SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
03 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1800.05 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1808.55 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1780.90 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1734.25 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1749.45 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 1777.25 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 250.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 250.3 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 26DEC2024
Delta for 1620 CE is -
Historical price for 1620 CE is as follows
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 250.3, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 250.3, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 250.3, 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 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 250.3, 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 250.3, 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 250.3, 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 250.3, 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 250.3, 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 250.3, 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 250.3, 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 250.3, 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 250.3, 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 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.40
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1800.05 | 2.05 | -0.40 | 26.34 | 45 | -3 | 88 |
| 2 Dec | 1808.55 | 2.45 | -1.70 | 27.25 | 143 | 28 | 92 |
| 29 Nov | 1780.90 | 4.15 | -3.35 | 26.59 | 190 | 48 | 67 |
| 28 Nov | 1734.25 | 7.5 | 4.10 | 25.45 | 82 | 18 | 18 |
| 27 Nov | 1749.45 | 3.4 | 0.00 | 8.04 | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 3.4 | 0.00 | 8.33 | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 3.4 | 0.00 | 9.90 | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 3.4 | 0.00 | 9.71 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 3.4 | 0.00 | 8.78 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 3.4 | 0.00 | 8.34 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 3.4 | 0.00 | 8.34 | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 3.4 | 7.14 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 26DEC2024
Delta for 1620 PE is -0.04
Historical price for 1620 PE is as follows
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 2.05, which was -0.40 lower than the previous day. The implied volatity was 26.34, the open interest changed by -3 which decreased total open position to 88
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 2.45, which was -1.70 lower than the previous day. The implied volatity was 27.25, the open interest changed by 28 which increased total open position to 92
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 4.15, which was -3.35 lower than the previous day. The implied volatity was 26.59, the open interest changed by 48 which increased total open position to 67
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 7.5, which was 4.10 higher than the previous day. The implied volatity was 25.45, the open interest changed by 18 which increased total open position to 18
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 8.04, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 9.90, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 9.71, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 8.78, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 8.34, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 8.34, 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 3.4, which was lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0
