SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Apr 2025 03:50 PM IST
| SUNPHARMA 24APR2025 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Apr | 1744.90 | 0.25 | -0.35 | 31.21 | 320 | -19 | 1,564 | |||
| 17 Apr | 1751.50 | 0.65 | -0.1 | 21.34 | 856 | -64 | 1,583 | |||
| 16 Apr | 1693.10 | 0.85 | -0.4 | 32.43 | 214 | -45 | 1,647 | |||
| 15 Apr | 1705.00 | 1.3 | -1.1 | 30.35 | 438 | -9 | 1,692 | |||
| 11 Apr | 1687.55 | 2.5 | 0.75 | 31.24 | 1,285 | -35 | 1,701 | |||
| 9 Apr | 1652.20 | 1.9 | -0.55 | 32.47 | 445 | 10 | 1,737 | |||
| 8 Apr | 1688.35 | 2.45 | -0.05 | 27.40 | 348 | 5 | 1,727 | |||
| 7 Apr | 1666.35 | 2.65 | -0.15 | 28.91 | 785 | -18 | 1,723 | |||
| 4 Apr | 1709.35 | 2.9 | -4.3 | 23.35 | 2,890 | -184 | 1,746 | |||
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| 3 Apr | 1770.00 | 7.6 | 3 | 18.88 | 6,769 | 1,696 | 1,945 | |||
| 2 Apr | 1713.65 | 4.7 | 1.25 | 23.71 | 318 | 46 | 245 | |||
| 1 Apr | 1698.35 | 3.55 | -3.45 | 23.51 | 681 | 48 | 188 | |||
| 28 Mar | 1734.70 | 6.85 | -2.4 | 20.84 | 490 | 3 | 140 | |||
| 27 Mar | 1731.45 | 9.05 | -3.95 | 22.29 | 357 | 23 | 138 | |||
| 26 Mar | 1758.95 | 12.75 | -2.5 | 22.42 | 204 | 64 | 114 | |||
| 25 Mar | 1764.75 | 14.9 | -5.3 | 21.78 | 36 | 16 | 49 | |||
| 24 Mar | 1784.80 | 20.2 | 0.9 | 20.82 | 32 | 5 | 34 | |||
| 21 Mar | 1784.50 | 19.5 | 7.5 | 18.70 | 19 | 8 | 26 | |||
| 20 Mar | 1750.25 | 12 | 0 | 19.53 | 11 | 2 | 19 | |||
| 19 Mar | 1732.35 | 12 | 0 | 21.48 | 1 | 0 | 17 | |||
| 18 Mar | 1747.80 | 11.55 | 4.65 | 18.78 | 31 | 14 | 15 | |||
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 24APR2025
Delta for 1860 CE is 0.01
Historical price for 1860 CE is as follows
On 21 Apr SUNPHARMA was trading at 1744.90. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 31.21, the open interest changed by -19 which decreased total open position to 1564
On 17 Apr SUNPHARMA was trading at 1751.50. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 21.34, the open interest changed by -64 which decreased total open position to 1583
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 32.43, the open interest changed by -45 which decreased total open position to 1647
On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 1.3, which was -1.1 lower than the previous day. The implied volatity was 30.35, the open interest changed by -9 which decreased total open position to 1692
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 2.5, which was 0.75 higher than the previous day. The implied volatity was 31.24, the open interest changed by -35 which decreased total open position to 1701
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 32.47, the open interest changed by 10 which increased total open position to 1737
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 27.40, the open interest changed by 5 which increased total open position to 1727
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 28.91, the open interest changed by -18 which decreased total open position to 1723
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 2.9, which was -4.3 lower than the previous day. The implied volatity was 23.35, the open interest changed by -184 which decreased total open position to 1746
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 7.6, which was 3 higher than the previous day. The implied volatity was 18.88, the open interest changed by 1696 which increased total open position to 1945
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 4.7, which was 1.25 higher than the previous day. The implied volatity was 23.71, the open interest changed by 46 which increased total open position to 245
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 3.55, which was -3.45 lower than the previous day. The implied volatity was 23.51, the open interest changed by 48 which increased total open position to 188
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 6.85, which was -2.4 lower than the previous day. The implied volatity was 20.84, the open interest changed by 3 which increased total open position to 140
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 9.05, which was -3.95 lower than the previous day. The implied volatity was 22.29, the open interest changed by 23 which increased total open position to 138
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 12.75, which was -2.5 lower than the previous day. The implied volatity was 22.42, the open interest changed by 64 which increased total open position to 114
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 14.9, which was -5.3 lower than the previous day. The implied volatity was 21.78, the open interest changed by 16 which increased total open position to 49
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 20.2, which was 0.9 higher than the previous day. The implied volatity was 20.82, the open interest changed by 5 which increased total open position to 34
