SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.23
Theta: -0.43
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 0.95 | -1.75 | 21.58 | 2,130 | -209 | 2,086 | |||
| 19 Dec | 1823.30 | 2.7 | 0.90 | 22.59 | 2,650 | 2 | 2,290 | |||
| 18 Dec | 1801.05 | 1.8 | -0.30 | 23.35 | 2,522 | -106 | 2,287 | |||
| 17 Dec | 1789.05 | 2.1 | -0.85 | 23.65 | 2,382 | 54 | 2,400 | |||
| 16 Dec | 1809.80 | 2.95 | 0.90 | 21.15 | 2,393 | 151 | 2,345 | |||
| 13 Dec | 1813.45 | 2.05 | 0.20 | 16.49 | 1,664 | -69 | 2,191 | |||
| 12 Dec | 1805.45 | 1.85 | -0.40 | 16.49 | 1,349 | 309 | 2,255 | |||
| 11 Dec | 1814.00 | 2.25 | -0.50 | 16.27 | 1,497 | 207 | 1,945 | |||
| 10 Dec | 1809.95 | 2.75 | -0.25 | 16.20 | 917 | -28 | 1,738 | |||
| 9 Dec | 1806.65 | 3 | -0.30 | 16.30 | 1,285 | 310 | 1,766 | |||
| 6 Dec | 1804.85 | 3.3 | -0.85 | 15.73 | 1,832 | 102 | 1,455 | |||
| 5 Dec | 1813.45 | 4.15 | 0.65 | 15.41 | 2,616 | 277 | 1,360 | |||
| 4 Dec | 1800.20 | 3.5 | -0.35 | 15.30 | 1,119 | 70 | 1,079 | |||
| 3 Dec | 1800.05 | 3.85 | -1.10 | 15.35 | 1,677 | 153 | 1,021 | |||
| 2 Dec | 1808.55 | 4.95 | -1.20 | 15.50 | 2,312 | 215 | 887 | |||
| 29 Nov | 1780.90 | 6.15 | 1.90 | 18.39 | 1,864 | 87 | 681 | |||
| 28 Nov | 1734.25 | 4.25 | -1.00 | 21.06 | 1,223 | 108 | 595 | |||
| 27 Nov | 1749.45 | 5.25 | -1.65 | 20.71 | 334 | 103 | 487 | |||
| 26 Nov | 1761.60 | 6.9 | -4.55 | 20.48 | 630 | 207 | 391 | |||
| 25 Nov | 1798.90 | 11.45 | -3.15 | 17.39 | 277 | 141 | 180 | |||
| 22 Nov | 1795.30 | 14.6 | 4.10 | 18.88 | 89 | 24 | 63 | |||
| 21 Nov | 1780.00 | 10.5 | 0.00 | 20.54 | 1 | 0 | 38 | |||
| 20 Nov | 1777.25 | 10.5 | 0.00 | 19.47 | 41 | 6 | 38 | |||
| 19 Nov | 1777.25 | 10.5 | 0.90 | 19.47 | 41 | 6 | 38 | |||
| 18 Nov | 1747.75 | 9.6 | -2.55 | 21.80 | 5 | 2 | 33 | |||
| 14 Nov | 1768.20 | 12.15 | -0.95 | 19.49 | 4 | 0 | 30 | |||
| 13 Nov | 1779.00 | 13.1 | -3.10 | 18.71 | 30 | 8 | 29 | |||
| 12 Nov | 1800.85 | 16.2 | -1.45 | 17.89 | 14 | 5 | 21 | |||
| 11 Nov | 1794.60 | 17.65 | -3.80 | 18.60 | 8 | 3 | 17 | |||
| 8 Nov | 1809.60 | 21.45 | 1.70 | 18.31 | 8 | 1 | 13 | |||
| 7 Nov | 1790.95 | 19.75 | -8.10 | 19.06 | 2 | 0 | 12 | |||
| 6 Nov | 1827.45 | 27.85 | 2.85 | 17.05 | 8 | 5 | 11 | |||
| 5 Nov | 1803.60 | 25 | -6.05 | 19.25 | 9 | 3 | 6 | |||
| 4 Nov | 1808.90 | 31.05 | -20.75 | 20.70 | 6 | 3 | 3 | |||
|
|
||||||||||
| 1 Nov | 1858.40 | 51.8 | 0.65 | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.05
Historical price for 1900 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.95, which was -1.75 lower than the previous day. The implied volatity was 21.58, the open interest changed by -209 which decreased total open position to 2086
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 2.7, which was 0.90 higher than the previous day. The implied volatity was 22.59, the open interest changed by 2 which increased total open position to 2290
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 23.35, the open interest changed by -106 which decreased total open position to 2287
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 23.65, the open interest changed by 54 which increased total open position to 2400
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 2.95, which was 0.90 higher than the previous day. The implied volatity was 21.15, the open interest changed by 151 which increased total open position to 2345
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 16.49, the open interest changed by -69 which decreased total open position to 2191
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 1.85, which was -0.40 lower than the previous day. The implied volatity was 16.49, the open interest changed by 309 which increased total open position to 2255
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 16.27, the open interest changed by 207 which increased total open position to 1945
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 16.20, the open interest changed by -28 which decreased total open position to 1738
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was 16.30, the open interest changed by 310 which increased total open position to 1766
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 15.73, the open interest changed by 102 which increased total open position to 1455
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 4.15, which was 0.65 higher than the previous day. The implied volatity was 15.41, the open interest changed by 277 which increased total open position to 1360
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 15.30, the open interest changed by 70 which increased total open position to 1079
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 3.85, which was -1.10 lower than the previous day. The implied volatity was 15.35, the open interest changed by 153 which increased total open position to 1021
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 4.95, which was -1.20 lower than the previous day. The implied volatity was 15.50, the open interest changed by 215 which increased total open position to 887
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 6.15, which was 1.90 higher than the previous day. The implied volatity was 18.39, the open interest changed by 87 which increased total open position to 681
