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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 2040 CE
Delta: 0.01
Vega: 0.13
Theta: -0.15
Gamma: 0.00
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
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: -
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