SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 03:26 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1
Vega: 0
Theta: -0.06
Gamma: 0.00008
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1617.30 | 224.3 | -46.14999999999998 | 47.08 | 4 | -1 | 4 | |||||||||
| 23 Apr | 1680.10 | 270.45 | -25.350000000000023 | - | 0 | 0 | 5 | |||||||||
| 22 Apr | 1669.80 | 270.45 | -25.350000000000023 | - | 0 | 0 | 5 | |||||||||
| 21 Apr | 1665.20 | 270.45 | -25.350000000000023 | - | 0 | 0 | 5 | |||||||||
| 20 Apr | 1668.60 | 270.45 | -25.350000000000023 | - | 0 | 0 | 5 | |||||||||
| 17 Apr | 1675.50 | 270.45 | -25.350000000000023 | 50.75 | 0 | 0 | 5 | |||||||||
| 16 Apr | 1693.10 | 270.45 | 13.449999999999989 | 50.75 | 2 | -1 | 5 | |||||||||
| 15 Apr | 1696.60 | 257 | -1.9499999999999886 | - | 0 | 0 | 6 | |||||||||
| 13 Apr | 1652.20 | 257 | -1.9499999999999886 | 47.44 | 0 | 0 | 6 | |||||||||
| 10 Apr | 1654.90 | 257 | -72.39999999999998 | 47.44 | 1 | 0 | 6 | |||||||||
| 9 Apr | 1717.10 | 329.4 | 66.65 | 62.64 | 3 | -1 | 6 | |||||||||
|
|
||||||||||||||||
| 8 Apr | 1714.60 | 262.75 | -2.7 | - | 0 | 0 | 7 | |||||||||
| 7 Apr | 1718.00 | 262.75 | -2.7 | - | 0 | 0 | 7 | |||||||||
| 6 Apr | 1694.60 | 262.75 | -2.7 | - | 0 | 0 | 7 | |||||||||
| 2 Apr | 1693.60 | 262.75 | -2.7 | 32.82 | 7 | 3 | 3 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1400 expiring on 28APR2026
Delta for 1400 CE is 1
Historical price for 1400 CE is as follows
On 24 Apr SUNPHARMA was trading at 1617.30. The strike last trading price was 224.3, which was -46.14999999999998 lower than the previous day. The implied volatity was 47.08, the open interest changed by -1 which decreased total open position to 4
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 270.45, which was -25.350000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 270.45, which was -25.350000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 270.45, which was -25.350000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 270.45, which was -25.350000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 270.45, which was -25.350000000000023 lower than the previous day. The implied volatity was 50.75, the open interest changed by 0 which decreased total open position to 5
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 270.45, which was 13.449999999999989 higher than the previous day. The implied volatity was 50.75, the open interest changed by -1 which decreased total open position to 5
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 257, which was -1.9499999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 257, which was -1.9499999999999886 lower than the previous day. The implied volatity was 47.44, the open interest changed by 0 which decreased total open position to 6
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 257, which was -72.39999999999998 lower than the previous day. The implied volatity was 47.44, the open interest changed by 0 which decreased total open position to 6
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 329.4, which was 66.65 higher than the previous day. The implied volatity was 62.64, the open interest changed by -1 which decreased total open position to 6
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 262.75, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 262.75, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 262.75, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 262.75, which was -2.7 lower than the previous day. The implied volatity was 32.82, the open interest changed by 3 which increased total open position to 3
| SUNPHARMA 28-Apr-2026 (4d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0
Theta: -0.25
Gamma: 0.00032
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1617.30 | 0.55 | -0.04999999999999993 | 62.21 | 542 | 119 | 696 |
| 23 Apr | 1680.10 | 0.5 | -0.09999999999999998 | 66.33 | 109 | -42 | 579 |
| 22 Apr | 1669.80 | 0.55 | -0.04999999999999993 | 60.77 | 67 | 14 | 622 |
| 21 Apr | 1665.20 | 0.6 | -0.30000000000000004 | 56.24 | 272 | 159 | 613 |
| 20 Apr | 1668.60 | 0.9 | -0.09999999999999998 | 56.26 | 342 | -90 | 454 |
| 17 Apr | 1675.50 | 1.05 | -0.1499999999999999 | 50.68 | 335 | -89 | 544 |
| 16 Apr | 1693.10 | 1.3 | 0.30000000000000004 | 52.73 | 351 | 97 | 634 |
| 15 Apr | 1696.60 | 1 | -0.8500000000000001 | 48.63 | 138 | 0 | 537 |
| 13 Apr | 1652.20 | 1.85 | 0.15000000000000013 | 44.99 | 749 | 313 | 537 |
| 10 Apr | 1654.90 | 1.8 | 1.1 | 41.29 | 893 | 70 | 189 |
| 9 Apr | 1717.10 | 0.7 | 0.05 | 41.36 | 5 | 1 | 119 |
| 8 Apr | 1714.60 | 0.55 | -1 | 38.89 | 240 | -47 | 119 |
| 7 Apr | 1718.00 | 1.5 | 0.1 | 44.75 | 142 | 9 | 164 |
| 6 Apr | 1694.60 | 1.45 | -1 | 41.35 | 123 | -50 | 156 |
| 2 Apr | 1693.60 | 4 | -1.1 | 45.43 | 1,371 | 210 | 210 |
For Sun Pharmaceutical Ind L - strike price 1400 expiring on 28APR2026
Delta for 1400 PE is -0.01
Historical price for 1400 PE is as follows
On 24 Apr SUNPHARMA was trading at 1617.30. The strike last trading price was 0.55, which was -0.04999999999999993 lower than the previous day. The implied volatity was 62.21, the open interest changed by 119 which increased total open position to 696
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 0.5, which was -0.09999999999999998 lower than the previous day. The implied volatity was 66.33, the open interest changed by -42 which decreased total open position to 579
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0.55, which was -0.04999999999999993 lower than the previous day. The implied volatity was 60.77, the open interest changed by 14 which increased total open position to 622
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 0.6, which was -0.30000000000000004 lower than the previous day. The implied volatity was 56.24, the open interest changed by 159 which increased total open position to 613
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 0.9, which was -0.09999999999999998 lower than the previous day. The implied volatity was 56.26, the open interest changed by -90 which decreased total open position to 454
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 1.05, which was -0.1499999999999999 lower than the previous day. The implied volatity was 50.68, the open interest changed by -89 which decreased total open position to 544
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 1.3, which was 0.30000000000000004 higher than the previous day. The implied volatity was 52.73, the open interest changed by 97 which increased total open position to 634
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 1, which was -0.8500000000000001 lower than the previous day. The implied volatity was 48.63, the open interest changed by 0 which decreased total open position to 537
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 1.85, which was 0.15000000000000013 higher than the previous day. The implied volatity was 44.99, the open interest changed by 313 which increased total open position to 537
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 1.8, which was 1.1 higher than the previous day. The implied volatity was 41.29, the open interest changed by 70 which increased total open position to 189
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 41.36, the open interest changed by 1 which increased total open position to 119
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 0.55, which was -1 lower than the previous day. The implied volatity was 38.89, the open interest changed by -47 which decreased total open position to 119
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 44.75, the open interest changed by 9 which increased total open position to 164
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 1.45, which was -1 lower than the previous day. The implied volatity was 41.35, the open interest changed by -50 which decreased total open position to 156
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 4, which was -1.1 lower than the previous day. The implied volatity was 45.43, the open interest changed by 210 which increased total open position to 210
