SUNPHARMA
SUN PHARMACEUTICAL IND L
Historical option data for SUNPHARMA
21 May 2024 04:07 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 21 May | 1540.95 | 22.80 | 10.65 | - | 7,61,950 | -1,750 | 6,98,600 | |||
| 18 May | 1531.90 | 12.15 | - | 35,700 | 700 | 7,01,050 | ||||
| 17 May | 1531.40 | 11.30 | - | 3,80,100 | 79,800 | 7,00,350 | ||||
| 16 May | 1536.30 | 12.85 | - | 6,90,900 | 1,750 | 6,20,550 | ||||
| 15 May | 1527.40 | 13.30 | - | 2,03,350 | 5,250 | 6,18,800 | ||||
| 14 May | 1545.25 | 19.35 | - | 3,32,150 | 2,800 | 6,13,550 | ||||
| 13 May | 1525.05 | 15.65 | - | 3,22,700 | 700 | 6,10,750 | ||||
| 10 May | 1506.55 | 10.70 | - | 1,05,700 | 2,100 | 6,10,050 | ||||
| 9 May | 1494.65 | 9.15 | - | 2,21,550 | 2,100 | 6,07,950 | ||||
| 8 May | 1521.75 | 15.50 | - | 1,12,350 | 1,400 | 6,05,850 | ||||
| 7 May | 1515.35 | 15.80 | - | 1,47,000 | -700 | 6,04,450 | ||||
| 6 May | 1529.15 | 23.85 | - | 5,15,200 | 2,81,050 | 6,05,150 | ||||
| 3 May | 1511.15 | 14.90 | - | 3,68,200 | 3,24,100 | 3,24,100 | ||||
| 2 May | 1519.00 | 22.00 | - | 5,49,500 | 1,92,500 | 2,24,000 | ||||
| 30 Apr | 1502.10 | 16.80 | - | 38,850 | 5,600 | 33,950 | ||||
| 29 Apr | 1521.60 | 22.00 | - | 53,550 | -1,400 | 28,350 | ||||
| 26 Apr | 1506.55 | 21.30 | - | 87,150 | 17,850 | 29,750 | ||||
| 25 Apr | 1520.15 | 22.45 | - | 42,000 | -11,200 | 12,600 | ||||
| 24 Apr | 1485.75 | 17.20 | - | 21,000 | 2,800 | 23,800 | ||||
| 23 Apr | 1484.65 | 17.05 | - | 58,800 | 16,800 | 21,000 | ||||
| 22 Apr | 1540.10 | 38.00 | - | 2,100 | 2,800 | 4,200 | ||||
| 19 Apr | 1522.80 | 28.60 | - | 2,100 | 700 | 1,400 | ||||
| 18 Apr | 1516.40 | 37.10 | - | 700 | 0 | 0 | ||||
| 16 Apr | 1537.55 | 100.75 | - | 0 | 0 | 0 | ||||
| 15 Apr | 1540.05 | 100.75 | - | 0 | 0 | 0 | ||||
For SUN PHARMACEUTICAL IND L - strike price 1570 expiring on 30MAY2024
Delta for 1570 CE is -
Historical price for 1570 CE is as follows
On 21 May SUNPHARMA was trading at 1540.95. The strike last trading price was 22.80, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 698600
On 18 May SUNPHARMA was trading at 1531.90. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 701050
On 17 May SUNPHARMA was trading at 1531.40. The strike last trading price was 11.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 79800 which increased total open position to 700350
On 16 May SUNPHARMA was trading at 1536.30. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 620550
On 15 May SUNPHARMA was trading at 1527.40. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 618800
On 14 May SUNPHARMA was trading at 1545.25. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 613550
On 13 May SUNPHARMA was trading at 1525.05. The strike last trading price was 15.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 610750
On 10 May SUNPHARMA was trading at 1506.55. The strike last trading price was 10.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 610050
On 9 May SUNPHARMA was trading at 1494.65. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 607950
On 8 May SUNPHARMA was trading at 1521.75. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 605850
On 7 May SUNPHARMA was trading at 1515.35. The strike last trading price was 15.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 604450
On 6 May SUNPHARMA was trading at 1529.15. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 281050 which increased total open position to 605150
On 3 May SUNPHARMA was trading at 1511.15. The strike last trading price was 14.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 324100 which increased total open position to 324100
On 2 May SUNPHARMA was trading at 1519.00. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 192500 which increased total open position to 224000
On 30 Apr SUNPHARMA was trading at 1502.10. The strike last trading price was 16.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 33950
On 29 Apr SUNPHARMA was trading at 1521.60. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 28350
On 26 Apr SUNPHARMA was trading at 1506.55. The strike last trading price was 21.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 17850 which increased total open position to 29750
On 25 Apr SUNPHARMA was trading at 1520.15. The strike last trading price was 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -11200 which decreased total open position to 12600
On 24 Apr SUNPHARMA was trading at 1485.75. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 23800
On 23 Apr SUNPHARMA was trading at 1484.65. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 16800 which increased total open position to 21000
On 22 Apr SUNPHARMA was trading at 1540.10. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 4200
On 19 Apr SUNPHARMA was trading at 1522.80. The strike last trading price was 28.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 1400
