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

1800.05 -8.50 (-0.47%)

Back to Option Chain


Historical option data for SUNPHARMA

03 Dec 2024 04:10 PM IST
SUNPHARMA 26DEC2024 1880 CE
Delta: 0.16
Vega: 1.12
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1800.05 5.6 -1.40 14.51 1,691 80 468
2 Dec 1808.55 7 -1.50 14.62 1,246 179 390
29 Nov 1780.90 8.5 3.00 17.88 909 185 217
28 Nov 1734.25 5.5 -1.10 20.35 22 9 31
27 Nov 1749.45 6.6 -1.75 19.85 23 6 17
26 Nov 1761.60 8.35 -6.65 19.41 34 3 12
25 Nov 1798.90 15 -97.35 16.73 15 9 9
22 Nov 1795.30 112.35 0.00 2.87 0 0 0
21 Nov 1780.00 112.35 0.00 4.50 0 0 0
20 Nov 1777.25 112.35 0.00 4.18 0 0 0
19 Nov 1777.25 112.35 0.00 4.18 0 0 0
18 Nov 1747.75 112.35 0.00 5.31 0 0 0
14 Nov 1768.20 112.35 0.00 3.75 0 0 0
13 Nov 1779.00 112.35 0.00 3.55 0 0 0
12 Nov 1800.85 112.35 0.00 2.69 0 0 0
11 Nov 1794.60 112.35 0.00 2.79 0 0 0
8 Nov 1809.60 112.35 0.00 2.16 0 0 0
7 Nov 1790.95 112.35 0.00 2.65 0 0 0
6 Nov 1827.45 112.35 0.00 0.79 0 0 0
1 Nov 1858.40 112.35 0.00 - 0 0 0
31 Oct 1848.90 112.35 0.00 - 0 0 0
30 Oct 1852.10 112.35 0.00 - 0 0 0
29 Oct 1871.60 112.35 0.00 - 0 0 0
28 Oct 1902.90 112.35 0.00 - 0 0 0
25 Oct 1860.40 112.35 0.00 - 0 0 0
24 Oct 1848.90 112.35 0.00 - 0 0 0
23 Oct 1839.35 112.35 112.35 - 0 0 0
22 Oct 1887.55 0 0.00 - 0 0 0
21 Oct 1897.00 0 0.00 - 0 0 0
18 Oct 1910.35 0 0.00 - 0 0 0
17 Oct 1889.55 0 0.00 - 0 0 0
16 Oct 1898.50 0 0.00 - 0 0 0
15 Oct 1898.45 0 0.00 - 0 0 0
14 Oct 1909.75 0 0.00 - 0 0 0
11 Oct 1901.95 0 0.00 - 0 0 0
10 Oct 1887.75 0 0.00 - 0 0 0
9 Oct 1930.85 0 0.00 - 0 0 0
8 Oct 1917.15 0 0.00 - 0 0 0
7 Oct 1905.25 0 0.00 - 0 0 0
4 Oct 1910.05 0 0.00 - 0 0 0
3 Oct 1910.85 0 0.00 - 0 0 0
1 Oct 1919.95 0 0.00 - 0 0 0
30 Sept 1926.70 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1880 expiring on 26DEC2024

Delta for 1880 CE is 0.16

Historical price for 1880 CE is as follows

On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 5.6, which was -1.40 lower than the previous day. The implied volatity was 14.51, the open interest changed by 80 which increased total open position to 468


On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 7, which was -1.50 lower than the previous day. The implied volatity was 14.62, the open interest changed by 179 which increased total open position to 390


On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 8.5, which was 3.00 higher than the previous day. The implied volatity was 17.88, the open interest changed by 185 which increased total open position to 217


On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 5.5, which was -1.10 lower than the previous day. The implied volatity was 20.35, the open interest changed by 9 which increased total open position to 31


On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 6.6, which was -1.75 lower than the previous day. The implied volatity was 19.85, the open interest changed by 6 which increased total open position to 17


On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 8.35, which was -6.65 lower than the previous day. The implied volatity was 19.41, the open interest changed by 3 which increased total open position to 12


On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 15, which was -97.35 lower than the previous day. The implied volatity was 16.73, the open interest changed by 9 which increased total open position to 9


On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 112.35, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 112.35, which was 0.00 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 112.35, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 2.69, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 112.35, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 112.35, 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 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 112.35, 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 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 112.35, 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 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 112.35, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 112.35, 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 24 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 112.35, 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 112.35, which was 112.35 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 0, 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 0, 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 18 Oct SUNPHARMA was trading at 1910.35. 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 which decreased total open position to


On 17 Oct SUNPHARMA was trading at 1889.55. 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 which decreased total open position to


On 16 Oct SUNPHARMA was trading at 1898.50. 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 which decreased total open position to


On 15 Oct SUNPHARMA was trading at 1898.45. 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 which decreased total open position to


On 14 Oct SUNPHARMA was trading at 1909.75. 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 which decreased total open position to


On 11 Oct SUNPHARMA was trading at 1901.95. 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 which decreased total open position to


On 10 Oct SUNPHARMA was trading at 1887.75. 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 which decreased total open position to


On 9 Oct SUNPHARMA was trading at 1930.85. 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 which decreased total open position to


