SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.29
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1768.20 | 1.3 | -0.50 | 24.97 | 543 | -276 | 745 | |||
| 13 Nov | 1779.00 | 1.8 | -0.55 | 24.37 | 674 | -93 | 1,026 | |||
| 12 Nov | 1800.85 | 2.35 | -0.55 | 22.42 | 1,547 | -57 | 1,105 | |||
| 11 Nov | 1794.60 | 2.9 | -0.20 | 23.22 | 1,173 | 56 | 1,165 | |||
| 8 Nov | 1809.60 | 3.1 | -0.05 | 20.10 | 962 | -148 | 1,105 | |||
| 7 Nov | 1790.95 | 3.15 | -3.20 | 21.37 | 1,896 | 408 | 1,255 | |||
| 6 Nov | 1827.45 | 6.35 | -0.20 | 19.68 | 1,063 | 47 | 847 | |||
| 5 Nov | 1803.60 | 6.55 | -1.85 | 23.19 | 958 | -4 | 805 | |||
| 4 Nov | 1808.90 | 8.4 | -9.60 | 23.36 | 2,335 | 142 | 809 | |||
| 1 Nov | 1858.40 | 18 | 0.00 | 21.07 | 137 | -20 | 672 | |||
| 31 Oct | 1848.90 | 18 | -0.15 | - | 933 | 93 | 692 | |||
| 30 Oct | 1852.10 | 18.15 | -3.80 | - | 1,104 | 51 | 601 | |||
| 29 Oct | 1871.60 | 21.95 | -17.35 | - | 1,305 | 250 | 551 | |||
| 28 Oct | 1902.90 | 39.3 | 10.30 | - | 791 | 278 | 302 | |||
| 25 Oct | 1860.40 | 29 | 6.85 | - | 25 | 3 | 24 | |||
| 24 Oct | 1848.90 | 22.15 | 2.15 | - | 14 | 7 | 22 | |||
| 23 Oct | 1839.35 | 20 | -20.05 | - | 13 | -2 | 15 | |||
| 22 Oct | 1887.55 | 40.05 | 0.00 | - | 0 | -2 | 0 | |||
| 21 Oct | 1897.00 | 40.05 | -6.95 | - | 3 | -1 | 18 | |||
| 18 Oct | 1910.35 | 47 | 12.55 | - | 5 | -2 | 18 | |||
| 17 Oct | 1889.55 | 34.45 | -0.85 | - | 2 | 0 | 21 | |||
| 16 Oct | 1898.50 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1898.45 | 35.3 | -8.20 | - | 2 | 1 | 22 | |||
| 14 Oct | 1909.75 | 43.5 | 0.00 | - | 0 | -9 | 0 | |||
| 11 Oct | 1901.95 | 43.5 | -1.00 | - | 10 | -6 | 24 | |||
| 10 Oct | 1887.75 | 44.5 | -21.30 | - | 41 | -19 | 33 | |||
| 9 Oct | 1930.85 | 65.8 | 13.95 | - | 15 | -5 | 53 | |||
| 8 Oct | 1917.15 | 51.85 | 2.85 | - | 3 | 0 | 58 | |||
| 7 Oct | 1905.25 | 49 | -4.30 | - | 3 | -1 | 57 | |||
| 4 Oct | 1910.05 | 53.3 | 0.25 | - | 29 | 19 | 58 | |||
| 3 Oct | 1910.85 | 53.05 | -9.50 | - | 39 | 38 | 38 | |||
| 1 Oct | 1919.95 | 62.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 1926.70 | 62.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1948.70 | 62.55 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1940 expiring on 28NOV2024
Delta for 1940 CE is 0.04
Historical price for 1940 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 24.97, the open interest changed by -276 which decreased total open position to 745
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by -93 which decreased total open position to 1026
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 22.42, the open interest changed by -57 which decreased total open position to 1105
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 23.22, the open interest changed by 56 which increased total open position to 1165
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 3.1, which was -0.05 lower than the previous day. The implied volatity was 20.10, the open interest changed by -148 which decreased total open position to 1105
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 3.15, which was -3.20 lower than the previous day. The implied volatity was 21.37, the open interest changed by 408 which increased total open position to 1255
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 6.35, which was -0.20 lower than the previous day. The implied volatity was 19.68, the open interest changed by 47 which increased total open position to 847
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 6.55, which was -1.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by -4 which decreased total open position to 805
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 8.4, which was -9.60 lower than the previous day. The implied volatity was 23.36, the open interest changed by 142 which increased total open position to 809
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 21.07, the open interest changed by -20 which decreased total open position to 672
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 18, which was -0.15 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 18.15, which was -3.80 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 21.95, which was -17.35 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 39.3, which was 10.30 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 29, which was 6.85 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 22.15, which was 2.15 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 20, which was -20.05 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 40.05, 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 21 Oct SUNPHARMA was trading at 1897.00. The strike last trading price was 40.05, which was -6.95 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 47, which was 12.55 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 34.45, which was -0.85 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 35.3, 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 35.3, which was -8.20 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 43.5, 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 43.5, which was -1.00 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 44.5, which was -21.30 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 65.8, which was 13.95 higher 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 51.85, which was 2.85 higher 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 49, which was -4.30 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 53.3, which was 0.25 higher 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 53.05, which was -9.50 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 62.55, 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 62.55, 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 62.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 161.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 1779.00 | 161.4 | 53.95 | 35.53 | 2 | 0 | 22 |
