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[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1768.2 -10.80 (-0.61%)

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Historical option data for SUNPHARMA

14 Nov 2024 04:10 PM IST
SUNPHARMA 28NOV2024 2020 CE
Delta: 0.02
Vega: 0.17
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 0.8 -0.15 31.52 18 -15 116
13 Nov 1779.00 0.95 -0.25 30.14 2 0 131
12 Nov 1800.85 1.2 -0.05 28.13 16 2 135
11 Nov 1794.60 1.25 -0.05 27.82 14 -12 134
8 Nov 1809.60 1.3 -0.20 24.46 21 -9 147
7 Nov 1790.95 1.5 -0.90 25.89 200 -77 162
6 Nov 1827.45 2.4 -0.50 23.32 327 47 239
5 Nov 1803.60 2.9 -0.95 26.77 267 68 193
4 Nov 1808.90 3.85 -3.95 26.91 458 39 127
1 Nov 1858.40 7.8 0.95 24.06 8 -6 88
31 Oct 1848.90 6.85 -0.95 - 25 -5 94
30 Oct 1852.10 7.8 0.35 - 30 10 98
29 Oct 1871.60 7.45 -7.60 - 125 46 88
28 Oct 1902.90 15.05 -19.10 - 66 43 43
21 Oct 1897.00 34.15 0.00 - 0 0 0
18 Oct 1910.35 34.15 0.00 - 0 0 0
17 Oct 1889.55 34.15 0.00 - 0 0 0
16 Oct 1898.50 34.15 0.00 - 0 0 0
10 Oct 1887.75 34.15 0.00 - 0 0 0
8 Oct 1917.15 34.15 0.00 - 0 0 0
7 Oct 1905.25 34.15 0.00 - 0 0 0
4 Oct 1910.05 34.15 0.00 - 0 0 0
3 Oct 1910.85 34.15 0.00 - 0 0 0
30 Sept 1926.70 34.15 0.00 - 0 0 0
27 Sept 1948.70 34.15 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 2020 expiring on 28NOV2024

Delta for 2020 CE is 0.02

Historical price for 2020 CE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 31.52, the open interest changed by -15 which decreased total open position to 116


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 30.14, the open interest changed by 0 which decreased total open position to 131


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by 2 which increased total open position to 135


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 27.82, the open interest changed by -12 which decreased total open position to 134


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 24.46, the open interest changed by -9 which decreased total open position to 147


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 1.5, which was -0.90 lower than the previous day. The implied volatity was 25.89, the open interest changed by -77 which decreased total open position to 162


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 23.32, the open interest changed by 47 which increased total open position to 239


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 26.77, the open interest changed by 68 which increased total open position to 193


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 3.85, which was -3.95 lower than the previous day. The implied volatity was 26.91, the open interest changed by 39 which increased total open position to 127


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 7.8, which was 0.95 higher than the previous day. The implied volatity was 24.06, the open interest changed by -6 which decreased total open position to 88


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 6.85, which was -0.95 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 7.8, which was 0.35 higher 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 7.45, which was -7.60 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 15.05, which was -19.10 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SUNPHARMA 28NOV2024 2020 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 130.45 0.00 0.00 0 0 0
13 Nov 1779.00 130.45 0.00 0.00 0 0 0
12 Nov 1800.85 130.45 0.00 0.00 0 0 0
11 Nov 1794.60 130.45 0.00 0.00 0 0 0
8 Nov 1809.60 130.45 0.00 0.00 0 0 0
7 Nov 1790.95 130.45 0.00 0.00 0 0 0
6 Nov 1827.45 130.45 0.00 0.00 0 0 0
5 Nov 1803.60 130.45 0.00 - 0 0 0
4 Nov 1808.90 130.45 0.00 - 0 0 0
1 Nov 1858.40 130.45 0.00 - 0 0 0
31 Oct 1848.90 130.45 0.00 - 0 0 0
30 Oct 1852.10 130.45 0.00 - 0 0 0
29 Oct 1871.60 130.45 0.00 - 0 0 0
28 Oct 1902.90 130.45 0.00 - 0 0 0
21 Oct 1897.00 130.45 0.00 - 0 0 0
18 Oct 1910.35 130.45 0.00 - 0 0 0
17 Oct 1889.55 130.45 0.00 - 0 0 0
16 Oct 1898.50 130.45 0.00 - 0 0 0
10 Oct 1887.75 130.45 0.00 - 0 0 0
8 Oct 1917.15 130.45 0.00 - 0 0 0
7 Oct 1905.25 130.45 0.00 - 0 0 0
4 Oct 1910.05 130.45 0.00 - 0 0 0
3 Oct 1910.85 130.45 0.00 - 0 0 0
30 Sept 1926.70 130.45 0.00 - 0 0 0
27 Sept 1948.70 130.45 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 2020 expiring on 28NOV2024

Delta for 2020 PE is 0.00

Historical price for 2020 PE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 130.45, 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 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 130.45, 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 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 130.45, 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 130.45, 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 130.45, 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 130.45, 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 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 130.45, 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 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, 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 130.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to