On 8 Oct SUNPHARMA was trading at 1917.15. 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 which decreased total open position to


On 7 Oct SUNPHARMA was trading at 1905.25. 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 which decreased total open position to


On 4 Oct SUNPHARMA was trading at 1910.05. 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 which decreased total open position to


On 3 Oct SUNPHARMA was trading at 1910.85. 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 which decreased total open position to


On 1 Oct SUNPHARMA was trading at 1919.95. 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 which decreased total open position to


On 30 Sept SUNPHARMA was trading at 1926.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SUNPHARMA 26DEC2024 1880 PE
Delta: -0.74
Vega: 1.48
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1800.05 82.15 7.60 21.98 5 0 27
2 Dec 1808.55 74.55 14.50 19.00 38 26 26
29 Nov 1780.90 60.05 0.00 - 0 0 0
28 Nov 1734.25 60.05 0.00 - 0 0 0
27 Nov 1749.45 60.05 0.00 - 0 0 0
26 Nov 1761.60 60.05 0.00 - 0 0 0
25 Nov 1798.90 60.05 0.00 - 0 0 0
22 Nov 1795.30 60.05 0.00 - 0 0 0
21 Nov 1780.00 60.05 0.00 - 0 0 0
20 Nov 1777.25 60.05 0.00 - 0 0 0
19 Nov 1777.25 60.05 0.00 - 0 0 0
18 Nov 1747.75 60.05 0.00 - 0 0 0
14 Nov 1768.20 60.05 0.00 - 0 0 0
13 Nov 1779.00 60.05 0.00 - 0 0 0
12 Nov 1800.85 60.05 0.00 - 0 0 0
11 Nov 1794.60 60.05 0.00 - 0 0 0
8 Nov 1809.60 60.05 0.00 - 0 0 0
7 Nov 1790.95 60.05 0.00 - 0 0 0
6 Nov 1827.45 60.05 0.00 - 0 0 0
1 Nov 1858.40 60.05 0.00 0.26 0 0 0
31 Oct 1848.90 60.05 0.00 - 0 0 0
30 Oct 1852.10 60.05 0.00 - 0 0 0
29 Oct 1871.60 60.05 0.00 - 0 0 0
28 Oct 1902.90 60.05 0.00 - 0 0 0
25 Oct 1860.40 60.05 60.05 - 0 0 0
24 Oct 1848.90 0 0.00 - 0 0 0
23 Oct 1839.35 0 0.00 - 0 0 0
22 Oct 1887.55 0 0.00 - 0 0 0
21 Oct 1897.00 0 0.00 - 0 0 0
18 Oct 1910.35 0 0.00 - 0 0 0
17 Oct 1889.55 0 0.00 - 0 0 0
16 Oct 1898.50 0 0.00 - 0 0 0
15 Oct 1898.45 0 0.00 - 0 0 0
14 Oct 1909.75 0 0.00 - 0 0 0
11 Oct 1901.95 0 0.00 - 0 0 0
10 Oct 1887.75 0 0.00 - 0 0 0
9 Oct 1930.85 0 0.00 - 0 0 0
8 Oct 1917.15 0 0.00 - 0 0 0
7 Oct 1905.25 0 0.00 - 0 0 0
4 Oct 1910.05 0 0.00 - 0 0 0
3 Oct 1910.85 0 0.00 - 0 0 0
1 Oct 1919.95 0 0.00 - 0 0 0
30 Sept 1926.70 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1880 expiring on 26DEC2024

Delta for 1880 PE is -0.74

Historical price for 1880 PE is as follows

On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 82.15, which was 7.60 higher than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 27


On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 74.55, which was 14.50 higher than the previous day. The implied volatity was 19.00, the open interest changed by 26 which increased total open position to 26


On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 60.05, 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 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 60.05, 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 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 60.05, 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 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 60.05, 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 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 60.05, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 60.05, which was 60.05 higher 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 0, 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 0, 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 0, 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 0, 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 18 Oct SUNPHARMA was trading at 1910.35. 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 which decreased total open position to


On 17 Oct SUNPHARMA was trading at 1889.55. 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 which decreased total open position to


On 16 Oct SUNPHARMA was trading at 1898.50. 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 which decreased total open position to


On 15 Oct SUNPHARMA was trading at 1898.45. 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 which decreased total open position to


On 14 Oct SUNPHARMA was trading at 1909.75. 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 which decreased total open position to


On 11 Oct SUNPHARMA was trading at 1901.95. 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 which decreased total open position to


On 10 Oct SUNPHARMA was trading at 1887.75. 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 which decreased total open position to


On 9 Oct SUNPHARMA was trading at 1930.85. 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 which decreased total open position to


On 8 Oct SUNPHARMA was trading at 1917.15. 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 which decreased total open position to


On 7 Oct SUNPHARMA was trading at 1905.25. 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 which decreased total open position to


On 4 Oct SUNPHARMA was trading at 1910.05. 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 which decreased total open position to


On 3 Oct SUNPHARMA was trading at 1910.85. 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 which decreased total open position to


On 1 Oct SUNPHARMA was trading at 1919.95. 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 which decreased total open position to


On 30 Sept SUNPHARMA was trading at 1926.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to