SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.43
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1768.20 | 2.05 | -0.80 | 22.04 | 1,866 | 23 | 5,638 | |||
| 13 Nov | 1779.00 | 2.85 | -1.15 | 21.53 | 1,639 | -83 | 5,618 | |||
| 12 Nov | 1800.85 | 4 | -0.90 | 19.86 | 2,535 | 34 | 5,736 | |||
| 11 Nov | 1794.60 | 4.9 | -0.45 | 20.90 | 1,341 | 101 | 5,703 | |||
| 8 Nov | 1809.60 | 5.35 | -0.05 | 17.88 | 1,927 | -129 | 5,604 | |||
| 7 Nov | 1790.95 | 5.4 | -5.40 | 19.45 | 3,212 | 883 | 5,828 | |||
| 6 Nov | 1827.45 | 10.8 | 0.15 | 17.62 | 6,306 | 1,570 | 4,950 | |||
| 5 Nov | 1803.60 | 10.65 | -2.25 | 21.57 | 3,741 | 132 | 3,392 | |||
| 4 Nov | 1808.90 | 12.9 | -17.70 | 21.45 | 7,850 | 716 | 3,260 | |||
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| 1 Nov | 1858.40 | 30.6 | -0.40 | 20.91 | 683 | 115 | 2,556 | |||
| 31 Oct | 1848.90 | 31 | -0.80 | - | 3,372 | 127 | 2,451 | |||
| 30 Oct | 1852.10 | 31.8 | -5.25 | - | 3,722 | 191 | 2,325 | |||
| 29 Oct | 1871.60 | 37.05 | -24.45 | - | 4,407 | 1,035 | 2,126 | |||
| 28 Oct | 1902.90 | 61.5 | 18.55 | - | 5,260 | 806 | 1,223 | |||
| 25 Oct | 1860.40 | 42.95 | 6.00 | - | 185 | 58 | 417 | |||
| 24 Oct | 1848.90 | 36.95 | 3.20 | - | 120 | -11 | 361 | |||
| 23 Oct | 1839.35 | 33.75 | -19.25 | - | 465 | 233 | 372 | |||
| 22 Oct | 1887.55 | 53 | -3.85 | - | 114 | 56 | 136 | |||
| 21 Oct | 1897.00 | 56.85 | -12.25 | - | 104 | -10 | 79 | |||
| 18 Oct | 1910.35 | 69.1 | 12.25 | - | 28 | 3 | 90 | |||
| 17 Oct | 1889.55 | 56.85 | -3.15 | - | 82 | 67 | 87 | |||
| 16 Oct | 1898.50 | 60 | -3.60 | - | 16 | 6 | 21 | |||
| 15 Oct | 1898.45 | 63.6 | -1.40 | - | 4 | 0 | 13 | |||
| 14 Oct | 1909.75 | 65 | -2.00 | - | 3 | 2 | 12 | |||
| 11 Oct | 1901.95 | 67 | 5.00 | - | 1 | 0 | 10 | |||
| 10 Oct | 1887.75 | 62 | -13.00 | - | 4 | 3 | 10 | |||
| 9 Oct | 1930.85 | 75 | 0.00 | - | 0 | 7 | 0 | |||
| 8 Oct | 1917.15 | 75 | -6.80 | - | 7 | 6 | 6 | |||
| 7 Oct | 1905.25 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1910.85 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1919.95 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1926.70 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1948.70 | 81.8 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1900 expiring on 28NOV2024
Delta for 1900 CE is 0.06
Historical price for 1900 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 2.05, which was -0.80 lower than the previous day. The implied volatity was 22.04, the open interest changed by 23 which increased total open position to 5638
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 21.53, the open interest changed by -83 which decreased total open position to 5618
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 4, which was -0.90 lower than the previous day. The implied volatity was 19.86, the open interest changed by 34 which increased total open position to 5736
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 4.9, which was -0.45 lower than the previous day. The implied volatity was 20.90, the open interest changed by 101 which increased total open position to 5703
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 17.88, the open interest changed by -129 which decreased total open position to 5604
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 5.4, which was -5.40 lower than the previous day. The implied volatity was 19.45, the open interest changed by 883 which increased total open position to 5828
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 10.8, which was 0.15 higher than the previous day. The implied volatity was 17.62, the open interest changed by 1570 which increased total open position to 4950
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 10.65, which was -2.25 lower than the previous day. The implied volatity was 21.57, the open interest changed by 132 which increased total open position to 3392
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 12.9, which was -17.70 lower than the previous day. The implied volatity was 21.45, the open interest changed by 716 which increased total open position to 3260
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 30.6, which was -0.40 lower than the previous day. The implied volatity was 20.91, the open interest changed by 115 which increased total open position to 2556
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 31, which was -0.80 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 31.8, which was -5.25 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 37.05, which was -24.45 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 61.5, which was 18.55 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 42.95, which was 6.00 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 36.95, which was 3.20 higher 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 33.75, which was -19.25 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 53, which was -3.85 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 56.85, which was -12.25 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 69.1, which was 12.25 higher 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 56.85, which was -3.15 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 60, which was -3.60 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 63.6, which was -1.40 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 65, which was -2.00 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 67, which was 5.00 higher 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 62, which was -13.00 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 75, 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 75, which was -6.80 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 81.8, 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 81.8, 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 81.8, 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 81.8, 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 81.8, 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 81.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.13
