SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 1768.20 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1800.85 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1809.60 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 300.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1803.60 | 300.8 | 300.80 | - | 0 | 0 | 0 | |||
| 4 Nov | 1808.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1858.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1848.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1852.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1871.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1902.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is -
Historical price for 1620 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 300.8, 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 300.8, 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 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 300.8, 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 300.8, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 300.8, 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 300.8, 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 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 300.8, 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 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 300.8, which was 300.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 0, 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 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 0, 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 Oct SUNPHARMA was trading at 1848.90. 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 which decreased total open position to
On 30 Oct SUNPHARMA was trading at 1852.10. 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 which decreased total open position to
On 29 Oct SUNPHARMA was trading at 1871.60. 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 which decreased total open position to
On 28 Oct SUNPHARMA was trading at 1902.90. 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 which decreased total open position to
On 25 Oct SUNPHARMA was trading at 1860.40. 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 which decreased total open position to
On 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.30
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 1.6 | 0.00 | 27.49 | 13 | -2 | 53 |
| 13 Nov | 1779.00 | 1.6 | 0.55 | 27.79 | 21 | 11 | 56 |
| 12 Nov | 1800.85 | 1.05 | -0.40 | 27.08 | 6 | 1 | 47 |
| 11 Nov | 1794.60 | 1.45 | -0.25 | 27.45 | 14 | -4 | 46 |
| 8 Nov | 1809.60 | 1.7 | -1.20 | 27.46 | 26 | 13 | 54 |
| 7 Nov | 1790.95 | 2.9 | 1.05 | 28.26 | 71 | 13 | 39 |
| 6 Nov | 1827.45 | 1.85 | -2.10 | 29.21 | 63 | -13 | 24 |
| 5 Nov | 1803.60 | 3.95 | 3.95 | 30.25 | 76 | 40 | 40 |
| 4 Nov | 1808.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1858.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1848.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1852.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1871.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1902.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1860.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -0.04
Historical price for 1620 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 27.49, the open interest changed by -2 which decreased total open position to 53
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 27.79, the open interest changed by 11 which increased total open position to 56
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 47
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 27.45, the open interest changed by -4 which decreased total open position to 46
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 1.7, which was -1.20 lower than the previous day. The implied volatity was 27.46, the open interest changed by 13 which increased total open position to 54
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 2.9, which was 1.05 higher than the previous day. The implied volatity was 28.26, the open interest changed by 13 which increased total open position to 39
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 1.85, which was -2.10 lower than the previous day. The implied volatity was 29.21, the open interest changed by -13 which decreased total open position to 24
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 3.95, which was 3.95 higher than the previous day. The implied volatity was 30.25, the open interest changed by 40 which increased total open position to 40
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 0, 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 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 0, 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 Oct SUNPHARMA was trading at 1848.90. 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 which decreased total open position to
On 30 Oct SUNPHARMA was trading at 1852.10. 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 which decreased total open position to
On 29 Oct SUNPHARMA was trading at 1871.60. 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 which decreased total open position to
On 28 Oct SUNPHARMA was trading at 1902.90. 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 which decreased total open position to
On 25 Oct SUNPHARMA was trading at 1860.40. 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 which decreased total open position to
On 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
