SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 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 | |||
| 21 Nov | 1780.00 | 121.8 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 20 Nov | 1777.25 | 121.8 | 0.00 | 56.78 | 15 | 5 | 8 | |||
| 19 Nov | 1777.25 | 121.8 | 32.60 | 56.78 | 15 | 5 | 8 | |||
| 18 Nov | 1747.75 | 89.2 | -41.30 | 40.08 | 1 | 0 | 3 | |||
| 14 Nov | 1768.20 | 130.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 130.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1800.85 | 130.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 130.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 8 Nov | 1809.60 | 130.5 | 9.55 | - | 2 | 0 | 5 | |||
| 7 Nov | 1790.95 | 120.95 | -31.65 | 13.50 | 5 | 2 | 7 | |||
| 6 Nov | 1827.45 | 152.6 | 9.95 | - | 1 | 0 | 5 | |||
| 5 Nov | 1803.60 | 142.65 | 8.15 | 29.95 | 1 | 0 | 5 | |||
| 4 Nov | 1808.90 | 134.5 | -41.10 | - | 6 | 3 | 3 | |||
| 1 Nov | 1858.40 | 175.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1848.90 | 175.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1852.10 | 175.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1871.60 | 175.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1902.90 | 175.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 175.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 175.6 | 175.60 | - | 0 | 0 | 0 | |||
| 25 Sept | 1870.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1868.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Sept | 1862.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1865.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1846.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1836.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1866.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1862.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1853.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1865.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1845.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1836.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1821.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1824.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1826.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1832.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1811.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1815.95 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 28NOV2024
Delta for 1680 CE is 0.00
Historical price for 1680 CE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 121.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 121.8, which was 0.00 lower than the previous day. The implied volatity was 56.78, the open interest changed by 5 which increased total open position to 8
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 121.8, which was 32.60 higher than the previous day. The implied volatity was 56.78, the open interest changed by 5 which increased total open position to 8
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 89.2, which was -41.30 lower than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 3
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 130.5, 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 130.5, 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 130.5, 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 130.5, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 130.5, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 120.95, which was -31.65 lower than the previous day. The implied volatity was 13.50, the open interest changed by 2 which increased total open position to 7
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 152.6, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 142.65, which was 8.15 higher than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 5
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 134.5, which was -41.10 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 175.6, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 175.6, 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 175.6, 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 175.6, 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 175.6, 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 175.6, 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 175.6, which was 175.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept SUNPHARMA was trading at 1870.55. 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 Sept SUNPHARMA was trading at 1868.10. 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 23 Sept SUNPHARMA was trading at 1862.70. 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 20 Sept SUNPHARMA was trading at 1865.75. 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 19 Sept SUNPHARMA was trading at 1846.05. 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 18 Sept SUNPHARMA was trading at 1836.00. 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 17 Sept SUNPHARMA was trading at 1866.10. 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 16 Sept SUNPHARMA was trading at 1862.95. 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 13 Sept SUNPHARMA was trading at 1853.75. 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 12 Sept SUNPHARMA was trading at 1865.40. 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 11 Sept SUNPHARMA was trading at 1845.70. 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 10 Sept SUNPHARMA was trading at 1836.35. 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 9 Sept SUNPHARMA was trading at 1821.85. 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 6 Sept SUNPHARMA was trading at 1824.55. 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 5 Sept SUNPHARMA was trading at 1826.50. 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 4 Sept SUNPHARMA was trading at 1832.85. 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 3 Sept SUNPHARMA was trading at 1811.50. 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 2 Sept SUNPHARMA was trading at 1815.95. 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 28NOV2024 1680 PE | |||||||
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Delta: -0.07
Vega: 0.33
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 2.1 | -1.15 | 27.09 | 874 | -11 | 396 |
| 20 Nov | 1777.25 | 3.25 | 0.00 | 27.29 | 1,021 | -37 | 406 |
| 19 Nov | 1777.25 | 3.25 | -1.95 | 27.29 | 1,021 | -38 | 406 |
| 18 Nov | 1747.75 | 5.2 | 1.70 | 23.96 | 751 | 23 | 447 |
| 14 Nov | 1768.20 | 3.5 | -0.15 | 22.22 | 622 | 210 | 435 |
| 13 Nov | 1779.00 | 3.65 | 0.55 | 23.19 | 400 | 32 | 223 |
| 12 Nov | 1800.85 | 3.1 | -0.20 | 24.17 | 153 | 19 | 203 |
| 11 Nov | 1794.60 | 3.3 | -0.30 | 23.41 | 211 | 41 | 188 |
| 8 Nov | 1809.60 | 3.6 | -2.80 | 23.71 | 258 | 13 | 149 |
