SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
11 Mar 2025 12:30 PM IST
| SUNPHARMA 27MAR2025 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.75
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 1657.85 | 4.25 | 2.5 | 18.43 | 2,603 | -125 | 751 | |||
| 10 Mar | 1611.50 | 1.75 | -0.3 | 21.09 | 574 | 59 | 876 | |||
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| 7 Mar | 1609.30 | 2 | -0.5 | 20.23 | 218 | 45 | 817 | |||
| 6 Mar | 1614.00 | 2.35 | 0.45 | 19.32 | 700 | 184 | 769 | |||
| 5 Mar | 1582.45 | 1.7 | -0.35 | 22.48 | 251 | 25 | 587 | |||
| 4 Mar | 1566.50 | 2.05 | -1.3 | 24.07 | 787 | 237 | 557 | |||
| 3 Mar | 1585.10 | 3.2 | -1.2 | 23.38 | 440 | -8 | 320 | |||
| 28 Feb | 1593.25 | 3.95 | -4.9 | 22.25 | 1,181 | -80 | 327 | |||
| 27 Feb | 1647.50 | 8.35 | 2.05 | 19.28 | 496 | -24 | 407 | |||
| 26 Feb | 1611.55 | 6.25 | -4.55 | 20.85 | 712 | -172 | 435 | |||
| 25 Feb | 1613.60 | 6.25 | -4.55 | 20.85 | 712 | -168 | 435 | |||
| 24 Feb | 1639.50 | 10.5 | -1.8 | 20.54 | 702 | 112 | 603 | |||
| 21 Feb | 1643.75 | 12.05 | -8 | 20.35 | 618 | 240 | 493 | |||
| 20 Feb | 1669.30 | 19.7 | -4.2 | 19.39 | 199 | 84 | 257 | |||
| 19 Feb | 1676.60 | 23.55 | -10.55 | 19.91 | 262 | 115 | 170 | |||
| 18 Feb | 1701.60 | 33.35 | -7.9 | 20.10 | 50 | 32 | 52 | |||
| 17 Feb | 1714.20 | 41.25 | -0.15 | 21.03 | 13 | 4 | 20 | |||
| 14 Feb | 1700.50 | 41.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 1746.35 | 41.4 | 0 | 0.00 | 0 | 3 | 0 | |||
| 12 Feb | 1693.85 | 41.4 | 5.5 | 23.19 | 9 | 2 | 15 | |||
| 11 Feb | 1699.75 | 35.9 | -17.1 | 18.68 | 10 | 9 | 12 | |||
| 10 Feb | 1732.10 | 53 | -19.35 | 19.05 | 3 | 2 | 2 | |||
| 7 Feb | 1749.80 | 72.35 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1752.75 | 72.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1740.60 | 72.35 | 0 | - | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 27MAR2025
Delta for 1740 CE is 0.13
Historical price for 1740 CE is as follows
On 11 Mar SUNPHARMA was trading at 1657.85. The strike last trading price was 4.25, which was 2.5 higher than the previous day. The implied volatity was 18.43, the open interest changed by -125 which decreased total open position to 751
On 10 Mar SUNPHARMA was trading at 1611.50. The strike last trading price was 1.75, which was -0.3 lower than the previous day. The implied volatity was 21.09, the open interest changed by 59 which increased total open position to 876
On 7 Mar SUNPHARMA was trading at 1609.30. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 20.23, the open interest changed by 45 which increased total open position to 817
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 19.32, the open interest changed by 184 which increased total open position to 769
On 5 Mar SUNPHARMA was trading at 1582.45. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 22.48, the open interest changed by 25 which increased total open position to 587
On 4 Mar SUNPHARMA was trading at 1566.50. The strike last trading price was 2.05, which was -1.3 lower than the previous day. The implied volatity was 24.07, the open interest changed by 237 which increased total open position to 557
On 3 Mar SUNPHARMA was trading at 1585.10. The strike last trading price was 3.2, which was -1.2 lower than the previous day. The implied volatity was 23.38, the open interest changed by -8 which decreased total open position to 320
On 28 Feb SUNPHARMA was trading at 1593.25. The strike last trading price was 3.95, which was -4.9 lower than the previous day. The implied volatity was 22.25, the open interest changed by -80 which decreased total open position to 327
On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 8.35, which was 2.05 higher than the previous day. The implied volatity was 19.28, the open interest changed by -24 which decreased total open position to 407
On 26 Feb SUNPHARMA was trading at 1611.55. The strike last trading price was 6.25, which was -4.55 lower than the previous day. The implied volatity was 20.85, the open interest changed by -172 which decreased total open position to 435
On 25 Feb SUNPHARMA was trading at 1613.60. The strike last trading price was 6.25, which was -4.55 lower than the previous day. The implied volatity was 20.85, the open interest changed by -168 which decreased total open position to 435
On 24 Feb SUNPHARMA was trading at 1639.50. The strike last trading price was 10.5, which was -1.8 lower than the previous day. The implied volatity was 20.54, the open interest changed by 112 which increased total open position to 603
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was 20.35, the open interest changed by 240 which increased total open position to 493
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 19.7, which was -4.2 lower than the previous day. The implied volatity was 19.39, the open interest changed by 84 which increased total open position to 257
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 23.55, which was -10.55 lower than the previous day. The implied volatity was 19.91, the open interest changed by 115 which increased total open position to 170
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 33.35, which was -7.9 lower than the previous day. The implied volatity was 20.10, the open interest changed by 32 which increased total open position to 52
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 41.25, which was -0.15 lower than the previous day. The implied volatity was 21.03, the open interest changed by 4 which increased total open position to 20
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 41.4, which was 0 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 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 41.4, which was 0 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 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 41.4, which was 5.5 higher than the previous day. The implied volatity was 23.19, the open interest changed by 2 which increased total open position to 15
