SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.12
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 0.6 | -0.45 | 33.50 | 23 | -7 | 73 | |||
| 19 Dec | 1823.30 | 1.05 | 0.20 | 31.85 | 59 | 10 | 78 | |||
| 18 Dec | 1801.05 | 0.85 | 0.10 | 32.28 | 19 | -7 | 69 | |||
| 17 Dec | 1789.05 | 0.75 | 0.00 | 30.52 | 19 | -4 | 77 | |||
| 16 Dec | 1809.80 | 0.75 | 0.00 | 26.52 | 27 | 0 | 82 | |||
| 13 Dec | 1813.45 | 0.75 | -0.15 | 22.92 | 14 | 0 | 83 | |||
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| 12 Dec | 1805.45 | 0.9 | -0.15 | 23.57 | 3 | 0 | 81 | |||
| 11 Dec | 1814.00 | 1.05 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 10 Dec | 1809.95 | 1.05 | 0.20 | 22.00 | 12 | 2 | 80 | |||
| 9 Dec | 1806.65 | 0.85 | -0.25 | 20.76 | 32 | 2 | 77 | |||
| 6 Dec | 1804.85 | 1.1 | -0.25 | 20.23 | 13 | -2 | 76 | |||
| 5 Dec | 1813.45 | 1.35 | 0.30 | 19.74 | 88 | -5 | 75 | |||
| 4 Dec | 1800.20 | 1.05 | -0.20 | 19.18 | 13 | -4 | 80 | |||
| 3 Dec | 1800.05 | 1.25 | -0.40 | 19.33 | 119 | -5 | 87 | |||
| 2 Dec | 1808.55 | 1.65 | -0.85 | 19.39 | 450 | 106 | 107 | |||
| 29 Nov | 1780.90 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1734.25 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1749.45 | 2.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 1761.60 | 2.5 | -23.75 | 22.75 | 4 | 1 | 1 | |||
| 25 Nov | 1798.90 | 26.25 | 0.00 | 8.05 | 0 | 0 | 0 | |||
| 22 Nov | 1795.30 | 26.25 | 0.00 | 8.00 | 0 | 0 | 0 | |||
| 20 Nov | 1777.25 | 26.25 | 0.00 | 7.42 | 0 | 0 | 0 | |||
| 19 Nov | 1777.25 | 26.25 | 0.00 | 7.42 | 0 | 0 | 0 | |||
| 18 Nov | 1747.75 | 26.25 | 0.00 | 9.27 | 0 | 0 | 0 | |||
| 14 Nov | 1768.20 | 26.25 | 0.00 | 7.78 | 0 | 0 | 0 | |||
| 13 Nov | 1779.00 | 26.25 | 0.00 | 7.35 | 0 | 0 | 0 | |||
| 6 Nov | 1827.45 | 26.25 | 4.74 | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1980 expiring on 26DEC2024
Delta for 1980 CE is 0.02
Historical price for 1980 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 33.50, the open interest changed by -7 which decreased total open position to 73
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 31.85, the open interest changed by 10 which increased total open position to 78
On 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 32.28, the open interest changed by -7 which decreased total open position to 69
On 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by -4 which decreased total open position to 77
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 82
On 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 83
On 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 81
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 22.00, the open interest changed by 2 which increased total open position to 80
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 77
On 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 20.23, the open interest changed by -2 which decreased total open position to 76
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 19.74, the open interest changed by -5 which decreased total open position to 75
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 19.18, the open interest changed by -4 which decreased total open position to 80
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 19.33, the open interest changed by -5 which decreased total open position to 87
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 19.39, the open interest changed by 106 which increased total open position to 107
On 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 2.5, 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 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 2.5, 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 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 2.5, which was -23.75 lower than the previous day. The implied volatity was 22.75, the open interest changed by 1 which increased total open position to 1
On 25 Nov SUNPHARMA was trading at 1798.90. The strike last trading price was 26.25, which was 0.00 lower than the previous day. The implied volatity was 8.05, 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 26.25, which was 0.00 lower than the previous day. The implied volatity was 8.00, 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 26.25, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 26.25, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 26.25, which was 0.00 lower than the previous day. The implied volatity was 9.27, 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 26.25, which was 0.00 lower than the previous day. The implied volatity was 7.78, 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 26.25, which was 0.00 lower than the previous day. The implied volatity was 7.35, 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 26.25, which was lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 26DEC2024 1980 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 |
| 20 Dec | 1808.85 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1823.30 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1801.05 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1789.05 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1809.80 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1813.45 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1805.45 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1814.00 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1809.95 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1806.65 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1804.85 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1813.45 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1800.20 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1800.05 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1808.55 | 183.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1780.90 | 183.6 | -5.10 | 21.43 | 1 | 0 | 1 |
| 28 Nov | 1734.25 | 188.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1749.45 | 188.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 1761.60 | 188.7 | 53.35 | - | 1 | 0 | 0 |
| 25 Nov | 1798.90 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1795.30 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1777.25 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1777.25 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1747.75 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1768.20 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 135.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 135.35 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1980 expiring on 26DEC2024
Delta for 1980 PE is 0.00
Historical price for 1980 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 183.6, 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 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 183.6, 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 18 Dec SUNPHARMA was trading at 1801.05. The strike last trading price was 183.6, 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 17 Dec SUNPHARMA was trading at 1789.05. The strike last trading price was 183.6, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 183.6, 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 13 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 183.6, 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 12 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 183.6, 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 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 183.6, 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 10 Dec SUNPHARMA was trading at 1809.95. The strike last trading price was 183.6, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 183.6, 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 6 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 183.6, 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 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 183.6, 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 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 183.6, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 183.6, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 183.6, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 183.6, which was -5.10 lower than the previous day. The implied volatity was 21.43, the open interest changed by 0 which decreased total open position to 1
On 28 Nov SUNPHARMA was trading at 1734.25. The strike last trading price was 188.7, 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 27 Nov SUNPHARMA was trading at 1749.45. The strike last trading price was 188.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 188.7, which was 53.35 higher 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 135.35, 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 135.35, 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 135.35, 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 135.35, 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 135.35, 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 135.35, 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 135.35, 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 135.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
