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Related Pages for SUNPHARMA
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SUNPHARMA
Sun Pharmaceutical Ind L
1777.15 26.90 (1.54%)

Option Chain for SUNPHARMA

21 Mar 2025 12:30 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 350
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 169.00 0.00 1400 0.00 0.05 - 1 0 1,209 -
- 0 0 0 - 335.35 0.00 1420 -0.05 0.15 - 5 -2 83 -
0.00 0 0 0 0.00 133.30 0.00 1440 -0.25 0.15 - 15 -1 261 -
0.00 0 0 0 0.00 129.70 0.00 1460 0.00 0.15 0.00 0 -12 0 0.00
0.00 0 0 0 0.00 146.95 0.00 1480 0.10 0.30 - 2 0 181 -
0.00 0 0 0 0.00 163.00 0.00 1500 -0.05 0.05 46.17 30 -17 579 -0.00
0.00 0 0 0 0.00 101.70 -0.15 1520 -0.05 0.15 47.56 11 -7 121 -0.00
0.00 0 0 0 0.00 131.35 0.00 1540 0.05 0.20 45.67 16 -9 414 -0.01
0.00 0 0 0 0.00 179.05 0.00 1560 0.00 0.20 41.81 120 -62 289 -0.01
0.00 0 0 0 0.00 158.15 0.00 1580 -0.15 0.20 38.33 134 -23 662 -0.01
- 2,796 -8 24 - 175.25 26.70 1600 -0.10 0.25 35.60 374 -15 2,313 -0.01
- 962 -7 12 - 158.00 29.00 1620 -0.20 0.45 34.36 284 -117 1,790 -0.02
- 1,108 -6 7 - 135.00 34.85 1640 -0.25 0.45 30.50 259 -34 1,188 -0.02
- 1,005 -1 48 - 119.15 30.15 1660 -0.30 0.55 27.47 586 -327 1,527 -0.02
- 5,860 -1 54 - 97.75 29.05 1680 -0.65 0.75 24.76 598 -13 2,920 -0.03
- 957 -54 663 - 78.55 27.15 1700 -1.60 1.50 23.69 1,299 -117 2,105 -0.06
- 967 -126 513 - 60.10 25.80 1720 -3.75 2.40 21.38 2,598 247 1,379 -0.10
0.97 1,654 -212 1,598 9.75 41.25 20.85 1740 -7.75 4.55 19.93 2,890 133 1,188 -0.18
0.76 636 -268 3,198 13.17 25.45 14.15 1760 -13.90 9.25 19.47 2,992 473 705 -0.32
0.52 908 417 6,871 14.83 14.30 8.30 1780 -19.95 18.15 20.40 1,868 248 336 -0.48
0.31 780 -607 5,746 16.57 7.65 4.55 1800 -23.20 31.55 22.36 221 9 115 -0.64
0.18 954 209 2,088 17.63 3.80 2.20 1820 -54.65 44.35 20.30 2 1 1 -0.79
0.09 962 556 2,027 18.80 1.85 0.90 1840 0.00 64.55 - 0 0 0 -
0.05 191 72 539 20.56 1.05 0.40 1860 -43.70 83.20 29.35 8 6 6 -0.87
0.03 36 12 58 22.44 0.65 0.20 1880 0.00 83.85 - 0 0 0 -
0.03 167 41 126 25.31 0.55 0.10 1900 -147.50 128.00 48.76 4 1 10 -0.84
0.00 0 -9 0 0.00 0.30 -0.05 1920 0.00 106.20 - 0 0 0 -
0.00 0 0 0 16.71 11.90 0.00 1940 0.00 191.20 - 0 0 0 -
0.00 0 0 0 18.94 48.15 0.00 1960 0.00 131.40 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1980 0.00 0.00 0.00 0 0 0 0.00
0.01 20 0 2 34.93 0.15 -0.15 2000 0.00 286.65 0.00 0 0 0 0.00
19,963 19,382
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.