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

1780 2.75 (0.15%)

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Historical option data for SUNPHARMA

21 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 1720 CE
Delta: 0.85
Vega: 0.58
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 58.55 -4.75 22.31 41 0 24
20 Nov 1777.25 63.3 0.00 22.66 175 9 25
19 Nov 1777.25 63.3 19.20 22.66 175 10 25
18 Nov 1747.75 44.1 -17.10 22.53 34 -8 16
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
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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 58.55, which was -4.75 lower than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 24


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 63.3, which was 0.00 lower than the previous day. The implied volatity was 22.66, the open interest changed by 9 which increased total open position to 25


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 63.3, which was 19.20 higher than the previous day. The implied volatity was 22.66, the open interest changed by 10 which increased total open position to 25


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 44.1, which was -17.10 lower than the previous day. The implied volatity was 22.53, the open interest changed by -8 which decreased total open position to 16


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: -0.18
Vega: 0.63
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 5.8 -1.95 24.52 2,628 -55 478
20 Nov 1777.25 7.75 0.00 25.06 2,632 182 536
19 Nov 1777.25 7.75 -4.25 25.06 2,632 185 536
18 Nov 1747.75 12 4.50 21.35 1,510 73 349
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 -0.18

Historical price for 1720 PE is as follows

On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 5.8, which was -1.95 lower than the previous day. The implied volatity was 24.52, the open interest changed by -55 which decreased total open position to 478


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 7.75, which was 0.00 lower than the previous day. The implied volatity was 25.06, the open interest changed by 182 which increased total open position to 536


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 7.75, which was -4.25 lower than the previous day. The implied volatity was 25.06, the open interest changed by 185 which increased total open position to 536


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 12, which was 4.50 higher than the previous day. The implied volatity was 21.35, the open interest changed by 73 which increased total open position to 349


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