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

1770 6.70 (0.38%)

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Historical option data for SUNPHARMA

17 Jan 2025 09:00 AM IST
SUNPHARMA 30JAN2025 1820 CE
Delta: 0.26
Vega: 1.13
Theta: -0.88
Gamma: 0.01
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
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
Delta: -0.67
Vega: 1.25
Theta: -0.81
Gamma: 0.00
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