SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.89
Theta: -0.92
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 6.1 | -12.40 | 9.90 | 18,708 | -109 | 9,581 | |||
| 19 Dec | 1823.30 | 18.5 | 6.45 | 15.91 | 24,946 | -172 | 9,674 | |||
| 18 Dec | 1801.05 | 12.05 | 0.20 | 18.16 | 25,894 | -393 | 9,849 | |||
| 17 Dec | 1789.05 | 11.85 | -8.50 | 18.48 | 12,848 | 581 | 10,221 | |||
| 16 Dec | 1809.80 | 20.35 | 5.45 | 18.83 | 25,905 | 1,195 | 9,656 | |||
| 13 Dec | 1813.45 | 14.9 | 1.40 | 11.56 | 9,603 | 58 | 8,448 | |||
| 12 Dec | 1805.45 | 13.5 | -3.80 | 12.29 | 7,377 | 278 | 8,385 | |||
| 11 Dec | 1814.00 | 17.3 | -1.15 | 13.63 | 14,271 | 1,969 | 8,103 | |||
| 10 Dec | 1809.95 | 18.45 | -1.40 | 13.18 | 5,682 | 677 | 6,137 | |||
| 9 Dec | 1806.65 | 19.85 | -0.50 | 14.15 | 7,941 | 1,295 | 5,456 | |||
| 6 Dec | 1804.85 | 20.35 | -2.45 | 13.96 | 2,494 | -160 | 4,160 | |||
| 5 Dec | 1813.45 | 22.8 | 3.20 | 13.11 | 7,368 | 830 | 4,313 | |||
| 4 Dec | 1800.20 | 19.6 | -0.80 | 13.01 | 3,360 | 286 | 3,485 | |||
| 3 Dec | 1800.05 | 20.4 | -5.40 | 13.14 | 4,515 | 860 | 3,200 | |||
| 2 Dec | 1808.55 | 25.8 | 2.35 | 14.46 | 6,088 | 1,374 | 2,346 | |||
| 29 Nov | 1780.90 | 23.45 | 10.90 | 17.22 | 4,346 | 690 | 973 | |||
| 28 Nov | 1734.25 | 12.55 | -3.45 | 18.31 | 771 | 51 | 280 | |||
| 27 Nov | 1749.45 | 16 | -3.80 | 18.49 | 270 | 85 | 229 | |||
| 26 Nov | 1761.60 | 19.8 | -17.45 | 18.13 | 325 | 87 | 178 | |||
| 25 Nov | 1798.90 | 37.25 | -3.75 | 16.41 | 212 | 74 | 89 | |||
| 22 Nov | 1795.30 | 41 | 12.40 | 18.10 | 39 | 1 | 16 | |||
| 21 Nov | 1780.00 | 28.6 | -2.25 | 19.32 | 14 | 13 | 15 | |||
| 20 Nov | 1777.25 | 30.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 1777.25 | 30.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 1747.75 | 30.85 | -27.45 | 23.63 | 2 | 0 | 1 | |||
| 14 Nov | 1768.20 | 58.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 58.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 1800.85 | 58.3 | -33.55 | 23.66 | 1 | 0 | 0 | |||
| 11 Nov | 1794.60 | 91.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1809.60 | 91.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 91.85 | 0.00 | 0.24 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 91.85 | 91.85 | - | 0 | 0 | 0 | |||
| 1 Nov | 1858.40 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.38
Historical price for 1820 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 6.1, which was -12.40 lower than the previous day. The implied volatity was 9.90, the open interest changed by -109 which decreased total open position to 9581
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 18.5, which was 6.45 higher than the previous day. The implied volatity was 15.91, the open interest changed by -172 which decreased total open position to 9674
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 12.05, which was 0.20 higher than the previous day. The implied volatity was 18.16, the open interest changed by -393 which decreased total open position to 9849
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 11.85, which was -8.50 lower than the previous day. The implied volatity was 18.48, the open interest changed by 581 which increased total open position to 10221
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 20.35, which was 5.45 higher than the previous day. The implied volatity was 18.83, the open interest changed by 1195 which increased total open position to 9656
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 14.9, which was 1.40 higher than the previous day. The implied volatity was 11.56, the open interest changed by 58 which increased total open position to 8448
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 13.5, which was -3.80 lower than the previous day. The implied volatity was 12.29, the open interest changed by 278 which increased total open position to 8385
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 17.3, which was -1.15 lower than the previous day. The implied volatity was 13.63, the open interest changed by 1969 which increased total open position to 8103
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 18.45, which was -1.40 lower than the previous day. The implied volatity was 13.18, the open interest changed by 677 which increased total open position to 6137
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 19.85, which was -0.50 lower than the previous day. The implied volatity was 14.15, the open interest changed by 1295 which increased total open position to 5456
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 20.35, which was -2.45 lower than the previous day. The implied volatity was 13.96, the open interest changed by -160 which decreased total open position to 4160
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 22.8, which was 3.20 higher than the previous day. The implied volatity was 13.11, the open interest changed by 830 which increased total open position to 4313
