SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 1808.85 | 69.45 | -15.60 | - | 38 | -6 | 96 | |||
| 19 Dec | 1823.30 | 85.05 | 17.05 | 17.59 | 90 | 15 | 98 | |||
| 18 Dec | 1801.05 | 68 | 6.65 | 23.94 | 73 | -10 | 101 | |||
| 17 Dec | 1789.05 | 61.35 | -20.45 | 18.22 | 59 | -15 | 111 | |||
| 16 Dec | 1809.80 | 81.8 | 17.55 | 26.03 | 106 | -57 | 127 | |||
| 13 Dec | 1813.45 | 64.25 | -17.00 | - | 25 | -10 | 185 | |||
| 12 Dec | 1805.45 | 81.25 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 11 Dec | 1814.00 | 81.25 | 4.20 | 21.72 | 19 | 5 | 194 | |||
| 10 Dec | 1809.95 | 77.05 | -1.30 | 10.85 | 5 | 1 | 188 | |||
| 9 Dec | 1806.65 | 78.35 | -1.30 | 16.05 | 16 | 3 | 187 | |||
| 6 Dec | 1804.85 | 79.65 | -4.60 | 18.33 | 10 | 0 | 184 | |||
| 5 Dec | 1813.45 | 84.25 | 11.25 | 16.58 | 68 | 27 | 184 | |||
| 4 Dec | 1800.20 | 73 | -1.00 | 9.47 | 30 | 1 | 157 | |||
| 3 Dec | 1800.05 | 74 | -10.10 | 11.08 | 10 | 1 | 156 | |||
| 2 Dec | 1808.55 | 84.1 | 12.10 | 17.16 | 136 | 20 | 155 | |||
| 29 Nov | 1780.90 | 72 | 29.45 | 19.33 | 1,005 | -85 | 137 | |||
| 28 Nov | 1734.25 | 42.55 | -10.45 | 17.96 | 1,119 | 151 | 223 | |||
| 27 Nov | 1749.45 | 53 | -8.00 | 20.05 | 188 | 43 | 73 | |||
| 26 Nov | 1761.60 | 61 | -22.00 | 19.74 | 56 | 30 | 30 | |||
| 25 Nov | 1798.90 | 83 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 83 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 83 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 83 | 0.00 | 24.01 | 2 | 0 | 1 | |||
| 19 Nov | 1777.25 | 83 | -63.75 | 24.01 | 2 | 1 | 1 | |||
| 18 Nov | 1747.75 | 146.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1768.20 | 146.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 146.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1800.85 | 146.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 146.75 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is -
Historical price for 1740 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 69.45, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 96
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 85.05, which was 17.05 higher than the previous day. The implied volatity was 17.59, the open interest changed by 15 which increased total open position to 98
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 68, which was 6.65 higher than the previous day. The implied volatity was 23.94, the open interest changed by -10 which decreased total open position to 101
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 61.35, which was -20.45 lower than the previous day. The implied volatity was 18.22, the open interest changed by -15 which decreased total open position to 111
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 81.8, which was 17.55 higher than the previous day. The implied volatity was 26.03, the open interest changed by -57 which decreased total open position to 127
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 64.25, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 185
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 81.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 81.25, which was 4.20 higher than the previous day. The implied volatity was 21.72, the open interest changed by 5 which increased total open position to 194
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 77.05, which was -1.30 lower than the previous day. The implied volatity was 10.85, the open interest changed by 1 which increased total open position to 188
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 78.35, which was -1.30 lower than the previous day. The implied volatity was 16.05, the open interest changed by 3 which increased total open position to 187
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 79.65, which was -4.60 lower than the previous day. The implied volatity was 18.33, the open interest changed by 0 which decreased total open position to 184
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 84.25, which was 11.25 higher than the previous day. The implied volatity was 16.58, the open interest changed by 27 which increased total open position to 184
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 73, which was -1.00 lower than the previous day. The implied volatity was 9.47, the open interest changed by 1 which increased total open position to 157
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 74, which was -10.10 lower than the previous day. The implied volatity was 11.08, the open interest changed by 1 which increased total open position to 156
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 84.1, which was 12.10 higher than the previous day. The implied volatity was 17.16, the open interest changed by 20 which increased total open position to 155
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 72, which was 29.45 higher than the previous day. The implied volatity was 19.33, the open interest changed by -85 which decreased total open position to 137
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 42.55, which was -10.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 151 which increased total open position to 223
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 53, which was -8.00 lower than the previous day. The implied volatity was 20.05, the open interest changed by 43 which increased total open position to 73
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 61, which was -22.00 lower than the previous day. The implied volatity was 19.74, the open interest changed by 30 which increased total open position to 30
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 83, 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 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 83, 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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 83, 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 83, which was 0.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 1
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 83, which was -63.75 lower than the previous day. The implied volatity was 24.01, the open interest changed by 1 which increased total open position to 1
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 146.75, 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 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 146.75, 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 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 146.75, 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 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 146.75, 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 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 146.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 26DEC2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.30
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 1.5 | -0.45 | 21.62 | 585 | 4 | 416 |
