SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
11 Mar 2025 12:30 PM IST
| SUNPHARMA 27MAR2025 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 1.38
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 1657.85 | 25.9 | 15.95 | 16.60 | 10,458 | 769 | 1,887 | |||
| 10 Mar | 1611.50 | 10.05 | -1.1 | 18.43 | 3,427 | 323 | 1,118 | |||
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| 7 Mar | 1609.30 | 10.75 | -2 | 17.93 | 1,289 | 49 | 795 | |||
| 6 Mar | 1614.00 | 12.3 | 4.35 | 16.85 | 1,849 | 72 | 765 | |||
| 5 Mar | 1582.45 | 7.35 | -0.2 | 20.00 | 1,494 | -333 | 702 | |||
| 4 Mar | 1566.50 | 7.2 | -5.5 | 21.13 | 1,340 | -139 | 1,038 | |||
| 3 Mar | 1585.10 | 12.55 | -3.6 | 21.87 | 1,652 | 186 | 1,201 | |||
| 28 Feb | 1593.25 | 14.6 | -19.55 | 20.74 | 1,929 | 351 | 1,016 | |||
| 27 Feb | 1647.50 | 31.8 | 8.55 | 18.93 | 1,571 | 14 | 665 | |||
| 26 Feb | 1611.55 | 23 | -13.05 | 20.35 | 1,060 | 357 | 655 | |||
| 25 Feb | 1613.60 | 23 | -13.05 | 20.35 | 1,060 | 361 | 655 | |||
| 24 Feb | 1639.50 | 35.3 | -4.25 | 20.80 | 937 | 211 | 294 | |||
| 21 Feb | 1643.75 | 39.4 | -15.55 | 21.33 | 140 | 65 | 83 | |||
| 20 Feb | 1669.30 | 55.5 | -66.6 | 19.87 | 23 | 19 | 19 | |||
| 19 Feb | 1676.60 | 122.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1701.60 | 122.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1714.20 | 122.1 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1700.50 | 122.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1746.35 | 122.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1752.75 | 122.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1740.60 | 122.1 | 0 | - | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 27MAR2025
Delta for 1660 CE is 0.54
Historical price for 1660 CE is as follows
On 11 Mar SUNPHARMA was trading at 1657.85. The strike last trading price was 25.9, which was 15.95 higher than the previous day. The implied volatity was 16.60, the open interest changed by 769 which increased total open position to 1887
On 10 Mar SUNPHARMA was trading at 1611.50. The strike last trading price was 10.05, which was -1.1 lower than the previous day. The implied volatity was 18.43, the open interest changed by 323 which increased total open position to 1118
On 7 Mar SUNPHARMA was trading at 1609.30. The strike last trading price was 10.75, which was -2 lower than the previous day. The implied volatity was 17.93, the open interest changed by 49 which increased total open position to 795
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 12.3, which was 4.35 higher than the previous day. The implied volatity was 16.85, the open interest changed by 72 which increased total open position to 765
On 5 Mar SUNPHARMA was trading at 1582.45. The strike last trading price was 7.35, which was -0.2 lower than the previous day. The implied volatity was 20.00, the open interest changed by -333 which decreased total open position to 702
On 4 Mar SUNPHARMA was trading at 1566.50. The strike last trading price was 7.2, which was -5.5 lower than the previous day. The implied volatity was 21.13, the open interest changed by -139 which decreased total open position to 1038
On 3 Mar SUNPHARMA was trading at 1585.10. The strike last trading price was 12.55, which was -3.6 lower than the previous day. The implied volatity was 21.87, the open interest changed by 186 which increased total open position to 1201
On 28 Feb SUNPHARMA was trading at 1593.25. The strike last trading price was 14.6, which was -19.55 lower than the previous day. The implied volatity was 20.74, the open interest changed by 351 which increased total open position to 1016
On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 31.8, which was 8.55 higher than the previous day. The implied volatity was 18.93, the open interest changed by 14 which increased total open position to 665
On 26 Feb SUNPHARMA was trading at 1611.55. The strike last trading price was 23, which was -13.05 lower than the previous day. The implied volatity was 20.35, the open interest changed by 357 which increased total open position to 655
On 25 Feb SUNPHARMA was trading at 1613.60. The strike last trading price was 23, which was -13.05 lower than the previous day. The implied volatity was 20.35, the open interest changed by 361 which increased total open position to 655
On 24 Feb SUNPHARMA was trading at 1639.50. The strike last trading price was 35.3, which was -4.25 lower than the previous day. The implied volatity was 20.80, the open interest changed by 211 which increased total open position to 294
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 39.4, which was -15.55 lower than the previous day. The implied volatity was 21.33, the open interest changed by 65 which increased total open position to 83
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 55.5, which was -66.6 lower than the previous day. The implied volatity was 19.87, the open interest changed by 19 which increased total open position to 19
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 122.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 27MAR2025 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 1.38
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 1657.85 | 27.55 | -29.85 | 21.78 | 1,821 | 393 | 658 |
| 10 Mar | 1611.50 | 56.45 | -1.3 | 21.93 | 231 | -1 | 266 |
| 7 Mar | 1609.30 | 57.75 | 3 | 20.35 | 41 | -13 | 267 |
| 6 Mar | 1614.00 | 54.35 | -28.4 | 21.56 | 146 | -73 | 281 |
