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

1800.05 -8.50 (-0.47%)

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Historical option data for SUNPHARMA

03 Dec 2024 04:10 PM IST
SUNPHARMA 26DEC2024 1800 CE
Delta: 0.56
Vega: 1.78
Theta: -0.83
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1800.05 30.6 -7.00 14.55 4,479 96 1,906
2 Dec 1808.55 37.6 5.05 15.05 7,029 74 1,821
29 Nov 1780.90 32.55 14.60 17.50 11,102 566 1,758
28 Nov 1734.25 17.95 -4.50 18.39 2,282 361 1,229
27 Nov 1749.45 22.45 -5.30 18.69 1,328 338 869
26 Nov 1761.60 27.75 -20.25 18.58 994 284 530
25 Nov 1798.90 48 -3.20 16.23 385 178 246
22 Nov 1795.30 51.2 12.65 17.87 188 47 115
21 Nov 1780.00 38.55 -1.55 20.19 32 24 68
20 Nov 1777.25 40.1 0.00 19.45 46 14 44
19 Nov 1777.25 40.1 13.80 19.45 46 14 44
18 Nov 1747.75 26.3 -12.70 18.30 32 20 30
14 Nov 1768.20 39 -17.00 18.13 2 0 9
13 Nov 1779.00 56 0.00 0.00 0 4 0
12 Nov 1800.85 56 0.05 18.63 14 5 10
11 Nov 1794.60 55.95 -5.00 19.09 3 -1 4
8 Nov 1809.60 60.95 8.45 17.49 2 0 3
7 Nov 1790.95 52.5 -110.95 16.89 3 2 2
6 Nov 1827.45 163.45 0.00 - 0 0 0
1 Nov 1858.40 163.45 0.00 - 0 0 0
31 Oct 1848.90 163.45 0.00 - 0 0 0
30 Oct 1852.10 163.45 163.45 - 0 0 0
29 Oct 1871.60 0 0.00 - 0 0 0
28 Oct 1902.90 0 0.00 - 0 0 0
25 Oct 1860.40 0 0.00 - 0 0 0
24 Oct 1848.90 0 0.00 - 0 0 0
23 Oct 1839.35 0 0.00 - 0 0 0
22 Oct 1887.55 0 0.00 - 0 0 0
21 Oct 1897.00 0 0.00 - 0 0 0
18 Oct 1910.35 0 0.00 - 0 0 0
17 Oct 1889.55 0 0.00 - 0 0 0
16 Oct 1898.50 0 0.00 - 0 0 0
15 Oct 1898.45 0 0.00 - 0 0 0
14 Oct 1909.75 0 0.00 - 0 0 0
11 Oct 1901.95 0 0.00 - 0 0 0
10 Oct 1887.75 0 0.00 - 0 0 0
9 Oct 1930.85 0 0.00 - 0 0 0
8 Oct 1917.15 0 0.00 - 0 0 0
7 Oct 1905.25 0 0.00 - 0 0 0
4 Oct 1910.05 0 0.00 - 0 0 0
3 Oct 1910.85 0 0.00 - 0 0 0
1 Oct 1919.95 0 0.00 - 0 0 0
30 Sept 1926.70 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1800 expiring on 26DEC2024

Delta for 1800 CE is 0.56

Historical price for 1800 CE is as follows

On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 30.6, which was -7.00 lower than the previous day. The implied volatity was 14.55, the open interest changed by 96 which increased total open position to 1906


On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 37.6, which was 5.05 higher than the previous day. The implied volatity was 15.05, the open interest changed by 74 which increased total open position to 1821


On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 32.55, which was 14.60 higher than the previous day. The implied volatity was 17.50, the open interest changed by 566 which increased total open position to 1758


On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 17.95, which was -4.50 lower than the previous day. The implied volatity was 18.39, the open interest changed by 361 which increased total open position to 1229


On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 22.45, which was -5.30 lower than the previous day. The implied volatity was 18.69, the open interest changed by 338 which increased total open position to 869


On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 27.75, which was -20.25 lower than the previous day. The implied volatity was 18.58, the open interest changed by 284 which increased total open position to 530


On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 48, which was -3.20 lower than the previous day. The implied volatity was 16.23, the open interest changed by 178 which increased total open position to 246


On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 51.2, which was 12.65 higher than the previous day. The implied volatity was 17.87, the open interest changed by 47 which increased total open position to 115


On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 38.55, which was -1.55 lower than the previous day. The implied volatity was 20.19, the open interest changed by 24 which increased total open position to 68


