SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
04 Feb 2025 10:10 AM IST
| SUNPHARMA 27FEB2025 1740 CE | ||||||||||
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Delta: 0.63
Vega: 1.66
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Feb | 1750.95 | 40.25 | 0.25 | 15.87 | 731 | -66 | 898 | |||
| 3 Feb | 1740.60 | 38.3 | -2.5 | 18.86 | 5,068 | 138 | 962 | |||
| 1 Feb | 1742.20 | 42.7 | -9.9 | 17.30 | 3,707 | -97 | 825 | |||
| 31 Jan | 1743.95 | 56 | -5.4 | 22.21 | 7,375 | 612 | 944 | |||
| 30 Jan | 1739.10 | 63.95 | 1.75 | 30.62 | 1,994 | 62 | 332 | |||
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| 29 Jan | 1735.35 | 62.35 | 13.5 | 27.62 | 991 | 76 | 271 | |||
| 28 Jan | 1705.50 | 49.8 | -94.9 | 28.95 | 850 | 188 | 188 | |||
| 27 Jan | 1786.85 | 144.7 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 1822.20 | 144.7 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 1833.60 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 1798.95 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 1762.70 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 1778.25 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 1786.55 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 1763.30 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1756.85 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 1746.90 | 144.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 1784.80 | 144.7 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 27FEB2025
Delta for 1740 CE is 0.63
Historical price for 1740 CE is as follows
On 4 Feb SUNPHARMA was trading at 1750.95. The strike last trading price was 40.25, which was 0.25 higher than the previous day. The implied volatity was 15.87, the open interest changed by -66 which decreased total open position to 898
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 38.3, which was -2.5 lower than the previous day. The implied volatity was 18.86, the open interest changed by 138 which increased total open position to 962
On 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 42.7, which was -9.9 lower than the previous day. The implied volatity was 17.30, the open interest changed by -97 which decreased total open position to 825
On 31 Jan SUNPHARMA was trading at 1743.95. The strike last trading price was 56, which was -5.4 lower than the previous day. The implied volatity was 22.21, the open interest changed by 612 which increased total open position to 944
On 30 Jan SUNPHARMA was trading at 1739.10. The strike last trading price was 63.95, which was 1.75 higher than the previous day. The implied volatity was 30.62, the open interest changed by 62 which increased total open position to 332
On 29 Jan SUNPHARMA was trading at 1735.35. The strike last trading price was 62.35, which was 13.5 higher than the previous day. The implied volatity was 27.62, the open interest changed by 76 which increased total open position to 271
On 28 Jan SUNPHARMA was trading at 1705.50. The strike last trading price was 49.8, which was -94.9 lower than the previous day. The implied volatity was 28.95, the open interest changed by 188 which increased total open position to 188
On 27 Jan SUNPHARMA was trading at 1786.85. The strike last trading price was 144.7, 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 24 Jan SUNPHARMA was trading at 1822.20. The strike last trading price was 144.7, 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 23 Jan SUNPHARMA was trading at 1833.60. The strike last trading price was 144.7, 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 22 Jan SUNPHARMA was trading at 1798.95. The strike last trading price was 144.7, 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 21 Jan SUNPHARMA was trading at 1762.70. The strike last trading price was 144.7, 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 20 Jan SUNPHARMA was trading at 1778.25. The strike last trading price was 144.7, 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 17 Jan SUNPHARMA was trading at 1786.55. The strike last trading price was 144.7, 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 16 Jan SUNPHARMA was trading at 1763.30. The strike last trading price was 144.7, 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 15 Jan SUNPHARMA was trading at 1756.85. The strike last trading price was 144.7, 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 Jan SUNPHARMA was trading at 1746.90. The strike last trading price was 144.7, 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 10 Jan SUNPHARMA was trading at 1784.80. The strike last trading price was 144.7, 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 27FEB2025 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.72
