SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.97
Theta: -1.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1780.00 | 16 | -3.90 | 19.14 | 6,381 | 106 | 814 | |||
| 20 Nov | 1777.25 | 19.9 | 0.00 | 18.62 | 7,152 | -301 | 706 | |||
| 19 Nov | 1777.25 | 19.9 | 9.50 | 18.62 | 7,152 | -303 | 706 | |||
| 18 Nov | 1747.75 | 10.4 | -10.10 | 18.83 | 5,690 | 205 | 1,007 | |||
| 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 | |||
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| 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 0.46
Historical price for 1780 CE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 16, which was -3.90 lower than the previous day. The implied volatity was 19.14, the open interest changed by 106 which increased total open position to 814
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 19.9, which was 0.00 lower than the previous day. The implied volatity was 18.62, the open interest changed by -301 which decreased total open position to 706
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 19.9, which was 9.50 higher than the previous day. The implied volatity was 18.62, the open interest changed by -303 which decreased total open position to 706
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 10.4, which was -10.10 lower than the previous day. The implied volatity was 18.83, the open interest changed by 205 which increased total open position to 1007
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 | |||||||
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Delta: -0.54
Vega: 0.97
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 23.15 | -1.60 | 20.54 | 3,635 | -108 | 786 |
| 20 Nov | 1777.25 | 24.75 | 0.00 | 21.53 | 3,774 | 194 | 893 |
| 19 Nov | 1777.25 | 24.75 | -14.65 | 21.53 | 3,774 | 193 | 893 |
| 18 Nov | 1747.75 | 39.4 | 13.50 | 18.90 | 1,994 | -161 | 702 |
| 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 -0.54
Historical price for 1780 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 23.15, which was -1.60 lower than the previous day. The implied volatity was 20.54, the open interest changed by -108 which decreased total open position to 786
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by 194 which increased total open position to 893
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 24.75, which was -14.65 lower than the previous day. The implied volatity was 21.53, the open interest changed by 193 which increased total open position to 893
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 39.4, which was 13.50 higher than the previous day. The implied volatity was 18.90, the open interest changed by -161 which decreased total open position to 702
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
