SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.20
Theta: -0.20
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1768.20 | 0.85 | -0.50 | 27.60 | 136 | -49 | 290 | |||
| 13 Nov | 1779.00 | 1.35 | -0.30 | 27.59 | 71 | -22 | 343 | |||
| 12 Nov | 1800.85 | 1.65 | -0.20 | 25.39 | 448 | -4 | 377 | |||
| 11 Nov | 1794.60 | 1.85 | -0.50 | 25.54 | 329 | 12 | 385 | |||
| 8 Nov | 1809.60 | 2.35 | 0.35 | 23.18 | 271 | -11 | 374 | |||
| 7 Nov | 1790.95 | 2 | -2.00 | 23.40 | 761 | -59 | 377 | |||
| 6 Nov | 1827.45 | 4 | -0.15 | 21.78 | 617 | 75 | 432 | |||
|
|
||||||||||
| 5 Nov | 1803.60 | 4.15 | -1.40 | 24.81 | 769 | -40 | 358 | |||
| 4 Nov | 1808.90 | 5.55 | -5.75 | 25.10 | 960 | 184 | 370 | |||
| 1 Nov | 1858.40 | 11.3 | -0.10 | 22.26 | 24 | 11 | 186 | |||
| 31 Oct | 1848.90 | 11.4 | 0.40 | - | 139 | 24 | 173 | |||
| 30 Oct | 1852.10 | 11 | -0.75 | - | 224 | 15 | 146 | |||
| 29 Oct | 1871.60 | 11.75 | -13.45 | - | 314 | 84 | 131 | |||
| 28 Oct | 1902.90 | 25.2 | -21.55 | - | 50 | 47 | 47 | |||
| 25 Oct | 1860.40 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1848.90 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1839.35 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1887.55 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1897.00 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1910.35 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1889.55 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1898.50 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1898.45 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1909.75 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1901.95 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1930.85 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1917.15 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1905.25 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1910.85 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1919.95 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1926.70 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1948.70 | 46.75 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 1980 expiring on 28NOV2024
Delta for 1980 CE is 0.02
Historical price for 1980 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 27.60, the open interest changed by -49 which decreased total open position to 290
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 27.59, the open interest changed by -22 which decreased total open position to 343
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 25.39, the open interest changed by -4 which decreased total open position to 377
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 25.54, the open interest changed by 12 which increased total open position to 385
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 23.18, the open interest changed by -11 which decreased total open position to 374
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 2, which was -2.00 lower than the previous day. The implied volatity was 23.40, the open interest changed by -59 which decreased total open position to 377
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 21.78, the open interest changed by 75 which increased total open position to 432
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 4.15, which was -1.40 lower than the previous day. The implied volatity was 24.81, the open interest changed by -40 which decreased total open position to 358
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 5.55, which was -5.75 lower than the previous day. The implied volatity was 25.10, the open interest changed by 184 which increased total open position to 370
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 11.3, which was -0.10 lower than the previous day. The implied volatity was 22.26, the open interest changed by 11 which increased total open position to 186
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 11.4, which was 0.40 higher 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 11, which was -0.75 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 11.75, which was -13.45 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 25.2, which was -21.55 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 46.75, 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 46.75, 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 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 46.75, 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 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 9 Oct SUNPHARMA was trading at 1930.85. The strike last trading price was 46.75, 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 8 Oct SUNPHARMA was trading at 1917.15. The strike last trading price was 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, 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 46.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1800.85 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1794.60 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1803.60 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1808.90 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1858.40 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1848.90 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1852.10 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1871.60 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1902.90 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1860.40 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1848.90 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1839.35 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1887.55 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1897.00 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1910.35 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1889.55 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1898.50 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1898.45 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1909.75 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1901.95 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1887.75 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1930.85 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1917.15 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1905.25 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1910.05 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1910.85 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1919.95 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1926.70 | 103.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1948.70 | 103.6 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 1980 expiring on 28NOV2024
Delta for 1980 PE is -
Historical price for 1980 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 103.6, 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 103.6, 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 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 103.6, 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 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 103.6, 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 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 103.6, 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 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 103.6, 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 103.6, 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 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 103.6, 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 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 103.6, 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 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 103.6, 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 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 103.6, 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 103.6, 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 29 Oct SUNPHARMA was trading at 1871.60. The strike last trading price was 103.6, 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 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 103.6, 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 25 Oct SUNPHARMA was trading at 1860.40. The strike last trading price was 103.6, 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 103.6, 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 23 Oct SUNPHARMA was trading at 1839.35. The strike last trading price was 103.6, 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 22 Oct SUNPHARMA was trading at 1887.55. The strike last trading price was 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 9 Oct SUNPHARMA was trading at 1930.85. The strike last trading price was 103.6, 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 8 Oct SUNPHARMA was trading at 1917.15. The strike last trading price was 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, 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 103.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
