SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.29
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 115 | -6.05 | 33.47 | 1 | 0 | 99 | |||
| 19 Dec | 1823.30 | 121.05 | 10.05 | - | 5 | -2 | 99 | |||
| 18 Dec | 1801.05 | 111 | 13.00 | 39.27 | 1 | 0 | 102 | |||
| 17 Dec | 1789.05 | 98 | -4.10 | - | 34 | -13 | 103 | |||
| 16 Dec | 1809.80 | 102.1 | 0.00 | 0.00 | 0 | -10 | 0 | |||
| 13 Dec | 1813.45 | 102.1 | -12.40 | - | 23 | -9 | 117 | |||
| 12 Dec | 1805.45 | 114.5 | -6.05 | 24.00 | 4 | 0 | 126 | |||
| 11 Dec | 1814.00 | 120.55 | 5.25 | 28.52 | 9 | 1 | 126 | |||
| 10 Dec | 1809.95 | 115.3 | 0.40 | - | 7 | 2 | 127 | |||
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| 9 Dec | 1806.65 | 114.9 | -5.10 | 8.31 | 10 | 0 | 125 | |||
| 6 Dec | 1804.85 | 120 | 4.00 | 25.42 | 7 | 2 | 124 | |||
| 5 Dec | 1813.45 | 116 | 6.40 | - | 38 | 11 | 123 | |||
| 4 Dec | 1800.20 | 109.6 | 1.40 | - | 35 | 20 | 114 | |||
| 3 Dec | 1800.05 | 108.2 | -12.30 | - | 56 | 18 | 93 | |||
| 2 Dec | 1808.55 | 120.5 | 15.40 | 18.84 | 63 | 17 | 72 | |||
| 29 Nov | 1780.90 | 105.1 | 35.80 | 20.91 | 70 | 31 | 54 | |||
| 28 Nov | 1734.25 | 69.3 | -11.70 | 18.62 | 35 | 1 | 23 | |||
| 27 Nov | 1749.45 | 81 | -6.20 | 21.06 | 39 | 5 | 21 | |||
| 26 Nov | 1761.60 | 87.2 | -27.80 | 18.34 | 5 | 3 | 16 | |||
| 25 Nov | 1798.90 | 115 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 1795.30 | 115 | 13.95 | - | 5 | 1 | 12 | |||
| 21 Nov | 1780.00 | 101.05 | -6.95 | 20.95 | 1 | 0 | 10 | |||
| 20 Nov | 1777.25 | 108 | 0.00 | 22.45 | 3 | 2 | 10 | |||
| 19 Nov | 1777.25 | 108 | 15.00 | 22.45 | 3 | 2 | 10 | |||
| 18 Nov | 1747.75 | 93 | -7.00 | 25.09 | 4 | 3 | 7 | |||
| 13 Nov | 1779.00 | 100 | 9.85 | 4 | 3 | 3 | ||||
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is 0.94
Historical price for 1700 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 115, which was -6.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 99
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 121.05, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 99
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 111, which was 13.00 higher than the previous day. The implied volatity was 39.27, the open interest changed by 0 which decreased total open position to 102
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 98, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 103
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 102.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 102.1, which was -12.40 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 117
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 114.5, which was -6.05 lower than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 126
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 120.55, which was 5.25 higher than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 126
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 115.3, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 127
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 114.9, which was -5.10 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 125
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 120, which was 4.00 higher than the previous day. The implied volatity was 25.42, the open interest changed by 2 which increased total open position to 124
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 116, which was 6.40 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 123
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 109.6, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 114
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 108.2, which was -12.30 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 93
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 120.5, which was 15.40 higher than the previous day. The implied volatity was 18.84, the open interest changed by 17 which increased total open position to 72
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 105.1, which was 35.80 higher than the previous day. The implied volatity was 20.91, the open interest changed by 31 which increased total open position to 54
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 69.3, which was -11.70 lower than the previous day. The implied volatity was 18.62, the open interest changed by 1 which increased total open position to 23
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 81, which was -6.20 lower than the previous day. The implied volatity was 21.06, the open interest changed by 5 which increased total open position to 21
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 87.2, which was -27.80 lower than the previous day. The implied volatity was 18.34, the open interest changed by 3 which increased total open position to 16
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 115, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 101.05, which was -6.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 10
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 108, which was 0.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 10
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 108, which was 15.00 higher than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 10
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 93, which was -7.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by 3 which increased total open position to 7
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 100, which was lower than the previous day. The implied volatity was 9.85, the open interest changed by 3 which increased total open position to 3
| SUNPHARMA 26DEC2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.14
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 0.6 | -0.10 | 26.02 | 213 | -38 | 828 |
| 19 Dec | 1823.30 | 0.7 | -0.80 | 26.77 | 808 | -68 | 886 |
| 18 Dec | 1801.05 | 1.5 | -0.45 | 24.85 | 514 | 137 | 916 |
| 17 Dec | 1789.05 | 1.95 | 0.40 | 23.98 | 536 | -48 | 779 |