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 40.1, which was 0.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by 14 which increased total open position to 44


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 40.1, which was 13.80 higher than the previous day. The implied volatity was 19.45, the open interest changed by 14 which increased total open position to 44


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 26.3, which was -12.70 lower than the previous day. The implied volatity was 18.30, the open interest changed by 20 which increased total open position to 30


On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 39, which was -17.00 lower than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 9


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 56, which was 0.05 higher than the previous day. The implied volatity was 18.63, the open interest changed by 5 which increased total open position to 10


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 55.95, which was -5.00 lower than the previous day. The implied volatity was 19.09, the open interest changed by -1 which decreased total open position to 4


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 60.95, which was 8.45 higher than the previous day. The implied volatity was 17.49, the open interest changed by 0 which decreased total open position to 3


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 52.5, which was -110.95 lower than the previous day. The implied volatity was 16.89, the open interest changed by 2 which increased total open position to 2


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 163.45, 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 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 163.45, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 163.45, 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 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 163.45, which was 163.45 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 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 28 Oct SUNPHARMA was trading at 1902.90. 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 Oct SUNPHARMA was trading at 1860.40. 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 24 Oct SUNPHARMA was trading at 1848.90. 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 Oct SUNPHARMA was trading at 1839.35. 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 22 Oct SUNPHARMA was trading at 1887.55. 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 21 Oct SUNPHARMA was trading at 1897.00. 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 18 Oct SUNPHARMA was trading at 1910.35. 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 17 Oct SUNPHARMA was trading at 1889.55. 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 16 Oct SUNPHARMA was trading at 1898.50. 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 15 Oct SUNPHARMA was trading at 1898.45. 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 14 Oct SUNPHARMA was trading at 1909.75. 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 11 Oct SUNPHARMA was trading at 1901.95. 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 10 Oct SUNPHARMA was trading at 1887.75. 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 9 Oct SUNPHARMA was trading at 1930.85. 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 8 Oct SUNPHARMA was trading at 1917.15. 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 7 Oct SUNPHARMA was trading at 1905.25. 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 Oct SUNPHARMA was trading at 1910.05. 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 3 Oct SUNPHARMA was trading at 1910.85. 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 1 Oct SUNPHARMA was trading at 1919.95. 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 30 Sept SUNPHARMA was trading at 1926.70. 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 26DEC2024 1800 PE
Delta: -0.43
Vega: 1.78
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1800.05 26.5 2.05 18.09 3,770 -76 1,059
2 Dec 1808.55 24.45 -12.25 17.77 3,887 577 1,134
29 Nov 1780.90 36.7 -27.80 18.23 1,707 237 557
28 Nov 1734.25 64.5 4.50 19.66 237 37 318
27 Nov 1749.45 60 6.00 20.35 255 22 283
26 Nov 1761.60 54 21.05 20.77 409 77 257
25 Nov 1798.90 32.95 -0.05 21.26 212 93 180
22 Nov 1795.30 33 -17.40 19.79 54 12 99
21 Nov 1780.00 50.4 -3.25 20.11 26 14 87
20 Nov 1777.25 53.65 0.00 21.98 72 42 74
19 Nov 1777.25 53.65 -16.75 21.98 72 43 74
18 Nov 1747.75 70.4 21.95 22.43 7 3 32
14 Nov 1768.20 48.45 -7.55 18.15 11 2 29
13 Nov 1779.00 56 20.95 23.01 19 9 24
12 Nov 1800.85 35.05 -6.95 17.65 14 11 15
11 Nov 1794.60 42 -10.50 19.76 2 1 3
8 Nov 1809.60 52.5 0.00 0.00 0 2 0
7 Nov 1790.95 52.5 19.90 22.91 2 1 1
6 Nov 1827.45 32.6 0.00 2.29 0 0 0
1 Nov 1858.40 32.6 0.00 3.23 0 0 0
31 Oct 1848.90 32.6 0.00 - 0 0 0
30 Oct 1852.10 32.6 0.00 - 0 0 0
29 Oct 1871.60 32.6 0.00 - 0 0 0
28 Oct 1902.90 32.6 0.00 - 0 0 0
25 Oct 1860.40 32.6 32.60 - 0 0 0
24 Oct 1848.90 0 0.00 - 0 0 0
23 Oct 1839.35 0 0.00 - 0 0 0
22 Oct 1887.55 0 0.00 - 0 0 0
21 Oct 1897.00 0 0.00 - 0 0 0
18 Oct 1910.35 0 0.00 - 0 0 0
17 Oct 1889.55 0 0.00 - 0 0 0
16 Oct 1898.50 0 0.00 - 0 0 0
15 Oct 1898.45 0 0.00 - 0 0 0
14 Oct 1909.75 0 0.00 - 0 0 0
11 Oct 1901.95 0 0.00 - 0 0 0
10 Oct 1887.75 0 0.00 - 0 0 0
9 Oct 1930.85 0 0.00 - 0 0 0
8 Oct 1917.15 0 0.00 - 0 0 0
7 Oct 1905.25 0 0.00 - 0 0 0
4 Oct 1910.05 0 0.00 - 0 0 0
3 Oct 1910.85 0 0.00 - 0 0 0
1 Oct 1919.95 0 0.00 - 0 0 0
30 Sept 1926.70 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1800 expiring on 26DEC2024

