SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1660 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 | |||
| 20 Dec | 1808.85 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1823.30 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1801.05 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 17 Dec | 1789.05 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1809.80 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1813.45 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1805.45 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1814.00 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1809.95 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1806.65 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1804.85 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1813.45 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1800.20 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1800.05 | 141.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1808.55 | 141.55 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 29 Nov | 1780.90 | 141.55 | 45.50 | 23.14 | 15 | 10 | 11 | |||
| 28 Nov | 1734.25 | 96.05 | -117.70 | 17.30 | 1 | 0 | 0 | |||
| 27 Nov | 1749.45 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 213.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 213.75 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 26DEC2024
Delta for 1660 CE is 0.00
Historical price for 1660 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 141.55, 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 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 141.55, 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 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 141.55, 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 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 141.55, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 141.55, 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 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 141.55, 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 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 141.55, 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 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 141.55, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 141.55, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 141.55, 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 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 141.55, 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 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 141.55, 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 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 141.55, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 141.55, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 141.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 141.55, which was 45.50 higher than the previous day. The implied volatity was 23.14, the open interest changed by 10 which increased total open position to 11
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 96.05, which was -117.70 lower than the previous day. The implied volatity was 17.30, 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 213.75, 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 213.75, 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 213.75, 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 213.75, 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 213.75, 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 213.75, 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 213.75, 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 213.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 26DEC2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 0.25 | -0.10 | 30.00 | 28 | -15 | 205 |
| 19 Dec | 1823.30 | 0.35 | -0.25 | 30.89 | 60 | 4 | 220 |
| 18 Dec | 1801.05 | 0.6 | -0.20 | 27.86 | 29 | -4 | 219 |
| 17 Dec | 1789.05 | 0.8 | -0.10 | 26.82 | 90 | -18 | 223 |
| 16 Dec | 1809.80 | 0.9 | 0.25 | 28.46 | 17 | -7 | 244 |
| 13 Dec | 1813.45 | 0.65 | -0.40 | 24.01 | 91 | 19 | 252 |
| 12 Dec | 1805.45 | 1.05 | -0.40 | 24.22 | 15 | 1 | 234 |
| 11 Dec | 1814.00 | 1.45 | -0.35 | 25.17 | 83 | -34 | 233 |
| 10 Dec | 1809.95 | 1.8 | 0.00 | 25.73 | 79 | -24 | 267 |
| 9 Dec | 1806.65 | 1.8 | -0.15 | 24.78 | 88 | 39 | 291 |
| 6 Dec | 1804.85 | 1.95 | -0.20 | 22.97 | 96 | -23 | 254 |
| 5 Dec | 1813.45 | 2.15 | -0.90 | 23.65 | 510 | 62 | 277 |
| 4 Dec | 1800.20 | 3.05 | -0.05 | 24.06 | 364 | 40 | 214 |
| 3 Dec | 1800.05 | 3.1 | -0.70 | 23.64 | 347 | 3 | 176 |
| 2 Dec | 1808.55 | 3.8 | -2.50 | 24.87 | 316 | -9 | 172 |
| 29 Nov | 1780.90 | 6.3 | -5.65 | 24.27 | 509 | -24 | 181 |
| 28 Nov | 1734.25 | 11.95 | 5.55 | 23.50 | 557 | 203 | 203 |
| 27 Nov | 1749.45 | 6.4 | 0.00 | 5.87 | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 6.4 | 0.00 | 6.47 | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 6.4 | 0.00 | 8.54 | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 6.4 | 0.00 | 8.07 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 6.4 | 0.00 | 6.47 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 6.4 | 0.00 | 6.49 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 6.4 | 0.00 | 6.49 | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 6.4 | 5.26 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 26DEC2024
Delta for 1660 PE is -0.01
Historical price for 1660 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 30.00, the open interest changed by -15 which decreased total open position to 205
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 30.89, the open interest changed by 4 which increased total open position to 220
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 27.86, the open interest changed by -4 which decreased total open position to 219
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 26.82, the open interest changed by -18 which decreased total open position to 223
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 28.46, the open interest changed by -7 which decreased total open position to 244
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 24.01, the open interest changed by 19 which increased total open position to 252
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 24.22, the open interest changed by 1 which increased total open position to 234
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by -34 which decreased total open position to 233
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 25.73, the open interest changed by -24 which decreased total open position to 267
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by 39 which increased total open position to 291
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 1.95, which was -0.20 lower than the previous day. The implied volatity was 22.97, the open interest changed by -23 which decreased total open position to 254
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 23.65, the open interest changed by 62 which increased total open position to 277
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by 40 which increased total open position to 214
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 3.1, which was -0.70 lower than the previous day. The implied volatity was 23.64, the open interest changed by 3 which increased total open position to 176
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 3.8, which was -2.50 lower than the previous day. The implied volatity was 24.87, the open interest changed by -9 which decreased total open position to 172
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 6.3, which was -5.65 lower than the previous day. The implied volatity was 24.27, the open interest changed by -24 which decreased total open position to 181
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 11.95, which was 5.55 higher than the previous day. The implied volatity was 23.50, the open interest changed by 203 which increased total open position to 203
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 5.87, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 8.54, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 8.07, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 6.4, which was lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
