SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
11 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.96
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1687.55 | 87.85 | 24.2 | 32.91 | 38 | 4 | 174 | |||
| 9 Apr | 1652.20 | 65.9 | -20.95 | 33.38 | 118 | 31 | 170 | |||
| 8 Apr | 1688.35 | 89.95 | 14.4 | 28.36 | 12 | 2 | 139 | |||
| 7 Apr | 1666.35 | 75 | -28.7 | 23.40 | 4 | 0 | 138 | |||
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| 4 Apr | 1709.35 | 103.7 | -7.4 | 26.27 | 86 | 27 | 139 | |||
| 3 Apr | 1770.00 | 112.05 | 0.95 | 0.00 | 0 | 25 | 0 | |||
| 2 Apr | 1713.65 | 112.05 | 18.35 | 25.14 | 42 | 25 | 112 | |||
| 1 Apr | 1698.35 | 93.7 | -36.6 | 19.05 | 60 | 27 | 86 | |||
| 28 Mar | 1734.70 | 130.3 | 5.25 | 21.32 | 108 | 24 | 59 | |||
| 27 Mar | 1731.45 | 125.05 | -37.95 | - | 5 | 2 | 33 | |||
| 26 Mar | 1758.95 | 163 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 1764.75 | 163 | -12 | 28.22 | 1 | 0 | 30 | |||
| 24 Mar | 1784.80 | 175 | 7 | - | 1 | 0 | 30 | |||
| 21 Mar | 1784.50 | 168 | 97.7 | - | 1 | 0 | 29 | |||
| 20 Mar | 1750.25 | 70.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 1732.35 | 70.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 1747.80 | 70.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 1704.30 | 70.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1683.45 | 70.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1676.85 | 70.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1655.30 | 70.3 | 19.4 | 17.26 | 4 | 0 | 29 | |||
| 10 Mar | 1611.50 | 50.9 | 1.15 | 20.38 | 1 | 3 | 29 | |||
| 7 Mar | 1609.30 | 49.6 | -35.35 | 19.58 | 41 | 26 | 26 | |||
| 6 Mar | 1614.00 | 84.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1585.10 | 84.95 | 0 | 0.73 | 0 | 0 | 0 | |||
| 28 Feb | 1593.25 | 84.95 | 0 | 0.29 | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 24APR2025
Delta for 1620 CE is 0.77
Historical price for 1620 CE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 87.85, which was 24.2 higher than the previous day. The implied volatity was 32.91, the open interest changed by 4 which increased total open position to 174
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 65.9, which was -20.95 lower than the previous day. The implied volatity was 33.38, the open interest changed by 31 which increased total open position to 170
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 89.95, which was 14.4 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 139
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 75, which was -28.7 lower than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 138
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 103.7, which was -7.4 lower than the previous day. The implied volatity was 26.27, the open interest changed by 27 which increased total open position to 139
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 112.05, which was 0.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 112.05, which was 18.35 higher than the previous day. The implied volatity was 25.14, the open interest changed by 25 which increased total open position to 112
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 93.7, which was -36.6 lower than the previous day. The implied volatity was 19.05, the open interest changed by 27 which increased total open position to 86
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 130.3, which was 5.25 higher than the previous day. The implied volatity was 21.32, the open interest changed by 24 which increased total open position to 59
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 125.05, which was -37.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 33
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 163, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 163, which was -12 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 30
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 175, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 168, which was 97.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 70.3, which was 0 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 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 70.3, which was 0 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 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 70.3, which was 0 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 Mar SUNPHARMA was trading at 1704.30. The strike last trading price was 70.3, which was 0 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 Mar SUNPHARMA was trading at 1683.45. The strike last trading price was 70.3, which was 0 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 Mar SUNPHARMA was trading at 1676.85. The strike last trading price was 70.3, which was 0 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 Mar SUNPHARMA was trading at 1655.30. The strike last trading price was 70.3, which was 19.4 higher than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 29
On 10 Mar SUNPHARMA was trading at 1611.50. The strike last trading price was 50.9, which was 1.15 higher than the previous day. The implied volatity was 20.38, the open interest changed by 3 which increased total open position to 29
On 7 Mar SUNPHARMA was trading at 1609.30. The strike last trading price was 49.6, which was -35.35 lower than the previous day. The implied volatity was 19.58, the open interest changed by 26 which increased total open position to 26
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 84.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SUNPHARMA was trading at 1585.10. The strike last trading price was 84.95, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SUNPHARMA was trading at 1593.25. The strike last trading price was 84.95, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 24APR2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.97
