SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
02 Jan 2025 04:10 PM IST
| SUNPHARMA 30JAN2025 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1878.00 | 234 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Jan | 1889.95 | 234 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 1886.35 | 234 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 1883.90 | 234 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Dec | 1861.25 | 234 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Dec | 1841.35 | 234 | 5.00 | - | 3 | 2 | 25 | |||
| 24 Dec | 1819.00 | 229 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 23 Dec | 1814.60 | 229 | -5.00 | - | 14 | 13 | 22 | |||
| 20 Dec | 1808.85 | 234 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 19 Dec | 1823.30 | 234 | 234.00 | - | 9 | 6 | 6 | |||
| 28 Nov | 1734.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 27 Nov | 1749.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1768.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 30JAN2025
Delta for 1600 CE is 0.00
Historical price for 1600 CE is as follows
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 234, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 25
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 229, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 229, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 22
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 234, which was 234.00 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 0, 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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 30JAN2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.12
Theta: -0.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1878.00 | 0.4 | -0.15 | 25.60 | 10 | -3 | 155 |
| 1 Jan | 1889.95 | 0.55 | -0.15 | 27.68 | 19 | -4 | 158 |
| 31 Dec | 1886.35 | 0.7 | -0.10 | 27.87 | 33 | -4 | 162 |
| 30 Dec | 1883.90 | 0.8 | 0.05 | 26.63 | 19 | -2 | 166 |
| 27 Dec | 1861.25 | 0.75 | -1.10 | 24.84 | 190 | 101 | 168 |
| 26 Dec | 1841.35 | 1.85 | -0.15 | 26.76 | 50 | 15 | 53 |
| 24 Dec | 1819.00 | 2 | -1.05 | 24.32 | 33 | 20 | 39 |
| 23 Dec | 1814.60 | 3.05 | 0.05 | 26.00 | 11 | 3 | 16 |
| 20 Dec | 1808.85 | 3 | 0.90 | 24.59 | 14 | 5 | 13 |
| 19 Dec | 1823.30 | 2.1 | -4.30 | 23.53 | 11 | 8 | 8 |
| 28 Nov | 1734.25 | 6.4 | 0.00 | 6.10 | 0 | 0 | 0 |
| 27 Nov | 1749.45 | 6.4 | 0.00 | 6.50 | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 6.4 | 0.00 | 6.84 | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 6.4 | 0.00 | 8.57 | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 6.4 | 0.00 | 7.67 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 6.4 | 0.00 | 7.17 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 6.4 | 0.00 | 7.12 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 6.4 | 0.00 | 7.12 | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 6.4 | 6.40 | 6.13 | 0 | 0 | 0 |
| 14 Nov | 1768.20 | 0 | 0.00 | 6.54 | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 0 | 0.00 | 6.90 | 0 | 0 | 0 |
| 11 Nov | 1794.60 | 0 | 0.00 | 7.30 | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 0 | 6.94 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 30JAN2025
Delta for 1600 PE is -0.01
Historical price for 1600 PE is as follows
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 25.60, the open interest changed by -3 which decreased total open position to 155
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 27.68, the open interest changed by -4 which decreased total open position to 158
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 27.87, the open interest changed by -4 which decreased total open position to 162
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 26.63, the open interest changed by -2 which decreased total open position to 166
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 0.75, which was -1.10 lower than the previous day. The implied volatity was 24.84, the open interest changed by 101 which increased total open position to 168
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 26.76, the open interest changed by 15 which increased total open position to 53
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 20 which increased total open position to 39
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 26.00, the open interest changed by 3 which increased total open position to 16
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 3, which was 0.90 higher than the previous day. The implied volatity was 24.59, the open interest changed by 5 which increased total open position to 13
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 2.1, which was -4.30 lower than the previous day. The implied volatity was 23.53, the open interest changed by 8 which increased total open position to 8
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 8.57, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 6.4, which was 6.40 higher than the previous day. The implied volatity was 6.13, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.30, 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 0, which was lower than the previous day. The implied volatity was 6.94, the open interest changed by 0 which decreased total open position to 0
