SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
11 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.34
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1687.55 | 2.3 | 0.7 | 33.42 | 716 | 51 | 1,017 | |||
| 9 Apr | 1652.20 | 1.8 | -0.35 | 34.53 | 171 | -14 | 965 | |||
| 8 Apr | 1688.35 | 2.15 | 0 | 29.11 | 161 | 14 | 978 | |||
| 7 Apr | 1666.35 | 2.2 | -0.1 | 30.17 | 365 | -28 | 977 | |||
| 4 Apr | 1709.35 | 2.45 | -2.75 | 24.75 | 1,623 | 96 | 1,008 | |||
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| 3 Apr | 1770.00 | 5.6 | 2.25 | 19.75 | 3,118 | 480 | 915 | |||
| 2 Apr | 1713.65 | 3.45 | 0.9 | 24.20 | 543 | 25 | 440 | |||
| 1 Apr | 1698.35 | 2.55 | -2.45 | 23.91 | 749 | 231 | 417 | |||
| 28 Mar | 1734.70 | 4.9 | -1.85 | 21.10 | 476 | -23 | 186 | |||
| 27 Mar | 1731.45 | 6.7 | -3.05 | 22.53 | 540 | 33 | 208 | |||
| 26 Mar | 1758.95 | 9.75 | -2.1 | 22.73 | 179 | 13 | 175 | |||
| 25 Mar | 1764.75 | 11.4 | -4.1 | 22.04 | 332 | 47 | 160 | |||
| 24 Mar | 1784.80 | 15.4 | 1 | 20.96 | 292 | 76 | 112 | |||
| 21 Mar | 1784.50 | 15 | 6.6 | 19.78 | 59 | 24 | 35 | |||
| 20 Mar | 1750.25 | 8.4 | 1.15 | 18.86 | 5 | 2 | 11 | |||
| 19 Mar | 1732.35 | 7.25 | -1.5 | 20.12 | 7 | 2 | 8 | |||
| 18 Mar | 1747.80 | 8.7 | -27.8 | 19.07 | 6 | 2 | 2 | |||
| 18 Feb | 1701.60 | 36.5 | 0 | 4.62 | 0 | 0 | 0 | |||
| 17 Feb | 1714.20 | 0 | 0 | 4.50 | 0 | 0 | 0 | |||
| 14 Feb | 1700.50 | 0 | 0 | 4.87 | 0 | 0 | 0 | |||
| 13 Feb | 1746.35 | 0 | 0 | 3.31 | 0 | 0 | 0 | |||
| 12 Feb | 1693.85 | 0 | 0 | 4.88 | 0 | 0 | 0 | |||
| 11 Feb | 1699.75 | 0 | 0 | 4.70 | 0 | 0 | 0 | |||
| 10 Feb | 1732.10 | 0 | 0 | 3.57 | 0 | 0 | 0 | |||
| 7 Feb | 1749.80 | 0 | 0 | 2.99 | 0 | 0 | 0 | |||
| 6 Feb | 1742.00 | 0 | 0 | 3.11 | 0 | 0 | 0 | |||
| 5 Feb | 1752.75 | 0 | 0 | 2.83 | 0 | 0 | 0 | |||
| 4 Feb | 1765.25 | 0 | 0 | 2.35 | 0 | 0 | 0 | |||
| 3 Feb | 1740.60 | 0 | 0 | 3.10 | 0 | 0 | 0 | |||
| 1 Feb | 1742.20 | 0 | 0 | 3.16 | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 24APR2025
Delta for 1880 CE is 0.05
Historical price for 1880 CE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 2.3, which was 0.7 higher than the previous day. The implied volatity was 33.42, the open interest changed by 51 which increased total open position to 1017
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 34.53, the open interest changed by -14 which decreased total open position to 965
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 29.11, the open interest changed by 14 which increased total open position to 978
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 30.17, the open interest changed by -28 which decreased total open position to 977
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 2.45, which was -2.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by 96 which increased total open position to 1008
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 5.6, which was 2.25 higher than the previous day. The implied volatity was 19.75, the open interest changed by 480 which increased total open position to 915
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 3.45, which was 0.9 higher than the previous day. The implied volatity was 24.20, the open interest changed by 25 which increased total open position to 440
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 2.55, which was -2.45 lower than the previous day. The implied volatity was 23.91, the open interest changed by 231 which increased total open position to 417
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 4.9, which was -1.85 lower than the previous day. The implied volatity was 21.10, the open interest changed by -23 which decreased total open position to 186
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 6.7, which was -3.05 lower than the previous day. The implied volatity was 22.53, the open interest changed by 33 which increased total open position to 208
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 9.75, which was -2.1 lower than the previous day. The implied volatity was 22.73, the open interest changed by 13 which increased total open position to 175
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 11.4, which was -4.1 lower than the previous day. The implied volatity was 22.04, the open interest changed by 47 which increased total open position to 160
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 15.4, which was 1 higher than the previous day. The implied volatity was 20.96, the open interest changed by 76 which increased total open position to 112
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 15, which was 6.6 higher than the previous day. The implied volatity was 19.78, the open interest changed by 24 which increased total open position to 35
On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 8.4, which was 1.15 higher than the previous day. The implied volatity was 18.86, the open interest changed by 2 which increased total open position to 11
On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 7.25, which was -1.5 lower than the previous day. The implied volatity was 20.12, the open interest changed by 2 which increased total open position to 8
On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 8.7, which was -27.8 lower than the previous day. The implied volatity was 19.07, the open interest changed by 2 which increased total open position to 2