On 18 Apr SUNPHARMA was trading at 1516.40. The strike last trading price was 37.10, 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 16 Apr SUNPHARMA was trading at 1537.55. The strike last trading price was 100.75, 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 15 Apr SUNPHARMA was trading at 1540.05. The strike last trading price was 100.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 21 May | 1540.95 | 57.50 | 8.85 | - | 80,150 | 4,900 | 40,250 |
| 18 May | 1531.90 | 48.65 | - | 3,500 | 2,100 | 35,350 | |
| 17 May | 1531.40 | 49.50 | - | 11,550 | 6,300 | 32,900 | |
| 16 May | 1536.30 | 44.35 | - | 4,550 | 2,100 | 26,600 | |
| 15 May | 1527.40 | 50.75 | - | 7,350 | -2,800 | 24,850 | |
| 14 May | 1545.25 | 40.20 | - | 14,000 | 1,750 | 26,950 | |
| 13 May | 1525.05 | 49.85 | - | 20,300 | 6,300 | 25,200 | |
| 10 May | 1506.55 | 64.95 | - | 1,400 | 350 | 18,550 | |
| 9 May | 1494.65 | 73.30 | - | 9,450 | 3,150 | 18,200 | |
| 8 May | 1521.75 | 54.90 | - | 3,500 | 700 | 15,050 | |
| 7 May | 1515.35 | 62.15 | - | 23,100 | 9,100 | 14,350 | |
| 6 May | 1529.15 | 52.45 | - | 21,000 | 1,400 | 5,250 | |
| 3 May | 1511.15 | 67.00 | - | 3,850 | 3,850 | 3,850 | |
| 2 May | 1519.00 | 69.30 | - | 0 | 350 | 0 | |
| 30 Apr | 1502.10 | 69.30 | - | 350 | -350 | 2,800 | |
| 29 Apr | 1521.60 | 59.65 | - | 700 | 350 | 3,150 | |
| 26 Apr | 1506.55 | 69.25 | - | 4,900 | 1,400 | 1,400 | |
| 25 Apr | 1520.15 | 31.00 | - | 0 | 0 | 0 | |
| 24 Apr | 1485.75 | 31.00 | - | 0 | 0 | 0 | |
| 23 Apr | 1484.65 | 31.00 | - | 0 | 0 | 0 | |
| 22 Apr | 1540.10 | 31.00 | - | 0 | 0 | 0 | |
| 19 Apr | 1522.80 | 31.00 | - | 0 | 0 | 0 | |
| 18 Apr | 1516.40 | 31.00 | - | 0 | 0 | 0 | |
| 16 Apr | 1537.55 | 31.00 | - | 0 | 0 | 0 | |
| 15 Apr | 1540.05 | 31.00 | - | 0 | 0 | 0 | |
For SUN PHARMACEUTICAL IND L - strike price 1570 expiring on 30MAY2024
Delta for 1570 PE is -
Historical price for 1570 PE is as follows
On 21 May SUNPHARMA was trading at 1540.95. The strike last trading price was 57.50, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 40250
On 18 May SUNPHARMA was trading at 1531.90. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 35350
On 17 May SUNPHARMA was trading at 1531.40. The strike last trading price was 49.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 32900
On 16 May SUNPHARMA was trading at 1536.30. The strike last trading price was 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 26600
On 15 May SUNPHARMA was trading at 1527.40. The strike last trading price was 50.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 24850
On 14 May SUNPHARMA was trading at 1545.25. The strike last trading price was 40.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 26950
On 13 May SUNPHARMA was trading at 1525.05. The strike last trading price was 49.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 25200
On 10 May SUNPHARMA was trading at 1506.55. The strike last trading price was 64.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 18550
On 9 May SUNPHARMA was trading at 1494.65. The strike last trading price was 73.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 18200
On 8 May SUNPHARMA was trading at 1521.75. The strike last trading price was 54.90, 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 7 May SUNPHARMA was trading at 1515.35. The strike last trading price was 62.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 14350
On 6 May SUNPHARMA was trading at 1529.15. The strike last trading price was 52.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 5250
On 3 May SUNPHARMA was trading at 1511.15. The strike last trading price was 67.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 3850
On 2 May SUNPHARMA was trading at 1519.00. The strike last trading price was 69.30, 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 30 Apr SUNPHARMA was trading at 1502.10. The strike last trading price was 69.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 2800
On 29 Apr SUNPHARMA was trading at 1521.60. The strike last trading price was 59.65, 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 26 Apr SUNPHARMA was trading at 1506.55. The strike last trading price was 69.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 25 Apr SUNPHARMA was trading at 1520.15. The strike last trading price was 31.00, 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 24 Apr SUNPHARMA was trading at 1485.75. The strike last trading price was 31.00, 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 23 Apr SUNPHARMA was trading at 1484.65. The strike last trading price was 31.00, 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 22 Apr SUNPHARMA was trading at 1540.10. The strike last trading price was 31.00, 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 19 Apr SUNPHARMA was trading at 1522.80. The strike last trading price was 31.00, 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 18 Apr SUNPHARMA was trading at 1516.40. The strike last trading price was 31.00, 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 16 Apr SUNPHARMA was trading at 1537.55. The strike last trading price was 31.00, 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 15 Apr SUNPHARMA was trading at 1540.05. The strike last trading price was 31.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0