SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 09:20 AM IST
| SUNPHARMA 28NOV2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 1.33
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1794.65 | 13.3 | 3.15 | 15.27 | 119 | 4 | 2,035 | |||
| 13 Nov | 1779.00 | 10.15 | -5.75 | 15.95 | 2,353 | 90 | 2,043 | |||
| 12 Nov | 1800.85 | 15.9 | -1.50 | 15.01 | 6,899 | 98 | 2,116 | |||
| 11 Nov | 1794.60 | 17.4 | -2.05 | 16.36 | 2,717 | 149 | 2,013 | |||
| 8 Nov | 1809.60 | 19.45 | 0.45 | 12.98 | 4,382 | 260 | 1,864 | |||
| 7 Nov | 1790.95 | 19 | -18.90 | 15.84 | 5,987 | 728 | 1,605 | |||
| 6 Nov | 1827.45 | 37.9 | 4.35 | 14.87 | 2,165 | -47 | 876 | |||
| 5 Nov | 1803.60 | 33.55 | -2.70 | 20.46 | 2,921 | 32 | 911 | |||
| 4 Nov | 1808.90 | 36.25 | -36.75 | 19.23 | 4,937 | 859 | 880 | |||
| 1 Nov | 1858.40 | 73 | 1.10 | 20.63 | 10 | 2 | 19 | |||
| 31 Oct | 1848.90 | 71.9 | -3.40 | - | 30 | -1 | 18 | |||
| 30 Oct | 1852.10 | 75.3 | -55.50 | - | 62 | 19 | 19 | |||
| 29 Oct | 1871.60 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1902.90 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1860.40 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1839.35 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1887.55 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1897.00 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1898.50 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 1898.45 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1901.95 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1905.25 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1910.85 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1919.95 | 130.8 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 28NOV2024
Delta for 1820 CE is 0.36
Historical price for 1820 CE is as follows
On 14 Nov SUNPHARMA was trading at 1794.65. The strike last trading price was 13.3, which was 3.15 higher than the previous day. The implied volatity was 15.27, the open interest changed by 4 which increased total open position to 2035
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 10.15, which was -5.75 lower than the previous day. The implied volatity was 15.95, the open interest changed by 90 which increased total open position to 2043
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 15.9, which was -1.50 lower than the previous day. The implied volatity was 15.01, the open interest changed by 98 which increased total open position to 2116
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 17.4, which was -2.05 lower than the previous day. The implied volatity was 16.36, the open interest changed by 149 which increased total open position to 2013
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 19.45, which was 0.45 higher than the previous day. The implied volatity was 12.98, the open interest changed by 260 which increased total open position to 1864
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 19, which was -18.90 lower than the previous day. The implied volatity was 15.84, the open interest changed by 728 which increased total open position to 1605
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 37.9, which was 4.35 higher than the previous day. The implied volatity was 14.87, the open interest changed by -47 which decreased total open position to 876
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 33.55, which was -2.70 lower than the previous day. The implied volatity was 20.46, the open interest changed by 32 which increased total open position to 911
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 36.25, which was -36.75 lower than the previous day. The implied volatity was 19.23, the open interest changed by 859 which increased total open position to 880
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 73, which was 1.10 higher than the previous day. The implied volatity was 20.63, the open interest changed by 2 which increased total open position to 19
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 71.9, which was -3.40 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 75.3, which was -55.50 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 130.8, 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 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 130.8, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 130.8, 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 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 130.8, 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 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 130.8, 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 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 130.8, 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 130.8, 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 130.8, 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 130.8, 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 11 Oct SUNPHARMA was trading at 1901.95. The strike last trading price was 130.8, 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 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 130.8, 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 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 130.8, 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 4 Oct SUNPHARMA was trading at 1910.05. The strike last trading price was 130.8, 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 3 Oct SUNPHARMA was trading at 1910.85. The strike last trading price was 130.8, 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 1 Oct SUNPHARMA was trading at 1919.95. The strike last trading price was 130.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 1.37