On 18 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 36.5, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SUNPHARMA was trading at 1742.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 0, which was 0 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 4 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 24APR2025 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 11 Apr | 1687.55 | 146.15 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1652.20 | 146.15 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1688.35 | 146.15 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1666.35 | 146.15 | 0 | 0.00 | 0 | 9 | 0 |
| 4 Apr | 1709.35 | 146.15 | 31.35 | - | 13 | 10 | 42 |
| 3 Apr | 1770.00 | 114.8 | -54.65 | 30.14 | 24 | 11 | 31 |
| 2 Apr | 1713.65 | 169.45 | 0 | 0.00 | 0 | 7 | 0 |
| 1 Apr | 1698.35 | 169.45 | 27.05 | - | 8 | 7 | 18 |
| 28 Mar | 1734.70 | 147 | 27.45 | 30.07 | 18 | 6 | 11 |
| 27 Mar | 1731.45 | 119.55 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 1758.95 | 119.55 | 23.05 | 17.88 | 1 | 0 | 4 |
| 25 Mar | 1764.75 | 96.5 | 0 | 0.00 | 0 | 4 | 0 |
| 24 Mar | 1784.80 | 96.5 | -49.65 | 21.56 | 8 | 5 | 5 |
| 21 Mar | 1784.50 | 146.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1750.25 | 146.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1732.35 | 146.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1747.80 | 146.15 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1701.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1714.20 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1700.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1746.35 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1693.85 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1699.75 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1732.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1749.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1742.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1752.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1765.25 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1740.60 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1742.20 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 24APR2025
Delta for 1880 PE is 0.00
Historical price for 1880 PE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 146.15, 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 146.15, 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 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 146.15, 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 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 146.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 146.15, which was 31.35 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 42
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 114.8, which was -54.65 lower than the previous day. The implied volatity was 30.14, the open interest changed by 11 which increased total open position to 31
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 169.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 169.45, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 18
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 147, which was 27.45 higher than the previous day. The implied volatity was 30.07, the open interest changed by 6 which increased total open position to 11
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 119.55, 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 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 119.55, which was 23.05 higher than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 4
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 96.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 96.5, which was -49.65 lower than the previous day. The implied volatity was 21.56, the open interest changed by 5 which increased total open position to 5
On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 146.15, 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 146.15, 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 146.15, 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 146.15, 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 Feb SUNPHARMA was trading at 1701.60. The strike last trading price was 0, 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 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 0, 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 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 0, 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 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 0, 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 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 0, 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 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 0, 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 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 0, 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 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 0, 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 6 Feb SUNPHARMA was trading at 1742.00. The strike last trading price was 0, 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 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 0, 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 4 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, 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 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 0, 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 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 0, 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
