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Related Pages for SUNPHARMA
[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L
1800.05 -8.50 (-0.47%)

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Historical option data for SUNPHARMA

03 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SUNPHARMA 26DEC2024 1640 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 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: -0.05
Vega: 0.47
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.05

Historical price for 1640 PE is as follows

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