| 5 Mar | 1582.45 | 84.5 | -11.55 | 22.38 | 55 | -9 | 356 |
| 4 Mar | 1566.50 | 94.05 | 15.5 | 23.34 | 76 | -38 | 365 |
| 3 Mar | 1585.10 | 79.7 | 6.3 | 23.43 | 62 | -12 | 407 |
| 28 Feb | 1593.25 | 76.15 | 35.3 | 23.32 | 364 | 47 | 420 |
| 27 Feb | 1647.50 | 42.8 | -16.85 | 22.06 | 440 | 132 | 373 |
| 26 Feb | 1611.55 | 60.45 | 15.35 | 21.83 | 277 | 20 | 241 |
| 25 Feb | 1613.60 | 60.45 | 15.35 | 21.83 | 277 | 20 | 241 |
| 24 Feb | 1639.50 | 45.85 | 0.25 | 21.56 | 742 | 146 | 222 |
| 21 Feb | 1643.75 | 45.95 | 12 | 21.30 | 113 | 17 | 80 |
| 20 Feb | 1669.30 | 32.9 | 0.8 | 22.01 | 47 | 9 | 63 |
| 19 Feb | 1676.60 | 32.1 | 10.2 | 22.66 | 77 | 20 | 53 |
| 18 Feb | 1701.60 | 21.9 | -0.1 | 21.03 | 1 | 0 | 34 |
| 17 Feb | 1714.20 | 22 | -3.45 | 22.59 | 3 | 2 | 33 |
| 14 Feb | 1700.50 | 27.1 | 10.8 | 23.30 | 15 | 1 | 26 |
| 13 Feb | 1746.35 | 16.3 | -8.25 | 23.05 | 32 | 25 | 25 |
| 5 Feb | 1752.75 | 24.55 | 0 | 4.81 | 0 | 0 | 0 |
| 3 Feb | 1740.60 | 24.55 | 0 | 3.97 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 27MAR2025
Delta for 1660 PE is -0.46
Historical price for 1660 PE is as follows
On 11 Mar SUNPHARMA was trading at 1657.85. The strike last trading price was 27.55, which was -29.85 lower than the previous day. The implied volatity was 21.78, the open interest changed by 393 which increased total open position to 658
On 10 Mar SUNPHARMA was trading at 1611.50. The strike last trading price was 56.45, which was -1.3 lower than the previous day. The implied volatity was 21.93, the open interest changed by -1 which decreased total open position to 266
On 7 Mar SUNPHARMA was trading at 1609.30. The strike last trading price was 57.75, which was 3 higher than the previous day. The implied volatity was 20.35, the open interest changed by -13 which decreased total open position to 267
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 54.35, which was -28.4 lower than the previous day. The implied volatity was 21.56, the open interest changed by -73 which decreased total open position to 281
On 5 Mar SUNPHARMA was trading at 1582.45. The strike last trading price was 84.5, which was -11.55 lower than the previous day. The implied volatity was 22.38, the open interest changed by -9 which decreased total open position to 356
On 4 Mar SUNPHARMA was trading at 1566.50. The strike last trading price was 94.05, which was 15.5 higher than the previous day. The implied volatity was 23.34, the open interest changed by -38 which decreased total open position to 365
On 3 Mar SUNPHARMA was trading at 1585.10. The strike last trading price was 79.7, which was 6.3 higher than the previous day. The implied volatity was 23.43, the open interest changed by -12 which decreased total open position to 407
On 28 Feb SUNPHARMA was trading at 1593.25. The strike last trading price was 76.15, which was 35.3 higher than the previous day. The implied volatity was 23.32, the open interest changed by 47 which increased total open position to 420
On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 42.8, which was -16.85 lower than the previous day. The implied volatity was 22.06, the open interest changed by 132 which increased total open position to 373
On 26 Feb SUNPHARMA was trading at 1611.55. The strike last trading price was 60.45, which was 15.35 higher than the previous day. The implied volatity was 21.83, the open interest changed by 20 which increased total open position to 241
On 25 Feb SUNPHARMA was trading at 1613.60. The strike last trading price was 60.45, which was 15.35 higher than the previous day. The implied volatity was 21.83, the open interest changed by 20 which increased total open position to 241
On 24 Feb SUNPHARMA was trading at 1639.50. The strike last trading price was 45.85, which was 0.25 higher than the previous day. The implied volatity was 21.56, the open interest changed by 146 which increased total open position to 222
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 45.95, which was 12 higher than the previous day. The implied volatity was 21.30, the open interest changed by 17 which increased total open position to 80
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 32.9, which was 0.8 higher than the previous day. The implied volatity was 22.01, the open interest changed by 9 which increased total open position to 63
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 32.1, which was 10.2 higher than the previous day. The implied volatity was 22.66, the open interest changed by 20 which increased total open position to 53
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 21.9, which was -0.1 lower than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 34
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 22, which was -3.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by 2 which increased total open position to 33
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 27.1, which was 10.8 higher than the previous day. The implied volatity was 23.30, the open interest changed by 1 which increased total open position to 26
On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 16.3, which was -8.25 lower than the previous day. The implied volatity was 23.05, the open interest changed by 25 which increased total open position to 25
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 24.55, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 24.55, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