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 19.5, which was 7.5 higher than the previous day. The implied volatity was 18.70, the open interest changed by 8 which increased total open position to 26
On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 19.53, the open interest changed by 2 which increased total open position to 19
On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 17
On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 11.55, which was 4.65 higher than the previous day. The implied volatity was 18.78, the open interest changed by 14 which increased total open position to 15
| SUNPHARMA 24APR2025 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Apr | 1744.90 | 112 | 0 | 0.00 | 0 | 1 | 0 |
| 17 Apr | 1751.50 | 112 | -50.25 | 46.34 | 1 | 0 | 90 |
| 16 Apr | 1693.10 | 162.25 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 1705.00 | 162.25 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 1687.55 | 162.25 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1652.20 | 162.25 | 0 | 0.00 | 0 | -5 | 0 |
| 8 Apr | 1688.35 | 162.25 | 10.2 | 24.48 | 6 | -2 | 93 |
| 7 Apr | 1666.35 | 152.05 | 0 | 0.00 | 0 | -7 | 0 |
| 4 Apr | 1709.35 | 152.05 | 56.9 | 29.57 | 7 | -6 | 96 |
| 3 Apr | 1770.00 | 95.15 | -69.4 | 26.93 | 183 | 102 | 103 |
| 2 Apr | 1713.65 | 164.55 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 1698.35 | 164.55 | -36.65 | 35.57 | 1 | 0 | 0 |
| 28 Mar | 1734.70 | 201.2 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1731.45 | 201.2 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1758.95 | 201.2 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1764.75 | 201.2 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1784.80 | 201.2 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1784.50 | 201.2 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1750.25 | 201.2 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1732.35 | 201.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1747.80 | 201.2 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 24APR2025
Delta for 1860 PE is 0.00
Historical price for 1860 PE is as follows
On 21 Apr SUNPHARMA was trading at 1744.90. The strike last trading price was 112, which was 0 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 17 Apr SUNPHARMA was trading at 1751.50. The strike last trading price was 112, which was -50.25 lower than the previous day. The implied volatity was 46.34, the open interest changed by 0 which decreased total open position to 90
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 162.25, which was 0 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 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 162.25, which was 0 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 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 162.25, which was 0 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 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 162.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 162.25, which was 10.2 higher than the previous day. The implied volatity was 24.48, the open interest changed by -2 which decreased total open position to 93
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 152.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 152.05, which was 56.9 higher than the previous day. The implied volatity was 29.57, the open interest changed by -6 which decreased total open position to 96
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 95.15, which was -69.4 lower than the previous day. The implied volatity was 26.93, the open interest changed by 102 which increased total open position to 103
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 164.55, which was 0 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 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 164.55, which was -36.65 lower than the previous day. The implied volatity was 35.57, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 201.2, 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 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 201.2, 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 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 201.2, 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 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 201.2, 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 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 201.2, 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 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 201.2, 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 201.2, 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 201.2, 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 201.2, 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
