SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
07 Jan 2025 02:20 PM IST
SUNPHARMA 30JAN2025 1700 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 | |||
7 Jan | 1850.00 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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6 Jan | 1847.40 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Jan | 1849.65 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Jan | 1878.00 | 180 | -22.00 | - | 1 | 0 | 26 | |||
1 Jan | 1889.95 | 202 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Dec | 1886.35 | 202 | 5.55 | - | 2 | 1 | 27 | |||
30 Dec | 1883.90 | 196.45 | 27.35 | 31.84 | 2 | 0 | 26 | |||
27 Dec | 1861.25 | 169.1 | 28.05 | - | 18 | 1 | 18 | |||
26 Dec | 1841.35 | 141.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
24 Dec | 1819.00 | 141.05 | 3.30 | 20.57 | 2 | 1 | 16 | |||
23 Dec | 1814.60 | 137.75 | 10.75 | 17.65 | 2 | 1 | 14 | |||
20 Dec | 1808.85 | 127 | -20.50 | - | 7 | 0 | 12 | |||
19 Dec | 1823.30 | 147.5 | 22.50 | 19.91 | 8 | 2 | 12 | |||
18 Dec | 1801.05 | 125 | 6.50 | 17.06 | 1 | 0 | 9 | |||
17 Dec | 1789.05 | 118.5 | -14.60 | 14.76 | 4 | 2 | 7 | |||
16 Dec | 1809.80 | 133.1 | 11.90 | 12.49 | 3 | 2 | 4 | |||
13 Dec | 1813.45 | 121.2 | 25.70 | - | 1 | 0 | 1 | |||
29 Nov | 1780.90 | 95.5 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 30JAN2025
Delta for 1700 CE is 0.00
Historical price for 1700 CE is as follows
On 7 Jan SUNPHARMA was trading at 1850.00. The strike last trading price was 180, 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 Jan SUNPHARMA was trading at 1847.40. The strike last trading price was 180, 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 Jan SUNPHARMA was trading at 1849.65. The strike last trading price was 180, 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 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 180, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 202, 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 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 202, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 196.45, which was 27.35 higher than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 26
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 169.1, which was 28.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 141.05, 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 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 141.05, which was 3.30 higher than the previous day. The implied volatity was 20.57, the open interest changed by 1 which increased total open position to 16
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 137.75, which was 10.75 higher than the previous day. The implied volatity was 17.65, the open interest changed by 1 which increased total open position to 14
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 127, which was -20.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 147.5, which was 22.50 higher than the previous day. The implied volatity was 19.91, the open interest changed by 2 which increased total open position to 12
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 125, which was 6.50 higher than the previous day. The implied volatity was 17.06, the open interest changed by 0 which decreased total open position to 9
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 118.5, which was -14.60 lower than the previous day. The implied volatity was 14.76, the open interest changed by 2 which increased total open position to 7
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 133.1, which was 11.90 higher than the previous day. The implied volatity was 12.49, the open interest changed by 2 which increased total open position to 4
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 121.2, which was 25.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 95.5, 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 30JAN2025 1700 PE | |||||||
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Delta: -0.05
Vega: 0.47
Theta: -0.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 1850.00 | 2.15 | -0.90 | 22.22 | 1,643 | 139 | 857 |
6 Jan | 1847.40 | 3.05 | 0.85 | 23.44 | 571 | -20 | 716 |
3 Jan | 1849.65 | 2.2 | 1.05 | 20.70 | 305 | -100 | 735 |
2 Jan | 1878.00 | 1.15 | -0.05 | 20.18 | 343 | 21 | 835 |
1 Jan | 1889.95 | 1.2 | -0.55 | 21.64 | 322 | 105 | 814 |
31 Dec | 1886.35 | 1.75 | -0.55 | 22.45 | 531 | 131 | 709 |
30 Dec | 1883.90 | 2.3 | -0.75 | 21.70 | 787 | 162 | 580 |
27 Dec | 1861.25 | 3.05 | -2.30 | 21.52 | 1,219 | 186 | 406 |
26 Dec | 1841.35 | 5.35 | -1.40 | 22.40 | 502 | 37 | 214 |
24 Dec | 1819.00 | 6.75 | -1.25 | 20.52 | 7,297 | 29 | 177 |
23 Dec | 1814.60 | 8 | -4.00 | 21.26 | 160 | 53 | 147 |
20 Dec | 1808.85 | 12 | 3.45 | 22.93 | 75 | 34 | 94 |
19 Dec | 1823.30 | 8.55 | 0.55 | 21.38 | 41 | 11 | 57 |
18 Dec | 1801.05 | 8 | -4.25 | 18.56 | 48 | 40 | 46 |
17 Dec | 1789.05 | 12.25 | -0.75 | 20.76 | 3 | 2 | 5 |
16 Dec | 1809.80 | 13 | 0.10 | 22.62 | 1 | 0 | 2 |
13 Dec | 1813.45 | 12.9 | -27.10 | 22.52 | 2 | 1 | 2 |
29 Nov | 1780.90 | 40 | 3.97 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 30JAN2025
Delta for 1700 PE is -0.05
Historical price for 1700 PE is as follows
On 7 Jan SUNPHARMA was trading at 1850.00. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 22.22, the open interest changed by 139 which increased total open position to 857
On 6 Jan SUNPHARMA was trading at 1847.40. The strike last trading price was 3.05, which was 0.85 higher than the previous day. The implied volatity was 23.44, the open interest changed by -20 which decreased total open position to 716
On 3 Jan SUNPHARMA was trading at 1849.65. The strike last trading price was 2.2, which was 1.05 higher than the previous day. The implied volatity was 20.70, the open interest changed by -100 which decreased total open position to 735
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 20.18, the open interest changed by 21 which increased total open position to 835
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 21.64, the open interest changed by 105 which increased total open position to 814
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 22.45, the open interest changed by 131 which increased total open position to 709
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 21.70, the open interest changed by 162 which increased total open position to 580
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 3.05, which was -2.30 lower than the previous day. The implied volatity was 21.52, the open interest changed by 186 which increased total open position to 406
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 5.35, which was -1.40 lower than the previous day. The implied volatity was 22.40, the open interest changed by 37 which increased total open position to 214
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 20.52, the open interest changed by 29 which increased total open position to 177
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 8, which was -4.00 lower than the previous day. The implied volatity was 21.26, the open interest changed by 53 which increased total open position to 147
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 12, which was 3.45 higher than the previous day. The implied volatity was 22.93, the open interest changed by 34 which increased total open position to 94
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 8.55, which was 0.55 higher than the previous day. The implied volatity was 21.38, the open interest changed by 11 which increased total open position to 57
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 8, which was -4.25 lower than the previous day. The implied volatity was 18.56, the open interest changed by 40 which increased total open position to 46
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 12.25, which was -0.75 lower than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 5
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 13, which was 0.10 higher than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 2
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 12.9, which was -27.10 lower than the previous day. The implied volatity was 22.52, the open interest changed by 1 which increased total open position to 2
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 40, which was lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0