SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.39
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 1.5 | -4.25 | 15.00 | 4,519 | -128 | 2,234 | |||
| 19 Dec | 1823.30 | 5.75 | 1.95 | 17.88 | 4,724 | 145 | 2,358 | |||
| 18 Dec | 1801.05 | 3.8 | -0.40 | 19.55 | 4,972 | -164 | 2,199 | |||
| 17 Dec | 1789.05 | 4.2 | -2.50 | 20.08 | 2,470 | 71 | 2,359 | |||
| 16 Dec | 1809.80 | 6.7 | 2.75 | 18.33 | 4,215 | 261 | 2,294 | |||
| 13 Dec | 1813.45 | 3.95 | 0.35 | 12.60 | 3,664 | -22 | 2,036 | |||
| 12 Dec | 1805.45 | 3.6 | -1.60 | 12.98 | 2,273 | 27 | 2,058 | |||
| 11 Dec | 1814.00 | 5.2 | -1.15 | 13.73 | 2,636 | 88 | 2,030 | |||
| 10 Dec | 1809.95 | 6.35 | -0.65 | 13.90 | 1,900 | 15 | 1,942 | |||
| 9 Dec | 1806.65 | 7 | -0.35 | 14.34 | 2,033 | -12 | 1,928 | |||
| 6 Dec | 1804.85 | 7.35 | -1.70 | 13.88 | 1,385 | 2 | 1,940 | |||
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| 5 Dec | 1813.45 | 9.05 | 1.40 | 13.59 | 3,396 | 192 | 1,938 | |||
| 4 Dec | 1800.20 | 7.65 | -0.65 | 13.55 | 2,248 | -2 | 1,746 | |||
| 3 Dec | 1800.05 | 8.3 | -2.55 | 13.70 | 2,173 | -5 | 1,749 | |||
| 2 Dec | 1808.55 | 10.85 | -1.15 | 14.26 | 3,781 | 1,525 | 1,758 | |||
| 29 Nov | 1780.90 | 12 | 5.20 | 17.56 | 936 | 117 | 230 | |||
| 28 Nov | 1734.25 | 6.8 | -1.80 | 19.31 | 255 | 43 | 114 | |||
| 27 Nov | 1749.45 | 8.6 | -3.10 | 19.17 | 48 | -1 | 70 | |||
| 26 Nov | 1761.60 | 11.7 | -8.20 | 19.33 | 87 | 30 | 69 | |||
| 25 Nov | 1798.90 | 19.9 | -5.10 | 16.17 | 46 | 30 | 39 | |||
| 22 Nov | 1795.30 | 25 | 4.40 | 18.43 | 4 | 1 | 10 | |||
| 21 Nov | 1780.00 | 20.6 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 20 Nov | 1777.25 | 20.6 | 0.00 | 20.36 | 6 | 5 | 8 | |||
| 19 Nov | 1777.25 | 20.6 | 4.20 | 20.36 | 6 | 4 | 8 | |||
| 18 Nov | 1747.75 | 16.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 1768.20 | 16.4 | -7.60 | 17.50 | 1 | 0 | 3 | |||
| 13 Nov | 1779.00 | 24 | -45.90 | 19.35 | 3 | 2 | 2 | |||
| 12 Nov | 1800.85 | 69.9 | 0.00 | 1.84 | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 69.9 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 8 Nov | 1809.60 | 69.9 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 69.9 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 69.9 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 1 Nov | 1858.40 | 69.9 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.09
Historical price for 1860 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 1.5, which was -4.25 lower than the previous day. The implied volatity was 15.00, the open interest changed by -128 which decreased total open position to 2234
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 5.75, which was 1.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 145 which increased total open position to 2358
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was 19.55, the open interest changed by -164 which decreased total open position to 2199
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 4.2, which was -2.50 lower than the previous day. The implied volatity was 20.08, the open interest changed by 71 which increased total open position to 2359
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 6.7, which was 2.75 higher than the previous day. The implied volatity was 18.33, the open interest changed by 261 which increased total open position to 2294
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 3.95, which was 0.35 higher than the previous day. The implied volatity was 12.60, the open interest changed by -22 which decreased total open position to 2036
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 3.6, which was -1.60 lower than the previous day. The implied volatity was 12.98, the open interest changed by 27 which increased total open position to 2058
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 5.2, which was -1.15 lower than the previous day. The implied volatity was 13.73, the open interest changed by 88 which increased total open position to 2030
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 13.90, the open interest changed by 15 which increased total open position to 1942
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 14.34, the open interest changed by -12 which decreased total open position to 1928
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 7.35, which was -1.70 lower than the previous day. The implied volatity was 13.88, the open interest changed by 2 which increased total open position to 1940
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 9.05, which was 1.40 higher than the previous day. The implied volatity was 13.59, the open interest changed by 192 which increased total open position to 1938
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 7.65, which was -0.65 lower than the previous day. The implied volatity was 13.55, the open interest changed by -2 which decreased total open position to 1746
