SUNPHARMA 26 Dec 2024 Call 1820SUNPHARMA 26 Dec 2024 Call 1820SUNPHARMA 26 Dec 2024 Call 1820

SUNPHARMA 26 Dec 2024 Call 1820

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Expected P&L on expiry



Greeks



Key terms


Underlying price
Strike
1,820.00
Volume
Point value
350INR
Lot size
350
Implied volatility
11.12%
Expiration date
Dec 26, 2024
Time to expiration
4 days

Pricing model


Delta
0.34
Gamma
0.014
Rho
0.11
Theta
−0.77
Vega
0.87
Theor price
5.94INR

About SUNPHARMA241226C1820


Option style
European
Sector
Health Technology
Sun Pharmaceutical Industries Ltd. engages in manufacturing, developing, and marketing of pharmaceuticals products. It offers tablets, capsules, injectable, inhalers, ointments, creams, and liquids. The company was founded by Dilip Shantilal Shanghvi in 1983 and is headquartered in Mumbai, India.