SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.79
Theta: -1.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1780.00 | 42.4 | -3.95 | 21.76 | 339 | 4 | 184 | |||
| 20 Nov | 1777.25 | 46.35 | 0.00 | 20.14 | 1,934 | 19 | 179 | |||
| 19 Nov | 1777.25 | 46.35 | 17.60 | 20.14 | 1,934 | 18 | 179 | |||
| 18 Nov | 1747.75 | 28.75 | -17.55 | 19.88 | 791 | 109 | 159 | |||
| 14 Nov | 1768.20 | 46.3 | -6.70 | 17.23 | 95 | 0 | 51 | |||
| 13 Nov | 1779.00 | 53 | -23.65 | 16.14 | 55 | 12 | 54 | |||
| 12 Nov | 1800.85 | 76.65 | 6.65 | 23.98 | 4 | -1 | 42 | |||
| 11 Nov | 1794.60 | 70 | -9.25 | 19.43 | 15 | -1 | 42 | |||
| 8 Nov | 1809.60 | 79.25 | 10.50 | 16.52 | 17 | -4 | 43 | |||
| 7 Nov | 1790.95 | 68.75 | -29.00 | 16.89 | 26 | 7 | 47 | |||
| 6 Nov | 1827.45 | 97.75 | 10.05 | - | 4 | 1 | 41 | |||
| 5 Nov | 1803.60 | 87.7 | -2.65 | 23.71 | 13 | 3 | 40 | |||
| 4 Nov | 1808.90 | 90.35 | -54.65 | 20.23 | 38 | 36 | 37 | |||
| 1 Nov | 1858.40 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1848.90 | 145 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1852.10 | 145 | 0.00 | - | 1 | 0 | 1 | |||
| 29 Oct | 1871.60 | 145 | -47.50 | - | 1 | 0 | 0 | |||
| 28 Oct | 1902.90 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 1848.90 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1839.35 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1887.55 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1905.25 | 192.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 192.5 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.75
Historical price for 1740 CE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 42.4, which was -3.95 lower than the previous day. The implied volatity was 21.76, the open interest changed by 4 which increased total open position to 184
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 46.35, which was 0.00 lower than the previous day. The implied volatity was 20.14, the open interest changed by 19 which increased total open position to 179
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 46.35, which was 17.60 higher than the previous day. The implied volatity was 20.14, the open interest changed by 18 which increased total open position to 179
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 28.75, which was -17.55 lower than the previous day. The implied volatity was 19.88, the open interest changed by 109 which increased total open position to 159
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 46.3, which was -6.70 lower than the previous day. The implied volatity was 17.23, the open interest changed by 0 which decreased total open position to 51
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 53, which was -23.65 lower than the previous day. The implied volatity was 16.14, the open interest changed by 12 which increased total open position to 54
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 76.65, which was 6.65 higher than the previous day. The implied volatity was 23.98, the open interest changed by -1 which decreased total open position to 42
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 70, which was -9.25 lower than the previous day. The implied volatity was 19.43, the open interest changed by -1 which decreased total open position to 42
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 79.25, which was 10.50 higher than the previous day. The implied volatity was 16.52, the open interest changed by -4 which decreased total open position to 43
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 68.75, which was -29.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 7 which increased total open position to 47
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 97.75, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 41
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 87.7, which was -2.65 lower than the previous day. The implied volatity was 23.71, the open interest changed by 3 which increased total open position to 40
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 90.35, which was -54.65 lower than the previous day. The implied volatity was 20.23, the open interest changed by 36 which increased total open position to 37
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 145, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 145, 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 145, 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 145, which was -47.50 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 192.5, 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 192.5, 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 192.5, 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 192.5, 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 192.5, 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 192.5, 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 192.5, 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 192.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.80
Theta: -1.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 9 | -2.55 | 22.69 | 1,919 | -71 | 726 |
| 20 Nov | 1777.25 | 11.55 | 0.00 | 24.01 | 5,479 | 149 | 801 |
| 19 Nov | 1777.25 | 11.55 | -6.90 | 24.01 | 5,479 | 153 | 801 |