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 4.25, which was -1.00 lower than the previous day. The implied volatity was 21.06, the open interest changed by 108 which increased total open position to 595
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 5.25, which was -1.65 lower than the previous day. The implied volatity was 20.71, the open interest changed by 103 which increased total open position to 487
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 6.9, which was -4.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 207 which increased total open position to 391
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 11.45, which was -3.15 lower than the previous day. The implied volatity was 17.39, the open interest changed by 141 which increased total open position to 180
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 14.6, which was 4.10 higher than the previous day. The implied volatity was 18.88, the open interest changed by 24 which increased total open position to 63
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 38
On 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by 6 which increased total open position to 38
On 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 10.5, which was 0.90 higher than the previous day. The implied volatity was 19.47, the open interest changed by 6 which increased total open position to 38
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 9.6, which was -2.55 lower than the previous day. The implied volatity was 21.80, the open interest changed by 2 which increased total open position to 33
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 12.15, which was -0.95 lower than the previous day. The implied volatity was 19.49, the open interest changed by 0 which decreased total open position to 30
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 13.1, which was -3.10 lower than the previous day. The implied volatity was 18.71, the open interest changed by 8 which increased total open position to 29
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 16.2, which was -1.45 lower than the previous day. The implied volatity was 17.89, the open interest changed by 5 which increased total open position to 21
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 17.65, which was -3.80 lower than the previous day. The implied volatity was 18.60, the open interest changed by 3 which increased total open position to 17
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 21.45, which was 1.70 higher than the previous day. The implied volatity was 18.31, the open interest changed by 1 which increased total open position to 13
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 19.75, which was -8.10 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 12
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 27.85, which was 2.85 higher than the previous day. The implied volatity was 17.05, the open interest changed by 5 which increased total open position to 11
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 25, which was -6.05 lower than the previous day. The implied volatity was 19.25, the open interest changed by 3 which increased total open position to 6
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 31.05, which was -20.75 lower than the previous day. The implied volatity was 20.70, the open interest changed by 3 which increased total open position to 3
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 51.8, which was lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.59
Theta: -1.44
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 94.85 | 16.15 | 37.82 | 1 | 0 | 150 |
| 19 Dec | 1823.30 | 78.7 | -16.80 | 24.56 | 110 | 6 | 138 |
| 18 Dec | 1801.05 | 95.5 | -10.70 | - | 66 | -29 | 132 |
| 17 Dec | 1789.05 | 106.2 | 13.80 | 29.33 | 27 | 12 | 158 |
| 16 Dec | 1809.80 | 92.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Dec | 1813.45 | 92.4 | 2.30 | 27.80 | 4 | -1 | 146 |
| 12 Dec | 1805.45 | 90.1 | 4.60 | 16.84 | 12 | 6 | 145 |
| 11 Dec | 1814.00 | 85.5 | -3.50 | 11.00 | 54 | 18 | 139 |
| 10 Dec | 1809.95 | 89 | 0.00 | 0.00 | 0 | 5 | 0 |
| 9 Dec | 1806.65 | 89 | -2.10 | 18.69 | 17 | 5 | 121 |
| 6 Dec | 1804.85 | 91.1 | 3.45 | 17.55 | 16 | 0 | 115 |
| 5 Dec | 1813.45 | 87.65 | -17.15 | 19.41 | 29 | 7 | 116 |
| 4 Dec | 1800.20 | 104.8 | 11.20 | 27.64 | 3 | -1 | 109 |
| 3 Dec | 1800.05 | 93.6 | -20.00 | 18.58 | 26 | -4 | 110 |
| 2 Dec | 1808.55 | 113.6 | 0.00 | 0.00 | 0 | 13 | 0 |
| 29 Nov | 1780.90 | 113.6 | -46.40 | 22.88 | 87 | 14 | 115 |
| 28 Nov | 1734.25 | 160 | 16.30 | 32.08 | 11 | 10 | 102 |
| 27 Nov | 1749.45 | 143.7 | 27.35 | 24.77 | 73 | 62 | 92 |
| 26 Nov | 1761.60 | 116.35 | 8.35 | - | 2 | 0 | 29 |
| 25 Nov | 1798.90 | 108 | -12.00 | 30.00 | 32 | 27 | 29 |
| 22 Nov | 1795.30 | 120 | -12.00 | 33.64 | 4 | 2 | 4 |
| 21 Nov | 1780.00 | 132 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 132 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 132 | 0.00 | 0.00 | 0 | -2 | 0 |
| 18 Nov | 1747.75 | 132 | 12.00 | - | 2 | 0 | 4 |
| 14 Nov | 1768.20 | 120 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 1779.00 | 120 | 19.00 | 23.05 | 2 | 0 | 2 |
| 12 Nov | 1800.85 | 101 | 1.00 | 20.12 | 2 | 1 | 2 |
| 11 Nov | 1794.60 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1803.60 | 100 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 1808.90 | 100 | 100.00 | 22.24 | 1 | 0 | 0 |
