SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1823.30 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1801.05 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1789.05 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1809.80 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1813.45 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Dec | 1805.45 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1814.00 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1809.95 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1806.65 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1804.85 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1813.45 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1800.20 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1800.05 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1808.55 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1780.90 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1734.25 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1749.45 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 294.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 294.2 | 294.20 | - | 0 | 0 | 0 | |||
| 23 Oct | 1839.35 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 26DEC2024
Delta for 1640 CE is -
Historical price for 1640 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 294.2, 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 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 294.2, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 294.2, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 294.2, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 294.2, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 294.2, 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 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 294.2, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, 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 294.2, which was 294.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct SUNPHARMA was trading at 1839.35. 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 26DEC2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.05
Theta: -0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 0.2 | -0.05 | 32.68 | 17 | 0 | 176 |
| 19 Dec | 1823.30 | 0.25 | -0.15 | 32.85 | 8 | 0 | 176 |
| 18 Dec | 1801.05 | 0.4 | -0.20 | 29.50 | 23 | 3 | 179 |
| 17 Dec | 1789.05 | 0.6 | 0.05 | 28.85 | 10 | 0 | 176 |
| 16 Dec | 1809.80 | 0.55 | 0.00 | 29.33 | 18 | -8 | 176 |
| 13 Dec | 1813.45 | 0.55 | -0.25 | 26.54 | 58 | 32 | 184 |
| 12 Dec | 1805.45 | 0.8 | -0.30 | 25.80 | 70 | -7 | 155 |
| 11 Dec | 1814.00 | 1.1 | -0.10 | 26.63 | 60 | -21 | 164 |
| 10 Dec | 1809.95 | 1.2 | -0.05 | 26.47 | 16 | 4 | 187 |
| 9 Dec | 1806.65 | 1.25 | -0.15 | 25.69 | 18 | 0 | 183 |
| 6 Dec | 1804.85 | 1.4 | -0.45 | 23.94 | 259 | 35 | 183 |
| 5 Dec | 1813.45 | 1.85 | -0.70 | 25.37 | 236 | 7 | 153 |
| 4 Dec | 1800.20 | 2.55 | 0.15 | 25.62 | 121 | -21 | 145 |
| 3 Dec | 1800.05 | 2.4 | -0.70 | 24.76 | 234 | 78 | 163 |
| 2 Dec | 1808.55 | 3.1 | -1.85 | 26.17 | 163 | 21 | 86 |
| 29 Nov | 1780.90 | 4.95 | -4.35 | 25.24 | 156 | 52 | 62 |
| 28 Nov | 1734.25 | 9.3 | 3.10 | 24.33 | 128 | 12 | 12 |
| 27 Nov | 1749.45 | 6.2 | 0.00 | 7.00 | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 6.2 | 0.00 | 7.76 | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 6.2 | 0.00 | 9.47 | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 6.2 | 0.00 | 8.95 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 6.2 | 0.00 | 7.86 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 6.2 | 0.00 | 7.42 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 6.2 | 0.00 | 7.42 | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 6.2 | 6.20 | 6.21 | 0 | 0 | 0 |
| 23 Oct | 1839.35 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 26DEC2024
Delta for 1640 PE is -0.01
Historical price for 1640 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 176
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 176
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 29.50, the open interest changed by 3 which increased total open position to 179
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 176
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 29.33, the open interest changed by -8 which decreased total open position to 176
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 26.54, the open interest changed by 32 which increased total open position to 184
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 25.80, the open interest changed by -7 which decreased total open position to 155
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 26.63, the open interest changed by -21 which decreased total open position to 164
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by 4 which increased total open position to 187
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 183
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 23.94, the open interest changed by 35 which increased total open position to 183
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 1.85, which was -0.70 lower than the previous day. The implied volatity was 25.37, the open interest changed by 7 which increased total open position to 153
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 2.55, which was 0.15 higher than the previous day. The implied volatity was 25.62, the open interest changed by -21 which decreased total open position to 145
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 24.76, the open interest changed by 78 which increased total open position to 163
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 3.1, which was -1.85 lower than the previous day. The implied volatity was 26.17, the open interest changed by 21 which increased total open position to 86
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 4.95, which was -4.35 lower than the previous day. The implied volatity was 25.24, the open interest changed by 52 which increased total open position to 62
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 9.3, which was 3.10 higher than the previous day. The implied volatity was 24.33, the open interest changed by 12 which increased total open position to 12
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 7.00, 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 6.2, which was 0.00 lower than the previous day. The implied volatity was 7.76, 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 6.2, which was 0.00 lower than the previous day. The implied volatity was 9.47, 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 6.2, which was 0.00 lower than the previous day. The implied volatity was 8.95, 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 6.2, which was 0.00 lower than the previous day. The implied volatity was 7.86, 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 6.2, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 6.2, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 6.2, which was 6.20 higher than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0
On 23 Oct SUNPHARMA was trading at 1839.35. 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
