.95. The strike last trading price was 55.00, 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 14 Jun SUNPHARMA was trading at 1516.00. The strike last trading price was 55.00, 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 13 Jun SUNPHARMA was trading at 1510.80. The strike last trading price was 55.00, 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 12 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 55.00, 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 11 Jun SUNPHARMA was trading at 1499.75. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 10 Jun SUNPHARMA was trading at 1513.10. The strike last trading price was 55.00, 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 7 Jun SUNPHARMA was trading at 1506.85. The strike last trading price was 99.45, 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 99.45, 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 99.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0