SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 1.31
Theta: -1.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1768.20 | 31.25 | -7.85 | 15.89 | 713 | -1 | 177 | |||
| 13 Nov | 1779.00 | 39.1 | -12.55 | 16.61 | 654 | 49 | 172 | |||
| 12 Nov | 1800.85 | 51.65 | -1.85 | 15.26 | 62 | -3 | 125 | |||
| 11 Nov | 1794.60 | 53.5 | -6.00 | 18.21 | 26 | 4 | 127 | |||
| 8 Nov | 1809.60 | 59.5 | 6.35 | 13.49 | 141 | 2 | 121 | |||
| 7 Nov | 1790.95 | 53.15 | -27.40 | 16.48 | 202 | 46 | 121 | |||
| 6 Nov | 1827.45 | 80.55 | 9.45 | 9.94 | 60 | 5 | 75 | |||
| 5 Nov | 1803.60 | 71.1 | -3.40 | 22.15 | 66 | 14 | 70 | |||
| 4 Nov | 1808.90 | 74.5 | -46.50 | 19.87 | 292 | 50 | 56 | |||
| 1 Nov | 1858.40 | 121 | 0.00 | 21.96 | 1 | 0 | 6 | |||
| 31 Oct | 1848.90 | 121 | 4.00 | - | 5 | 4 | 5 | |||
| 30 Oct | 1852.10 | 117 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1871.60 | 117 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1902.90 | 117 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 117 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 1848.90 | 117 | -4.60 | - | 1 | 0 | 0 | |||
| 23 Oct | 1839.35 | 121.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1887.55 | 121.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 121.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 1905.25 | 121.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 121.6 | 121.60 | - | 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 1760 expiring on 28NOV2024
Delta for 1760 CE is 0.63
Historical price for 1760 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 31.25, which was -7.85 lower than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 177
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 39.1, which was -12.55 lower than the previous day. The implied volatity was 16.61, the open interest changed by 49 which increased total open position to 172
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 51.65, which was -1.85 lower than the previous day. The implied volatity was 15.26, the open interest changed by -3 which decreased total open position to 125
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 53.5, which was -6.00 lower than the previous day. The implied volatity was 18.21, the open interest changed by 4 which increased total open position to 127
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 59.5, which was 6.35 higher than the previous day. The implied volatity was 13.49, the open interest changed by 2 which increased total open position to 121
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 53.15, which was -27.40 lower than the previous day. The implied volatity was 16.48, the open interest changed by 46 which increased total open position to 121
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 80.55, which was 9.45 higher than the previous day. The implied volatity was 9.94, the open interest changed by 5 which increased total open position to 75
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 71.1, which was -3.40 lower than the previous day. The implied volatity was 22.15, the open interest changed by 14 which increased total open position to 70
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 74.5, which was -46.50 lower than the previous day. The implied volatity was 19.87, the open interest changed by 50 which increased total open position to 56
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 121, which was 0.00 lower than the previous day. The implied volatity was 21.96, the open interest changed by 0 which decreased total open position to 6
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 121, which was 4.00 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 117, 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 117, 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 117, 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 117, 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 117, which was -4.60 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 121.6, 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 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 121.6, 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 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 121.6, 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 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 121.6, 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 121.6, which was 121.60 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 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 1.33
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 17.45 | 1.30 | 18.11 | 2,290 | 69 | 746 |
| 13 Nov | 1779.00 | 16.15 | 3.75 | 19.10 | 2,277 | 109 | 680 |
| 12 Nov | 1800.85 | 12.4 | 0.20 | 19.92 | 1,212 | -18 | 596 |
| 11 Nov | 1794.60 | 12.2 | 0.35 | 18.55 | 849 | 32 | 619 |
| 8 Nov | 1809.60 | 11.85 | -7.00 | 19.28 | 1,396 | 91 | 586 |
| 7 Nov | 1790.95 | 18.85 | 8.85 | 21.07 | 1,953 | 146 | 490 |
| 6 Nov | 1827.45 | 10 | -11.10 | 21.14 | 1,004 | 42 | 345 |
| 5 Nov | 1803.60 | 21.1 | -1.75 | 23.79 | 1,083 | -34 | 307 |
| 4 Nov | 1808.90 | 22.85 | 7.35 | 25.94 | 2,984 | 289 | 347 |
| 1 Nov | 1858.40 | 15.5 | -1.00 | 27.82 | 7 | 1 | 58 |
| 31 Oct | 1848.90 | 16.5 | -34.25 | - | 189 | 41 | 41 |
| 30 Oct | 1852.10 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1871.60 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1902.90 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1860.40 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1839.35 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1887.55 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1887.75 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1905.25 | 50.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1910.05 | 50.75 | 50.75 | - | 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 1760 expiring on 28NOV2024
Delta for 1760 PE is -0.39
Historical price for 1760 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 17.45, which was 1.30 higher than the previous day. The implied volatity was 18.11, the open interest changed by 69 which increased total open position to 746
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 16.15, which was 3.75 higher than the previous day. The implied volatity was 19.10, the open interest changed by 109 which increased total open position to 680
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 12.4, which was 0.20 higher than the previous day. The implied volatity was 19.92, the open interest changed by -18 which decreased total open position to 596
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 12.2, which was 0.35 higher than the previous day. The implied volatity was 18.55, the open interest changed by 32 which increased total open position to 619
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 11.85, which was -7.00 lower than the previous day. The implied volatity was 19.28, the open interest changed by 91 which increased total open position to 586
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 18.85, which was 8.85 higher than the previous day. The implied volatity was 21.07, the open interest changed by 146 which increased total open position to 490
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 10, which was -11.10 lower than the previous day. The implied volatity was 21.14, the open interest changed by 42 which increased total open position to 345
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 21.1, which was -1.75 lower than the previous day. The implied volatity was 23.79, the open interest changed by -34 which decreased total open position to 307
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 22.85, which was 7.35 higher than the previous day. The implied volatity was 25.94, the open interest changed by 289 which increased total open position to 347
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 15.5, which was -1.00 lower than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 58
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 16.5, which was -34.25 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 50.75, 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 50.75, 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 50.75, 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 50.75, 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 50.75, 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 50.75, 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 50.75, 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 50.75, 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 50.75, 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 50.75, which was 50.75 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