| 7 Nov | 1790.95 | 6.4 | 2.65 | 25.15 | 334 | 29 | 133 |
| 6 Nov | 1827.45 | 3.75 | -4.70 | 25.86 | 331 | -40 | 112 |
| 5 Nov | 1803.60 | 8.45 | -1.20 | 27.80 | 364 | -3 | 152 |
| 4 Nov | 1808.90 | 9.65 | 1.85 | 29.55 | 744 | 144 | 155 |
| 1 Nov | 1858.40 | 7.8 | 0.20 | 32.22 | 4 | 0 | 11 |
| 31 Oct | 1848.90 | 7.6 | 1.85 | - | 35 | 2 | 10 |
| 30 Oct | 1852.10 | 5.75 | -20.40 | - | 16 | 8 | 8 |
| 29 Oct | 1871.60 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1902.90 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1860.40 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1870.55 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1868.10 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1862.70 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1865.75 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1846.05 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1836.00 | 26.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1866.10 | 26.15 | 26.15 | - | 0 | 0 | 0 |
| 16 Sept | 1862.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1853.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1865.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1845.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1836.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1821.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1824.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1826.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1832.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1811.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1815.95 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 28NOV2024
Delta for 1680 PE is -0.07
Historical price for 1680 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 2.1, which was -1.15 lower than the previous day. The implied volatity was 27.09, the open interest changed by -11 which decreased total open position to 396
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 27.29, the open interest changed by -37 which decreased total open position to 406
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 3.25, which was -1.95 lower than the previous day. The implied volatity was 27.29, the open interest changed by -38 which decreased total open position to 406
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 5.2, which was 1.70 higher than the previous day. The implied volatity was 23.96, the open interest changed by 23 which increased total open position to 447
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 22.22, the open interest changed by 210 which increased total open position to 435
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 3.65, which was 0.55 higher than the previous day. The implied volatity was 23.19, the open interest changed by 32 which increased total open position to 223
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 24.17, the open interest changed by 19 which increased total open position to 203
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was 23.41, the open interest changed by 41 which increased total open position to 188
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 3.6, which was -2.80 lower than the previous day. The implied volatity was 23.71, the open interest changed by 13 which increased total open position to 149
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 6.4, which was 2.65 higher than the previous day. The implied volatity was 25.15, the open interest changed by 29 which increased total open position to 133
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 3.75, which was -4.70 lower than the previous day. The implied volatity was 25.86, the open interest changed by -40 which decreased total open position to 112
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 8.45, which was -1.20 lower than the previous day. The implied volatity was 27.80, the open interest changed by -3 which decreased total open position to 152
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 9.65, which was 1.85 higher than the previous day. The implied volatity was 29.55, the open interest changed by 144 which increased total open position to 155
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 7.8, which was 0.20 higher than the previous day. The implied volatity was 32.22, the open interest changed by 0 which decreased total open position to 11
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 7.6, which was 1.85 higher 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 5.75, which was -20.40 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 26.15, 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 26.15, 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 26.15, 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 26.15, 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 Sept SUNPHARMA was trading at 1870.55. The strike last trading price was 26.15, 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 Sept SUNPHARMA was trading at 1868.10. The strike last trading price was 26.15, 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 Sept SUNPHARMA was trading at 1862.70. The strike last trading price was 26.15, 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 20 Sept SUNPHARMA was trading at 1865.75. The strike last trading price was 26.15, 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 19 Sept SUNPHARMA was trading at 1846.05. The strike last trading price was 26.15, 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 18 Sept SUNPHARMA was trading at 1836.00. The strike last trading price was 26.15, 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 17 Sept SUNPHARMA was trading at 1866.10. The strike last trading price was 26.15, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept SUNPHARMA was trading at 1862.95. 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 13 Sept SUNPHARMA was trading at 1853.75. 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 12 Sept SUNPHARMA was trading at 1865.40. 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 11 Sept SUNPHARMA was trading at 1845.70. 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 10 Sept SUNPHARMA was trading at 1836.35. 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 9 Sept SUNPHARMA was trading at 1821.85. 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 6 Sept SUNPHARMA was trading at 1824.55. 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 5 Sept SUNPHARMA was trading at 1826.50. 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 4 Sept SUNPHARMA was trading at 1832.85. 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 3 Sept SUNPHARMA was trading at 1811.50. 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 2 Sept SUNPHARMA was trading at 1815.95. 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