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 19.6, which was -0.80 lower than the previous day. The implied volatity was 13.01, the open interest changed by 286 which increased total open position to 3485
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 20.4, which was -5.40 lower than the previous day. The implied volatity was 13.14, the open interest changed by 860 which increased total open position to 3200
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 25.8, which was 2.35 higher than the previous day. The implied volatity was 14.46, the open interest changed by 1374 which increased total open position to 2346
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 23.45, which was 10.90 higher than the previous day. The implied volatity was 17.22, the open interest changed by 690 which increased total open position to 973
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 12.55, which was -3.45 lower than the previous day. The implied volatity was 18.31, the open interest changed by 51 which increased total open position to 280
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 16, which was -3.80 lower than the previous day. The implied volatity was 18.49, the open interest changed by 85 which increased total open position to 229
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 19.8, which was -17.45 lower than the previous day. The implied volatity was 18.13, the open interest changed by 87 which increased total open position to 178
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 37.25, which was -3.75 lower than the previous day. The implied volatity was 16.41, the open interest changed by 74 which increased total open position to 89
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 41, which was 12.40 higher than the previous day. The implied volatity was 18.10, the open interest changed by 1 which increased total open position to 16
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 28.6, which was -2.25 lower than the previous day. The implied volatity was 19.32, the open interest changed by 13 which increased total open position to 15
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 30.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 30.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 30.85, which was -27.45 lower than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 1
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 58.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 58.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 58.3, which was -33.55 lower than the previous day. The implied volatity was 23.66, 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 91.85, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 91.85, 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 91.85, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 91.85, which was 91.85 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 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.91
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 17.9 | 3.90 | 15.22 | 3,222 | -297 | 929 |
| 19 Dec | 1823.30 | 14 | -13.10 | 16.20 | 3,635 | 394 | 1,234 |
| 18 Dec | 1801.05 | 27.1 | -10.05 | 16.18 | 4,287 | 177 | 840 |
| 17 Dec | 1789.05 | 37.15 | 15.60 | 22.02 | 2,007 | -142 | 666 |
| 16 Dec | 1809.80 | 21.55 | 2.60 | 16.04 | 3,784 | -558 | 814 |
| 13 Dec | 1813.45 | 18.95 | -4.35 | 13.22 | 2,027 | 66 | 1,371 |
| 12 Dec | 1805.45 | 23.3 | 1.20 | 13.31 | 2,710 | -1 | 1,333 |
| 11 Dec | 1814.00 | 22.1 | -4.40 | 13.12 | 3,664 | 346 | 1,338 |
| 10 Dec | 1809.95 | 26.5 | -1.40 | 16.50 | 977 | 44 | 1,003 |
| 9 Dec | 1806.65 | 27.9 | 0.40 | 16.41 | 1,363 | 48 | 958 |
| 6 Dec | 1804.85 | 27.5 | -0.70 | 14.22 | 1,358 | -28 | 909 |
| 5 Dec | 1813.45 | 28.2 | -7.20 | 16.34 | 2,133 | 484 | 935 |
| 4 Dec | 1800.20 | 35.4 | -0.35 | 17.92 | 655 | -38 | 457 |
| 3 Dec | 1800.05 | 35.75 | 2.85 | 17.77 | 795 | -10 | 495 |
| 2 Dec | 1808.55 | 32.9 | -16.45 | 17.29 | 1,158 | 461 | 505 |
| 29 Nov | 1780.90 | 49.35 | -30.65 | 18.98 | 62 | 20 | 43 |
| 28 Nov | 1734.25 | 80 | 7.50 | 20.40 | 2 | 0 | 21 |
| 27 Nov | 1749.45 | 72.5 | 4.55 | 19.79 | 13 | 8 | 21 |
| 26 Nov | 1761.60 | 67.95 | 13.95 | 21.54 | 16 | 9 | 13 |
| 25 Nov | 1798.90 | 54 | -4.40 | 26.94 | 1 | 0 | 3 |
| 22 Nov | 1795.30 | 58.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 58.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 58.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 58.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 58.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1768.20 | 58.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 58.4 | 22.00 | 19.57 | 1 | 0 | 3 |
| 12 Nov | 1800.85 | 36.4 | -9.55 | 14.38 | 3 | 0 | 1 |
| 11 Nov | 1794.60 | 45.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 45.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 45.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 1827.45 | 45.95 | 45.95 | 22.79 | 1 | 0 | 0 |