Delta for 1800 PE is -0.43

Historical price for 1800 PE is as follows

On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 26.5, which was 2.05 higher than the previous day. The implied volatity was 18.09, the open interest changed by -76 which decreased total open position to 1059


On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 24.45, which was -12.25 lower than the previous day. The implied volatity was 17.77, the open interest changed by 577 which increased total open position to 1134


On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 36.7, which was -27.80 lower than the previous day. The implied volatity was 18.23, the open interest changed by 237 which increased total open position to 557


On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 64.5, which was 4.50 higher than the previous day. The implied volatity was 19.66, the open interest changed by 37 which increased total open position to 318


On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 60, which was 6.00 higher than the previous day. The implied volatity was 20.35, the open interest changed by 22 which increased total open position to 283


On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 54, which was 21.05 higher than the previous day. The implied volatity was 20.77, the open interest changed by 77 which increased total open position to 257


On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 32.95, which was -0.05 lower than the previous day. The implied volatity was 21.26, the open interest changed by 93 which increased total open position to 180


On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 33, which was -17.40 lower than the previous day. The implied volatity was 19.79, the open interest changed by 12 which increased total open position to 99


On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 50.4, which was -3.25 lower than the previous day. The implied volatity was 20.11, the open interest changed by 14 which increased total open position to 87


On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 53.65, which was 0.00 lower than the previous day. The implied volatity was 21.98, the open interest changed by 42 which increased total open position to 74


On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 53.65, which was -16.75 lower than the previous day. The implied volatity was 21.98, the open interest changed by 43 which increased total open position to 74


On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 70.4, which was 21.95 higher than the previous day. The implied volatity was 22.43, the open interest changed by 3 which increased total open position to 32


On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 48.45, which was -7.55 lower than the previous day. The implied volatity was 18.15, the open interest changed by 2 which increased total open position to 29


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 56, which was 20.95 higher than the previous day. The implied volatity was 23.01, the open interest changed by 9 which increased total open position to 24


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 35.05, which was -6.95 lower than the previous day. The implied volatity was 17.65, the open interest changed by 11 which increased total open position to 15


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 42, which was -10.50 lower than the previous day. The implied volatity was 19.76, the open interest changed by 1 which increased total open position to 3


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 52.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 52.5, which was 19.90 higher than the previous day. The implied volatity was 22.91, the open interest changed by 1 which increased total open position to 1


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 32.6, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 32.6, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 32.6, 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 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 32.6, 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 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 32.6, 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 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 32.6, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 32.6, which was 32.60 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 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 Oct SUNPHARMA was trading at 1839.35. 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 22 Oct SUNPHARMA was trading at 1887.55. 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 21 Oct SUNPHARMA was trading at 1897.00. 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 18 Oct SUNPHARMA was trading at 1910.35. 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 17 Oct SUNPHARMA was trading at 1889.55. 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 16 Oct SUNPHARMA was trading at 1898.50. 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 15 Oct SUNPHARMA was trading at 1898.45. 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 14 Oct SUNPHARMA was trading at 1909.75. 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 11 Oct SUNPHARMA was trading at 1901.95. 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 10 Oct SUNPHARMA was trading at 1887.75. 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 9 Oct SUNPHARMA was trading at 1930.85. 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 8 Oct SUNPHARMA was trading at 1917.15. 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 7 Oct SUNPHARMA was trading at 1905.25. 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 Oct SUNPHARMA was trading at 1910.05. 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 3 Oct SUNPHARMA was trading at 1910.85. 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 1 Oct SUNPHARMA was trading at 1919.95. 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 30 Sept SUNPHARMA was trading at 1926.70. 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