SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.57
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1780.00 | 123.3 | -8.05 | 47.74 | 3 | 0 | 14 | |||
| 20 Nov | 1777.25 | 131.35 | 0.00 | 48.87 | 9 | 5 | 16 | |||
| 19 Nov | 1777.25 | 131.35 | 35.15 | 48.87 | 9 | 7 | 16 | |||
| 18 Nov | 1747.75 | 96.2 | -61.20 | 28.98 | 3 | 0 | 9 | |||
| 14 Nov | 1768.20 | 157.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 1779.00 | 157.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1800.85 | 157.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 157.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1809.60 | 157.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 157.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 157.4 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Nov | 1803.60 | 157.4 | -4.80 | 27.21 | 2 | -1 | 10 | |||
| 4 Nov | 1808.90 | 162.2 | -89.80 | 21.74 | 13 | 10 | 12 | |||
| 1 Nov | 1858.40 | 252 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1848.90 | 252 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1852.10 | 252 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1871.60 | 252 | 0.00 | - | 0 | 2 | 0 | |||
| 28 Oct | 1902.90 | 252 | -11.25 | - | 2 | 0 | 0 | |||
| 25 Oct | 1860.40 | 263.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 263.25 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.85
Historical price for 1660 CE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 123.3, which was -8.05 lower than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 14
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 131.35, which was 0.00 lower than the previous day. The implied volatity was 48.87, the open interest changed by 5 which increased total open position to 16
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 131.35, which was 35.15 higher than the previous day. The implied volatity was 48.87, the open interest changed by 7 which increased total open position to 16
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 96.2, which was -61.20 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 9
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 157.4, 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 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 157.4, 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 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 157.4, 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 157.4, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 157.4, 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 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 157.4, 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 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 157.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 157.4, which was -4.80 lower than the previous day. The implied volatity was 27.21, the open interest changed by -1 which decreased total open position to 10
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 162.2, which was -89.80 lower than the previous day. The implied volatity was 21.74, the open interest changed by 10 which increased total open position to 12
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 252, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 252, 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 252, 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 252, 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 252, which was -11.25 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 263.25, 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 263.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.23
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 1.3 | -0.80 | 28.59 | 338 | -21 | 202 |
| 20 Nov | 1777.25 | 2.1 | 0.00 | 28.64 | 405 | 11 | 224 |
| 19 Nov | 1777.25 | 2.1 | -1.30 | 28.64 | 405 | 12 | 224 |
| 18 Nov | 1747.75 | 3.4 | 0.85 | 25.26 | 327 | 42 | 215 |
| 14 Nov | 1768.20 | 2.55 | -0.30 | 23.77 | 198 | 33 | 173 |
| 13 Nov | 1779.00 | 2.85 | 0.60 | 24.96 | 264 | 33 | 140 |
| 12 Nov | 1800.85 | 2.25 | -0.25 | 25.36 | 107 | 17 | 105 |
| 11 Nov | 1794.60 | 2.5 | -0.40 | 24.79 | 160 | 46 | 92 |
| 8 Nov | 1809.60 | 2.9 | -2.05 | 25.20 | 108 | -12 | 50 |
| 7 Nov | 1790.95 | 4.95 | 1.85 | 26.25 | 189 | 2 | 63 |
| 6 Nov | 1827.45 | 3.1 | -3.40 | 27.27 | 117 | -18 | 63 |
| 5 Nov | 1803.60 | 6.5 | -1.00 | 28.52 | 194 | -21 | 81 |
| 4 Nov | 1808.90 | 7.5 | 3.50 | 30.16 | 1,201 | 96 | 104 |
| 1 Nov | 1858.40 | 4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1848.90 | 4 | 0.00 | - | 3 | 0 | 8 |
| 30 Oct | 1852.10 | 4 | 2.90 | - | 11 | 4 | 6 |
| 29 Oct | 1871.60 | 1.1 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 1902.90 | 1.1 | -3.00 | - | 2 | 0 | 0 |
| 25 Oct | 1860.40 | 4.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 4.1 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -0.04
Historical price for 1660 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 1.3, which was -0.80 lower than the previous day. The implied volatity was 28.59, the open interest changed by -21 which decreased total open position to 202
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by 11 which increased total open position to 224
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 28.64, the open interest changed by 12 which increased total open position to 224
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 3.4, which was 0.85 higher than the previous day. The implied volatity was 25.26, the open interest changed by 42 which increased total open position to 215
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 2.55, which was -0.30 lower than the previous day. The implied volatity was 23.77, the open interest changed by 33 which increased total open position to 173
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 2.85, which was 0.60 higher than the previous day. The implied volatity was 24.96, the open interest changed by 33 which increased total open position to 140
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 25.36, the open interest changed by 17 which increased total open position to 105
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 2.5, which was -0.40 lower than the previous day. The implied volatity was 24.79, the open interest changed by 46 which increased total open position to 92
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 2.9, which was -2.05 lower than the previous day. The implied volatity was 25.20, the open interest changed by -12 which decreased total open position to 50
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 4.95, which was 1.85 higher than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 63
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 3.1, which was -3.40 lower than the previous day. The implied volatity was 27.27, the open interest changed by -18 which decreased total open position to 63
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 6.5, which was -1.00 lower than the previous day. The implied volatity was 28.52, the open interest changed by -21 which decreased total open position to 81
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 7.5, which was 3.50 higher than the previous day. The implied volatity was 30.16, the open interest changed by 96 which increased total open position to 104
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 4, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 4, 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 4, which was 2.90 higher 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 1.1, 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 1.1, which was -3.00 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 4.1, 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 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
