SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.12
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 0.5 | -0.80 | 26.11 | 222 | -77 | 388 | |||
| 19 Dec | 1823.30 | 1.3 | 0.30 | 26.26 | 264 | -54 | 466 | |||
| 18 Dec | 1801.05 | 1 | -0.05 | 27.10 | 325 | 4 | 521 | |||
| 17 Dec | 1789.05 | 1.05 | -0.25 | 26.51 | 162 | -6 | 519 | |||
| 16 Dec | 1809.80 | 1.3 | 0.35 | 23.46 | 310 | 12 | 525 | |||
| 13 Dec | 1813.45 | 0.95 | 0.10 | 19.04 | 254 | -115 | 519 | |||
| 12 Dec | 1805.45 | 0.85 | -0.40 | 18.83 | 312 | 117 | 636 | |||
| 11 Dec | 1814.00 | 1.25 | -0.10 | 19.14 | 187 | 39 | 518 | |||
| 10 Dec | 1809.95 | 1.35 | -0.05 | 18.50 | 93 | 25 | 478 | |||
| 9 Dec | 1806.65 | 1.4 | -0.35 | 18.26 | 619 | 136 | 454 | |||
| 6 Dec | 1804.85 | 1.75 | -0.40 | 17.87 | 372 | -4 | 320 | |||
| 5 Dec | 1813.45 | 2.15 | 0.30 | 17.41 | 495 | -27 | 318 | |||
| 4 Dec | 1800.20 | 1.85 | -0.20 | 17.29 | 187 | -2 | 344 | |||
| 3 Dec | 1800.05 | 2.05 | -0.55 | 17.27 | 689 | 135 | 346 | |||
| 2 Dec | 1808.55 | 2.6 | -0.75 | 17.24 | 862 | -43 | 225 | |||
| 29 Nov | 1780.90 | 3.35 | -34.00 | 19.58 | 654 | 266 | 266 | |||
| 28 Nov | 1734.25 | 37.35 | 0.00 | 9.34 | 0 | 0 | 0 | |||
| 27 Nov | 1749.45 | 37.35 | 0.00 | 8.76 | 0 | 0 | 0 | |||
| 26 Nov | 1761.60 | 37.35 | 0.00 | 7.85 | 0 | 0 | 0 | |||
| 25 Nov | 1798.90 | 37.35 | 0.00 | 5.66 | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 37.35 | 0.00 | 5.59 | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 37.35 | 0.00 | 6.71 | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 37.35 | 0.00 | 6.71 | 0 | 0 | 0 | |||
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| 18 Nov | 1747.75 | 37.35 | 0.00 | 7.79 | 0 | 0 | 0 | |||
| 14 Nov | 1768.20 | 37.35 | 0.00 | 6.00 | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 37.35 | 0.00 | 5.63 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 37.35 | 37.35 | 3.31 | 0 | 0 | 0 | |||
| 1 Nov | 1858.40 | 0 | 2.42 | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.02
Historical price for 1940 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.5, which was -0.80 lower than the previous day. The implied volatity was 26.11, the open interest changed by -77 which decreased total open position to 388
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 1.3, which was 0.30 higher than the previous day. The implied volatity was 26.26, the open interest changed by -54 which decreased total open position to 466
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 521
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 26.51, the open interest changed by -6 which decreased total open position to 519
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 23.46, the open interest changed by 12 which increased total open position to 525
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 19.04, the open interest changed by -115 which decreased total open position to 519
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 18.83, the open interest changed by 117 which increased total open position to 636
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 19.14, the open interest changed by 39 which increased total open position to 518
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 18.50, the open interest changed by 25 which increased total open position to 478
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 18.26, the open interest changed by 136 which increased total open position to 454
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 17.87, the open interest changed by -4 which decreased total open position to 320
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 2.15, which was 0.30 higher than the previous day. The implied volatity was 17.41, the open interest changed by -27 which decreased total open position to 318
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 17.29, the open interest changed by -2 which decreased total open position to 344
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 17.27, the open interest changed by 135 which increased total open position to 346
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 17.24, the open interest changed by -43 which decreased total open position to 225
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 3.35, which was -34.00 lower than the previous day. The implied volatity was 19.58, the open interest changed by 266 which increased total open position to 266
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 37.35, which was 0.00 lower than the previous day. The implied volatity was 9.34, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 8.76, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 7.85, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 5.66, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 6.00, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 37.35, which was 37.35 higher than the previous day. The implied volatity was 3.31, 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 2.42, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 26DEC2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1823.30 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1801.05 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1789.05 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1809.80 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1813.45 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1805.45 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1814.00 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1809.95 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1806.65 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1804.85 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1813.45 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1800.20 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1800.05 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1808.55 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1780.90 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1734.25 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1749.45 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1798.90 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1768.20 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 106.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 106.9 | 106.90 | - | 0 | 0 | 0 |
| 1 Nov | 1858.40 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is -
Historical price for 1940 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 106.9, 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 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 106.9, 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 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 106.9, 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 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 106.9, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 106.9, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 106.9, 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 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 106.9, 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 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 106.9, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 106.9, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 106.9, 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 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 106.9, 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 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 106.9, 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 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 106.9, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 106.9, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 106.9, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, which was 106.90 higher 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 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
