SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
17 Jan 2025 09:00 AM IST
SUNPHARMA 30JAN2025 1820 CE | ||||||||||
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Delta: 0.26
Vega: 1.13
Theta: -0.88
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
17 Jan | 1763.30 | 10.1 | 0.00 | 18.71 | 1,392 | 13 | 828 | |||
16 Jan | 1763.30 | 10.1 | -0.25 | 18.71 | 1,392 | 17 | 828 | |||
15 Jan | 1756.85 | 10.35 | -4.50 | 20.62 | 765 | 47 | 807 | |||
14 Jan | 1770.85 | 14.85 | 4.90 | 20.00 | 2,633 | -201 | 772 | |||
13 Jan | 1746.90 | 9.95 | -9.40 | 21.30 | 2,020 | -176 | 972 | |||
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10 Jan | 1784.80 | 19.35 | -21.65 | 17.30 | 2,473 | 216 | 1,149 | |||
9 Jan | 1826.35 | 41 | -3.10 | 17.02 | 1,257 | 20 | 931 | |||
8 Jan | 1837.75 | 44.1 | -13.30 | 17.26 | 406 | 44 | 912 | |||
7 Jan | 1853.40 | 57.4 | 3.05 | 16.89 | 220 | 17 | 870 | |||
6 Jan | 1847.40 | 54.35 | -1.05 | 15.67 | 741 | 83 | 851 | |||
3 Jan | 1849.65 | 55.4 | -24.00 | 15.01 | 134 | 6 | 763 | |||
2 Jan | 1878.00 | 79.4 | -6.45 | 17.47 | 99 | -3 | 754 | |||
1 Jan | 1889.95 | 85.85 | -8.15 | - | 47 | 10 | 756 | |||
31 Dec | 1886.35 | 94 | 19.30 | 17.55 | 79 | -4 | 745 | |||
30 Dec | 1883.90 | 74.7 | 6.30 | 14.20 | 480 | 42 | 751 | |||
27 Dec | 1861.25 | 68.4 | 7.90 | 12.28 | 1,650 | 79 | 708 | |||
26 Dec | 1841.35 | 60.5 | 13.75 | 15.67 | 2,576 | 83 | 632 | |||
24 Dec | 1819.00 | 46.75 | -0.70 | 16.77 | 1,250 | 161 | 545 | |||
23 Dec | 1814.60 | 47.45 | 0.25 | 17.00 | 667 | 96 | 380 | |||
20 Dec | 1808.85 | 47.2 | -13.80 | 17.34 | 492 | 137 | 282 | |||
19 Dec | 1823.30 | 61 | 16.50 | 20.07 | 308 | 126 | 144 | |||
18 Dec | 1801.05 | 44.5 | 4.95 | 18.01 | 39 | 16 | 21 | |||
17 Dec | 1789.05 | 39.55 | -15.15 | 16.74 | 6 | 3 | 4 | |||
16 Dec | 1809.80 | 54.7 | 15.30 | 19.01 | 1 | 0 | 0 | |||
13 Dec | 1813.45 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 1805.45 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 1809.95 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 1806.65 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 1800.05 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 1808.55 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 1780.90 | 39.4 | 0.25 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 30JAN2025
Delta for 1820 CE is 0.26
Historical price for 1820 CE is as follows
On 17 Jan SUNPHARMA was trading at 1763.30. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 18.71, the open interest changed by 13 which increased total open position to 828
On 16 Jan SUNPHARMA was trading at 1763.30. The strike last trading price was 10.1, which was -0.25 lower than the previous day. The implied volatity was 18.71, the open interest changed by 17 which increased total open position to 828
On 15 Jan SUNPHARMA was trading at 1756.85. The strike last trading price was 10.35, which was -4.50 lower than the previous day. The implied volatity was 20.62, the open interest changed by 47 which increased total open position to 807
On 14 Jan SUNPHARMA was trading at 1770.85. The strike last trading price was 14.85, which was 4.90 higher than the previous day. The implied volatity was 20.00, the open interest changed by -201 which decreased total open position to 772
On 13 Jan SUNPHARMA was trading at 1746.90. The strike last trading price was 9.95, which was -9.40 lower than the previous day. The implied volatity was 21.30, the open interest changed by -176 which decreased total open position to 972
On 10 Jan SUNPHARMA was trading at 1784.80. The strike last trading price was 19.35, which was -21.65 lower than the previous day. The implied volatity was 17.30, the open interest changed by 216 which increased total open position to 1149
On 9 Jan SUNPHARMA was trading at 1826.35. The strike last trading price was 41, which was -3.10 lower than the previous day. The implied volatity was 17.02, the open interest changed by 20 which increased total open position to 931
On 8 Jan SUNPHARMA was trading at 1837.75. The strike last trading price was 44.1, which was -13.30 lower than the previous day. The implied volatity was 17.26, the open interest changed by 44 which increased total open position to 912
On 7 Jan SUNPHARMA was trading at 1853.40. The strike last trading price was 57.4, which was 3.05 higher than the previous day. The implied volatity was 16.89, the open interest changed by 17 which increased total open position to 870
On 6 Jan SUNPHARMA was trading at 1847.40. The strike last trading price was 54.35, which was -1.05 lower than the previous day. The implied volatity was 15.67, the open interest changed by 83 which increased total open position to 851
On 3 Jan SUNPHARMA was trading at 1849.65. The strike last trading price was 55.4, which was -24.00 lower than the previous day. The implied volatity was 15.01, the open interest changed by 6 which increased total open position to 763
