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

1768.2 -10.80 (-0.61%)

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Historical option data for SUNPHARMA

14 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 1860 CE
Delta: 0.10
Vega: 0.61
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 2.9 -1.35 17.97 1,271 71 2,249
13 Nov 1779.00 4.25 -2.20 17.71 1,812 -87 2,187
12 Nov 1800.85 6.45 -1.30 16.28 4,290 572 2,274
11 Nov 1794.60 7.75 -0.95 17.54 1,793 209 1,708
8 Nov 1809.60 8.7 -0.40 14.64 2,190 -171 1,495
7 Nov 1790.95 9.1 -10.45 16.97 2,549 211 1,659
6 Nov 1827.45 19.55 1.35 15.66 2,202 -36 1,442
5 Nov 1803.60 18.2 -2.65 20.24 2,059 -52 1,477
4 Nov 1808.90 20.85 -26.20 19.74 6,361 1,090 1,530
1 Nov 1858.40 47.05 -1.25 19.88 274 10 443
31 Oct 1848.90 48.3 -1.00 - 1,749 136 433
30 Oct 1852.10 49.3 -7.25 - 1,313 180 298
29 Oct 1871.60 56.55 -27.45 - 283 54 118
28 Oct 1902.90 84 17.45 - 292 64 64
25 Oct 1860.40 66.55 -38.05 - 1 0 0
24 Oct 1848.90 104.6 0.00 - 0 0 0
23 Oct 1839.35 104.6 0.00 - 0 0 0
22 Oct 1887.55 104.6 0.00 - 0 0 0
21 Oct 1897.00 104.6 0.00 - 0 0 0
17 Oct 1889.55 104.6 0.00 - 0 0 0
16 Oct 1898.50 104.6 0.00 - 0 0 0
15 Oct 1898.45 104.6 0.00 - 0 0 0
11 Oct 1901.95 104.6 0.00 - 0 0 0
10 Oct 1887.75 104.6 0.00 - 0 0 0
7 Oct 1905.25 104.6 0.00 - 0 0 0
4 Oct 1910.05 104.6 0.00 - 0 0 0
3 Oct 1910.85 104.6 0.00 - 0 0 0
1 Oct 1919.95 104.6 0.00 - 0 0 0
30 Sept 1926.70 104.6 0.00 - 0 0 0
27 Sept 1948.70 104.6 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1860 expiring on 28NOV2024

Delta for 1860 CE is 0.10

Historical price for 1860 CE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 2.9, which was -1.35 lower than the previous day. The implied volatity was 17.97, the open interest changed by 71 which increased total open position to 2249


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 4.25, which was -2.20 lower than the previous day. The implied volatity was 17.71, the open interest changed by -87 which decreased total open position to 2187


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 6.45, which was -1.30 lower than the previous day. The implied volatity was 16.28, the open interest changed by 572 which increased total open position to 2274


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 7.75, which was -0.95 lower than the previous day. The implied volatity was 17.54, the open interest changed by 209 which increased total open position to 1708


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 8.7, which was -0.40 lower than the previous day. The implied volatity was 14.64, the open interest changed by -171 which decreased total open position to 1495


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 9.1, which was -10.45 lower than the previous day. The implied volatity was 16.97, the open interest changed by 211 which increased total open position to 1659


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 19.55, which was 1.35 higher than the previous day. The implied volatity was 15.66, the open interest changed by -36 which decreased total open position to 1442


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 18.2, which was -2.65 lower than the previous day. The implied volatity was 20.24, the open interest changed by -52 which decreased total open position to 1477


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 20.85, which was -26.20 lower than the previous day. The implied volatity was 19.74, the open interest changed by 1090 which increased total open position to 1530


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 47.05, which was -1.25 lower than the previous day. The implied volatity was 19.88, the open interest changed by 10 which increased total open position to 443


