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[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1847.35 -0.05 (0.00%)

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Historical option data for SUNPHARMA

07 Jan 2025 02:20 PM IST
SUNPHARMA 30JAN2025 1700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 1850.00 180 0.00 0.00 0 0 0
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
Delta: -0.05
Vega: 0.47
Theta: -0.20
Gamma: 0.00
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