SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
21 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Apr | 1744.90 | 0.2 | -0.15 | 51.53 | 26 | -1 | 72 | |||
| 17 Apr | 1751.50 | 0.35 | -0.05 | 34.17 | 48 | -42 | 74 | |||
| 16 Apr | 1693.10 | 0.4 | -0.1 | 42.26 | 21 | -12 | 116 | |||
| 15 Apr | 1705.00 | 0.5 | -0.6 | 39.04 | 65 | 22 | 130 | |||
| 11 Apr | 1687.55 | 1.2 | 0.35 | 39.06 | 104 | 49 | 108 | |||
| 9 Apr | 1652.20 | 0.85 | -0.35 | 38.76 | 5 | -1 | 56 | |||
| 8 Apr | 1688.35 | 1.2 | 0 | 34.67 | 10 | 0 | 55 | |||
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| 7 Apr | 1666.35 | 1.2 | 0.3 | 35.22 | 16 | -6 | 55 | |||
| 4 Apr | 1709.35 | 1.15 | -0.65 | 29.08 | 91 | -13 | 61 | |||
| 3 Apr | 1770.00 | 1.8 | 0.7 | 23.08 | 404 | 76 | 80 | |||
| 2 Apr | 1713.65 | 1.1 | 0 | 0.00 | 0 | 4 | 0 | |||
| 1 Apr | 1698.35 | 1.1 | -18.55 | 27.12 | 4 | 0 | 0 | |||
| 28 Mar | 1734.70 | 19.65 | 0 | 10.69 | 0 | 0 | 0 | |||
| 27 Mar | 1731.45 | 19.65 | 0 | 10.48 | 0 | 0 | 0 | |||
| 26 Mar | 1758.95 | 19.65 | 0 | 9.47 | 0 | 0 | 0 | |||
| 25 Mar | 1764.75 | 19.65 | 0 | 8.97 | 0 | 0 | 0 | |||
| 24 Mar | 1784.80 | 19.65 | 0 | 7.92 | 0 | 0 | 0 | |||
| 4 Feb | 1765.25 | 0 | 0 | 4.61 | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 1960 expiring on 24APR2025
Delta for 1960 CE is 0.01
Historical price for 1960 CE is as follows
On 21 Apr SUNPHARMA was trading at 1744.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 51.53, the open interest changed by -1 which decreased total open position to 72
On 17 Apr SUNPHARMA was trading at 1751.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.17, the open interest changed by -42 which decreased total open position to 74
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 42.26, the open interest changed by -12 which decreased total open position to 116
On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 0.5, which was -0.6 lower than the previous day. The implied volatity was 39.04, the open interest changed by 22 which increased total open position to 130
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 39.06, the open interest changed by 49 which increased total open position to 108
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 38.76, the open interest changed by -1 which decreased total open position to 56
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 34.67, the open interest changed by 0 which decreased total open position to 55
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 35.22, the open interest changed by -6 which decreased total open position to 55
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 29.08, the open interest changed by -13 which decreased total open position to 61
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 1.8, which was 0.7 higher than the previous day. The implied volatity was 23.08, the open interest changed by 76 which increased total open position to 80
On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 1.1, which was -18.55 lower than the previous day. The implied volatity was 27.12, 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 19.65, which was 0 lower than the previous day. The implied volatity was 10.69, 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 19.65, which was 0 lower than the previous day. The implied volatity was 10.48, 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 19.65, which was 0 lower than the previous day. The implied volatity was 9.47, 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 19.65, which was 0 lower than the previous day. The implied volatity was 8.97, 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 19.65, which was 0 lower than the previous day. The implied volatity was 7.92, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 24APR2025 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Apr | 1744.90 | 207.95 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1751.50 | 207.95 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1693.10 | 207.95 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1705.00 | 207.95 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 1687.55 | 207.95 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1652.20 | 207.95 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1688.35 | 207.95 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1666.35 | 207.95 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1709.35 | 207.95 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1770.00 | 207.95 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1713.65 | 207.95 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1698.35 | 207.95 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1734.70 | 207.95 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1731.45 | 207.95 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1758.95 | 207.95 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1764.75 | 207.95 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1784.80 | 207.95 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1765.25 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1960 expiring on 24APR2025
Delta for 1960 PE is -
Historical price for 1960 PE is as follows
On 21 Apr SUNPHARMA was trading at 1744.90. The strike last trading price was 207.95, 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 17 Apr SUNPHARMA was trading at 1751.50. The strike last trading price was 207.95, 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 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 207.95, 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 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 207.95, 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 207.95, 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 207.95, 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 207.95, 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 207.95, 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 207.95, 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 207.95, 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 207.95, 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 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 207.95, 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 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 207.95, 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 207.95, 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 207.95, 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 207.95, 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 207.95, 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 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, 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
