SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1780.00 | 167.5 | -43.50 | - | 8 | -7 | 25 | |||
| 20 Nov | 1777.25 | 211 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 211 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 1747.75 | 211 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1768.20 | 211 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 211 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1800.85 | 211 | -10.05 | 39.52 | 1 | 0 | 32 | |||
| 11 Nov | 1794.60 | 221.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1809.60 | 221.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 221.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 221.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1803.60 | 221.05 | 8.05 | 41.01 | 3 | 0 | 32 | |||
| 4 Nov | 1808.90 | 213 | -47.00 | - | 13 | -4 | 33 | |||
| 1 Nov | 1858.40 | 260 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 31 Oct | 1848.90 | 260 | -10.00 | - | 3 | 1 | 39 | |||
| 30 Oct | 1852.10 | 270 | -4.00 | - | 29 | 17 | 43 | |||
| 29 Oct | 1871.60 | 274 | -27.00 | - | 4 | 2 | 26 | |||
| 28 Oct | 1902.90 | 301 | 38.00 | - | 16 | 22 | 22 | |||
| 25 Oct | 1860.40 | 263 | 0.00 | - | 0 | 8 | 0 | |||
| 24 Oct | 1848.90 | 263 | - | 9 | 7 | 7 | ||||
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 28NOV2024
Delta for 1600 CE is -
Historical price for 1600 CE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 167.5, which was -43.50 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 25
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 211, 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 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 211, 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 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 211, 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 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 211, 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 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 211, 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 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 211, which was -10.05 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 32
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 221.05, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 221.05, 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 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 221.05, 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 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 221.05, 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 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 221.05, which was 8.05 higher than the previous day. The implied volatity was 41.01, the open interest changed by 0 which decreased total open position to 32
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 213, which was -47.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 33
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 260, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 260, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 270, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 274, which was -27.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 301, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 263, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 263, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.11
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 0.6 | -0.45 | 36.15 | 64 | -20 | 399 |
| 20 Nov | 1777.25 | 1.05 | 0.00 | 35.38 | 185 | -14 | 417 |
| 19 Nov | 1777.25 | 1.05 | 0.05 | 35.38 | 185 | -16 | 417 |
| 18 Nov | 1747.75 | 1 | -0.25 | 29.33 | 80 | 20 | 432 |
| 14 Nov | 1768.20 | 1.25 | -0.10 | 29.15 | 21 | -5 | 412 |
| 13 Nov | 1779.00 | 1.35 | 0.35 | 29.73 | 74 | 16 | 418 |
| 12 Nov | 1800.85 | 1 | -0.05 | 29.45 | 33 | -1 | 399 |
| 11 Nov | 1794.60 | 1.05 | -0.05 | 28.48 | 128 | -24 | 399 |
| 8 Nov | 1809.60 | 1.1 | -1.20 | 27.77 | 190 | -60 | 425 |
| 7 Nov | 1790.95 | 2.3 | 0.90 | 29.45 | 299 | 63 | 484 |
| 6 Nov | 1827.45 | 1.4 | -1.80 | 30.06 | 341 | 33 | 425 |
| 5 Nov | 1803.60 | 3.2 | -0.80 | 31.38 | 578 | 14 | 395 |
| 4 Nov | 1808.90 | 4 | 0.25 | 33.16 | 1,597 | 236 | 380 |
| 1 Nov | 1858.40 | 3.75 | -0.65 | 36.01 | 21 | 14 | 145 |
| 31 Oct | 1848.90 | 4.4 | 1.30 | - | 121 | 26 | 125 |
| 30 Oct | 1852.10 | 3.1 | 1.10 | - | 182 | 53 | 100 |
| 29 Oct | 1871.60 | 2 | -0.45 | - | 31 | 11 | 49 |
| 28 Oct | 1902.90 | 2.45 | -1.55 | - | 63 | 28 | 32 |
| 25 Oct | 1860.40 | 4 | 1.00 | - | 1 | 0 | 4 |
| 24 Oct | 1848.90 | 3 | - | 5 | 4 | 4 | |
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 28NOV2024
Delta for 1600 PE is -0.02
Historical price for 1600 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 36.15, the open interest changed by -20 which decreased total open position to 399
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 35.38, the open interest changed by -14 which decreased total open position to 417
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 35.38, the open interest changed by -16 which decreased total open position to 417
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 29.33, the open interest changed by 20 which increased total open position to 432
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 29.15, the open interest changed by -5 which decreased total open position to 412
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 29.73, the open interest changed by 16 which increased total open position to 418
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by -1 which decreased total open position to 399
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 28.48, the open interest changed by -24 which decreased total open position to 399
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was 27.77, the open interest changed by -60 which decreased total open position to 425
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 2.3, which was 0.90 higher than the previous day. The implied volatity was 29.45, the open interest changed by 63 which increased total open position to 484
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 1.4, which was -1.80 lower than the previous day. The implied volatity was 30.06, the open interest changed by 33 which increased total open position to 425
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 3.2, which was -0.80 lower than the previous day. The implied volatity was 31.38, the open interest changed by 14 which increased total open position to 395
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 33.16, the open interest changed by 236 which increased total open position to 380
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 3.75, which was -0.65 lower than the previous day. The implied volatity was 36.01, the open interest changed by 14 which increased total open position to 145
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 4.4, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 3.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 4, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
