SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
11 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.46
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1687.55 | 3.2 | 0.95 | 30.03 | 1,690 | 47 | 2,474 | |||
| 9 Apr | 1652.20 | 2.45 | -0.7 | 31.56 | 675 | 34 | 2,427 | |||
| 8 Apr | 1688.35 | 3.15 | -0.25 | 26.30 | 789 | 2 | 2,394 | |||
| 7 Apr | 1666.35 | 3.45 | -0.35 | 28.06 | 1,301 | -109 | 2,394 | |||
| 4 Apr | 1709.35 | 3.95 | -6.4 | 22.63 | 4,367 | -318 | 2,510 | |||
| 3 Apr | 1770.00 | 10.85 | 4.45 | 18.35 | 9,297 | 2,401 | 2,839 | |||
| 2 Apr | 1713.65 | 6.4 | 1.65 | 23.21 | 881 | 70 | 438 | |||
| 1 Apr | 1698.35 | 4.65 | -4.95 | 22.75 | 1,335 | 164 | 367 | |||
| 28 Mar | 1734.70 | 9.6 | -2.55 | 20.67 | 480 | 62 | 203 | |||
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| 27 Mar | 1731.45 | 12.05 | -5.35 | 22.01 | 577 | 30 | 136 | |||
| 26 Mar | 1758.95 | 17.55 | -3.3 | 22.73 | 194 | -25 | 107 | |||
| 25 Mar | 1764.75 | 20.05 | -7 | 21.94 | 132 | -2 | 132 | |||
| 24 Mar | 1784.80 | 27 | 2.45 | 21.13 | 330 | 82 | 130 | |||
| 21 Mar | 1784.50 | 24.8 | 9.75 | 17.77 | 30 | 5 | 48 | |||
| 20 Mar | 1750.25 | 15.4 | 3 | 18.48 | 2 | 1 | 44 | |||
| 19 Mar | 1732.35 | 12.7 | -3.3 | 19.56 | 13 | 1 | 43 | |||
| 18 Mar | 1747.80 | 16 | 6 | 18.72 | 71 | 38 | 39 | |||
| 27 Feb | 1647.50 | 48.55 | 0 | 6.17 | 0 | 0 | 0 | |||
| 21 Feb | 1643.75 | 0 | 0 | 5.91 | 0 | 0 | 0 | |||
| 20 Feb | 1669.30 | 0 | 0 | 5.04 | 0 | 0 | 0 | |||
| 19 Feb | 1676.60 | 0 | 0 | 4.71 | 0 | 0 | 0 | |||
| 18 Feb | 1701.60 | 0 | 0 | 3.73 | 0 | 0 | 0 | |||
| 17 Feb | 1714.20 | 0 | 0 | 3.24 | 0 | 0 | 0 | |||
| 14 Feb | 1700.50 | 0 | 0 | 3.65 | 0 | 0 | 0 | |||
| 13 Feb | 1746.35 | 0 | 0 | 2.20 | 0 | 0 | 0 | |||
| 12 Feb | 1693.85 | 0 | 0 | 3.67 | 0 | 0 | 0 | |||
| 11 Feb | 1699.75 | 0 | 0 | 3.50 | 0 | 0 | 0 | |||
| 10 Feb | 1732.10 | 0 | 0 | 2.34 | 0 | 0 | 0 | |||
| 7 Feb | 1749.80 | 0 | 0 | 1.89 | 0 | 0 | 0 | |||
| 6 Feb | 1742.00 | 0 | 0 | 2.04 | 0 | 0 | 0 | |||
| 5 Feb | 1752.75 | 0 | 0 | 1.74 | 0 | 0 | 0 | |||
| 4 Feb | 1765.25 | 0 | 0 | 1.23 | 0 | 0 | 0 | |||
| 3 Feb | 1740.60 | 0 | 0 | 2.06 | 0 | 0 | 0 | |||
| 1 Feb | 1742.20 | 0 | 0 | 2.13 | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1840 expiring on 24APR2025
Delta for 1840 CE is 0.08
Historical price for 1840 CE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 3.2, which was 0.95 higher than the previous day. The implied volatity was 30.03, the open interest changed by 47 which increased total open position to 2474
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 2.45, which was -0.7 lower than the previous day. The implied volatity was 31.56, the open interest changed by 34 which increased total open position to 2427
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 26.30, the open interest changed by 2 which increased total open position to 2394
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 28.06, the open interest changed by -109 which decreased total open position to 2394
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 3.95, which was -6.4 lower than the previous day. The implied volatity was 22.63, the open interest changed by -318 which decreased total open position to 2510
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 10.85, which was 4.45 higher than the previous day. The implied volatity was 18.35, the open interest changed by 2401 which increased total open position to 2839
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 6.4, which was 1.65 higher than the previous day. The implied volatity was 23.21, the open interest changed by 70 which increased total open position to 438
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 4.65, which was -4.95 lower than the previous day. The implied volatity was 22.75, the open interest changed by 164 which increased total open position to 367
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 9.6, which was -2.55 lower than the previous day. The implied volatity was 20.67, the open interest changed by 62 which increased total open position to 203
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 12.05, which was -5.35 lower than the previous day. The implied volatity was 22.01, the open interest changed by 30 which increased total open position to 136
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 17.55, which was -3.3 lower than the previous day. The implied volatity was 22.73, the open interest changed by -25 which decreased total open position to 107
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 20.05, which was -7 lower than the previous day. The implied volatity was 21.94, the open interest changed by -2 which decreased total open position to 132
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 27, which was 2.45 higher than the previous day. The implied volatity was 21.13, the open interest changed by 82 which increased total open position to 130
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 24.8, which was 9.75 higher than the previous day. The implied volatity was 17.77, the open interest changed by 5 which increased total open position to 48
On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 15.4, which was 3 higher than the previous day. The implied volatity was 18.48, the open interest changed by 1 which increased total open position to 44
On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 12.7, which was -3.3 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 43