| 18 Nov | 1747.75 | 18.45 | 7.05 | 20.47 | 4,534 | 310 | 647 |
| 14 Nov | 1768.20 | 11.4 | 0.35 | 18.76 | 1,146 | 45 | 337 |
| 13 Nov | 1779.00 | 11.05 | 2.55 | 19.96 | 1,250 | -22 | 294 |
| 12 Nov | 1800.85 | 8.5 | -0.10 | 20.71 | 813 | -29 | 361 |
| 11 Nov | 1794.60 | 8.6 | -0.05 | 19.65 | 518 | -19 | 393 |
| 8 Nov | 1809.60 | 8.65 | -5.30 | 20.31 | 981 | 64 | 420 |
| 7 Nov | 1790.95 | 13.95 | 6.25 | 21.76 | 1,305 | 84 | 355 |
| 6 Nov | 1827.45 | 7.7 | -9.10 | 22.27 | 849 | -20 | 258 |
| 5 Nov | 1803.60 | 16.8 | -1.40 | 24.79 | 1,027 | -87 | 287 |
| 4 Nov | 1808.90 | 18.2 | 5.95 | 26.65 | 1,892 | 245 | 373 |
| 1 Nov | 1858.40 | 12.25 | -1.30 | 28.30 | 3 | 2 | 129 |
| 31 Oct | 1848.90 | 13.55 | 1.75 | - | 213 | 42 | 120 |
| 30 Oct | 1852.10 | 11.8 | 3.55 | - | 133 | 70 | 79 |
| 29 Oct | 1871.60 | 8.25 | -4.05 | - | 11 | 5 | 5 |
| 28 Oct | 1902.90 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1860.40 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1839.35 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1887.55 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1887.75 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1905.25 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1910.05 | 12.3 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.26
Historical price for 1740 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 9, which was -2.55 lower than the previous day. The implied volatity was 22.69, the open interest changed by -71 which decreased total open position to 726
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 149 which increased total open position to 801
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 11.55, which was -6.90 lower than the previous day. The implied volatity was 24.01, the open interest changed by 153 which increased total open position to 801
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 18.45, which was 7.05 higher than the previous day. The implied volatity was 20.47, the open interest changed by 310 which increased total open position to 647
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 11.4, which was 0.35 higher than the previous day. The implied volatity was 18.76, the open interest changed by 45 which increased total open position to 337
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 11.05, which was 2.55 higher than the previous day. The implied volatity was 19.96, the open interest changed by -22 which decreased total open position to 294
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 8.5, which was -0.10 lower than the previous day. The implied volatity was 20.71, the open interest changed by -29 which decreased total open position to 361
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 8.6, which was -0.05 lower than the previous day. The implied volatity was 19.65, the open interest changed by -19 which decreased total open position to 393
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 8.65, which was -5.30 lower than the previous day. The implied volatity was 20.31, the open interest changed by 64 which increased total open position to 420
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 13.95, which was 6.25 higher than the previous day. The implied volatity was 21.76, the open interest changed by 84 which increased total open position to 355
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 7.7, which was -9.10 lower than the previous day. The implied volatity was 22.27, the open interest changed by -20 which decreased total open position to 258
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 16.8, which was -1.40 lower than the previous day. The implied volatity was 24.79, the open interest changed by -87 which decreased total open position to 287
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 18.2, which was 5.95 higher than the previous day. The implied volatity was 26.65, the open interest changed by 245 which increased total open position to 373
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 12.25, which was -1.30 lower than the previous day. The implied volatity was 28.30, the open interest changed by 2 which increased total open position to 129
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 13.55, which was 1.75 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 11.8, which was 3.55 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 8.25, which was -4.05 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 12.3, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 12.3, 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 12.3, 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 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 12.3, 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 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 12.3, 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 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 12.3, 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 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 12.3, 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 4 Oct SUNPHARMA was trading at 1910.05. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