| 16 Dec | 1809.80 | 1.55 | 0.10 | 24.43 | 807 | -3 | 829 |
| 13 Dec | 1813.45 | 1.45 | -0.65 | 21.52 | 1,426 | 117 | 837 |
| 12 Dec | 1805.45 | 2.1 | -0.55 | 21.48 | 544 | -108 | 724 |
| 11 Dec | 1814.00 | 2.65 | -0.50 | 22.31 | 710 | 22 | 844 |
| 10 Dec | 1809.95 | 3.15 | -0.30 | 22.88 | 533 | 87 | 823 |
| 9 Dec | 1806.65 | 3.45 | -0.10 | 22.50 | 594 | 5 | 738 |
| 6 Dec | 1804.85 | 3.55 | -0.35 | 20.62 | 478 | 55 | 734 |
| 5 Dec | 1813.45 | 3.9 | -1.70 | 21.51 | 1,894 | -217 | 681 |
| 4 Dec | 1800.20 | 5.6 | 0.05 | 22.23 | 998 | -49 | 906 |
| 3 Dec | 1800.05 | 5.55 | -0.95 | 21.71 | 1,104 | 30 | 958 |
| 2 Dec | 1808.55 | 6.5 | -3.75 | 22.96 | 1,331 | -13 | 927 |
| 29 Nov | 1780.90 | 10.25 | -8.20 | 22.31 | 1,890 | 485 | 938 |
| 28 Nov | 1734.25 | 18.45 | 0.55 | 21.15 | 1,296 | 29 | 452 |
| 27 Nov | 1749.45 | 17.9 | 1.60 | 22.09 | 609 | 49 | 422 |
| 26 Nov | 1761.60 | 16.3 | 7.30 | 22.67 | 631 | 185 | 372 |
| 25 Nov | 1798.90 | 9 | -1.80 | 23.30 | 177 | 109 | 184 |
| 22 Nov | 1795.30 | 10.8 | -4.00 | 23.33 | 121 | 53 | 128 |
| 21 Nov | 1780.00 | 14.8 | -1.50 | 21.44 | 90 | 45 | 77 |
| 20 Nov | 1777.25 | 16.3 | 0.00 | 22.31 | 56 | 22 | 32 |
| 19 Nov | 1777.25 | 16.3 | -5.20 | 22.31 | 56 | 22 | 32 |
| 18 Nov | 1747.75 | 21.5 | 10.25 | 21.13 | 35 | 10 | 10 |
| 13 Nov | 1779.00 | 11.25 | 4.31 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.03
Historical price for 1700 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 26.02, the open interest changed by -38 which decreased total open position to 828
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was 26.77, the open interest changed by -68 which decreased total open position to 886
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 24.85, the open interest changed by 137 which increased total open position to 916
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was 23.98, the open interest changed by -48 which decreased total open position to 779
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 24.43, the open interest changed by -3 which decreased total open position to 829
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 21.52, the open interest changed by 117 which increased total open position to 837
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 21.48, the open interest changed by -108 which decreased total open position to 724
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 22.31, the open interest changed by 22 which increased total open position to 844
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 3.15, which was -0.30 lower than the previous day. The implied volatity was 22.88, the open interest changed by 87 which increased total open position to 823
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 3.45, which was -0.10 lower than the previous day. The implied volatity was 22.50, the open interest changed by 5 which increased total open position to 738
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 20.62, the open interest changed by 55 which increased total open position to 734
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 3.9, which was -1.70 lower than the previous day. The implied volatity was 21.51, the open interest changed by -217 which decreased total open position to 681
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 5.6, which was 0.05 higher than the previous day. The implied volatity was 22.23, the open interest changed by -49 which decreased total open position to 906
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 5.55, which was -0.95 lower than the previous day. The implied volatity was 21.71, the open interest changed by 30 which increased total open position to 958
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 6.5, which was -3.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by -13 which decreased total open position to 927
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 10.25, which was -8.20 lower than the previous day. The implied volatity was 22.31, the open interest changed by 485 which increased total open position to 938
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 18.45, which was 0.55 higher than the previous day. The implied volatity was 21.15, the open interest changed by 29 which increased total open position to 452
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 17.9, which was 1.60 higher than the previous day. The implied volatity was 22.09, the open interest changed by 49 which increased total open position to 422
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 16.3, which was 7.30 higher than the previous day. The implied volatity was 22.67, the open interest changed by 185 which increased total open position to 372
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 9, which was -1.80 lower than the previous day. The implied volatity was 23.30, the open interest changed by 109 which increased total open position to 184
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 10.8, which was -4.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 53 which increased total open position to 128
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 14.8, which was -1.50 lower than the previous day. The implied volatity was 21.44, the open interest changed by 45 which increased total open position to 77
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 16.3, which was 0.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 22 which increased total open position to 32
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 16.3, which was -5.20 lower than the previous day. The implied volatity was 22.31, the open interest changed by 22 which increased total open position to 32
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 21.5, which was 10.25 higher than the previous day. The implied volatity was 21.13, the open interest changed by 10 which increased total open position to 10
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