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 8.3, which was -2.55 lower than the previous day. The implied volatity was 13.70, the open interest changed by -5 which decreased total open position to 1749
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 10.85, which was -1.15 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1525 which increased total open position to 1758
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 12, which was 5.20 higher than the previous day. The implied volatity was 17.56, the open interest changed by 117 which increased total open position to 230
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 6.8, which was -1.80 lower than the previous day. The implied volatity was 19.31, the open interest changed by 43 which increased total open position to 114
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 8.6, which was -3.10 lower than the previous day. The implied volatity was 19.17, the open interest changed by -1 which decreased total open position to 70
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 11.7, which was -8.20 lower than the previous day. The implied volatity was 19.33, the open interest changed by 30 which increased total open position to 69
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 19.9, which was -5.10 lower than the previous day. The implied volatity was 16.17, the open interest changed by 30 which increased total open position to 39
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 25, which was 4.40 higher than the previous day. The implied volatity was 18.43, the open interest changed by 1 which increased total open position to 10
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 20.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 20.6, which was 0.00 lower than the previous day. The implied volatity was 20.36, the open interest changed by 5 which increased total open position to 8
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 20.6, which was 4.20 higher than the previous day. The implied volatity was 20.36, the open interest changed by 4 which increased total open position to 8
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 16.4, 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 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 16.4, which was -7.60 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 3
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 24, which was -45.90 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 2
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 69.9, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 69.9, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 69.9, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 69.9, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 69.9, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 69.9, 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 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.66
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 53.2 | 11.45 | 23.77 | 74 | 18 | 127 |
| 19 Dec | 1823.30 | 41.75 | -16.75 | 19.00 | 142 | 54 | 108 |
| 18 Dec | 1801.05 | 58.5 | -10.10 | 15.23 | 109 | -35 | 54 |
| 17 Dec | 1789.05 | 68.6 | 19.65 | 24.19 | 41 | -16 | 89 |
| 16 Dec | 1809.80 | 48.95 | -2.40 | 15.74 | 113 | 8 | 104 |
| 13 Dec | 1813.45 | 51.35 | -7.20 | 18.31 | 28 | 18 | 97 |
| 12 Dec | 1805.45 | 58.55 | 8.95 | 19.66 | 30 | 11 | 78 |
| 11 Dec | 1814.00 | 49.6 | -2.25 | 12.72 | 89 | 8 | 67 |
| 10 Dec | 1809.95 | 51.85 | -2.95 | 16.18 | 3 | 0 | 59 |
| 9 Dec | 1806.65 | 54.8 | -0.55 | 17.16 | 13 | 0 | 60 |
| 6 Dec | 1804.85 | 55.35 | 6.15 | 15.06 | 13 | 1 | 59 |
| 5 Dec | 1813.45 | 49.2 | -14.75 | 13.99 | 128 | -25 | 57 |
| 4 Dec | 1800.20 | 63.95 | -1.55 | 19.97 | 48 | 23 | 81 |
| 3 Dec | 1800.05 | 65.5 | 8.10 | 20.57 | 34 | -13 | 58 |
| 2 Dec | 1808.55 | 57.4 | -21.25 | 17.36 | 32 | 1 | 72 |
| 29 Nov | 1780.90 | 78.65 | -34.60 | 20.33 | 78 | 41 | 71 |
| 28 Nov | 1734.25 | 113.25 | 5.60 | 21.50 | 34 | 0 | 20 |
| 27 Nov | 1749.45 | 107.65 | 32.65 | 22.88 | 19 | 18 | 19 |
| 26 Nov | 1761.60 | 75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 75 | 14.65 | 24.41 | 1 | 0 | 0 |
| 21 Nov | 1780.00 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1768.20 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1800.85 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1794.60 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 60.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 60.35 | 60.35 | - | 0 | 0 | 0 |
| 1 Nov | 1858.40 | 0 | 0.73 | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -0.80
Historical price for 1860 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 53.2, which was 11.45 higher than the previous day. The implied volatity was 23.77, the open interest changed by 18 which increased total open position to 127
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 41.75, which was -16.75 lower than the previous day. The implied volatity was 19.00, the open interest changed by 54 which increased total open position to 108