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1687.55 | 14.6 | -13.8 | 33.33 | 1,392 | -46 | 454 |
| 9 Apr | 1652.20 | 28.5 | 12.65 | 34.18 | 1,179 | 2 | 498 |
| 8 Apr | 1688.35 | 14.5 | -10.25 | 30.92 | 765 | 66 | 495 |
| 7 Apr | 1666.35 | 22.5 | 9.95 | 33.95 | 1,195 | -113 | 437 |
| 4 Apr | 1709.35 | 11.4 | 7.25 | 27.77 | 4,313 | 260 | 566 |
| 3 Apr | 1770.00 | 4.15 | -7.7 | 28.30 | 1,552 | -108 | 309 |
| 2 Apr | 1713.65 | 12 | -0.9 | 28.64 | 1,124 | 183 | 417 |
| 1 Apr | 1698.35 | 14.55 | 5.35 | 27.68 | 1,268 | 84 | 236 |
| 28 Mar | 1734.70 | 9.55 | 0.2 | 26.85 | 331 | 56 | 152 |
| 27 Mar | 1731.45 | 9.4 | 2.5 | 25.78 | 263 | 67 | 96 |
| 26 Mar | 1758.95 | 6.9 | 1.55 | 25.42 | 55 | 22 | 24 |
| 25 Mar | 1764.75 | 5.35 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1784.80 | 5.35 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Mar | 1784.50 | 5.35 | -3.15 | 26.18 | 1 | 0 | 1 |
| 20 Mar | 1750.25 | 8.5 | 0 | 25.00 | 1 | 0 | 2 |
| 19 Mar | 1732.35 | 8.5 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Mar | 1747.80 | 8.5 | -35.5 | 24.26 | 1 | 0 | 1 |
| 17 Mar | 1704.30 | 44 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 1683.45 | 44 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1676.85 | 44 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1655.30 | 44 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1611.50 | 44 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 1609.30 | 44 | 4.3 | 20.79 | 1 | 0 | 0 |
| 6 Mar | 1614.00 | 39.7 | 0 | 0.88 | 0 | 0 | 0 |
| 3 Mar | 1585.10 | 39.7 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1593.25 | 39.7 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 24APR2025
Delta for 1620 PE is -0.23
Historical price for 1620 PE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 14.6, which was -13.8 lower than the previous day. The implied volatity was 33.33, the open interest changed by -46 which decreased total open position to 454
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 28.5, which was 12.65 higher than the previous day. The implied volatity was 34.18, the open interest changed by 2 which increased total open position to 498
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 14.5, which was -10.25 lower than the previous day. The implied volatity was 30.92, the open interest changed by 66 which increased total open position to 495
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 22.5, which was 9.95 higher than the previous day. The implied volatity was 33.95, the open interest changed by -113 which decreased total open position to 437
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 11.4, which was 7.25 higher than the previous day. The implied volatity was 27.77, the open interest changed by 260 which increased total open position to 566
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 4.15, which was -7.7 lower than the previous day. The implied volatity was 28.30, the open interest changed by -108 which decreased total open position to 309
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 12, which was -0.9 lower than the previous day. The implied volatity was 28.64, the open interest changed by 183 which increased total open position to 417
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 14.55, which was 5.35 higher than the previous day. The implied volatity was 27.68, the open interest changed by 84 which increased total open position to 236
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 9.55, which was 0.2 higher than the previous day. The implied volatity was 26.85, the open interest changed by 56 which increased total open position to 152
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 9.4, which was 2.5 higher than the previous day. The implied volatity was 25.78, the open interest changed by 67 which increased total open position to 96
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 6.9, which was 1.55 higher than the previous day. The implied volatity was 25.42, the open interest changed by 22 which increased total open position to 24
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 5.35, which was 0 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 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 5.35, which was -3.15 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 2
On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 8.5, which was -35.5 lower than the previous day. The implied volatity was 24.26, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SUNPHARMA was trading at 1704.30. The strike last trading price was 44, which was 0 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 Mar SUNPHARMA was trading at 1683.45. The strike last trading price was 44, which was 0 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 Mar SUNPHARMA was trading at 1676.85. The strike last trading price was 44, which was 0 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 Mar SUNPHARMA was trading at 1655.30. The strike last trading price was 44, which was 0 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 Mar SUNPHARMA was trading at 1611.50. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Mar SUNPHARMA was trading at 1609.30. The strike last trading price was 44, which was 4.3 higher than the previous day. The implied volatity was 20.79, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SUNPHARMA was trading at 1585.10. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SUNPHARMA was trading at 1593.25. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