| 1 Nov | 1858.40 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.83
Historical price for 1900 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 94.85, which was 16.15 higher than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 150
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 78.7, which was -16.80 lower than the previous day. The implied volatity was 24.56, the open interest changed by 6 which increased total open position to 138
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 95.5, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 132
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 106.2, which was 13.80 higher than the previous day. The implied volatity was 29.33, the open interest changed by 12 which increased total open position to 158
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 92.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 92.4, which was 2.30 higher than the previous day. The implied volatity was 27.80, the open interest changed by -1 which decreased total open position to 146
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 90.1, which was 4.60 higher than the previous day. The implied volatity was 16.84, the open interest changed by 6 which increased total open position to 145
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 85.5, which was -3.50 lower than the previous day. The implied volatity was 11.00, the open interest changed by 18 which increased total open position to 139
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 89, which was -2.10 lower than the previous day. The implied volatity was 18.69, the open interest changed by 5 which increased total open position to 121
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 91.1, which was 3.45 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 115
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 87.65, which was -17.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by 7 which increased total open position to 116
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 104.8, which was 11.20 higher than the previous day. The implied volatity was 27.64, the open interest changed by -1 which decreased total open position to 109
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 93.6, which was -20.00 lower than the previous day. The implied volatity was 18.58, the open interest changed by -4 which decreased total open position to 110
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 113.6, which was -46.40 lower than the previous day. The implied volatity was 22.88, the open interest changed by 14 which increased total open position to 115
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 160, which was 16.30 higher than the previous day. The implied volatity was 32.08, the open interest changed by 10 which increased total open position to 102
On 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 143.7, which was 27.35 higher than the previous day. The implied volatity was 24.77, the open interest changed by 62 which increased total open position to 92
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 116.35, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 108, which was -12.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 27 which increased total open position to 29
On 22 Nov SUNPHARMA was trading at 1795.30. The strike last trading price was 120, which was -12.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by 2 which increased total open position to 4
On 21 Nov SUNPHARMA was trading at 1780.00. The strike last trading price was 132, which was 0.00 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 20 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 132, which was 0.00 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 19 Nov SUNPHARMA was trading at 1777.25. The strike last trading price was 132, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov SUNPHARMA was trading at 1747.75. The strike last trading price was 132, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 120, which was 19.00 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 2
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 101, which was 1.00 higher than the previous day. The implied volatity was 20.12, the open interest changed by 1 which increased total open position to 2
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 100, which was 0.00 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 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 100, which was 0.00 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 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 100, which was 0.00 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 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 100, which was 0.00 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 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 100, which was 0.00 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 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 100, which was 100.00 higher than the previous day. The implied volatity was 22.24, 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 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