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Feb | 1750.95 | 35.2 | -7.2 | 25.94 | 358 | 65 | 605 |
| 3 Feb | 1740.60 | 43.9 | 4.25 | 27.31 | 2,882 | -21 | 541 |
| 1 Feb | 1742.20 | 36.25 | -13.85 | 24.51 | 4,625 | -75 | 560 |
| 31 Jan | 1743.95 | 44 | -15.35 | 29.62 | 6,593 | 447 | 643 |
| 30 Jan | 1739.10 | 54.8 | -9.25 | 31.30 | 824 | 75 | 196 |
| 29 Jan | 1735.35 | 58.05 | -19.8 | 33.77 | 86 | 20 | 121 |
| 28 Jan | 1705.50 | 77.15 | 57.15 | 35.39 | 193 | 99 | 101 |
| 27 Jan | 1786.85 | 20 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 1822.20 | 20 | 0 | 0.00 | 0 | 1 | 0 |
| 23 Jan | 1833.60 | 20 | -7.85 | 27.83 | 1 | 0 | 1 |
| 22 Jan | 1798.95 | 27.85 | 6.30 | 25.61 | 1 | 0 | 0 |
| 21 Jan | 1762.70 | 21.55 | 0.00 | 2.15 | 0 | 0 | 0 |
| 20 Jan | 1778.25 | 21.55 | 0.00 | 2.90 | 0 | 0 | 0 |
| 17 Jan | 1786.55 | 21.55 | 0.00 | 3.29 | 0 | 0 | 0 |
| 16 Jan | 1763.30 | 21.55 | 0.00 | 2.39 | 0 | 0 | 0 |
| 15 Jan | 1756.85 | 21.55 | 0.00 | 1.88 | 0 | 0 | 0 |
| 13 Jan | 1746.90 | 21.55 | 0.00 | 1.32 | 0 | 0 | 0 |
| 10 Jan | 1784.80 | 21.55 | 3.13 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 27FEB2025
Delta for 1740 PE is -0.41
Historical price for 1740 PE is as follows
On 4 Feb SUNPHARMA was trading at 1750.95. The strike last trading price was 35.2, which was -7.2 lower than the previous day. The implied volatity was 25.94, the open interest changed by 65 which increased total open position to 605
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 43.9, which was 4.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by -21 which decreased total open position to 541
On 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 36.25, which was -13.85 lower than the previous day. The implied volatity was 24.51, the open interest changed by -75 which decreased total open position to 560
On 31 Jan SUNPHARMA was trading at 1743.95. The strike last trading price was 44, which was -15.35 lower than the previous day. The implied volatity was 29.62, the open interest changed by 447 which increased total open position to 643
On 30 Jan SUNPHARMA was trading at 1739.10. The strike last trading price was 54.8, which was -9.25 lower than the previous day. The implied volatity was 31.30, the open interest changed by 75 which increased total open position to 196
On 29 Jan SUNPHARMA was trading at 1735.35. The strike last trading price was 58.05, which was -19.8 lower than the previous day. The implied volatity was 33.77, the open interest changed by 20 which increased total open position to 121
On 28 Jan SUNPHARMA was trading at 1705.50. The strike last trading price was 77.15, which was 57.15 higher than the previous day. The implied volatity was 35.39, the open interest changed by 99 which increased total open position to 101
On 27 Jan SUNPHARMA was trading at 1786.85. The strike last trading price was 20, 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 24 Jan SUNPHARMA was trading at 1822.20. The strike last trading price was 20, 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 23 Jan SUNPHARMA was trading at 1833.60. The strike last trading price was 20, which was -7.85 lower than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 1
On 22 Jan SUNPHARMA was trading at 1798.95. The strike last trading price was 27.85, which was 6.30 higher than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 0
On 21 Jan SUNPHARMA was trading at 1762.70. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SUNPHARMA was trading at 1778.25. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
On 17 Jan SUNPHARMA was trading at 1786.55. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SUNPHARMA was trading at 1763.30. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 15 Jan SUNPHARMA was trading at 1756.85. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SUNPHARMA was trading at 1746.90. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 10 Jan SUNPHARMA was trading at 1784.80. The strike last trading price was 21.55, which was lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
