SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
11 Apr 2025 04:10 PM IST
| SUNPHARMA 24APR2025 2040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.12
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1687.55 | 0.75 | 0.05 | 44.66 | 51 | 21 | 141 | |||
| 9 Apr | 1652.20 | 0.7 | -0.25 | 45.27 | 56 | -21 | 119 | |||
| 8 Apr | 1688.35 | 0.95 | 0.1 | 40.87 | 148 | 93 | 140 | |||
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| 7 Apr | 1666.35 | 0.85 | -0.1 | 40.74 | 10 | -1 | 52 | |||
| 4 Apr | 1709.35 | 0.95 | 0.55 | 35.14 | 1 | 0 | 52 | |||
| 3 Apr | 1770.00 | 0.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1698.35 | 0.4 | -0.65 | 29.71 | 78 | 53 | 53 | |||
| 26 Mar | 1758.95 | 9.85 | 0 | 13.28 | 0 | 0 | 0 | |||
For Sun Pharmaceutical Ind L - strike price 2040 expiring on 24APR2025
Delta for 2040 CE is 0.02
Historical price for 2040 CE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 44.66, the open interest changed by 21 which increased total open position to 141
On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 45.27, the open interest changed by -21 which decreased total open position to 119
On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 40.87, the open interest changed by 93 which increased total open position to 140
On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 40.74, the open interest changed by -1 which decreased total open position to 52
On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 0.95, which was 0.55 higher than the previous day. The implied volatity was 35.14, the open interest changed by 0 which decreased total open position to 52
On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 0.4, which was 0 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 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 29.71, the open interest changed by 53 which increased total open position to 53
On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 13.28, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 24APR2025 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1687.55 | 276.8 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1652.20 | 276.8 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1688.35 | 276.8 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1666.35 | 276.8 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1709.35 | 276.8 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1770.00 | 276.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1698.35 | 276.8 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1758.95 | 276.8 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 2040 expiring on 24APR2025
Delta for 2040 PE is -
Historical price for 2040 PE is as follows
On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 276.8, 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 276.8, 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 276.8, 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 276.8, 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 276.8, 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 276.8, 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 276.8, which was 0 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 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 276.8, 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