On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 16, which was 6 higher than the previous day. The implied volatity was 18.72, the open interest changed by 38 which increased total open position to 39
On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 48.55, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SUNPHARMA was trading at 1742.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 24APR2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.47
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1687.55 | 149 | 4.4 | 30.55 | 22 | 1 | 136 |
| 9 Apr | 1652.20 | 144.6 | 0 | 0.00 | 0 | -1 | 0 |
| 8 Apr | 1688.35 | 144.6 | -35.1 | 27.24 | 22 | -1 | 135 |
| 7 Apr | 1666.35 | 179.7 | 46.65 | 52.97 | 7 | -5 | 136 |
| 4 Apr | 1709.35 | 132.7 | 56 | 27.43 | 141 | -44 | 142 |
| 3 Apr | 1770.00 | 75.2 | -48.45 | 23.28 | 430 | 156 | 186 |
| 2 Apr | 1713.65 | 123.65 | -17.35 | 25.56 | 3 | 1 | 30 |
| 1 Apr | 1698.35 | 138.5 | 11.65 | 26.99 | 25 | 0 | 28 |
| 28 Mar | 1734.70 | 126.85 | 18.95 | 36.92 | 1 | 0 | 28 |
| 27 Mar | 1731.45 | 107.9 | 18.25 | 24.98 | 1 | 0 | 27 |
| 26 Mar | 1758.95 | 90.6 | 6.65 | 21.27 | 25 | 11 | 26 |
| 25 Mar | 1764.75 | 83.95 | 10.95 | 21.92 | 14 | 7 | 14 |
| 24 Mar | 1784.80 | 73 | -45.85 | 23.94 | 12 | 6 | 6 |
| 21 Mar | 1784.50 | 118.85 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1750.25 | 118.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1732.35 | 118.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1747.80 | 118.85 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1647.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1643.75 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1669.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1676.60 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1701.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1714.20 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1700.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1746.35 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1693.85 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1699.75 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1732.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1749.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1742.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1752.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1765.25 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1740.60 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1742.20 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1840 expiring on 24APR2025
Delta for 1840 PE is -0.92
Historical price for 1840 PE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 149, which was 4.4 higher than the previous day. The implied volatity was 30.55, the open interest changed by 1 which increased total open position to 136
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 144.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 144.6, which was -35.1 lower than the previous day. The implied volatity was 27.24, the open interest changed by -1 which decreased total open position to 135
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 179.7, which was 46.65 higher than the previous day. The implied volatity was 52.97, the open interest changed by -5 which decreased total open position to 136
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 132.7, which was 56 higher than the previous day. The implied volatity was 27.43, the open interest changed by -44 which decreased total open position to 142
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 75.2, which was -48.45 lower than the previous day. The implied volatity was 23.28, the open interest changed by 156 which increased total open position to 186
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 123.65, which was -17.35 lower than the previous day. The implied volatity was 25.56, the open interest changed by 1 which increased total open position to 30
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 138.5, which was 11.65 higher than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 28
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 126.85, which was 18.95 higher than the previous day. The implied volatity was 36.92, the open interest changed by 0 which decreased total open position to 28
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 107.9, which was 18.25 higher than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 27
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 90.6, which was 6.65 higher than the previous day. The implied volatity was 21.27, the open interest changed by 11 which increased total open position to 26
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 83.95, which was 10.95 higher than the previous day. The implied volatity was 21.92, the open interest changed by 7 which increased total open position to 14
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 73, which was -45.85 lower than the previous day. The implied volatity was 23.94, the open interest changed by 6 which increased total open position to 6
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 118.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 118.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 118.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 118.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SUNPHARMA was trading at 1742.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
