SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
20 Dec 2024 04:10 PM IST
| SUNPHARMA 26DEC2024 2080 CE | ||||||||||
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Delta: 0.01
Vega: 0.04
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1808.85 | 0.2 | -0.40 | 42.56 | 6 | -4 | 4 | |||
| 19 Dec | 1823.30 | 0.6 | -0.30 | 43.33 | 12 | -1 | 7 | |||
| 16 Dec | 1809.80 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1813.45 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 1805.45 | 0.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 1814.00 | 0.9 | 0.00 | 31.46 | 3 | 1 | 8 | |||
| 9 Dec | 1806.65 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1804.85 | 0.9 | 0.15 | 28.19 | 2 | 0 | 7 | |||
| 5 Dec | 1813.45 | 0.75 | -0.25 | 26.27 | 8 | 2 | 7 | |||
| 4 Dec | 1800.20 | 1 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 3 Dec | 1800.05 | 1 | 0.20 | 27.07 | 6 | 0 | 0 | |||
| 2 Dec | 1808.55 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1780.90 | 0.8 | -33.35 | 25.71 | 2 | 0 | 0 | |||
| 26 Nov | 1761.60 | 34.15 | 0.00 | 13.75 | 0 | 0 | 0 | |||
| 28 Oct | 1902.90 | 34.15 | 34.15 | - | 0 | 0 | 0 | |||
| 22 Oct | 1887.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1897.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1910.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1889.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1898.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1898.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1909.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1901.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1887.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1930.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1917.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1905.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1910.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1910.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1919.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1926.70 | 0 | - | 0 | 0 | 0 | ||||
For Sun Pharmaceutical Ind L - strike price 2080 expiring on 26DEC2024
Delta for 2080 CE is 0.01
Historical price for 2080 CE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 0.2, which was -0.40 lower than the previous day. The implied volatity was 42.56, the open interest changed by -4 which decreased total open position to 4
On 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 43.33, the open interest changed by -1 which decreased total open position to 7
On 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 0.9, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.9, 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 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 8
On 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 0.9, 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 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 7
On 5 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 7
On 4 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 0.8, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 0.8, which was -33.35 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 34.15, which was 0.00 lower than the previous day. The implied volatity was 13.75, the open interest changed by 0 which decreased total open position to 0
On 28 Oct SUNPHARMA was trading at 1902.90. The strike last trading price was 34.15, which was 34.15 higher 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 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 21 Oct SUNPHARMA was trading at 1897.00. 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 18 Oct SUNPHARMA was trading at 1910.35. 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 Oct SUNPHARMA was trading at 1889.55. 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 16 Oct SUNPHARMA was trading at 1898.50. 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 15 Oct SUNPHARMA was trading at 1898.45. 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 14 Oct SUNPHARMA was trading at 1909.75. 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 11 Oct SUNPHARMA was trading at 1901.95. 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 10 Oct SUNPHARMA was trading at 1887.75. 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 9 Oct SUNPHARMA was trading at 1930.85. 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 8 Oct SUNPHARMA was trading at 1917.15. 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 7 Oct SUNPHARMA was trading at 1905.25. 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 4 Oct SUNPHARMA was trading at 1910.05. 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 3 Oct SUNPHARMA was trading at 1910.85. 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 1 Oct SUNPHARMA was trading at 1919.95. 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 30 Sept SUNPHARMA was trading at 1926.70. 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 26DEC2024 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1808.85 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1823.30 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1809.80 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1813.45 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1805.45 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1814.00 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1806.65 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1804.85 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1813.45 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1800.20 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1800.05 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1808.55 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1780.90 | 178.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1761.60 | 178.25 | 178.25 | - | 0 | 0 | 0 |
| 28 Oct | 1902.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1887.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1897.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1910.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1889.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1898.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1898.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1909.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1901.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1887.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1930.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1905.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1910.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1910.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1919.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1926.70 | 0 | - | 0 | 0 | 0 | |
For Sun Pharmaceutical Ind L - strike price 2080 expiring on 26DEC2024
Delta for 2080 PE is -
Historical price for 2080 PE is as follows
On 20 Dec SUNPHARMA was trading at 1808.85. The strike last trading price was 178.25, 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 19 Dec SUNPHARMA was trading at 1823.30. The strike last trading price was 178.25, 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 16 Dec SUNPHARMA was trading at 1809.80. The strike last trading price was 178.25, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 178.25, 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 Dec SUNPHARMA was trading at 1805.45. The strike last trading price was 178.25, 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 Dec SUNPHARMA was trading at 1814.00. The strike last trading price was 178.25, 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 9 Dec SUNPHARMA was trading at 1806.65. The strike last trading price was 178.25, 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 Dec SUNPHARMA was trading at 1804.85. The strike last trading price was 178.25, 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 Dec SUNPHARMA was trading at 1813.45. The strike last trading price was 178.25, 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 Dec SUNPHARMA was trading at 1800.20. The strike last trading price was 178.25, 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 3 Dec SUNPHARMA was trading at 1800.05. The strike last trading price was 178.25, 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 2 Dec SUNPHARMA was trading at 1808.55. The strike last trading price was 178.25, 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 29 Nov SUNPHARMA was trading at 1780.90. The strike last trading price was 178.25, 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 26 Nov SUNPHARMA was trading at 1761.60. The strike last trading price was 178.25, which was 178.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct SUNPHARMA was trading at 1902.90. 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 22 Oct SUNPHARMA was trading at 1887.55. 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 21 Oct SUNPHARMA was trading at 1897.00. 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 18 Oct SUNPHARMA was trading at 1910.35. 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 Oct SUNPHARMA was trading at 1889.55. 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 16 Oct SUNPHARMA was trading at 1898.50. 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 15 Oct SUNPHARMA was trading at 1898.45. 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 14 Oct SUNPHARMA was trading at 1909.75. 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 11 Oct SUNPHARMA was trading at 1901.95. 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 10 Oct SUNPHARMA was trading at 1887.75. 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 9 Oct SUNPHARMA was trading at 1930.85. 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 8 Oct SUNPHARMA was trading at 1917.15. 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 7 Oct SUNPHARMA was trading at 1905.25. 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 4 Oct SUNPHARMA was trading at 1910.05. 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 3 Oct SUNPHARMA was trading at 1910.85. 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 1 Oct SUNPHARMA was trading at 1919.95. 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 30 Sept SUNPHARMA was trading at 1926.70. 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