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 58.5, which was -10.10 lower than the previous day. The implied volatity was 15.23, the open interest changed by -35 which decreased total open position to 54
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 68.6, which was 19.65 higher than the previous day. The implied volatity was 24.19, the open interest changed by -16 which decreased total open position to 89
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 48.95, which was -2.40 lower than the previous day. The implied volatity was 15.74, the open interest changed by 8 which increased total open position to 104
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 51.35, which was -7.20 lower than the previous day. The implied volatity was 18.31, the open interest changed by 18 which increased total open position to 97
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 58.55, which was 8.95 higher than the previous day. The implied volatity was 19.66, the open interest changed by 11 which increased total open position to 78
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 49.6, which was -2.25 lower than the previous day. The implied volatity was 12.72, the open interest changed by 8 which increased total open position to 67
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 51.85, which was -2.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 0 which decreased total open position to 59
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 54.8, which was -0.55 lower than the previous day. The implied volatity was 17.16, the open interest changed by 0 which decreased total open position to 60
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 55.35, which was 6.15 higher than the previous day. The implied volatity was 15.06, the open interest changed by 1 which increased total open position to 59
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 49.2, which was -14.75 lower than the previous day. The implied volatity was 13.99, the open interest changed by -25 which decreased total open position to 57
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 63.95, which was -1.55 lower than the previous day. The implied volatity was 19.97, the open interest changed by 23 which increased total open position to 81
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 65.5, which was 8.10 higher than the previous day. The implied volatity was 20.57, the open interest changed by -13 which decreased total open position to 58
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 57.4, which was -21.25 lower than the previous day. The implied volatity was 17.36, the open interest changed by 1 which increased total open position to 72
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 78.65, which was -34.60 lower than the previous day. The implied volatity was 20.33, the open interest changed by 41 which increased total open position to 71
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 113.25, which was 5.60 higher than the previous day. The implied volatity was 21.50, the open interest changed by 0 which decreased total open position to 20
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 107.65, which was 32.65 higher than the previous day. The implied volatity was 22.88, the open interest changed by 18 which increased total open position to 19
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 75, 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 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 75, 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 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 75, which was 14.65 higher than the previous day. The implied volatity was 24.41, 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 60.35, 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 60.35, 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 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 60.35, 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 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 60.35, 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 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 60.35, 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 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 60.35, 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 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 60.35, 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 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 60.35, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 60.35, 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 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 60.35, 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 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 60.35, which was 60.35 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 0.73, the open interest changed by 0 which decreased total open position to 0