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 79.4, which was -6.45 lower than the previous day. The implied volatity was 17.47, the open interest changed by -3 which decreased total open position to 754
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 85.85, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 756
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 94, which was 19.30 higher than the previous day. The implied volatity was 17.55, the open interest changed by -4 which decreased total open position to 745
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 74.7, which was 6.30 higher than the previous day. The implied volatity was 14.20, the open interest changed by 42 which increased total open position to 751
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 68.4, which was 7.90 higher than the previous day. The implied volatity was 12.28, the open interest changed by 79 which increased total open position to 708
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 60.5, which was 13.75 higher than the previous day. The implied volatity was 15.67, the open interest changed by 83 which increased total open position to 632
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 46.75, which was -0.70 lower than the previous day. The implied volatity was 16.77, the open interest changed by 161 which increased total open position to 545
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 47.45, which was 0.25 higher than the previous day. The implied volatity was 17.00, the open interest changed by 96 which increased total open position to 380
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 47.2, which was -13.80 lower than the previous day. The implied volatity was 17.34, the open interest changed by 137 which increased total open position to 282
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 61, which was 16.50 higher than the previous day. The implied volatity was 20.07, the open interest changed by 126 which increased total open position to 144
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 44.5, which was 4.95 higher than the previous day. The implied volatity was 18.01, the open interest changed by 16 which increased total open position to 21
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 39.55, which was -15.15 lower than the previous day. The implied volatity was 16.74, the open interest changed by 3 which increased total open position to 4
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 54.7, which was 15.30 higher than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 39.4, 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 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 39.4, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 39.4, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 39.4, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 39.4, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 39.4, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 39.4, which was lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
SUNPHARMA 30JAN2025 1820 PE | |||||||
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Delta: -0.67
Vega: 1.25
Theta: -0.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Jan | 1763.30 | 61.7 | 0.00 | 25.86 | 39 | -20 | 601 |
16 Jan | 1763.30 | 61.7 | -7.20 | 25.86 | 39 | -20 | 601 |
15 Jan | 1756.85 | 68.9 | 13.90 | 24.91 | 39 | -2 | 620 |
14 Jan | 1770.85 | 55 | -22.05 | 21.95 | 306 | -54 | 626 |
13 Jan | 1746.90 | 77.05 | 28.05 | 23.27 | 187 | -86 | 683 |
10 Jan | 1784.80 | 49 | 25.50 | 21.98 | 1,550 | -179 | 771 |
9 Jan | 1826.35 | 23.5 | 0.40 | 18.80 | 1,394 | 102 | 949 |
8 Jan | 1837.75 | 23.1 | 4.75 | 18.87 | 903 | 35 | 848 |
7 Jan | 1853.40 | 18.35 | -2.65 | 19.63 | 588 | 75 | 809 |
6 Jan | 1847.40 | 21 | 2.20 | 20.36 | 1,234 | -12 | 744 |
3 Jan | 1849.65 | 18.8 | 7.85 | 18.15 | 701 | 4 | 758 |
2 Jan | 1878.00 | 10.95 | 0.15 | 17.17 | 631 | -25 | 754 |
1 Jan | 1889.95 | 10.8 | -0.65 | 19.51 | 495 | 128 | 779 |
31 Dec | 1886.35 | 11.45 | -2.15 | 19.18 | 701 | 72 | 649 |
30 Dec | 1883.90 | 13.6 | -2.60 | 17.79 | 1,342 | 58 | 575 |
27 Dec | 1861.25 | 16.2 | -9.75 | 17.72 | 1,621 | 55 | 519 |
26 Dec | 1841.35 | 25.95 | -8.70 | 19.51 | 1,247 | 172 | 474 |
24 Dec | 1819.00 | 34.65 | -2.20 | 18.25 | 575 | 204 | 305 |
23 Dec | 1814.60 | 36.85 | -15.15 | 18.85 | 183 | 85 | 100 |
20 Dec | 1808.85 | 52 | -50.35 | 23.63 | 23 | 15 | 15 |
19 Dec | 1823.30 | 102.35 | 0.00 | 1.14 | 0 | 0 | 0 |
18 Dec | 1801.05 | 102.35 | 0.00 | 0.37 | 0 | 0 | 0 |
17 Dec | 1789.05 | 102.35 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 1809.80 | 102.35 | 0.00 | 0.65 | 0 | 0 | 0 |
13 Dec | 1813.45 | 102.35 | 0.00 | 0.82 | 0 | 0 | 0 |
12 Dec | 1805.45 | 102.35 | 0.00 | 0.42 | 0 | 0 | 0 |
10 Dec | 1809.95 | 102.35 | 0.00 | 0.66 | 0 | 0 | 0 |
9 Dec | 1806.65 | 102.35 | 0.00 | 0.45 | 0 | 0 | 0 |
