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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 1800 CE
Delta: 0.34
Vega: 1.27
Theta: -0.87
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 12.15 -4.70 15.65 4,000 105 1,032
13 Nov 1779.00 16.85 -8.45 15.94 3,641 267 929
12 Nov 1800.85 25.3 -1.60 15.20 4,143 -4 668
11 Nov 1794.60 26.9 -3.30 16.80 1,575 -44 667
8 Nov 1809.60 30.2 2.40 13.57 3,212 -188 712
7 Nov 1790.95 27.8 -23.60 15.84 4,181 317 901
6 Nov 1827.45 51.4 7.40 15.01 1,733 -115 581
5 Nov 1803.60 44 -2.85 19.92 2,595 -152 703
4 Nov 1808.90 46.85 -37.15 19.15 6,582 770 859
1 Nov 1858.40 84 0.00 0.00 0 3 0
31 Oct 1848.90 84 -5.10 - 13 3 89
30 Oct 1852.10 89.1 -5.90 - 89 -9 87
29 Oct 1871.60 95 -38.00 - 46 -1 95
28 Oct 1902.90 133 34.50 - 544 71 97
25 Oct 1860.40 98.5 8.40 - 10 -1 26
24 Oct 1848.90 90.1 5.90 - 22 1 27
23 Oct 1839.35 84.2 -45.60 - 32 20 26
22 Oct 1887.55 129.8 0.00 - 0 0 0
21 Oct 1897.00 129.8 0.00 - 0 0 0
16 Oct 1898.50 129.8 0.00 - 0 6 0
15 Oct 1898.45 129.8 30.85 - 6 5 5
11 Oct 1901.95 98.95 0.00 - 0 0 0
10 Oct 1887.75 98.95 0.00 - 0 0 0
7 Oct 1905.25 98.95 0.00 - 0 0 0
4 Oct 1910.05 98.95 0.00 - 0 0 0
26 Sept 1898.40 98.95 0.00 - 0 0 0
25 Sept 1870.55 98.95 98.95 - 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 1800 expiring on 28NOV2024

Delta for 1800 CE is 0.34

Historical price for 1800 CE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 12.15, which was -4.70 lower than the previous day. The implied volatity was 15.65, the open interest changed by 105 which increased total open position to 1032


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 16.85, which was -8.45 lower than the previous day. The implied volatity was 15.94, the open interest changed by 267 which increased total open position to 929


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 25.3, which was -1.60 lower than the previous day. The implied volatity was 15.20, the open interest changed by -4 which decreased total open position to 668


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 26.9, which was -3.30 lower than the previous day. The implied volatity was 16.80, the open interest changed by -44 which decreased total open position to 667


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 30.2, which was 2.40 higher than the previous day. The implied volatity was 13.57, the open interest changed by -188 which decreased total open position to 712


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 27.8, which was -23.60 lower than the previous day. The implied volatity was 15.84, the open interest changed by 317 which increased total open position to 901


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 51.4, which was 7.40 higher than the previous day. The implied volatity was 15.01, the open interest changed by -115 which decreased total open position to 581


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 44, which was -2.85 lower than the previous day. The implied volatity was 19.92, the open interest changed by -152 which decreased total open position to 703


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 46.85, which was -37.15 lower than the previous day. The implied volatity was 19.15, the open interest changed by 770 which increased total open position to 859


