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Related Pages for SUNPHARMA
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SUNPHARMA
Sun Pharmaceutical Ind L
1780 2.75 (0.15%)

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Historical option data for SUNPHARMA

21 Nov 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SUNPHARMA 28NOV2024 1560 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 274.5 0.00 - 0 0 0
20 Nov 1777.25 274.5 0.00 - 0 0 0
19 Nov 1777.25 274.5 0.00 - 0 0 0
18 Nov 1747.75 274.5 0.00 - 0 0 0
14 Nov 1768.20 274.5 0.00 - 0 0 0
13 Nov 1779.00 274.5 0.00 - 0 0 0
12 Nov 1800.85 274.5 0.00 - 0 0 0
11 Nov 1794.60 274.5 0.00 - 0 0 0
8 Nov 1809.60 274.5 0.00 - 0 0 0
7 Nov 1790.95 274.5 0.00 - 0 0 0
6 Nov 1827.45 274.5 0.00 - 0 0 0
5 Nov 1803.60 274.5 0.00 - 0 0 0
4 Nov 1808.90 274.5 - 0 0 0

For Sun Pharmaceutical Ind L - strike price 1560 expiring on 28NOV2024

Delta for 1560 CE is -

Historical price for 1560 CE is as follows

On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 274.5, 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 274.5, 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 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 274.5, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 274.5, 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 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 274.5, 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 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 274.5, 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 28NOV2024 1560 PE
Delta: -0.01
Vega: 0.05
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 0.25 0.00 38.88 14 0 438
20 Nov 1777.25 0.25 0.00 34.70 219 0 441
19 Nov 1777.25 0.25 -0.10 34.70 219 3 441
18 Nov 1747.75 0.35 0.00 30.92 6 0 438
14 Nov 1768.20 0.35 0.00 28.96 1 0 438
13 Nov 1779.00 0.35 0.05 28.97 17 2 440
12 Nov 1800.85 0.3 -0.05 29.32 7 0 439
11 Nov 1794.60 0.35 -0.30 28.85 17 0 439
8 Nov 1809.60 0.65 -0.55 29.89 51 0 441
7 Nov 1790.95 1.2 0.25 30.79 185 71 441
6 Nov 1827.45 0.95 -0.85 32.56 91 0 373
5 Nov 1803.60 1.8 -0.75 32.66 208 118 373
4 Nov 1808.90 2.55 34.93 817 255 255

For Sun Pharmaceutical Ind L - strike price 1560 expiring on 28NOV2024

Delta for 1560 PE is -0.01

Historical price for 1560 PE is as follows

On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 38.88, the open interest changed by 0 which decreased total open position to 438


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 441


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 34.70, the open interest changed by 3 which increased total open position to 441


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 438


On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 438


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 28.97, the open interest changed by 2 which increased total open position to 440


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 439


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 439


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 441


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 30.79, the open interest changed by 71 which increased total open position to 441


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 373


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 32.66, the open interest changed by 118 which increased total open position to 373


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was 34.93, the open interest changed by 255 which increased total open position to 255