| 12 Nov | 1800.85 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1794.60 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 107.45 | 0.00 | 0.00 | 0 | -8 | 0 |
| 6 Nov | 1827.45 | 107.45 | -28.35 | 21.69 | 19 | -6 | 24 |
| 5 Nov | 1803.60 | 135.8 | -4.35 | 26.07 | 26 | 2 | 29 |
| 4 Nov | 1808.90 | 140.15 | 59.35 | 33.96 | 11 | -1 | 29 |
| 1 Nov | 1858.40 | 80.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1848.90 | 80.8 | 0.00 | - | 0 | 13 | 0 |
| 30 Oct | 1852.10 | 80.8 | -0.50 | - | 14 | 11 | 28 |
| 29 Oct | 1871.60 | 81.3 | 20.30 | - | 30 | 6 | 15 |
| 28 Oct | 1902.90 | 61 | -39.00 | - | 14 | 13 | 13 |
| 25 Oct | 1860.40 | 100 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 100 | -5.00 | - | 1 | 0 | 3 |
| 23 Oct | 1839.35 | 105 | 27.95 | - | 3 | 0 | 3 |
| 22 Oct | 1887.55 | 77.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1897.00 | 77.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1910.35 | 77.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1889.55 | 77.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1898.50 | 77.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1898.45 | 77.05 | 0.00 | - | 0 | 0 | 3 |
| 14 Oct | 1909.75 | 77.05 | 0.00 | - | 0 | 0 | 3 |
| 11 Oct | 1901.95 | 77.05 | 0.00 | - | 0 | 2 | 0 |
| 10 Oct | 1887.75 | 77.05 | 34.45 | - | 6 | 2 | 3 |
| 9 Oct | 1930.85 | 42.6 | -37.30 | - | 2 | 1 | 1 |
| 8 Oct | 1917.15 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1905.25 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1910.05 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1910.85 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1919.95 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1926.70 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1948.70 | 79.9 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1940 expiring on 28NOV2024
Delta for 1940 PE is 0.00
Historical price for 1940 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 161.4, 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 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 161.4, which was 53.95 higher than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 22
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 107.45, 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 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 107.45, 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 107.45, 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 107.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 107.45, which was -28.35 lower than the previous day. The implied volatity was 21.69, the open interest changed by -6 which decreased total open position to 24
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 135.8, which was -4.35 lower than the previous day. The implied volatity was 26.07, the open interest changed by 2 which increased total open position to 29
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 140.15, which was 59.35 higher than the previous day. The implied volatity was 33.96, the open interest changed by -1 which decreased total open position to 29
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 80.8, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 80.8, 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 Oct SUNPHARMA was trading at 1852.10. The strike last trading price was 80.8, which was -0.50 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 81.3, which was 20.30 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 61, which was -39.00 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 100, 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 100, which was -5.00 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 105, which was 27.95 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 77.05, 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 21 Oct SUNPHARMA was trading at 1897.00. The strike last trading price was 77.05, 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 18 Oct SUNPHARMA was trading at 1910.35. The strike last trading price was 77.05, 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 17 Oct SUNPHARMA was trading at 1889.55. The strike last trading price was 77.05, 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 16 Oct SUNPHARMA was trading at 1898.50. The strike last trading price was 77.05, 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 15 Oct SUNPHARMA was trading at 1898.45. The strike last trading price was 77.05, 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 14 Oct SUNPHARMA was trading at 1909.75. The strike last trading price was 77.05, 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 11 Oct SUNPHARMA was trading at 1901.95. The strike last trading price was 77.05, 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 10 Oct SUNPHARMA was trading at 1887.75. The strike last trading price was 77.05, which was 34.45 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 42.6, which was -37.30 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 79.9, 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 79.9, 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 79.9, 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 79.9, 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 79.9, 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 79.9, 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 79.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