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 84, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 84, which was -5.10 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 89.1, which was -5.90 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 95, which was -38.00 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 133, which was 34.50 higher 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 98.5, which was 8.40 higher 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 90.1, which was 5.90 higher 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 84.2, which was -45.60 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 129.8, 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 21 Oct SUNPHARMA was trading at 1897.00. The strike last trading price was 129.8, 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 Oct SUNPHARMA was trading at 1898.50. The strike last trading price was 129.8, 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 15 Oct SUNPHARMA was trading at 1898.45. The strike last trading price was 129.8, which was 30.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SUNPHARMA was trading at 1901.95. The strike last trading price was 98.95, 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 98.95, 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 98.95, 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 98.95, 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 26 Sept SUNPHARMA was trading at 1898.40. The strike last trading price was 98.95, 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 98.95, which was 98.95 higher 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 1800 PE
Delta: -0.64
Vega: 1.29
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 37.25 3.45 17.20 1,808 -60 845
13 Nov 1779.00 33.8 8.40 18.30 2,299 -136 902
12 Nov 1800.85 25.4 0.30 18.53 4,090 -43 1,118
11 Nov 1794.60 25.1 0.95 16.88 2,504 34 1,163
8 Nov 1809.60 24.15 -9.80 18.46 2,916 74 1,144
7 Nov 1790.95 33.95 15.75 20.20 4,792 -89 1,076
6 Nov 1827.45 18.2 -16.20 19.56 2,337 54 1,165
5 Nov 1803.60 34.4 -1.30 22.52 3,265 -64 1,107
4 Nov 1808.90 35.7 10.90 24.74 14,144 311 1,168
1 Nov 1858.40 24.8 0.95 27.20 185 19 855
31 Oct 1848.90 23.85 2.95 - 1,557 156 835
30 Oct 1852.10 20.9 3.35 - 2,697 241 680
29 Oct 1871.60 17.55 3.40 - 854 -36 441
28 Oct 1902.90 14.15 -12.10 - 1,524 151 482
25 Oct 1860.40 26.25 0.25 - 335 52 331
24 Oct 1848.90 26 -6.00 - 167 56 280
23 Oct 1839.35 32 13.70 - 367 203 224
22 Oct 1887.55 18.3 4.30 - 15 12 19
21 Oct 1897.00 14 0.00 - 5 1 7
16 Oct 1898.50 14 0.00 - 2 0 4
15 Oct 1898.45 14 -1.00 - 1 0 3
11 Oct 1901.95 15 -3.00 - 2 0 3
10 Oct 1887.75 18 0.00 - 1 0 2
7 Oct 1905.25 18 -49.40 - 2 0 0
4 Oct 1910.05 67.4 0.00 - 0 0 0
26 Sept 1898.40 67.4 0.00 - 0 0 0
25 Sept 1870.55 67.4 0.00 - 0 0 0
24 Sept 1868.10 67.4 0.00 - 0 0 0
23 Sept 1862.70 67.4 0.00 - 0 0 0
20 Sept 1865.75 67.4 0.00 - 0 0 0
19 Sept 1846.05 67.4 0.00 - 0 0 0
18 Sept 1836.00 67.4 0.00 - 0 0 0
17 Sept 1866.10 67.4 0.00 - 0 0 0
16 Sept 1862.95 67.4 0.00 - 0 0 0
13 Sept 1853.75 67.4 0.00 - 0 0 0
12 Sept 1865.40 67.4 0.00 - 0 0 0
11 Sept 1845.70 67.4 0.00 - 0 0 0
10 Sept 1836.35 67.4 67.40 - 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 1800 expiring on 28NOV2024

Delta for 1800 PE is -0.64

Historical price for 1800 PE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 37.25, which was 3.45 higher than the previous day. The implied volatity was 17.20, the open interest changed by -60 which decreased total open position to 845


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 33.8, which was 8.40 higher than the previous day. The implied volatity was 18.30, the open interest changed by -136 which decreased total open position to 902


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 25.4, which was 0.30 higher than the previous day. The implied volatity was 18.53, the open interest changed by -43 which decreased total open position to 1118


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 25.1, which was 0.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by 34 which increased total open position to 1163


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 24.15, which was -9.80 lower than the previous day. The implied volatity was 18.46, the open interest changed by 74 which increased total open position to 1144


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 33.95, which was 15.75 higher than the previous day. The implied volatity was 20.20, the open interest changed by -89 which decreased total open position to 1076


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 18.2, which was -16.20 lower than the previous day. The implied volatity was 19.56, the open interest changed by 54 which increased total open position to 1165


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 34.4, which was -1.30 lower than the previous day. The implied volatity was 22.52, the open interest changed by -64 which decreased total open position to 1107


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 35.7, which was 10.90 higher than the previous day. The implied volatity was 24.74, the open interest changed by 311 which increased total open position to 1168


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 24.8, which was 0.95 higher than the previous day. The implied volatity was 27.20, the open interest changed by 19 which increased total open position to 855


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 23.85, 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 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 20.9, which was 3.35 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 17.55, which was 3.40 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 14.15, which was -12.10 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 26.25, which was 0.25 higher 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 26, which was -6.00 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 32, which was 13.70 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 18.3, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SUNPHARMA was trading at 1897.00. The strike last trading price was 14, 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 Oct SUNPHARMA was trading at 1898.50. The strike last trading price was 14, 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 15 Oct SUNPHARMA was trading at 1898.45. The strike last trading price was 14, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SUNPHARMA was trading at 1901.95. The strike last trading price was 15, which was -3.00 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 18, 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 18, which was -49.40 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 67.4, 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 26 Sept SUNPHARMA was trading at 1898.40. The strike last trading price was 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, which was 67.40 higher 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