SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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: -0.05
Vega: 0.36
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.05
Historical price for 1640 PE is as follows
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
