SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
15 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.11
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1705.00 | 0.55 | -0.75 | 37.01 | 196 | 54 | 500 | |||
| 11 Apr | 1687.55 | 1.35 | 0.35 | 37.49 | 209 | 39 | 446 | |||
| 9 Apr | 1652.20 | 1.05 | -0.25 | 37.93 | 92 | -1 | 406 | |||
| 8 Apr | 1688.35 | 1.3 | 0.05 | 33.03 | 137 | 1 | 408 | |||
| 7 Apr | 1666.35 | 1.25 | 0 | 33.45 | 137 | -17 | 408 | |||
| 4 Apr | 1709.35 | 1.2 | -1.1 | 27.42 | 473 | -67 | 432 | |||
| 3 Apr | 1770.00 | 2.45 | 1.3 | 22.45 | 1,528 | 260 | 497 | |||
| 2 Apr | 1713.65 | 1.2 | 0 | 25.11 | 22 | 9 | 236 | |||
| 1 Apr | 1698.35 | 1.2 | -0.6 | 26.11 | 48 | 4 | 226 | |||
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| 28 Mar | 1734.70 | 1.75 | -0.55 | 21.99 | 253 | 183 | 222 | |||
| 27 Mar | 1731.45 | 2.3 | -1.6 | 22.68 | 34 | 19 | 40 | |||
| 26 Mar | 1758.95 | 3.9 | -0.85 | 23.20 | 9 | 2 | 22 | |||
| 25 Mar | 1764.75 | 4.65 | 1.3 | 22.54 | 51 | 19 | 19 | |||
| 24 Mar | 1784.80 | 3.35 | 0 | 7.08 | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1940 expiring on 24APR2025
Delta for 1940 CE is 0.02
Historical price for 1940 CE is as follows
On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 37.01, the open interest changed by 54 which increased total open position to 500
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 37.49, the open interest changed by 39 which increased total open position to 446
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 37.93, the open interest changed by -1 which decreased total open position to 406
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 33.03, the open interest changed by 1 which increased total open position to 408
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 33.45, the open interest changed by -17 which decreased total open position to 408
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 1.2, which was -1.1 lower than the previous day. The implied volatity was 27.42, the open interest changed by -67 which decreased total open position to 432
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 2.45, which was 1.3 higher than the previous day. The implied volatity was 22.45, the open interest changed by 260 which increased total open position to 497
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 25.11, the open interest changed by 9 which increased total open position to 236
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 26.11, the open interest changed by 4 which increased total open position to 226
On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 21.99, the open interest changed by 183 which increased total open position to 222
On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 2.3, which was -1.6 lower than the previous day. The implied volatity was 22.68, the open interest changed by 19 which increased total open position to 40
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 3.9, which was -0.85 lower than the previous day. The implied volatity was 23.20, the open interest changed by 2 which increased total open position to 22
On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 4.65, which was 1.3 higher than the previous day. The implied volatity was 22.54, the open interest changed by 19 which increased total open position to 19
On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 24APR2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1705.00 | 274.6 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 1687.55 | 274.6 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1652.20 | 274.6 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1688.35 | 274.6 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1666.35 | 274.6 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1709.35 | 274.6 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1770.00 | 274.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1713.65 | 274.6 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1698.35 | 274.6 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1734.70 | 274.6 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1731.45 | 274.6 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1758.95 | 274.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1764.75 | 274.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1784.80 | 274.6 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1940 expiring on 24APR2025
Delta for 1940 PE is -
Historical price for 1940 PE is as follows
On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 274.6, 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 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 274.6, 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 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 274.6, 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 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 274.6, 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 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 274.6, 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 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 274.6, 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 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 274.6, 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 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 274.6, 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 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 274.6, 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 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 274.6, 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 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 274.6, 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 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 274.6, 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 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 274.6, 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 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 274.6, 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
