SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.82
Theta: -0.88
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1768.20 | 61.2 | -8.10 | 16.47 | 22 | 9 | 24 | |||
| 13 Nov | 1779.00 | 69.3 | -27.00 | 15.78 | 8 | 0 | 15 | |||
| 12 Nov | 1800.85 | 96.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 96.3 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 8 Nov | 1809.60 | 96.3 | 11.90 | 15.49 | 12 | 4 | 10 | |||
| 7 Nov | 1790.95 | 84.4 | -15.20 | 15.74 | 2 | 0 | 4 | |||
| 6 Nov | 1827.45 | 99.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 1803.60 | 99.6 | -6.50 | 20.58 | 5 | 1 | 2 | |||
| 4 Nov | 1808.90 | 106.1 | -41.05 | 19.41 | 1 | 0 | 0 | |||
| 1 Nov | 1858.40 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1848.90 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1852.10 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1871.60 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1902.90 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1839.35 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1887.55 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1905.25 | 147.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 147.15 | 147.15 | - | 0 | 0 | 0 | |||
| 26 Sept | 1898.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1870.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1868.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1862.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1865.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Sept | 1846.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1836.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1866.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1862.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1853.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1865.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1845.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1836.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1821.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1824.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1826.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1832.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1811.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1815.95 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1720 expiring on 28NOV2024
Delta for 1720 CE is 0.85
Historical price for 1720 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 61.2, which was -8.10 lower than the previous day. The implied volatity was 16.47, the open interest changed by 9 which increased total open position to 24
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 69.3, which was -27.00 lower than the previous day. The implied volatity was 15.78, the open interest changed by 0 which decreased total open position to 15
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 96.3, 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 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 96.3, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 96.3, which was 11.90 higher than the previous day. The implied volatity was 15.49, the open interest changed by 4 which increased total open position to 10
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 84.4, which was -15.20 lower than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 4
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 99.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 99.6, which was -6.50 lower than the previous day. The implied volatity was 20.58, the open interest changed by 1 which increased total open position to 2
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 106.1, which was -41.05 lower than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 147.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 147.15, 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 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 147.15, 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 147.15, 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 147.15, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 147.15, 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 147.15, 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 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 147.15, 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 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 147.15, 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 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 147.15, 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 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 147.15, 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 4 Oct SUNPHARMA was trading at 1910.05. The strike last trading price was 147.15, which was 147.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SUNPHARMA was trading at 1898.40. The strike last trading price was 0, 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 25 Sept SUNPHARMA was trading at 1870.55. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1868.10. The strike last trading price was 0, 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 23 Sept SUNPHARMA was trading at 1862.70. The strike last trading price was 0, 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 20 Sept SUNPHARMA was trading at 1865.75. The strike last trading price was 0, 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 19 Sept SUNPHARMA was trading at 1846.05. The strike last trading price was 0, 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 18 Sept SUNPHARMA was trading at 1836.00. The strike last trading price was 0, 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 17 Sept SUNPHARMA was trading at 1866.10. The strike last trading price was 0, 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 16 Sept SUNPHARMA was trading at 1862.95. The strike last trading price was 0, 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 13 Sept SUNPHARMA was trading at 1853.75. The strike last trading price was 0, 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 12 Sept SUNPHARMA was trading at 1865.40. The strike last trading price was 0, 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 11 Sept SUNPHARMA was trading at 1845.70. The strike last trading price was 0, 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 10 Sept SUNPHARMA was trading at 1836.35. The strike last trading price was 0, 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 9 Sept SUNPHARMA was trading at 1821.85. The strike last trading price was 0, 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 6 Sept SUNPHARMA was trading at 1824.55. The strike last trading price was 0, 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 5 Sept SUNPHARMA was trading at 1826.50. The strike last trading price was 0, 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 4 Sept SUNPHARMA was trading at 1832.85. The strike last trading price was 0, 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 3 Sept SUNPHARMA was trading at 1811.50. The strike last trading price was 0, 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 2 Sept SUNPHARMA was trading at 1815.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.95
Theta: -0.58
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 7.5 | -0.05 | 19.71 | 452 | 50 | 277 |
| 13 Nov | 1779.00 | 7.55 | 1.60 | 20.93 | 1,065 | -35 | 229 |
| 12 Nov | 1800.85 | 5.95 | -0.15 | 21.75 | 469 | -4 | 342 |
| 11 Nov | 1794.60 | 6.1 | -0.40 | 20.79 | 571 | 64 | 348 |
| 8 Nov | 1809.60 | 6.5 | -4.00 | 21.53 | 756 | 28 | 287 |
