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

1768.2 -10.80 (-0.61%)

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Historical option data for SUNPHARMA

14 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 1780 CE
Delta: 0.48
Vega: 1.38
Theta: -1.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 20.5 -6.15 15.94 4,845 164 810
13 Nov 1779.00 26.65 -10.50 16.27 2,241 177 648
12 Nov 1800.85 37.15 -2.60 15.18 611 -50 501
11 Nov 1794.60 39.75 -3.55 17.90 397 27 551
8 Nov 1809.60 43.3 4.20 13.00 1,078 -74 526
7 Nov 1790.95 39.1 -25.65 15.96 1,277 231 592
6 Nov 1827.45 64.75 8.25 13.27 165 -24 361
5 Nov 1803.60 56.5 -2.95 21.23 580 -66 385
4 Nov 1808.90 59.45 -41.90 19.22 2,567 446 450
1 Nov 1858.40 101.35 -8.00 19.38 1 0 4
31 Oct 1848.90 109.35 0.00 - 2 0 4
30 Oct 1852.10 109.35 -50.90 - 4 0 0
29 Oct 1871.60 160.25 0.00 - 0 0 0
28 Oct 1902.90 160.25 0.00 - 0 0 0
25 Oct 1860.40 160.25 0.00 - 0 0 0
24 Oct 1848.90 160.25 0.00 - 0 0 0
23 Oct 1839.35 160.25 0.00 - 0 0 0
22 Oct 1887.55 160.25 0.00 - 0 0 0
10 Oct 1887.75 160.25 0.00 - 0 0 0
7 Oct 1905.25 160.25 0.00 - 0 0 0
4 Oct 1910.05 160.25 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1780 expiring on 28NOV2024

Delta for 1780 CE is 0.48

Historical price for 1780 CE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 20.5, which was -6.15 lower than the previous day. The implied volatity was 15.94, the open interest changed by 164 which increased total open position to 810


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 26.65, which was -10.50 lower than the previous day. The implied volatity was 16.27, the open interest changed by 177 which increased total open position to 648


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 37.15, which was -2.60 lower than the previous day. The implied volatity was 15.18, the open interest changed by -50 which decreased total open position to 501


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 39.75, which was -3.55 lower than the previous day. The implied volatity was 17.90, the open interest changed by 27 which increased total open position to 551


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 43.3, which was 4.20 higher than the previous day. The implied volatity was 13.00, the open interest changed by -74 which decreased total open position to 526


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 39.1, which was -25.65 lower than the previous day. The implied volatity was 15.96, the open interest changed by 231 which increased total open position to 592


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 64.75, which was 8.25 higher than the previous day. The implied volatity was 13.27, the open interest changed by -24 which decreased total open position to 361


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 56.5, which was -2.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by -66 which decreased total open position to 385


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 59.45, which was -41.90 lower than the previous day. The implied volatity was 19.22, the open interest changed by 446 which increased total open position to 450


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 101.35, which was -8.00 lower than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 4


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 109.35, 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 109.35, which was -50.90 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 160.25, 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 160.25, 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 160.25, 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 160.25, 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 160.25, 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 160.25, 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 160.25, 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 160.25, 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 160.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SUNPHARMA 28NOV2024 1780 PE
Delta: -0.51
Vega: 1.38
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 25.9 2.15 17.54 2,175 -2 867
13 Nov 1779.00 23.75 6.15 18.65 2,418 -28 883
12 Nov 1800.85 17.6 0.00 18.97 1,565 134 920
11 Nov 1794.60 17.6 0.70 17.68 1,355 47 801
8 Nov 1809.60 16.9 -8.20 18.71 1,651 60 778
7 Nov 1790.95 25.1 11.60 20.36 2,091 -14 715
6 Nov 1827.45 13.5 -13.80 20.32 1,169 -5 726
5 Nov 1803.60 27.3 -1.25 23.28 1,415 -90 738
4 Nov 1808.90 28.55 9.10 25.26 5,890 625 837
1 Nov 1858.40 19.45 -0.05 27.33 34 -15 213
31 Oct 1848.90 19.5 2.15 - 150 16 229
30 Oct 1852.10 17.35 3.70 - 633 93 213
29 Oct 1871.60 13.65 2.95 - 185 78 111
28 Oct 1902.90 10.7 -13.75 - 87 38 38
25 Oct 1860.40 24.45 0.00 - 0 0 0
24 Oct 1848.90 24.45 0.00 - 0 1 0
23 Oct 1839.35 24.45 4.85 - 1 0 0
22 Oct 1887.55 19.6 0.00 - 0 0 0
10 Oct 1887.75 19.6 0.00 - 0 0 0
7 Oct 1905.25 19.6 0.00 - 0 0 0
4 Oct 1910.05 19.6 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1780 expiring on 28NOV2024

Delta for 1780 PE is -0.51

Historical price for 1780 PE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 25.9, which was 2.15 higher than the previous day. The implied volatity was 17.54, the open interest changed by -2 which decreased total open position to 867


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 23.75, which was 6.15 higher than the previous day. The implied volatity was 18.65, the open interest changed by -28 which decreased total open position to 883


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 17.6, which was 0.00 lower than the previous day. The implied volatity was 18.97, the open interest changed by 134 which increased total open position to 920


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 17.6, which was 0.70 higher than the previous day. The implied volatity was 17.68, the open interest changed by 47 which increased total open position to 801


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 16.9, which was -8.20 lower than the previous day. The implied volatity was 18.71, the open interest changed by 60 which increased total open position to 778


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 25.1, which was 11.60 higher than the previous day. The implied volatity was 20.36, the open interest changed by -14 which decreased total open position to 715


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 13.5, which was -13.80 lower than the previous day. The implied volatity was 20.32, the open interest changed by -5 which decreased total open position to 726


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 27.3, which was -1.25 lower than the previous day. The implied volatity was 23.28, the open interest changed by -90 which decreased total open position to 738


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 28.55, which was 9.10 higher than the previous day. The implied volatity was 25.26, the open interest changed by 625 which increased total open position to 837


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 19.45, which was -0.05 lower than the previous day. The implied volatity was 27.33, the open interest changed by -15 which decreased total open position to 213


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 19.5, which was 2.15 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 17.35, which was 3.70 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 13.65, which was 2.95 higher 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 10.7, which was -13.75 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 24.45, 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 24.45, 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 24.45, which was 4.85 higher 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 19.6, 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 19.6, 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 19.6, 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 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to