Theta: 0.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 123 | 2.00 | 15.57 | 25 | -3 | 440 |
| 13 Nov | 1779.00 | 121 | 17.00 | 28.55 | 31 | -6 | 446 |
| 12 Nov | 1800.85 | 104 | 4.10 | 26.01 | 77 | 4 | 454 |
| 11 Nov | 1794.60 | 99.9 | 1.90 | 17.06 | 41 | 9 | 448 |
| 8 Nov | 1809.60 | 98 | -11.40 | 24.97 | 76 | 22 | 443 |
| 7 Nov | 1790.95 | 109.4 | 31.80 | 25.01 | 89 | 30 | 419 |
| 6 Nov | 1827.45 | 77.6 | -21.45 | 22.78 | 185 | 14 | 389 |
| 5 Nov | 1803.60 | 99.05 | -1.90 | 22.98 | 471 | -89 | 377 |
| 4 Nov | 1808.90 | 100.95 | 19.80 | 28.01 | 496 | -27 | 466 |
| 1 Nov | 1858.40 | 81.15 | 16.05 | 33.22 | 11 | -4 | 494 |
| 31 Oct | 1848.90 | 65.1 | 1.95 | - | 240 | -13 | 499 |
| 30 Oct | 1852.10 | 63.15 | 6.65 | - | 741 | -73 | 517 |
| 29 Oct | 1871.60 | 56.5 | 15.50 | - | 1,262 | 211 | 592 |
| 28 Oct | 1902.90 | 41 | -24.00 | - | 1,072 | 308 | 380 |
| 25 Oct | 1860.40 | 65 | -13.10 | - | 42 | 3 | 72 |
| 24 Oct | 1848.90 | 78.1 | -1.90 | - | 24 | -7 | 64 |
| 23 Oct | 1839.35 | 80 | 29.00 | - | 80 | 10 | 70 |
| 22 Oct | 1887.55 | 51 | 5.55 | - | 8 | 2 | 61 |
| 21 Oct | 1897.00 | 45.45 | 10.45 | - | 17 | 9 | 59 |
| 18 Oct | 1910.35 | 35 | -11.00 | - | 14 | 3 | 51 |
| 17 Oct | 1889.55 | 46 | 9.90 | - | 31 | 12 | 48 |
| 16 Oct | 1898.50 | 36.1 | -3.90 | - | 16 | 9 | 36 |
| 15 Oct | 1898.45 | 40 | 4.00 | - | 1 | 0 | 27 |
| 14 Oct | 1909.75 | 36 | -3.20 | - | 2 | 1 | 27 |
| 11 Oct | 1901.95 | 39.2 | -5.80 | - | 9 | -2 | 25 |
| 10 Oct | 1887.75 | 45 | 14.80 | - | 14 | 11 | 27 |
| 9 Oct | 1930.85 | 30.2 | -9.80 | - | 5 | 2 | 16 |
| 8 Oct | 1917.15 | 40 | -3.25 | - | 10 | 7 | 12 |
| 7 Oct | 1905.25 | 43.25 | -16.35 | - | 5 | 4 | 4 |
| 4 Oct | 1910.05 | 59.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1910.85 | 59.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1919.95 | 59.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1926.70 | 59.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1948.70 | 59.6 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1900 expiring on 28NOV2024
Delta for 1900 PE is -0.99
Historical price for 1900 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 123, which was 2.00 higher than the previous day. The implied volatity was 15.57, the open interest changed by -3 which decreased total open position to 440
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 121, which was 17.00 higher than the previous day. The implied volatity was 28.55, the open interest changed by -6 which decreased total open position to 446
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 104, which was 4.10 higher than the previous day. The implied volatity was 26.01, the open interest changed by 4 which increased total open position to 454
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 99.9, which was 1.90 higher than the previous day. The implied volatity was 17.06, the open interest changed by 9 which increased total open position to 448
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 98, which was -11.40 lower than the previous day. The implied volatity was 24.97, the open interest changed by 22 which increased total open position to 443
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 109.4, which was 31.80 higher than the previous day. The implied volatity was 25.01, the open interest changed by 30 which increased total open position to 419
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 77.6, which was -21.45 lower than the previous day. The implied volatity was 22.78, the open interest changed by 14 which increased total open position to 389
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 99.05, which was -1.90 lower than the previous day. The implied volatity was 22.98, the open interest changed by -89 which decreased total open position to 377
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 100.95, which was 19.80 higher than the previous day. The implied volatity was 28.01, the open interest changed by -27 which decreased total open position to 466
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 81.15, which was 16.05 higher than the previous day. The implied volatity was 33.22, the open interest changed by -4 which decreased total open position to 494
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 65.1, which was 1.95 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 63.15, which was 6.65 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 56.5, which was 15.50 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 41, which was -24.00 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 65, which was -13.10 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 78.1, which was -1.90 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 80, which was 29.00 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 51, which was 5.55 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 45.45, which was 10.45 higher 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 35, which was -11.00 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 46, which was 9.90 higher 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 36.1, which was -3.90 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 40, 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 14 Oct SUNPHARMA was trading at 1909.75. The strike last trading price was 36, which was -3.20 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 39.2, which was -5.80 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 45, which was 14.80 higher 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 30.2, which was -9.80 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 40, which was -3.25 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 43.25, which was -16.35 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
