SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 202.2 | -22.80 | - | 1 | 0 | 20 | |||
| 19 Dec | 1823.30 | 225 | 14.65 | 44.66 | 11 | -4 | 24 | |||
| 18 Dec | 1801.05 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1789.05 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1809.80 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1813.45 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 1805.45 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1814.00 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1809.95 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1806.65 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1804.85 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1813.45 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1800.20 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1800.05 | 210.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1808.55 | 210.35 | 68.35 | - | 8 | 0 | 28 | |||
| 29 Nov | 1780.90 | 142 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 28 Nov | 1734.25 | 142 | -30.65 | - | 4 | 1 | 25 | |||
| 27 Nov | 1749.45 | 172.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 172.65 | -29.35 | - | 5 | 0 | 24 | |||
| 25 Nov | 1798.90 | 202 | 9.10 | - | 11 | 14 | 22 | |||
| 22 Nov | 1795.30 | 192.9 | 15.90 | - | 5 | 4 | 12 | |||
| 21 Nov | 1780.00 | 177 | -153.90 | - | 8 | 7 | 7 | |||
| 20 Nov | 1777.25 | 330.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 330.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 330.9 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 26DEC2024
Delta for 1600 CE is -
Historical price for 1600 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 202.2, which was -22.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 225, which was 14.65 higher than the previous day. The implied volatity was 44.66, the open interest changed by -4 which decreased total open position to 24
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 210.35, 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 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 210.35, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 210.35, 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 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 210.35, 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 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 210.35, 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 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 210.35, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 210.35, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 210.35, 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 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 210.35, 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 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 210.35, 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 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 210.35, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 210.35, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 210.35, which was 68.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 142, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 142, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 25
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 172.65, 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 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 172.65, which was -29.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 202, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 22
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 192.9, which was 15.90 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 177, which was -153.90 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 330.9, 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 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 330.9, 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 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 330.9, 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 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 0.2 | -0.10 | 39.72 | 10 | -5 | 384 |
| 19 Dec | 1823.30 | 0.3 | -0.15 | 40.38 | 37 | -14 | 390 |
| 18 Dec | 1801.05 | 0.45 | -0.05 | 36.67 | 25 | 1 | 395 |
| 17 Dec | 1789.05 | 0.5 | -0.05 | 34.46 | 42 | 1 | 395 |
| 16 Dec | 1809.80 | 0.55 | 0.05 | 35.39 | 9 | -2 | 393 |
| 13 Dec | 1813.45 | 0.5 | -0.30 | 31.42 | 89 | -19 | 398 |
| 12 Dec | 1805.45 | 0.8 | 0.00 | 31.17 | 37 | -14 | 405 |
| 11 Dec | 1814.00 | 0.8 | -0.05 | 30.43 | 56 | 12 | 420 |
| 10 Dec | 1809.95 | 0.85 | -0.15 | 30.01 | 5 | -1 | 409 |
| 9 Dec | 1806.65 | 1 | 0.00 | 29.82 | 19 | -3 | 410 |
| 6 Dec | 1804.85 | 1 | -0.10 | 27.18 | 71 | -14 | 414 |
| 5 Dec | 1813.45 | 1.1 | -0.50 | 27.62 | 217 | 3 | 428 |
| 4 Dec | 1800.20 | 1.6 | 0.00 | 28.02 | 121 | -51 | 424 |
| 3 Dec | 1800.05 | 1.6 | -0.50 | 27.42 | 524 | -10 | 475 |
| 2 Dec | 1808.55 | 2.1 | -1.20 | 28.74 | 580 | -56 | 491 |
| 29 Nov | 1780.90 | 3.3 | -3.05 | 27.58 | 1,693 | 181 | 549 |
| 28 Nov | 1734.25 | 6.35 | 0.15 | 26.90 | 2,358 | 123 | 364 |
| 27 Nov | 1749.45 | 6.2 | 0.45 | 27.39 | 1,584 | 93 | 241 |
| 26 Nov | 1761.60 | 5.75 | 1.15 | 27.77 | 614 | 87 | 153 |
| 25 Nov | 1798.90 | 4.6 | -0.35 | 30.52 | 103 | 24 | 66 |
| 22 Nov | 1795.30 | 4.95 | 0.50 | 29.38 | 18 | 7 | 49 |
| 21 Nov | 1780.00 | 4.45 | -2.50 | 25.06 | 26 | 16 | 42 |
| 20 Nov | 1777.25 | 6.95 | 0.00 | 27.72 | 21 | 11 | 16 |
| 19 Nov | 1777.25 | 6.95 | 2.00 | 27.72 | 21 | 1 | 16 |
| 18 Nov | 1747.75 | 4.95 | 22.49 | 5 | 0 | 15 | |
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 26DEC2024
Delta for 1600 PE is -0.01
Historical price for 1600 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 39.72, the open interest changed by -5 which decreased total open position to 384
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 40.38, the open interest changed by -14 which decreased total open position to 390
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 36.67, the open interest changed by 1 which increased total open position to 395
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by 1 which increased total open position to 395
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 35.39, the open interest changed by -2 which decreased total open position to 393
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 31.42, the open interest changed by -19 which decreased total open position to 398
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 31.17, the open interest changed by -14 which decreased total open position to 405
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 12 which increased total open position to 420
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 30.01, the open interest changed by -1 which decreased total open position to 409
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by -3 which decreased total open position to 410
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 27.18, the open interest changed by -14 which decreased total open position to 414
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 27.62, the open interest changed by 3 which increased total open position to 428
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 28.02, the open interest changed by -51 which decreased total open position to 424
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 27.42, the open interest changed by -10 which decreased total open position to 475
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 2.1, which was -1.20 lower than the previous day. The implied volatity was 28.74, the open interest changed by -56 which decreased total open position to 491
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 3.3, which was -3.05 lower than the previous day. The implied volatity was 27.58, the open interest changed by 181 which increased total open position to 549
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 6.35, which was 0.15 higher than the previous day. The implied volatity was 26.90, the open interest changed by 123 which increased total open position to 364
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 6.2, which was 0.45 higher than the previous day. The implied volatity was 27.39, the open interest changed by 93 which increased total open position to 241
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 5.75, which was 1.15 higher than the previous day. The implied volatity was 27.77, the open interest changed by 87 which increased total open position to 153
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 4.6, which was -0.35 lower than the previous day. The implied volatity was 30.52, the open interest changed by 24 which increased total open position to 66
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 4.95, which was 0.50 higher than the previous day. The implied volatity was 29.38, the open interest changed by 7 which increased total open position to 49
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 4.45, which was -2.50 lower than the previous day. The implied volatity was 25.06, the open interest changed by 16 which increased total open position to 42
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 11 which increased total open position to 16
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 6.95, which was 2.00 higher than the previous day. The implied volatity was 27.72, the open interest changed by 1 which increased total open position to 16
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 15
