SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1700 CE | ||||||||||
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Delta: 0.91
Vega: 0.41
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1780.00 | 76.6 | -5.40 | 23.61 | 49 | 10 | 112 | |||
| 20 Nov | 1777.25 | 82 | 0.00 | 24.22 | 107 | 14 | 102 | |||
| 19 Nov | 1777.25 | 82 | 22.90 | 24.22 | 107 | 14 | 102 | |||
| 18 Nov | 1747.75 | 59.1 | -19.75 | 23.05 | 83 | 17 | 88 | |||
| 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 | |||
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| 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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 76.6, which was -5.40 lower than the previous day. The implied volatity was 23.61, the open interest changed by 10 which increased total open position to 112
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 82, which was 0.00 lower than the previous day. The implied volatity was 24.22, the open interest changed by 14 which increased total open position to 102
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 82, which was 22.90 higher than the previous day. The implied volatity was 24.22, the open interest changed by 14 which increased total open position to 102
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 59.1, which was -19.75 lower than the previous day. The implied volatity was 23.05, the open interest changed by 17 which increased total open position to 88
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.48
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 3.65 | -1.35 | 26.11 | 1,333 | -53 | 664 |
| 20 Nov | 1777.25 | 5 | 0.00 | 26.30 | 3,482 | 25 | 724 |
| 19 Nov | 1777.25 | 5 | -3.10 | 26.30 | 3,482 | 32 | 724 |
| 18 Nov | 1747.75 | 8.1 | 3.10 | 22.87 | 1,422 | 20 | 682 |
| 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 -0.12
Historical price for 1700 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 26.11, the open interest changed by -53 which decreased total open position to 664
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 26.30, the open interest changed by 25 which increased total open position to 724
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 5, which was -3.10 lower than the previous day. The implied volatity was 26.30, the open interest changed by 32 which increased total open position to 724
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 8.1, which was 3.10 higher than the previous day. The implied volatity was 22.87, the open interest changed by 20 which increased total open position to 682
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
