SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1780 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 31.9 | -17.55 | - | 480 | -87 | 392 | |||
| 19 Dec | 1823.30 | 49.45 | 14.75 | 19.56 | 1,354 | -10 | 475 | |||
| 18 Dec | 1801.05 | 34.7 | 3.10 | 20.20 | 1,009 | -4 | 487 | |||
| 17 Dec | 1789.05 | 31.6 | -16.10 | 18.95 | 775 | 3 | 484 | |||
| 16 Dec | 1809.80 | 47.7 | 5.25 | 22.24 | 735 | -39 | 482 | |||
| 13 Dec | 1813.45 | 42.45 | 2.70 | 12.64 | 1,493 | 25 | 518 | |||
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| 12 Dec | 1805.45 | 39.75 | -5.95 | 14.49 | 136 | -41 | 496 | |||
| 11 Dec | 1814.00 | 45.7 | 2.40 | 17.19 | 255 | -34 | 539 | |||
| 10 Dec | 1809.95 | 43.3 | -2.35 | 13.16 | 223 | 22 | 574 | |||
| 9 Dec | 1806.65 | 45.65 | -0.60 | 15.58 | 257 | -3 | 552 | |||
| 6 Dec | 1804.85 | 46.25 | -3.15 | 15.88 | 247 | 29 | 558 | |||
| 5 Dec | 1813.45 | 49.4 | 6.35 | 14.24 | 1,493 | -72 | 530 | |||
| 4 Dec | 1800.20 | 43.05 | -0.40 | 13.27 | 873 | 0 | 602 | |||
| 3 Dec | 1800.05 | 43.45 | -7.55 | 13.18 | 626 | 29 | 604 | |||
| 2 Dec | 1808.55 | 51 | 6.35 | 15.37 | 787 | 77 | 574 | |||
| 29 Nov | 1780.90 | 44.65 | 19.90 | 18.40 | 4,937 | 60 | 505 | |||
| 28 Nov | 1734.25 | 24.75 | -5.75 | 18.40 | 789 | 108 | 443 | |||
| 27 Nov | 1749.45 | 30.5 | -7.50 | 18.89 | 552 | 133 | 334 | |||
| 26 Nov | 1761.60 | 38 | -15.20 | 19.34 | 363 | 145 | 200 | |||
| 25 Nov | 1798.90 | 53.2 | -6.80 | 11.78 | 8 | 6 | 56 | |||
| 22 Nov | 1795.30 | 60 | 14.00 | 16.11 | 50 | 4 | 54 | |||
| 21 Nov | 1780.00 | 46 | -9.35 | 19.24 | 91 | 49 | 52 | |||
| 20 Nov | 1777.25 | 55.35 | 0.00 | 21.89 | 5 | -1 | 4 | |||
| 19 Nov | 1777.25 | 55.35 | 15.15 | 21.89 | 5 | 0 | 4 | |||
| 18 Nov | 1747.75 | 40.2 | -8.55 | 20.80 | 2 | -1 | 3 | |||
| 14 Nov | 1768.20 | 48.75 | -1.25 | 18.16 | 7 | 3 | 4 | |||
| 13 Nov | 1779.00 | 50 | -67.55 | 16.59 | 1 | 0 | 0 | |||
| 12 Nov | 1800.85 | 117.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 117.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 117.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 117.55 | 117.55 | - | 0 | 0 | 0 | |||
| 1 Nov | 1858.40 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is -
Historical price for 1780 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 31.9, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 392
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 49.45, which was 14.75 higher than the previous day. The implied volatity was 19.56, the open interest changed by -10 which decreased total open position to 475
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 34.7, which was 3.10 higher than the previous day. The implied volatity was 20.20, the open interest changed by -4 which decreased total open position to 487
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 31.6, which was -16.10 lower than the previous day. The implied volatity was 18.95, the open interest changed by 3 which increased total open position to 484
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 47.7, which was 5.25 higher than the previous day. The implied volatity was 22.24, the open interest changed by -39 which decreased total open position to 482
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 42.45, which was 2.70 higher than the previous day. The implied volatity was 12.64, the open interest changed by 25 which increased total open position to 518
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 39.75, which was -5.95 lower than the previous day. The implied volatity was 14.49, the open interest changed by -41 which decreased total open position to 496
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 45.7, which was 2.40 higher than the previous day. The implied volatity was 17.19, the open interest changed by -34 which decreased total open position to 539
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 43.3, which was -2.35 lower than the previous day. The implied volatity was 13.16, the open interest changed by 22 which increased total open position to 574
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 45.65, which was -0.60 lower than the previous day. The implied volatity was 15.58, the open interest changed by -3 which decreased total open position to 552
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 46.25, which was -3.15 lower than the previous day. The implied volatity was 15.88, the open interest changed by 29 which increased total open position to 558
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 49.4, which was 6.35 higher than the previous day. The implied volatity was 14.24, the open interest changed by -72 which decreased total open position to 530
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 43.05, which was -0.40 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 602
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 43.45, which was -7.55 lower than the previous day. The implied volatity was 13.18, the open interest changed by 29 which increased total open position to 604
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 51, which was 6.35 higher than the previous day. The implied volatity was 15.37, the open interest changed by 77 which increased total open position to 574
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 44.65, which was 19.90 higher than the previous day. The implied volatity was 18.40, the open interest changed by 60 which increased total open position to 505