On 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 35.9, which was -17.1 lower than the previous day. The implied volatity was 18.68, the open interest changed by 9 which increased total open position to 12
On 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 53, which was -19.35 lower than the previous day. The implied volatity was 19.05, the open interest changed by 2 which increased total open position to 2
On 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 72.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 72.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 72.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 27MAR2025 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 1657.85 | 127 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 1611.50 | 127 | 6.85 | 27.29 | 14 | 0 | 83 |
| 7 Mar | 1609.30 | 120.15 | 4.15 | - | 3 | 0 | 83 |
| 6 Mar | 1614.00 | 116 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1582.45 | 116 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1566.50 | 116 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1585.10 | 116 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1593.25 | 116 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 1647.50 | 116 | 16.8 | 34.98 | 1 | 0 | 82 |
| 26 Feb | 1611.55 | 98.9 | -0.3 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 1613.60 | 98.9 | -0.3 | 0.00 | 0 | 37 | 0 |
| 24 Feb | 1639.50 | 98.9 | 7 | 20.52 | 148 | 37 | 82 |
| 21 Feb | 1643.75 | 91.9 | 13.05 | 17.17 | 1 | 0 | 46 |
| 20 Feb | 1669.30 | 78.85 | 13.25 | 22.99 | 2 | 0 | 45 |
| 19 Feb | 1676.60 | 65.6 | 15.2 | 18.24 | 3 | 0 | 43 |
| 18 Feb | 1701.60 | 50.4 | -4.35 | 17.53 | 12 | 6 | 43 |
| 17 Feb | 1714.20 | 54.75 | -5.7 | 22.25 | 7 | 1 | 36 |
| 14 Feb | 1700.50 | 60.45 | 22 | 22.29 | 19 | 10 | 34 |
| 13 Feb | 1746.35 | 38.45 | -15.45 | 21.30 | 69 | 24 | 24 |
| 12 Feb | 1693.85 | 53.9 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1699.75 | 53.9 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1732.10 | 53.9 | 0 | 0.78 | 0 | 0 | 0 |
| 7 Feb | 1749.80 | 53.9 | 0 | 1.20 | 0 | 0 | 0 |
| 5 Feb | 1752.75 | 53.9 | 0 | 1.63 | 0 | 0 | 0 |
| 3 Feb | 1740.60 | 53.9 | 0 | 0.91 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 27MAR2025
Delta for 1740 PE is 0.00
Historical price for 1740 PE is as follows
On 11 Mar SUNPHARMA was trading at 1657.85. The strike last trading price was 127, which was 0 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 10 Mar SUNPHARMA was trading at 1611.50. The strike last trading price was 127, which was 6.85 higher than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 83
On 7 Mar SUNPHARMA was trading at 1609.30. The strike last trading price was 120.15, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 6 Mar SUNPHARMA was trading at 1614.00. The strike last trading price was 116, which was 0 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 5 Mar SUNPHARMA was trading at 1582.45. The strike last trading price was 116, which was 0 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 4 Mar SUNPHARMA was trading at 1566.50. The strike last trading price was 116, which was 0 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 3 Mar SUNPHARMA was trading at 1585.10. The strike last trading price was 116, which was 0 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 28 Feb SUNPHARMA was trading at 1593.25. The strike last trading price was 116, which was 0 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 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 116, which was 16.8 higher than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 82
On 26 Feb SUNPHARMA was trading at 1611.55. The strike last trading price was 98.9, which was -0.3 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 25 Feb SUNPHARMA was trading at 1613.60. The strike last trading price was 98.9, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 37 which increased total open position to 0
On 24 Feb SUNPHARMA was trading at 1639.50. The strike last trading price was 98.9, which was 7 higher than the previous day. The implied volatity was 20.52, the open interest changed by 37 which increased total open position to 82
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 91.9, which was 13.05 higher than the previous day. The implied volatity was 17.17, the open interest changed by 0 which decreased total open position to 46
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 78.85, which was 13.25 higher than the previous day. The implied volatity was 22.99, the open interest changed by 0 which decreased total open position to 45
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 65.6, which was 15.2 higher than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 43
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 50.4, which was -4.35 lower than the previous day. The implied volatity was 17.53, the open interest changed by 6 which increased total open position to 43
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 54.75, which was -5.7 lower than the previous day. The implied volatity was 22.25, the open interest changed by 1 which increased total open position to 36
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 60.45, which was 22 higher than the previous day. The implied volatity was 22.29, the open interest changed by 10 which increased total open position to 34
On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 38.45, which was -15.45 lower than the previous day. The implied volatity was 21.30, the open interest changed by 24 which increased total open position to 24
On 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
