SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
14 Nov 2024 04:10 PM IST
| SUNPHARMA 28NOV2024 2040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.13
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1768.20 | 0.55 | -0.10 | 31.82 | 103 | -58 | 521 | |||
| 13 Nov | 1779.00 | 0.65 | -0.10 | 30.40 | 57 | -5 | 579 | |||
| 12 Nov | 1800.85 | 0.75 | 0.00 | 28.02 | 175 | 1 | 584 | |||
| 11 Nov | 1794.60 | 0.75 | -0.35 | 27.50 | 76 | 17 | 583 | |||
| 8 Nov | 1809.60 | 1.1 | 0.10 | 25.57 | 120 | -11 | 566 | |||
| 7 Nov | 1790.95 | 1 | -0.65 | 25.91 | 167 | 48 | 574 | |||
| 6 Nov | 1827.45 | 1.65 | -0.60 | 23.50 | 494 | 182 | 526 | |||
| 5 Nov | 1803.60 | 2.25 | -0.85 | 27.26 | 537 | 17 | 344 | |||
| 4 Nov | 1808.90 | 3.1 | -2.45 | 27.54 | 744 | 249 | 312 | |||
| 1 Nov | 1858.40 | 5.55 | -0.45 | 23.86 | 6 | -4 | 63 | |||
| 31 Oct | 1848.90 | 6 | 0.45 | - | 86 | -8 | 53 | |||
| 30 Oct | 1852.10 | 5.55 | -0.75 | - | 80 | 0 | 61 | |||
| 29 Oct | 1871.60 | 6.3 | -6.05 | - | 67 | 27 | 62 | |||
| 28 Oct | 1902.90 | 12.35 | -8.55 | - | 47 | 33 | 33 | |||
| 21 Oct | 1897.00 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1910.35 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1889.55 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1898.50 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1917.15 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1905.25 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1910.85 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1948.70 | 20.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 1898.40 | 20.9 | 20.90 | - | 0 | 0 | 0 | |||
| 25 Sept | 1870.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1868.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1862.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1865.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1846.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1866.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1862.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1853.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1865.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Sept | 1845.70 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 2040 expiring on 28NOV2024
Delta for 2040 CE is 0.01
Historical price for 2040 CE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 31.82, the open interest changed by -58 which decreased total open position to 521
On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 30.40, the open interest changed by -5 which decreased total open position to 579
On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 28.02, the open interest changed by 1 which increased total open position to 584
On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 27.50, the open interest changed by 17 which increased total open position to 583
On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 25.57, the open interest changed by -11 which decreased total open position to 566
On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 25.91, the open interest changed by 48 which increased total open position to 574
On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 23.50, the open interest changed by 182 which increased total open position to 526
On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 27.26, the open interest changed by 17 which increased total open position to 344
On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 3.1, which was -2.45 lower than the previous day. The implied volatity was 27.54, the open interest changed by 249 which increased total open position to 312
On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 23.86, the open interest changed by -4 which decreased total open position to 63
On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 6, which was 0.45 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 5.55, 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 6.3, which was -6.05 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 12.35, which was -8.55 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 26 Sept SUNPHARMA was trading at 1898.40. The strike last trading price was 20.9, which was 20.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept SUNPHARMA was trading at 1870.55. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1868.10. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1862.70. The strike last trading price was 0, 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 20 Sept SUNPHARMA was trading at 1865.75. The strike last trading price was 0, 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 19 Sept SUNPHARMA was trading at 1846.05. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1866.10. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1862.95. The strike last trading price was 0, 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 13 Sept SUNPHARMA was trading at 1853.75. The strike last trading price was 0, 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 12 Sept SUNPHARMA was trading at 1865.40. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1845.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SUNPHARMA 28NOV2024 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1768.20 | 225 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1779.00 | 225 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1800.85 | 225 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1794.60 | 225 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1809.60 | 225 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1790.95 | 225 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1827.45 | 225 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1803.60 | 225 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1808.90 | 225 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1858.40 | 225 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1848.90 | 225 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1852.10 | 225 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1871.60 | 225 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1902.90 | 225 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1897.00 | 225 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1910.35 | 225 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1889.55 | 225 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1898.50 | 225 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1887.75 | 225 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1917.15 | 225 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1905.25 | 225 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1910.05 | 225 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1910.85 | 225 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1948.70 | 225 | 225.00 | - | 0 | 0 | 0 |
| 26 Sept | 1898.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1870.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1868.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1862.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1865.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1846.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1866.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1862.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1853.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1865.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1845.70 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 2040 expiring on 28NOV2024
Delta for 2040 PE is -
Historical price for 2040 PE is as follows
On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, which was 225.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SUNPHARMA was trading at 1898.40. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1870.55. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1868.10. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1862.70. The strike last trading price was 0, 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 20 Sept SUNPHARMA was trading at 1865.75. The strike last trading price was 0, 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 19 Sept SUNPHARMA was trading at 1846.05. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1866.10. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1862.95. The strike last trading price was 0, 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 13 Sept SUNPHARMA was trading at 1853.75. The strike last trading price was 0, 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 12 Sept SUNPHARMA was trading at 1865.40. The strike last trading price was 0, 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 Sept SUNPHARMA was trading at 1845.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
