SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
02 Jan 2025 04:10 PM IST
| SUNPHARMA 30JAN2025 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 2.05
Theta: -0.83
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 2 Jan | 1878.00 | 35.9 | -5.35 | 15.24 | 3,255 | 163 | 1,074 | |||
| 1 Jan | 1889.95 | 41.25 | -9.20 | 11.41 | 2,080 | 104 | 932 | |||
| 31 Dec | 1886.35 | 50.45 | 13.65 | 16.93 | 2,731 | -78 | 825 | |||
| 30 Dec | 1883.90 | 36.8 | 5.40 | 14.28 | 5,211 | 115 | 899 | |||
| 27 Dec | 1861.25 | 31.4 | 2.40 | 13.40 | 3,204 | 455 | 780 | |||
| 26 Dec | 1841.35 | 29 | 8.00 | 16.11 | 754 | 148 | 320 | |||
| 24 Dec | 1819.00 | 21 | -2.20 | 16.74 | 403 | 112 | 175 | |||
| 23 Dec | 1814.60 | 23.2 | -3.75 | 17.64 | 98 | 27 | 62 | |||
| 20 Dec | 1808.85 | 26.95 | -3.05 | 19.36 | 52 | 18 | 34 | |||
| 19 Dec | 1823.30 | 30 | 9.00 | 18.57 | 27 | 13 | 16 | |||
| 18 Dec | 1801.05 | 21 | -63.35 | 17.74 | 8 | 3 | 3 | |||
| 17 Dec | 1789.05 | 84.35 | 0.00 | 2.83 | 0 | 0 | 0 | |||
| 16 Dec | 1809.80 | 84.35 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 13 Dec | 1813.45 | 84.35 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 12 Dec | 1805.45 | 84.35 | 0.00 | 2.05 | 0 | 0 | 0 | |||
| 10 Dec | 1809.95 | 84.35 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 9 Dec | 1806.65 | 84.35 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 3 Dec | 1800.05 | 84.35 | 0.00 | 1.74 | 0 | 0 | 0 | |||
| 2 Dec | 1808.55 | 84.35 | 0.00 | 1.61 | 0 | 0 | 0 | |||
| 29 Nov | 1780.90 | 84.35 | 84.35 | 2.35 | 0 | 0 | 0 | |||
| 28 Nov | 1734.25 | 0 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 27 Nov | 1749.45 | 0 | 0.00 | 3.45 | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 0 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 0 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 0 | 0.00 | 1.76 | 0 | 0 | 0 | |||
| 21 Nov | 1780.00 | 0 | 0.00 | 2.31 | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 0 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 0 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 0 | 0.00 | 3.14 | 0 | 0 | 0 | |||
| 14 Nov | 1768.20 | 0 | 0.00 | 2.43 | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 0 | 0.00 | 2.10 | 0 | 0 | 0 | |||
| 12 Nov | 1800.85 | 0 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 11 Nov | 1794.60 | 0 | 0.00 | 1.49 | 0 | 0 | 0 | |||
| 8 Nov | 1809.60 | 0 | 0.00 | 0.93 | 0 | 0 | 0 | |||
| 7 Nov | 1790.95 | 0 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 0 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 5 Nov | 1803.60 | 0 | 0.00 | 1.05 | 0 | 0 | 0 | |||
| 4 Nov | 1808.90 | 0 | 0.99 | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 30JAN2025
Delta for 1880 CE is 0.55
Historical price for 1880 CE is as follows
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 35.9, which was -5.35 lower than the previous day. The implied volatity was 15.24, the open interest changed by 163 which increased total open position to 1074
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 41.25, which was -9.20 lower than the previous day. The implied volatity was 11.41, the open interest changed by 104 which increased total open position to 932
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 50.45, which was 13.65 higher than the previous day. The implied volatity was 16.93, the open interest changed by -78 which decreased total open position to 825
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 36.8, which was 5.40 higher than the previous day. The implied volatity was 14.28, the open interest changed by 115 which increased total open position to 899
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 31.4, which was 2.40 higher than the previous day. The implied volatity was 13.40, the open interest changed by 455 which increased total open position to 780
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 29, which was 8.00 higher than the previous day. The implied volatity was 16.11, the open interest changed by 148 which increased total open position to 320
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 21, which was -2.20 lower than the previous day. The implied volatity was 16.74, the open interest changed by 112 which increased total open position to 175
On 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 23.2, which was -3.75 lower than the previous day. The implied volatity was 17.64, the open interest changed by 27 which increased total open position to 62
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 26.95, which was -3.05 lower than the previous day. The implied volatity was 19.36, the open interest changed by 18 which increased total open position to 34
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 30, which was 9.00 higher than the previous day. The implied volatity was 18.57, the open interest changed by 13 which increased total open position to 16
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 21, which was -63.35 lower than the previous day. The implied volatity was 17.74, the open interest changed by 3 which increased total open position to 3
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 84.35, which was 0.00 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 84.35, which was 84.35 higher than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.31, 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 0, which was 0.00 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 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 0, which was 0.00 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 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.93, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30JAN2025 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 2.05
