SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1680 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 | 126 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1823.30 | 126 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1801.05 | 126 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1789.05 | 126 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 16 Dec | 1809.80 | 126 | 15.75 | - | 2 | 0 | 20 | |||
| 13 Dec | 1813.45 | 110.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1805.45 | 110.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1814.00 | 110.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1809.95 | 110.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1806.65 | 110.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1804.85 | 110.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 1813.45 | 110.25 | -16.80 | - | 6 | 2 | 19 | |||
| 4 Dec | 1800.20 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1800.05 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1808.55 | 127.05 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 29 Nov | 1780.90 | 127.05 | 32.05 | 25.65 | 17 | 14 | 16 | |||
| 28 Nov | 1734.25 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1749.45 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 1747.75 | 95 | 95.00 | 18.27 | 2 | 0 | 0 | |||
| 31 Oct | 1848.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1852.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1871.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 1839.35 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 26DEC2024
Delta for 1680 CE is 0.00
Historical price for 1680 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 126, 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 126, 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 126, 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 126, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 126, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 110.25, which was -16.80 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 127.05, 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 127.05, 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 127.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 127.05, which was 32.05 higher than the previous day. The implied volatity was 25.65, the open interest changed by 14 which increased total open position to 16
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 95, 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 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 95, 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 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 95, 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 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 95, 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 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 95, 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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 95, 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 95, 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 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 95, which was 95.00 higher than the previous day. The implied volatity was 18.27, 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 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 30 Oct SUNPHARMA was trading at 1852.10. 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 29 Oct SUNPHARMA was trading at 1871.60. 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 25 Oct SUNPHARMA was trading at 1860.40. 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 24 Oct SUNPHARMA was trading at 1848.90. 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 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.09
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 0.35 | -0.10 | 27.67 | 100 | -24 | 197 |
| 19 Dec | 1823.30 | 0.45 | -0.40 | 28.48 | 119 | 22 | 222 |
| 18 Dec | 1801.05 | 0.85 | -0.35 | 25.88 | 27 | -5 | 201 |
| 17 Dec | 1789.05 | 1.2 | -0.05 | 25.23 | 43 | -16 | 207 |
| 16 Dec | 1809.80 | 1.25 | 0.35 | 26.78 | 58 | -8 | 222 |
| 13 Dec | 1813.45 | 0.9 | -0.60 | 22.50 | 296 | 51 | 231 |
| 12 Dec | 1805.45 | 1.5 | -0.55 | 22.93 | 118 | -42 | 180 |
| 11 Dec | 1814.00 | 2.05 | -0.20 | 24.00 | 49 | 3 | 224 |
| 10 Dec | 1809.95 | 2.25 | -0.25 | 24.04 | 65 | 30 | 220 |
| 9 Dec | 1806.65 | 2.5 | -0.10 | 23.67 | 58 | -2 | 191 |
| 6 Dec | 1804.85 | 2.6 | -0.30 | 21.76 | 205 | 25 | 194 |
| 5 Dec | 1813.45 | 2.9 | -1.40 | 22.60 | 336 | 40 | 171 |
| 4 Dec | 1800.20 | 4.3 | 0.10 | 23.39 | 104 | -2 | 131 |
| 3 Dec | 1800.05 | 4.2 | -0.90 | 22.76 | 194 | 3 | 133 |
| 2 Dec | 1808.55 | 5.1 | -2.90 | 24.09 | 363 | -15 | 130 |
| 29 Nov | 1780.90 | 8 | -6.25 | 23.26 | 440 | 99 | 145 |
| 28 Nov | 1734.25 | 14.25 | 4.25 | 21.94 | 130 | 44 | 44 |
| 27 Nov | 1749.45 | 10 | 0.00 | 4.85 | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 10 | 0.00 | 5.23 | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 10 | 0.00 | 6.96 | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 10 | 0.00 | 7.32 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 10 | 0.00 | 5.50 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 10 | 0.00 | 5.55 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 10 | 0.00 | 5.55 | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 10 | 0.00 | 4.31 | 0 | 0 | 0 |
| 31 Oct | 1848.90 | 10 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1852.10 | 10 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1871.60 | 10 | 10.00 | - | 0 | 0 | 0 |
| 25 Oct | 1860.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1839.35 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 26DEC2024
Delta for 1680 PE is -0.02
Historical price for 1680 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 27.67, the open interest changed by -24 which decreased total open position to 197
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 28.48, the open interest changed by 22 which increased total open position to 222
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by -5 which decreased total open position to 201
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 25.23, the open interest changed by -16 which decreased total open position to 207
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 26.78, the open interest changed by -8 which decreased total open position to 222
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 22.50, the open interest changed by 51 which increased total open position to 231
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 22.93, the open interest changed by -42 which decreased total open position to 180
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 24.00, the open interest changed by 3 which increased total open position to 224
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 24.04, the open interest changed by 30 which increased total open position to 220
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 23.67, the open interest changed by -2 which decreased total open position to 191
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 21.76, the open interest changed by 25 which increased total open position to 194
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 2.9, which was -1.40 lower than the previous day. The implied volatity was 22.60, the open interest changed by 40 which increased total open position to 171
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 4.3, which was 0.10 higher than the previous day. The implied volatity was 23.39, the open interest changed by -2 which decreased total open position to 131
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 4.2, which was -0.90 lower than the previous day. The implied volatity was 22.76, the open interest changed by 3 which increased total open position to 133
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 5.1, which was -2.90 lower than the previous day. The implied volatity was 24.09, the open interest changed by -15 which decreased total open position to 130
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 8, which was -6.25 lower than the previous day. The implied volatity was 23.26, the open interest changed by 99 which increased total open position to 145
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 14.25, which was 4.25 higher than the previous day. The implied volatity was 21.94, the open interest changed by 44 which increased total open position to 44
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 4.85, 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 10, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 10, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 10, which was 0.00 lower than the previous day. The implied volatity was 7.32, 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 10, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 10, which was 0.00 lower than the previous day. The implied volatity was 5.55, 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 10, which was 0.00 lower than the previous day. The implied volatity was 5.55, 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 10, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 10, 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 10, 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 10, which was 10.00 higher 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 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 24 Oct SUNPHARMA was trading at 1848.90. 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 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