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 48.3, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 49.3, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 56.55, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 84, which was 17.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 66.55, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SUNPHARMA was trading at 1897.00. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SUNPHARMA was trading at 1889.55. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SUNPHARMA was trading at 1898.50. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SUNPHARMA was trading at 1898.45. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SUNPHARMA was trading at 1901.95. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SUNPHARMA was trading at 1910.05. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SUNPHARMA was trading at 1910.85. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SUNPHARMA was trading at 1919.95. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SUNPHARMA was trading at 1926.70. The strike last trading price was 104.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SUNPHARMA was trading at 1948.70. The strike last trading price was 104.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SUNPHARMA 28NOV2024 1860 PE
Delta: -0.87
Vega: 0.72
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 87.25 3.85 20.17 32 -8 741
13 Nov 1779.00 83.4 16.80 23.98 50 -13 749
12 Nov 1800.85 66.6 0.15 20.97 100 -5 762
11 Nov 1794.60 66.45 5.25 18.34 90 -10 768
8 Nov 1809.60 61.2 -11.85 20.03 48 -22 779
7 Nov 1790.95 73.05 27.05 21.11 218 13 799
6 Nov 1827.45 46 -22.50 19.68 310 -34 789
5 Nov 1803.60 68.5 -0.90 22.38 456 20 824
4 Nov 1808.90 69.4 25.85 25.54 1,417 177 804
1 Nov 1858.40 43.55 0.05 24.97 167 5 627
31 Oct 1848.90 43.5 1.60 - 1,357 168 623
30 Oct 1852.10 41.9 5.60 - 995 85 460
29 Oct 1871.60 36.3 6.85 - 898 88 376
28 Oct 1902.90 29.45 -16.70 - 905 245 281
25 Oct 1860.40 46.15 -2.85 - 50 21 36
24 Oct 1848.90 49 -6.60 - 3 2 15
23 Oct 1839.35 55.6 23.60 - 32 12 15
22 Oct 1887.55 32 4.00 - 1 0 3
21 Oct 1897.00 28 -3.30 - 2 1 4
17 Oct 1889.55 31.3 0.00 - 1 0 3
16 Oct 1898.50 31.3 0.00 - 0 0 0
15 Oct 1898.45 31.3 0.00 - 0 0 0
11 Oct 1901.95 31.3 0.00 - 0 3 0
10 Oct 1887.75 31.3 -11.60 - 3 2 2
7 Oct 1905.25 42.9 0.00 - 0 0 0
4 Oct 1910.05 42.9 0.00 - 0 0 0
3 Oct 1910.85 42.9 0.00 - 0 0 0
1 Oct 1919.95 42.9 0.00 - 0 0 0
30 Sept 1926.70 42.9 0.00 - 0 0 0
27 Sept 1948.70 42.9 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1860 expiring on 28NOV2024

Delta for 1860 PE is -0.87

Historical price for 1860 PE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 87.25, which was 3.85 higher than the previous day. The implied volatity was 20.17, the open interest changed by -8 which decreased total open position to 741


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 83.4, which was 16.80 higher than the previous day. The implied volatity was 23.98, the open interest changed by -13 which decreased total open position to 749


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 66.6, which was 0.15 higher than the previous day. The implied volatity was 20.97, the open interest changed by -5 which decreased total open position to 762


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 66.45, which was 5.25 higher than the previous day. The implied volatity was 18.34, the open interest changed by -10 which decreased total open position to 768


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 61.2, which was -11.85 lower than the previous day. The implied volatity was 20.03, the open interest changed by -22 which decreased total open position to 779


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 73.05, which was 27.05 higher than the previous day. The implied volatity was 21.11, the open interest changed by 13 which increased total open position to 799


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 46, which was -22.50 lower than the previous day. The implied volatity was 19.68, the open interest changed by -34 which decreased total open position to 789


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 68.5, which was -0.90 lower than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 824


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 69.4, which was 25.85 higher than the previous day. The implied volatity was 25.54, the open interest changed by 177 which increased total open position to 804


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 43.55, which was 0.05 higher than the previous day. The implied volatity was 24.97, the open interest changed by 5 which increased total open position to 627


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 43.5, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 41.9, which was 5.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 36.3, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 29.45, which was -16.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 46.15, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 49, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 55.6, which was 23.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 32, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SUNPHARMA was trading at 1897.00. The strike last trading price was 28, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SUNPHARMA was trading at 1889.55. The strike last trading price was 31.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SUNPHARMA was trading at 1898.50. The strike last trading price was 31.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SUNPHARMA was trading at 1898.45. The strike last trading price was 31.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SUNPHARMA was trading at 1901.95. The strike last trading price was 31.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 31.3, which was -11.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SUNPHARMA was trading at 1905.25. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SUNPHARMA was trading at 1910.05. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SUNPHARMA was trading at 1910.85. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SUNPHARMA was trading at 1919.95. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SUNPHARMA was trading at 1926.70. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SUNPHARMA was trading at 1948.70. The strike last trading price was 42.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to