Theta: -0.34
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1878.00 | 28.5 | 2.50 | 15.76 | 2,588 | -47 | 1,019 |
| 1 Jan | 1889.95 | 26 | -1.35 | 18.33 | 2,098 | 379 | 1,060 |
| 31 Dec | 1886.35 | 27.35 | -7.15 | 18.04 | 2,178 | 266 | 669 |
| 30 Dec | 1883.90 | 34.5 | -4.15 | 17.51 | 2,267 | 257 | 416 |
| 27 Dec | 1861.25 | 38.65 | -9.80 | 17.47 | 564 | 129 | 161 |
| 26 Dec | 1841.35 | 48.45 | -33.20 | 17.19 | 96 | 33 | 33 |
| 24 Dec | 1819.00 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1814.60 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1808.85 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1823.30 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1801.05 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1789.05 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1809.80 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1813.45 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1805.45 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1809.95 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1806.65 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1800.05 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1808.55 | 81.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1780.90 | 81.65 | 81.65 | - | 0 | 0 | 0 |
| 28 Nov | 1734.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1749.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1780.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1768.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1800.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1794.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1803.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1808.90 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 30JAN2025
Delta for 1880 PE is -0.45
Historical price for 1880 PE is as follows
On 2 Jan SUNPHARMA was trading at 1878.00. The strike last trading price was 28.5, which was 2.50 higher than the previous day. The implied volatity was 15.76, the open interest changed by -47 which decreased total open position to 1019
On 1 Jan SUNPHARMA was trading at 1889.95. The strike last trading price was 26, which was -1.35 lower than the previous day. The implied volatity was 18.33, the open interest changed by 379 which increased total open position to 1060
On 31 Dec SUNPHARMA was trading at 1886.35. The strike last trading price was 27.35, which was -7.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 266 which increased total open position to 669
On 30 Dec SUNPHARMA was trading at 1883.90. The strike last trading price was 34.5, which was -4.15 lower than the previous day. The implied volatity was 17.51, the open interest changed by 257 which increased total open position to 416
On 27 Dec SUNPHARMA was trading at 1861.25. The strike last trading price was 38.65, which was -9.80 lower than the previous day. The implied volatity was 17.47, the open interest changed by 129 which increased total open position to 161
On 26 Dec SUNPHARMA was trading at 1841.35. The strike last trading price was 48.45, which was -33.20 lower than the previous day. The implied volatity was 17.19, the open interest changed by 33 which increased total open position to 33
On 24 Dec SUNPHARMA was trading at 1819.00. The strike last trading price was 81.65, 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 23 Dec SUNPHARMA was trading at 1814.60. The strike last trading price was 81.65, 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 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 81.65, 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 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 81.65, 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 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 81.65, 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 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 81.65, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 81.65, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 81.65, 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 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 81.65, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 81.65, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 81.65, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 81.65, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 81.65, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 81.65, which was 81.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 0, 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 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 0, 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 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 0, 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 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 0, 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 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 0, 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 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 0, 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 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
