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[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1780 2.75 (0.15%)

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Historical option data for SUNPHARMA

21 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 1640 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 125 0.00 0.00 0 0 0
20 Nov 1777.25 125 0.00 0.00 0 0 0
19 Nov 1777.25 125 0.00 0.00 0 -1 0
18 Nov 1747.75 125 -18.60 46.55 1 0 2
14 Nov 1768.20 143.6 0.00 0.00 0 1 0
13 Nov 1779.00 143.6 -20.40 - 1 0 1
12 Nov 1800.85 164 0.00 0.00 0 0 0
11 Nov 1794.60 164 0.00 0.00 0 1 0
8 Nov 1809.60 164 -42.45 - 1 0 0
7 Nov 1790.95 206.45 0.00 - 0 0 0
6 Nov 1827.45 206.45 0.00 - 0 0 0
5 Nov 1803.60 206.45 0.00 - 0 0 0
4 Nov 1808.90 206.45 0.00 - 0 0 0
1 Nov 1858.40 206.45 0.00 - 0 0 0
31 Oct 1848.90 206.45 0.00 - 0 0 0
30 Oct 1852.10 206.45 0.00 - 0 0 0
29 Oct 1871.60 206.45 0.00 - 0 0 0
28 Oct 1902.90 206.45 0.00 - 0 0 0
25 Oct 1860.40 206.45 0.00 - 0 0 0
24 Oct 1848.90 206.45 206.45 - 0 0 0
18 Sept 1836.00 0 0.00 - 0 0 0
10 Sept 1836.35 0 0.00 - 0 0 0
9 Sept 1821.85 0 0.00 - 0 0 0
6 Sept 1824.55 0 0.00 - 0 0 0
5 Sept 1826.50 0 0.00 - 0 0 0
4 Sept 1832.85 0 0.00 - 0 0 0
3 Sept 1811.50 0 0.00 - 0 0 0
2 Sept 1815.95 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1640 expiring on 28NOV2024

Delta for 1640 CE is 0.00

Historical price for 1640 CE is as follows

On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 125, 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 125, 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 125, 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 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 125, which was -18.60 lower than the previous day. The implied volatity was 46.55, the open interest changed by 0 which decreased total open position to 2


On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 143.6, which was 0.00 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 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 143.6, which was -20.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 164, 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 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 164, which was 0.00 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 164, which was -42.45 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 206.45, 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 206.45, 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 206.45, 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 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 206.45, 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 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 206.45, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 206.45, 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 206.45, 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 206.45, 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 206.45, 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 206.45, 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 206.45, which was 206.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept SUNPHARMA was trading at 1836.00. 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 10 Sept SUNPHARMA was trading at 1836.35. 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 9 Sept SUNPHARMA was trading at 1821.85. 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 6 Sept SUNPHARMA was trading at 1824.55. 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 5 Sept SUNPHARMA was trading at 1826.50. 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 4 Sept SUNPHARMA was trading at 1832.85. 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 3 Sept SUNPHARMA was trading at 1811.50. 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 2 Sept SUNPHARMA was trading at 1815.95. 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 1640 PE
Delta: -0.03
Vega: 0.16
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 0.85 -0.55 30.34 85 9 194
20 Nov 1777.25 1.4 0.00 29.86 389 -43 180
19 Nov 1777.25 1.4 -1.05 29.86 389 -48 180
18 Nov 1747.75 2.45 0.60 27.15 163 9 231
14 Nov 1768.20 1.85 -0.25 25.21 108 34 220
13 Nov 1779.00 2.1 0.40 26.31 316 41 186
12 Nov 1800.85 1.7 -0.30 26.72 135 -14 145
11 Nov 1794.60 2 -0.15 26.40 66 10 158
8 Nov 1809.60 2.15 -1.55 26.17 287 15 156
7 Nov 1790.95 3.7 1.35 27.11 298 16 140
6 Nov 1827.45 2.35 -2.95 28.14 289 1 125
5 Nov 1803.60 5.3 -0.90 29.72 357 -10 127
4 Nov 1808.90 6.2 1.75 31.32 542 126 139
1 Nov 1858.40 4.45 0.50 32.62 3 0 13
31 Oct 1848.90 3.95 0.00 - 0 13 0
30 Oct 1852.10 3.95 -13.85 - 55 13 13
29 Oct 1871.60 17.8 0.00 - 0 0 0
28 Oct 1902.90 17.8 0.00 - 0 0 0
25 Oct 1860.40 17.8 0.00 - 0 0 0
24 Oct 1848.90 17.8 0.00 - 0 0 0
18 Sept 1836.00 17.8 17.80 - 0 0 0
10 Sept 1836.35 0 0.00 - 0 0 0
9 Sept 1821.85 0 0.00 - 0 0 0
6 Sept 1824.55 0 0.00 - 0 0 0
5 Sept 1826.50 0 0.00 - 0 0 0
4 Sept 1832.85 0 0.00 - 0 0 0
3 Sept 1811.50 0 0.00 - 0 0 0
2 Sept 1815.95 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1640 expiring on 28NOV2024

Delta for 1640 PE is -0.03

Historical price for 1640 PE is as follows

On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 30.34, the open interest changed by 9 which increased total open position to 194


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by -43 which decreased total open position to 180


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 1.4, which was -1.05 lower than the previous day. The implied volatity was 29.86, the open interest changed by -48 which decreased total open position to 180


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 2.45, which was 0.60 higher than the previous day. The implied volatity was 27.15, the open interest changed by 9 which increased total open position to 231


On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 25.21, the open interest changed by 34 which increased total open position to 220


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 2.1, which was 0.40 higher than the previous day. The implied volatity was 26.31, the open interest changed by 41 which increased total open position to 186


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 26.72, the open interest changed by -14 which decreased total open position to 145


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 26.40, the open interest changed by 10 which increased total open position to 158


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 2.15, which was -1.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by 15 which increased total open position to 156


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 3.7, which was 1.35 higher than the previous day. The implied volatity was 27.11, the open interest changed by 16 which increased total open position to 140


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 2.35, which was -2.95 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 125


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 5.3, which was -0.90 lower than the previous day. The implied volatity was 29.72, the open interest changed by -10 which decreased total open position to 127


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 6.2, which was 1.75 higher than the previous day. The implied volatity was 31.32, the open interest changed by 126 which increased total open position to 139


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 4.45, which was 0.50 higher than the previous day. The implied volatity was 32.62, the open interest changed by 0 which decreased total open position to 13


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 3.95, 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 3.95, which was -13.85 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 17.8, 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 17.8, 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 17.8, 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 17.8, 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 18 Sept SUNPHARMA was trading at 1836.00. The strike last trading price was 17.8, which was 17.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept SUNPHARMA was trading at 1836.35. 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 9 Sept SUNPHARMA was trading at 1821.85. 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 6 Sept SUNPHARMA was trading at 1824.55. 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 5 Sept SUNPHARMA was trading at 1826.50. 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 4 Sept SUNPHARMA was trading at 1832.85. 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 3 Sept SUNPHARMA was trading at 1811.50. 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 2 Sept SUNPHARMA was trading at 1815.95. 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