| 7 Nov | 1790.95 | 10.5 | 4.60 | 22.70 | 1,053 | 6 | 259 |
| 6 Nov | 1827.45 | 5.9 | -7.25 | 23.33 | 652 | 41 | 254 |
| 5 Nov | 1803.60 | 13.15 | -1.65 | 25.63 | 986 | 16 | 214 |
| 4 Nov | 1808.90 | 14.8 | 4.00 | 27.66 | 1,209 | -18 | 200 |
| 1 Nov | 1858.40 | 10.8 | -0.20 | 29.88 | 24 | 15 | 213 |
| 31 Oct | 1848.90 | 11 | 0.70 | - | 109 | 30 | 199 |
| 30 Oct | 1852.10 | 10.3 | 4.60 | - | 443 | 42 | 168 |
| 29 Oct | 1871.60 | 5.7 | 0.80 | - | 281 | 45 | 127 |
| 28 Oct | 1902.90 | 4.9 | -5.10 | - | 175 | 59 | 82 |
| 25 Oct | 1860.40 | 10 | -0.35 | - | 13 | 3 | 23 |
| 24 Oct | 1848.90 | 10.35 | -2.65 | - | 26 | 9 | 21 |
| 23 Oct | 1839.35 | 13 | 5.00 | - | 10 | 4 | 11 |
| 22 Oct | 1887.55 | 8 | 0.00 | - | 1 | 0 | 6 |
| 10 Oct | 1887.75 | 8 | 2.00 | - | 6 | 0 | 4 |
| 7 Oct | 1905.25 | 6 | 0.00 | - | 0 | 0 | 4 |
| 4 Oct | 1910.05 | 6 | -31.05 | - | 0 | 0 | 4 |
| 26 Sept | 1898.40 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1870.55 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1868.10 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1862.70 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1865.75 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1846.05 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1836.00 | 37.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1866.10 | 37.05 | 37.05 | - | 0 | 0 | 0 |
| 16 Sept | 1862.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1853.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1865.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1845.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1836.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1821.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1824.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1826.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1832.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1811.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1815.95 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1720 expiring on 28NOV2024
Delta for 1720 PE is -0.19
Historical price for 1720 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 7.5, which was -0.05 lower than the previous day. The implied volatity was 19.71, the open interest changed by 50 which increased total open position to 277
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 7.55, which was 1.60 higher than the previous day. The implied volatity was 20.93, the open interest changed by -35 which decreased total open position to 229
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 5.95, which was -0.15 lower than the previous day. The implied volatity was 21.75, the open interest changed by -4 which decreased total open position to 342
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 6.1, which was -0.40 lower than the previous day. The implied volatity was 20.79, the open interest changed by 64 which increased total open position to 348
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 6.5, which was -4.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by 28 which increased total open position to 287
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 10.5, which was 4.60 higher than the previous day. The implied volatity was 22.70, the open interest changed by 6 which increased total open position to 259
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 5.9, which was -7.25 lower than the previous day. The implied volatity was 23.33, the open interest changed by 41 which increased total open position to 254
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 13.15, which was -1.65 lower than the previous day. The implied volatity was 25.63, the open interest changed by 16 which increased total open position to 214
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 14.8, which was 4.00 higher than the previous day. The implied volatity was 27.66, the open interest changed by -18 which decreased total open position to 200
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 10.8, which was -0.20 lower than the previous day. The implied volatity was 29.88, the open interest changed by 15 which increased total open position to 213
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 11, which was 0.70 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 10.3, which was 4.60 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 5.7, which was 0.80 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 4.9, which was -5.10 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 10, which was -0.35 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 10.35, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 13, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 8, 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 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 8, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 6, 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 4 Oct SUNPHARMA was trading at 1910.05. The strike last trading price was 6, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SUNPHARMA was trading at 1898.40. The strike last trading price was 37.05, 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 25 Sept SUNPHARMA was trading at 1870.55. The strike last trading price was 37.05, 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 Sept SUNPHARMA was trading at 1868.10. The strike last trading price was 37.05, 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 23 Sept SUNPHARMA was trading at 1862.70. The strike last trading price was 37.05, 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 20 Sept SUNPHARMA was trading at 1865.75. The strike last trading price was 37.05, 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 19 Sept SUNPHARMA was trading at 1846.05. The strike last trading price was 37.05, 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 18 Sept SUNPHARMA was trading at 1836.00. The strike last trading price was 37.05, 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 17 Sept SUNPHARMA was trading at 1866.10. The strike last trading price was 37.05, which was 37.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept SUNPHARMA was trading at 1862.95. The strike last trading price was 0, 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 13 Sept SUNPHARMA was trading at 1853.75. The strike last trading price was 0, 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 12 Sept SUNPHARMA was trading at 1865.40. The strike last trading price was 0, 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 11 Sept SUNPHARMA was trading at 1845.70. The strike last trading price was 0, 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 10 Sept SUNPHARMA was trading at 1836.35. The strike last trading price was 0, 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 9 Sept SUNPHARMA was trading at 1821.85. The strike last trading price was 0, 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 6 Sept SUNPHARMA was trading at 1824.55. The strike last trading price was 0, 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 5 Sept SUNPHARMA was trading at 1826.50. The strike last trading price was 0, 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 4 Sept SUNPHARMA was trading at 1832.85. The strike last trading price was 0, 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 3 Sept SUNPHARMA was trading at 1811.50. The strike last trading price was 0, 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 2 Sept SUNPHARMA was trading at 1815.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