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1794.65 | 40.05 | -6.50 | 20.61 | 14 | 1 | 417 |
| 13 Nov | 1779.00 | 46.55 | 10.10 | 18.23 | 422 | -4 | 412 |
| 12 Nov | 1800.85 | 36.45 | 0.75 | 18.78 | 2,361 | 160 | 536 |
| 11 Nov | 1794.60 | 35.7 | 2.50 | 16.57 | 1,076 | 51 | 379 |
| 8 Nov | 1809.60 | 33.2 | -11.65 | 18.12 | 1,272 | 38 | 329 |
| 7 Nov | 1790.95 | 44.85 | 19.85 | 20.19 | 1,562 | -159 | 284 |
| 6 Nov | 1827.45 | 25 | -18.60 | 19.20 | 2,182 | 119 | 437 |
| 5 Nov | 1803.60 | 43.6 | -1.20 | 22.11 | 1,704 | 64 | 318 |
| 4 Nov | 1808.90 | 44.8 | 14.85 | 24.57 | 1,881 | 42 | 251 |
| 1 Nov | 1858.40 | 29.95 | 0.95 | 26.40 | 76 | 5 | 212 |
| 31 Oct | 1848.90 | 29 | 2.20 | - | 427 | 41 | 206 |
| 30 Oct | 1852.10 | 26.8 | 4.45 | - | 877 | 128 | 166 |
| 29 Oct | 1871.60 | 22.35 | 4.35 | - | 57 | 1 | 38 |
| 28 Oct | 1902.90 | 18 | -18.45 | - | 99 | 32 | 37 |
| 25 Oct | 1860.40 | 36.45 | -1.90 | - | 2 | 0 | 5 |
| 24 Oct | 1848.90 | 38.35 | 0.00 | - | 0 | 4 | 0 |
| 23 Oct | 1839.35 | 38.35 | 28.45 | - | 4 | 1 | 2 |
| 22 Oct | 1887.55 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1897.00 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1898.50 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1898.45 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1901.95 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1887.75 | 9.9 | -13.25 | - | 1 | 0 | 1 |
| 7 Oct | 1905.25 | 23.15 | 0.00 | - | 3 | 0 | 4 |
| 4 Oct | 1910.05 | 23.15 | 0.00 | - | 0 | 3 | 0 |
| 3 Oct | 1910.85 | 23.15 | -7.90 | - | 3 | 0 | 1 |
| 1 Oct | 1919.95 | 31.05 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 28NOV2024
Delta for 1820 PE is -0.60
Historical price for 1820 PE is as follows
On 14 Nov SUNPHARMA was trading at 1794.65. The strike last trading price was 40.05, which was -6.50 lower than the previous day. The implied volatity was 20.61, the open interest changed by 1 which increased total open position to 417
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 46.55, which was 10.10 higher than the previous day. The implied volatity was 18.23, the open interest changed by -4 which decreased total open position to 412
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 36.45, which was 0.75 higher than the previous day. The implied volatity was 18.78, the open interest changed by 160 which increased total open position to 536
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 35.7, which was 2.50 higher than the previous day. The implied volatity was 16.57, the open interest changed by 51 which increased total open position to 379
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 33.2, which was -11.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 38 which increased total open position to 329
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 44.85, which was 19.85 higher than the previous day. The implied volatity was 20.19, the open interest changed by -159 which decreased total open position to 284
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 25, which was -18.60 lower than the previous day. The implied volatity was 19.20, the open interest changed by 119 which increased total open position to 437
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 43.6, which was -1.20 lower than the previous day. The implied volatity was 22.11, the open interest changed by 64 which increased total open position to 318
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 44.8, which was 14.85 higher than the previous day. The implied volatity was 24.57, the open interest changed by 42 which increased total open position to 251
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 29.95, which was 0.95 higher than the previous day. The implied volatity was 26.40, the open interest changed by 5 which increased total open position to 212
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 29, which was 2.20 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 26.8, which was 4.45 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 22.35, which was 4.35 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 18, which was -18.45 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 36.45, which was -1.90 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 38.35, 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 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 38.35, which was 28.45 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 9.9, 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 9.9, 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 9.9, 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 9.9, 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 9.9, 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 9.9, which was -13.25 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 23.15, 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 23.15, 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 23.15, which was -7.90 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 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