| 19 Dec | 1823.30 | 1.95 | -1.35 | 23.80 | 901 | 31 | 416 |
| 18 Dec | 1801.05 | 3.3 | -2.50 | 20.70 | 882 | -56 | 384 |
| 17 Dec | 1789.05 | 5.8 | 2.00 | 22.39 | 1,174 | -93 | 444 |
| 16 Dec | 1809.80 | 3.8 | 0.80 | 21.86 | 920 | -86 | 534 |
| 13 Dec | 1813.45 | 3 | -1.25 | 18.39 | 1,275 | -67 | 625 |
| 12 Dec | 1805.45 | 4.25 | -0.70 | 18.45 | 649 | -67 | 693 |
| 11 Dec | 1814.00 | 4.95 | -1.15 | 19.20 | 600 | 44 | 755 |
| 10 Dec | 1809.95 | 6.1 | -0.65 | 20.35 | 589 | -50 | 717 |
| 9 Dec | 1806.65 | 6.75 | -0.15 | 20.20 | 603 | -42 | 773 |
| 6 Dec | 1804.85 | 6.9 | -0.45 | 18.43 | 817 | 11 | 817 |
| 5 Dec | 1813.45 | 7.35 | -2.80 | 19.46 | 1,733 | 95 | 812 |
| 4 Dec | 1800.20 | 10.15 | -0.05 | 20.29 | 1,165 | -14 | 715 |
| 3 Dec | 1800.05 | 10.2 | -0.60 | 19.91 | 1,626 | -171 | 732 |
| 2 Dec | 1808.55 | 10.8 | -6.00 | 20.75 | 1,048 | 161 | 944 |
| 29 Nov | 1780.90 | 16.8 | -15.70 | 20.36 | 2,406 | 380 | 780 |
| 28 Nov | 1734.25 | 32.5 | 3.25 | 20.69 | 1,294 | 281 | 400 |
| 27 Nov | 1749.45 | 29.25 | 2.65 | 20.75 | 243 | 49 | 118 |
| 26 Nov | 1761.60 | 26.6 | 12.60 | 21.45 | 104 | 36 | 68 |
| 25 Nov | 1798.90 | 14 | -5.40 | 21.40 | 28 | 1 | 32 |
| 22 Nov | 1795.30 | 19.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 19.4 | 0.00 | 0.00 | 0 | 23 | 0 |
| 20 Nov | 1777.25 | 19.4 | 0.00 | 18.02 | 37 | 23 | 31 |
| 19 Nov | 1777.25 | 19.4 | -7.75 | 18.02 | 37 | 23 | 31 |
| 18 Nov | 1747.75 | 27.15 | 2.15 | 17.04 | 11 | 5 | 8 |
| 14 Nov | 1768.20 | 25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 1779.00 | 25 | 8.25 | 20.50 | 1 | 0 | 2 |
| 12 Nov | 1800.85 | 16.75 | -0.25 | 18.67 | 1 | 0 | 2 |
| 6 Nov | 1827.45 | 17 | 21.87 | 2 | 1 | 1 | |
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.07
Historical price for 1740 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 21.62, the open interest changed by 4 which increased total open position to 416
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 1.95, which was -1.35 lower than the previous day. The implied volatity was 23.80, the open interest changed by 31 which increased total open position to 416
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 3.3, which was -2.50 lower than the previous day. The implied volatity was 20.70, the open interest changed by -56 which decreased total open position to 384
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 5.8, which was 2.00 higher than the previous day. The implied volatity was 22.39, the open interest changed by -93 which decreased total open position to 444
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was 21.86, the open interest changed by -86 which decreased total open position to 534
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 18.39, the open interest changed by -67 which decreased total open position to 625
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 4.25, which was -0.70 lower than the previous day. The implied volatity was 18.45, the open interest changed by -67 which decreased total open position to 693
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 4.95, which was -1.15 lower than the previous day. The implied volatity was 19.20, the open interest changed by 44 which increased total open position to 755
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 6.1, which was -0.65 lower than the previous day. The implied volatity was 20.35, the open interest changed by -50 which decreased total open position to 717
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 6.75, which was -0.15 lower than the previous day. The implied volatity was 20.20, the open interest changed by -42 which decreased total open position to 773
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 6.9, which was -0.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by 11 which increased total open position to 817
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 7.35, which was -2.80 lower than the previous day. The implied volatity was 19.46, the open interest changed by 95 which increased total open position to 812
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 10.15, which was -0.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by -14 which decreased total open position to 715
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 10.2, which was -0.60 lower than the previous day. The implied volatity was 19.91, the open interest changed by -171 which decreased total open position to 732
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 10.8, which was -6.00 lower than the previous day. The implied volatity was 20.75, the open interest changed by 161 which increased total open position to 944
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 16.8, which was -15.70 lower than the previous day. The implied volatity was 20.36, the open interest changed by 380 which increased total open position to 780
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 32.5, which was 3.25 higher than the previous day. The implied volatity was 20.69, the open interest changed by 281 which increased total open position to 400
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 29.25, which was 2.65 higher than the previous day. The implied volatity was 20.75, the open interest changed by 49 which increased total open position to 118
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 26.6, which was 12.60 higher than the previous day. The implied volatity was 21.45, the open interest changed by 36 which increased total open position to 68
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 14, which was -5.40 lower than the previous day. The implied volatity was 21.40, the open interest changed by 1 which increased total open position to 32
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 19.4, 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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 18.02, the open interest changed by 23 which increased total open position to 31
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 19.4, which was -7.75 lower than the previous day. The implied volatity was 18.02, the open interest changed by 23 which increased total open position to 31
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 27.15, which was 2.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by 5 which increased total open position to 8
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 25, which was 0.00 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 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 25, which was 8.25 higher than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 2
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 16.75, which was -0.25 lower than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 2
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 17, which was lower than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 1
