SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.31
Theta: -0.53
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1780.00 | 1.55 | -0.65 | 22.35 | 1,491 | 12 | 2,269 | |||
| 20 Nov | 1777.25 | 2.2 | 0.00 | 20.57 | 2,709 | 47 | 2,251 | |||
| 19 Nov | 1777.25 | 2.2 | 0.80 | 20.57 | 2,709 | 41 | 2,251 | |||
| 18 Nov | 1747.75 | 1.4 | -1.50 | 22.25 | 1,190 | -39 | 2,210 | |||
| 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 0.07
Historical price for 1860 CE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 12 which increased total open position to 2269
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by 47 which increased total open position to 2251
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 2.2, which was 0.80 higher than the previous day. The implied volatity was 20.57, the open interest changed by 41 which increased total open position to 2251
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 1.4, which was -1.50 lower than the previous day. The implied volatity was 22.25, the open interest changed by -39 which decreased total open position to 2210
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: -0.93
Vega: 0.34
Theta: -0.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1780.00 | 87.45 | 8.90 | 23.16 | 99 | -39 | 669 |
| 20 Nov | 1777.25 | 78.55 | 0.00 | - | 49 | -28 | 710 |
| 19 Nov | 1777.25 | 78.55 | -29.10 | - | 49 | -26 | 710 |
| 18 Nov | 1747.75 | 107.65 | 20.40 | - | 31 | -4 | 736 |
| 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 -0.93
Historical price for 1860 PE is as follows
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 87.45, which was 8.90 higher than the previous day. The implied volatity was 23.16, the open interest changed by -39 which decreased total open position to 669
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 78.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 710
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 78.55, which was -29.10 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 710
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 107.65, which was 20.40 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 736
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