| 1 Nov | 1858.40 | 0 | 2.25 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -0.57
Historical price for 1820 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 17.9, which was 3.90 higher than the previous day. The implied volatity was 15.22, the open interest changed by -297 which decreased total open position to 929
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 14, which was -13.10 lower than the previous day. The implied volatity was 16.20, the open interest changed by 394 which increased total open position to 1234
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 27.1, which was -10.05 lower than the previous day. The implied volatity was 16.18, the open interest changed by 177 which increased total open position to 840
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 37.15, which was 15.60 higher than the previous day. The implied volatity was 22.02, the open interest changed by -142 which decreased total open position to 666
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 21.55, which was 2.60 higher than the previous day. The implied volatity was 16.04, the open interest changed by -558 which decreased total open position to 814
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 18.95, which was -4.35 lower than the previous day. The implied volatity was 13.22, the open interest changed by 66 which increased total open position to 1371
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 23.3, which was 1.20 higher than the previous day. The implied volatity was 13.31, the open interest changed by -1 which decreased total open position to 1333
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 22.1, which was -4.40 lower than the previous day. The implied volatity was 13.12, the open interest changed by 346 which increased total open position to 1338
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 26.5, which was -1.40 lower than the previous day. The implied volatity was 16.50, the open interest changed by 44 which increased total open position to 1003
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 27.9, which was 0.40 higher than the previous day. The implied volatity was 16.41, the open interest changed by 48 which increased total open position to 958
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 27.5, which was -0.70 lower than the previous day. The implied volatity was 14.22, the open interest changed by -28 which decreased total open position to 909
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 28.2, which was -7.20 lower than the previous day. The implied volatity was 16.34, the open interest changed by 484 which increased total open position to 935
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 35.4, which was -0.35 lower than the previous day. The implied volatity was 17.92, the open interest changed by -38 which decreased total open position to 457
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 35.75, which was 2.85 higher than the previous day. The implied volatity was 17.77, the open interest changed by -10 which decreased total open position to 495
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 32.9, which was -16.45 lower than the previous day. The implied volatity was 17.29, the open interest changed by 461 which increased total open position to 505
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 49.35, which was -30.65 lower than the previous day. The implied volatity was 18.98, the open interest changed by 20 which increased total open position to 43
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 80, which was 7.50 higher than the previous day. The implied volatity was 20.40, the open interest changed by 0 which decreased total open position to 21
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 72.5, which was 4.55 higher than the previous day. The implied volatity was 19.79, the open interest changed by 8 which increased total open position to 21
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 67.95, which was 13.95 higher than the previous day. The implied volatity was 21.54, the open interest changed by 9 which increased total open position to 13
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 54, which was -4.40 lower than the previous day. The implied volatity was 26.94, the open interest changed by 0 which decreased total open position to 3
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 58.4, which was 22.00 higher than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 3
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 36.4, which was -9.55 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 1
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 45.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 45.95, which was 45.95 higher than the previous day. The implied volatity was 22.79, 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 2.25, the open interest changed by 0 which decreased total open position to 0