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 24.75, which was -5.75 lower than the previous day. The implied volatity was 18.40, the open interest changed by 108 which increased total open position to 443
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 30.5, which was -7.50 lower than the previous day. The implied volatity was 18.89, the open interest changed by 133 which increased total open position to 334
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 38, which was -15.20 lower than the previous day. The implied volatity was 19.34, the open interest changed by 145 which increased total open position to 200
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 53.2, which was -6.80 lower than the previous day. The implied volatity was 11.78, the open interest changed by 6 which increased total open position to 56
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 60, which was 14.00 higher than the previous day. The implied volatity was 16.11, the open interest changed by 4 which increased total open position to 54
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 46, which was -9.35 lower than the previous day. The implied volatity was 19.24, the open interest changed by 49 which increased total open position to 52
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 55.35, which was 0.00 lower than the previous day. The implied volatity was 21.89, the open interest changed by -1 which decreased total open position to 4
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 55.35, which was 15.15 higher than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 4
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 40.2, which was -8.55 lower than the previous day. The implied volatity was 20.80, the open interest changed by -1 which decreased total open position to 3
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 48.75, which was -1.25 lower than the previous day. The implied volatity was 18.16, the open interest changed by 3 which increased total open position to 4
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 50, which was -67.55 lower than the previous day. The implied volatity was 16.59, 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 117.55, 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 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 117.55, 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 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 117.55, 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 117.55, which was 117.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 0, 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 1780 PE | |||||||
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Delta: -0.19
Vega: 0.63
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 3.95 | -0.85 | 16.36 | 3,090 | -87 | 986 |
| 19 Dec | 1823.30 | 4.8 | -5.10 | 19.66 | 2,630 | 360 | 1,074 |
| 18 Dec | 1801.05 | 9.9 | -5.75 | 18.20 | 1,846 | 27 | 724 |
| 17 Dec | 1789.05 | 15.65 | 6.60 | 21.20 | 2,000 | -163 | 704 |
| 16 Dec | 1809.80 | 9.05 | 2.25 | 18.96 | 2,128 | -108 | 868 |
| 13 Dec | 1813.45 | 6.8 | -2.60 | 15.15 | 2,808 | 123 | 986 |
| 12 Dec | 1805.45 | 9.4 | -0.50 | 15.44 | 944 | -8 | 876 |
| 11 Dec | 1814.00 | 9.9 | -2.60 | 15.97 | 968 | 120 | 890 |
| 10 Dec | 1809.95 | 12.5 | -0.95 | 18.05 | 888 | -114 | 770 |
| 9 Dec | 1806.65 | 13.45 | -0.05 | 17.90 | 1,415 | 305 | 889 |
| 6 Dec | 1804.85 | 13.5 | -1.10 | 16.10 | 674 | -53 | 581 |
| 5 Dec | 1813.45 | 14.6 | -4.40 | 17.82 | 3,584 | 18 | 647 |
| 4 Dec | 1800.20 | 19 | -0.45 | 18.73 | 1,944 | -44 | 631 |
| 3 Dec | 1800.05 | 19.45 | 1.05 | 18.62 | 2,144 | -170 | 673 |
| 2 Dec | 1808.55 | 18.4 | -9.60 | 18.62 | 1,982 | 164 | 843 |
| 29 Nov | 1780.90 | 28 | -26.40 | 18.64 | 3,054 | 430 | 686 |
| 28 Nov | 1734.25 | 54.4 | 6.90 | 21.15 | 182 | 3 | 259 |
| 27 Nov | 1749.45 | 47.5 | 4.50 | 20.11 | 113 | 37 | 257 |
| 26 Nov | 1761.60 | 43 | 15.00 | 20.79 | 444 | 167 | 220 |
| 25 Nov | 1798.90 | 28 | 0.10 | 22.69 | 24 | 22 | 53 |
| 22 Nov | 1795.30 | 27.9 | -14.70 | 21.14 | 41 | 16 | 47 |
| 21 Nov | 1780.00 | 42.6 | 11.30 | 21.26 | 29 | 20 | 31 |
| 20 Nov | 1777.25 | 31.3 | 0.00 | 16.54 | 27 | 5 | 11 |
| 19 Nov | 1777.25 | 31.3 | -16.70 | 16.54 | 27 | 5 | 11 |
| 18 Nov | 1747.75 | 48 | 4.00 | 18.04 | 5 | 0 | 3 |
| 14 Nov | 1768.20 | 44 | -1.00 | 20.52 | 3 | 0 | 4 |
| 13 Nov | 1779.00 | 45 | 10.00 | 22.44 | 4 | 0 | 2 |
| 12 Nov | 1800.85 | 35 | 6.15 | 21.09 | 3 | 2 | 2 |
| 11 Nov | 1794.60 | 28.85 | 0.00 | 1.62 | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 28.85 | 0.00 | 1.53 | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 28.85 | 28.85 | 3.24 | 0 | 0 | 0 |
| 1 Nov | 1858.40 | 0 | 3.57 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -0.19
Historical price for 1780 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 3.95, which was -0.85 lower than the previous day. The implied volatity was 16.36, the open interest changed by -87 which decreased total open position to 986
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 4.8, which was -5.10 lower than the previous day. The implied volatity was 19.66, the open interest changed by 360 which increased total open position to 1074
