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

1768.2 -10.80 (-0.61%)

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Historical option data for SUNPHARMA

14 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 1700 CE
Delta: 0.91
Vega: 0.55
Theta: -0.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 78.85 -7.95 16.76 19 2 70
13 Nov 1779.00 86.8 -28.85 14.07 90 25 66
12 Nov 1800.85 115.65 7.70 31.33 5 4 41
11 Nov 1794.60 107.95 -2.20 24.74 5 0 36
8 Nov 1809.60 110.15 7.65 - 15 4 37
7 Nov 1790.95 102.5 -30.00 15.67 46 8 30
6 Nov 1827.45 132.5 11.45 - 9 -1 21
5 Nov 1803.60 121.05 -4.15 25.16 10 0 21
4 Nov 1808.90 125.2 -42.70 21.24 39 6 21
1 Nov 1858.40 167.9 0.00 0.00 0 9 0
31 Oct 1848.90 167.9 -50.10 - 11 9 15
30 Oct 1852.10 218 0.00 - 0 0 0
29 Oct 1871.60 218 0.00 - 0 3 0
28 Oct 1902.90 218 38.00 - 3 4 5
25 Oct 1860.40 180 -47.00 - 3 1 1
24 Oct 1848.90 227 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1700 expiring on 28NOV2024

Delta for 1700 CE is 0.91

Historical price for 1700 CE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 78.85, which was -7.95 lower than the previous day. The implied volatity was 16.76, the open interest changed by 2 which increased total open position to 70


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 86.8, which was -28.85 lower than the previous day. The implied volatity was 14.07, the open interest changed by 25 which increased total open position to 66


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 115.65, which was 7.70 higher than the previous day. The implied volatity was 31.33, the open interest changed by 4 which increased total open position to 41


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 107.95, which was -2.20 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 36


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 110.15, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 37


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 102.5, which was -30.00 lower than the previous day. The implied volatity was 15.67, the open interest changed by 8 which increased total open position to 30


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 132.5, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 21


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 121.05, which was -4.15 lower than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 21


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 125.2, which was -42.70 lower than the previous day. The implied volatity was 21.24, the open interest changed by 6 which increased total open position to 21


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 167.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 167.9, which was -50.10 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 218, 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 218, 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 218, which was 38.00 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 180, which was -47.00 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 227, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SUNPHARMA 28NOV2024 1700 PE
Delta: -0.13
Vega: 0.75
Theta: -0.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 5 -0.35 20.82 948 98 666
13 Nov 1779.00 5.35 1.10 22.20 1,295 11 567
12 Nov 1800.85 4.25 -0.20 22.92 689 32 616
11 Nov 1794.60 4.45 -0.40 22.08 490 33 587
8 Nov 1809.60 4.85 -3.15 22.65 734 -37 554
7 Nov 1790.95 8 3.30 23.75 1,096 -31 592
6 Nov 1827.45 4.7 -5.90 24.62 1,090 -14 623
5 Nov 1803.60 10.6 -1.10 26.78 1,204 11 636
4 Nov 1808.90 11.7 2.65 28.38 4,125 274 627
1 Nov 1858.40 9.05 -0.10 30.94 65 9 342
31 Oct 1848.90 9.15 1.30 - 503 102 329
30 Oct 1852.10 7.85 3.40 - 902 92 225
29 Oct 1871.60 4.45 0.40 - 168 103 133
28 Oct 1902.90 4.05 -3.25 - 53 29 29
25 Oct 1860.40 7.3 0.00 - 0 0 0
24 Oct 1848.90 7.3 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1700 expiring on 28NOV2024

Delta for 1700 PE is -0.13

Historical price for 1700 PE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 5, which was -0.35 lower than the previous day. The implied volatity was 20.82, the open interest changed by 98 which increased total open position to 666


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 5.35, which was 1.10 higher than the previous day. The implied volatity was 22.20, the open interest changed by 11 which increased total open position to 567


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 4.25, which was -0.20 lower than the previous day. The implied volatity was 22.92, the open interest changed by 32 which increased total open position to 616


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 4.45, which was -0.40 lower than the previous day. The implied volatity was 22.08, the open interest changed by 33 which increased total open position to 587


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 4.85, which was -3.15 lower than the previous day. The implied volatity was 22.65, the open interest changed by -37 which decreased total open position to 554


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 8, which was 3.30 higher than the previous day. The implied volatity was 23.75, the open interest changed by -31 which decreased total open position to 592


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 4.7, which was -5.90 lower than the previous day. The implied volatity was 24.62, the open interest changed by -14 which decreased total open position to 623


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 10.6, which was -1.10 lower than the previous day. The implied volatity was 26.78, the open interest changed by 11 which increased total open position to 636


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 11.7, which was 2.65 higher than the previous day. The implied volatity was 28.38, the open interest changed by 274 which increased total open position to 627


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 9.05, which was -0.10 lower than the previous day. The implied volatity was 30.94, the open interest changed by 9 which increased total open position to 342


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 9.15, which was 1.30 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 7.85, which was 3.40 higher 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 4.45, which was 0.40 higher 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 4.05, which was -3.25 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 7.3, 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 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to