3 Dec | 1800.05 | 102.35 | 0.00 | 0.30 | 0 | 0 | 0 |
2 Dec | 1808.55 | 102.35 | 0.00 | 0.65 | 0 | 0 | 0 |
29 Nov | 1780.90 | 102.35 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 30JAN2025
Delta for 1820 PE is -0.67
Historical price for 1820 PE is as follows
On 17 Jan SUNPHARMA was trading at 1763.30. The strike last trading price was 61.7, which was 0.00 lower than the previous day. The implied volatity was 25.86, the open interest changed by -20 which decreased total open position to 601
On 16 Jan SUNPHARMA was trading at 1763.30. The strike last trading price was 61.7, which was -7.20 lower than the previous day. The implied volatity was 25.86, the open interest changed by -20 which decreased total open position to 601
On 15 Jan SUNPHARMA was trading at 1756.85. The strike last trading price was 68.9, which was 13.90 higher than the previous day. The implied volatity was 24.91, the open interest changed by -2 which decreased total open position to 620
On 14 Jan SUNPHARMA was trading at 1770.85. The strike last trading price was 55, which was -22.05 lower than the previous day. The implied volatity was 21.95, the open interest changed by -54 which decreased total open position to 626
On 13 Jan SUNPHARMA was trading at 1746.90. The strike last trading price was 77.05, which was 28.05 higher than the previous day. The implied volatity was 23.27, the open interest changed by -86 which decreased total open position to 683
On 10 Jan SUNPHARMA was trading at 1784.80. The strike last trading price was 49, which was 25.50 higher than the previous day. The implied volatity was 21.98, the open interest changed by -179 which decreased total open position to 771
On 9 Jan SUNPHARMA was trading at 1826.35. The strike last trading price was 23.5, which was 0.40 higher than the previous day. The implied volatity was 18.80, the open interest changed by 102 which increased total open position to 949
On 8 Jan SUNPHARMA was trading at 1837.75. The strike last trading price was 23.1, which was 4.75 higher than the previous day. The implied volatity was 18.87, the open interest changed by 35 which increased total open position to 848
On 7 Jan SUNPHARMA was trading at 1853.40. The strike last trading price was 18.35, which was -2.65 lower than the previous day. The implied volatity was 19.63, the open interest changed by 75 which increased total open position to 809
On 6 Jan SUNPHARMA was trading at 1847.40. The strike last trading price was 21, which was 2.20 higher than the previous day. The implied volatity was 20.36, the open interest changed by -12 which decreased total open position to 744
On 3 Jan SUNPHARMA was trading at 1849.65. The strike last trading price was 18.8, which was 7.85 higher than the previous day. The implied volatity was 18.15, the open interest changed by 4 which increased total open position to 758
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 10.95, which was 0.15 higher than the previous day. The implied volatity was 17.17, the open interest changed by -25 which decreased total open position to 754
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 10.8, which was -0.65 lower than the previous day. The implied volatity was 19.51, the open interest changed by 128 which increased total open position to 779
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 11.45, which was -2.15 lower than the previous day. The implied volatity was 19.18, the open interest changed by 72 which increased total open position to 649
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 13.6, which was -2.60 lower than the previous day. The implied volatity was 17.79, the open interest changed by 58 which increased total open position to 575
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 16.2, which was -9.75 lower than the previous day. The implied volatity was 17.72, the open interest changed by 55 which increased total open position to 519
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 25.95, which was -8.70 lower than the previous day. The implied volatity was 19.51, the open interest changed by 172 which increased total open position to 474
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 34.65, which was -2.20 lower than the previous day. The implied volatity was 18.25, the open interest changed by 204 which increased total open position to 305
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 36.85, which was -15.15 lower than the previous day. The implied volatity was 18.85, the open interest changed by 85 which increased total open position to 100
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 52, which was -50.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by 15 which increased total open position to 15
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 102.35, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 102.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0