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 9.9, which was -5.75 lower than the previous day. The implied volatity was 18.20, the open interest changed by 27 which increased total open position to 724
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 15.65, which was 6.60 higher than the previous day. The implied volatity was 21.20, the open interest changed by -163 which decreased total open position to 704
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 9.05, which was 2.25 higher than the previous day. The implied volatity was 18.96, the open interest changed by -108 which decreased total open position to 868
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 6.8, which was -2.60 lower than the previous day. The implied volatity was 15.15, the open interest changed by 123 which increased total open position to 986
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 9.4, which was -0.50 lower than the previous day. The implied volatity was 15.44, the open interest changed by -8 which decreased total open position to 876
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 9.9, which was -2.60 lower than the previous day. The implied volatity was 15.97, the open interest changed by 120 which increased total open position to 890
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 12.5, which was -0.95 lower than the previous day. The implied volatity was 18.05, the open interest changed by -114 which decreased total open position to 770
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 13.45, which was -0.05 lower than the previous day. The implied volatity was 17.90, the open interest changed by 305 which increased total open position to 889
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 13.5, which was -1.10 lower than the previous day. The implied volatity was 16.10, the open interest changed by -53 which decreased total open position to 581
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 14.6, which was -4.40 lower than the previous day. The implied volatity was 17.82, the open interest changed by 18 which increased total open position to 647
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 19, which was -0.45 lower than the previous day. The implied volatity was 18.73, the open interest changed by -44 which decreased total open position to 631
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 19.45, which was 1.05 higher than the previous day. The implied volatity was 18.62, the open interest changed by -170 which decreased total open position to 673
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 18.4, which was -9.60 lower than the previous day. The implied volatity was 18.62, the open interest changed by 164 which increased total open position to 843
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 28, which was -26.40 lower than the previous day. The implied volatity was 18.64, the open interest changed by 430 which increased total open position to 686
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 54.4, which was 6.90 higher than the previous day. The implied volatity was 21.15, the open interest changed by 3 which increased total open position to 259
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 47.5, which was 4.50 higher than the previous day. The implied volatity was 20.11, the open interest changed by 37 which increased total open position to 257
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 43, which was 15.00 higher than the previous day. The implied volatity was 20.79, the open interest changed by 167 which increased total open position to 220
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 28, which was 0.10 higher than the previous day. The implied volatity was 22.69, the open interest changed by 22 which increased total open position to 53
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 27.9, which was -14.70 lower than the previous day. The implied volatity was 21.14, the open interest changed by 16 which increased total open position to 47
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 42.6, which was 11.30 higher than the previous day. The implied volatity was 21.26, the open interest changed by 20 which increased total open position to 31
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 31.3, which was 0.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 5 which increased total open position to 11
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 31.3, which was -16.70 lower than the previous day. The implied volatity was 16.54, the open interest changed by 5 which increased total open position to 11
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 48, which was 4.00 higher than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 3
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 44, which was -1.00 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 4
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 45, which was 10.00 higher than the previous day. The implied volatity was 22.44, 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 35, which was 6.15 higher than the previous day. The implied volatity was 21.09, the open interest changed by 2 which increased total open position to 2
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 28.85, which was 28.85 higher than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
