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[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1780 2.75 (0.15%)

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Historical option data for SUNPHARMA

21 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 1760 CE
Delta: 0.62
Vega: 0.93
Theta: -1.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 27.4 -3.95 20.01 1,994 51 499
20 Nov 1777.25 31.35 0.00 17.58 5,225 -94 449
19 Nov 1777.25 31.35 13.45 17.58 5,225 -93 449
18 Nov 1747.75 17.9 -13.35 19.12 3,177 370 544
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
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 0.62

Historical price for 1760 CE is as follows

On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 27.4, which was -3.95 lower than the previous day. The implied volatity was 20.01, the open interest changed by 51 which increased total open position to 499


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 31.35, which was 0.00 lower than the previous day. The implied volatity was 17.58, the open interest changed by -94 which decreased total open position to 449


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 31.35, which was 13.45 higher than the previous day. The implied volatity was 17.58, the open interest changed by -93 which decreased total open position to 449


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 17.9, which was -13.35 lower than the previous day. The implied volatity was 19.12, the open interest changed by 370 which increased total open position to 544


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: 0.94
Theta: -1.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1780.00 14.45 -2.10 21.32 3,376 -8 913
20 Nov 1777.25 16.55 0.00 22.29 5,140 172 921
19 Nov 1777.25 16.55 -10.75 22.29 5,140 172 921
18 Nov 1747.75 27.3 9.85 19.48 2,965 12 748
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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 14.45, which was -2.10 lower than the previous day. The implied volatity was 21.32, the open interest changed by -8 which decreased total open position to 913


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 16.55, which was 0.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by 172 which increased total open position to 921


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 16.55, which was -10.75 lower than the previous day. The implied volatity was 22.29, the open interest changed by 172 which increased total open position to 921


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 27.3, which was 9.85 higher than the previous day. The implied volatity was 19.48, the open interest changed by 12 which increased total open position to 748


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