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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 2100 CE
Delta: 0.01
Vega: 0.11
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 0.55 0.00 37.45 33 -16 280
13 Nov 1779.00 0.55 0.05 35.16 137 -90 296
12 Nov 1800.85 0.5 0.00 31.73 34 -1 393
11 Nov 1794.60 0.5 0.05 30.93 156 -37 398
8 Nov 1809.60 0.45 -0.15 26.86 46 2 435
7 Nov 1790.95 0.6 -0.25 28.66 31 -5 433
6 Nov 1827.45 0.85 -0.40 25.85 171 -9 438
5 Nov 1803.60 1.25 -0.45 29.44 113 -17 447
4 Nov 1808.90 1.7 -1.65 29.50 414 125 464
1 Nov 1858.40 3.35 0.45 26.42 23 1 340
31 Oct 1848.90 2.9 -0.10 - 392 37 337
30 Oct 1852.10 3 -0.25 - 311 67 300
29 Oct 1871.60 3.25 -3.25 - 510 114 232
28 Oct 1902.90 6.5 -0.20 - 390 118 118
21 Oct 1897.00 6.7 -0.25 - 3 2 8
18 Oct 1910.35 6.95 0.40 - 58 2 6
17 Oct 1889.55 6.55 -1.35 - 81 0 4
16 Oct 1898.50 7.9 -4.10 - 38 4 6
10 Oct 1887.75 12 -4.00 - 1 0 1
8 Oct 1917.15 16 0.00 - 0 0 0
7 Oct 1905.25 16 0.00 - 0 1 0
4 Oct 1910.05 16 -1.05 - 1 0 0
3 Oct 1910.85 17.05 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 2100 expiring on 28NOV2024

Delta for 2100 CE is 0.01

Historical price for 2100 CE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 37.45, the open interest changed by -16 which decreased total open position to 280


On 13 Nov SUNPHARMA was trading at 1779.00. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 35.16, the open interest changed by -90 which decreased total open position to 296


On 12 Nov SUNPHARMA was trading at 1800.85. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 31.73, the open interest changed by -1 which decreased total open position to 393


On 11 Nov SUNPHARMA was trading at 1794.60. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 30.93, the open interest changed by -37 which decreased total open position to 398


On 8 Nov SUNPHARMA was trading at 1809.60. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 26.86, the open interest changed by 2 which increased total open position to 435


On 7 Nov SUNPHARMA was trading at 1790.95. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 28.66, the open interest changed by -5 which decreased total open position to 433


On 6 Nov SUNPHARMA was trading at 1827.45. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 25.85, the open interest changed by -9 which decreased total open position to 438


On 5 Nov SUNPHARMA was trading at 1803.60. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 29.44, the open interest changed by -17 which decreased total open position to 447


On 4 Nov SUNPHARMA was trading at 1808.90. The strike last trading price was 1.7, which was -1.65 lower than the previous day. The implied volatity was 29.50, the open interest changed by 125 which increased total open position to 464


On 1 Nov SUNPHARMA was trading at 1858.40. The strike last trading price was 3.35, which was 0.45 higher than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 340


On 31 Oct SUNPHARMA was trading at 1848.90. The strike last trading price was 2.9, which was -0.10 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 3, which was -0.25 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 3.25, which was -3.25 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 6.5, which was -0.20 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 6.7, which was -0.25 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 6.95, which was 0.40 higher 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 6.55, which was -1.35 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 7.9, which was -4.10 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 12, which was -4.00 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 16, 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 16, 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 16, which was -1.05 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 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SUNPHARMA 28NOV2024 2100 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1768.20 192.35 0.00 0.00 0 0 0
13 Nov 1779.00 192.35 0.00 0.00 0 0 0
12 Nov 1800.85 192.35 0.00 0.00 0 0 0
11 Nov 1794.60 192.35 0.00 0.00 0 0 0
8 Nov 1809.60 192.35 0.00 0.00 0 0 0
7 Nov 1790.95 192.35 0.00 0.00 0 0 0
6 Nov 1827.45 192.35 0.00 0.00 0 0 0
5 Nov 1803.60 192.35 0.00 - 0 0 0
4 Nov 1808.90 192.35 0.00 - 0 0 0
1 Nov 1858.40 192.35 0.00 - 0 0 0
31 Oct 1848.90 192.35 0.00 - 0 0 0
30 Oct 1852.10 192.35 0.00 - 0 0 0
29 Oct 1871.60 192.35 0.00 - 0 0 0
28 Oct 1902.90 192.35 0.00 - 0 0 0
21 Oct 1897.00 192.35 0.00 - 0 0 0
18 Oct 1910.35 192.35 0.00 - 0 0 0
17 Oct 1889.55 192.35 0.00 - 0 0 0
16 Oct 1898.50 192.35 0.00 - 0 0 0
10 Oct 1887.75 192.35 0.00 - 0 0 0
8 Oct 1917.15 192.35 0.00 - 0 0 0
7 Oct 1905.25 192.35 0.00 - 0 0 0
4 Oct 1910.05 192.35 0.00 - 0 0 0
3 Oct 1910.85 192.35 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 2100 expiring on 28NOV2024

Delta for 2100 PE is 0.00

Historical price for 2100 PE is as follows

On 14 Nov SUNPHARMA was trading at 1768.20. The strike last trading price was 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, 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 192.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to