SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 04:10 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1480 CE | ||||||||||||||||
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Delta: 0.8
Vega: 0.01
Theta: -6.29
Gamma: 0.00149
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.40 | 162.55 | -33.39999999999998 | 107.74 | 2 | 1 | 1 | |||||||||
| 23 Apr | 1680.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1669.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1665.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1668.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1675.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Apr | 1693.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1696.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1652.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1654.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1717.10 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1714.60 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1718.00 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1694.60 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1693.60 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1728.50 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1480 expiring on 28APR2026
Delta for 1480 CE is 0.8
Historical price for 1480 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 162.55, which was -33.39999999999998 lower than the previous day. The implied volatity was 107.74, the open interest changed by 1 which increased total open position to 1
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 28-Apr-2026 (4d) 1480 PE | |||||||
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Delta: -0.03
Vega: 0
Theta: -0.45
Gamma: 0.00089
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.40 | 1 | 0.09999999999999998 | 45.13 | 335 | 82 | 313 |
| 23 Apr | 1680.10 | 0.9 | 0.20000000000000007 | 52.49 | 31 | -4 | 231 |
| 22 Apr | 1669.80 | 0.75 | -0.15000000000000002 | 45.44 | 38 | -14 | 236 |
| 21 Apr | 1665.20 | 0.9 | -0.4999999999999999 | 42.71 | 39 | -6 | 250 |
| 20 Apr | 1668.60 | 1.35 | -0.5 | 43.74 | 88 | -7 | 256 |
| 17 Apr | 1675.50 | 1.55 | -0.1499999999999999 | 39.57 | 311 | 17 | 264 |
| 16 Apr | 1693.10 | 1.7 | 0.34999999999999987 | 40.91 | 132 | 6 | 248 |
| 15 Apr | 1696.60 | 1.35 | -1.85 | 38.76 | 101 | -7 | 241 |
| 13 Apr | 1652.20 | 3.2 | -0.2999999999999998 | 36.12 | 253 | 65 | 248 |
| 10 Apr | 1654.90 | 3.6 | 2.45 | 34.3 | 775 | 28 | 186 |
| 9 Apr | 1717.10 | 1.3 | 0 | 34.73 | 29 | 2 | 158 |
| 8 Apr | 1714.60 | 1.3 | -1.05 | 33.68 | 51 | -7 | 156 |
| 7 Apr | 1718.00 | 2.35 | -0.55 | 37.46 | 71 | -11 | 163 |
| 6 Apr | 1694.60 | 3.05 | -2.1 | 36.06 | 453 | -6 | 185 |
| 2 Apr | 1693.60 | 5.3 | 0.45 | 36.89 | 945 | 2 | 190 |
| 1 Apr | 1728.50 | 4.85 | -9.55 | 39.74 | 248 | 192 | 192 |
For Sun Pharmaceutical Ind L - strike price 1480 expiring on 28APR2026
Delta for 1480 PE is -0.03
Historical price for 1480 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 1, which was 0.09999999999999998 higher than the previous day. The implied volatity was 45.13, the open interest changed by 82 which increased total open position to 313
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 0.9, which was 0.20000000000000007 higher than the previous day. The implied volatity was 52.49, the open interest changed by -4 which decreased total open position to 231
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0.75, which was -0.15000000000000002 lower than the previous day. The implied volatity was 45.44, the open interest changed by -14 which decreased total open position to 236
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 0.9, which was -0.4999999999999999 lower than the previous day. The implied volatity was 42.71, the open interest changed by -6 which decreased total open position to 250
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 1.35, which was -0.5 lower than the previous day. The implied volatity was 43.74, the open interest changed by -7 which decreased total open position to 256
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 1.55, which was -0.1499999999999999 lower than the previous day. The implied volatity was 39.57, the open interest changed by 17 which increased total open position to 264
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 1.7, which was 0.34999999999999987 higher than the previous day. The implied volatity was 40.91, the open interest changed by 6 which increased total open position to 248
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 1.35, which was -1.85 lower than the previous day. The implied volatity was 38.76, the open interest changed by -7 which decreased total open position to 241
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 3.2, which was -0.2999999999999998 lower than the previous day. The implied volatity was 36.12, the open interest changed by 65 which increased total open position to 248
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 3.6, which was 2.45 higher than the previous day. The implied volatity was 34.3, the open interest changed by 28 which increased total open position to 186
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 34.73, the open interest changed by 2 which increased total open position to 158
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 1.3, which was -1.05 lower than the previous day. The implied volatity was 33.68, the open interest changed by -7 which decreased total open position to 156
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 37.46, the open interest changed by -11 which decreased total open position to 163
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 3.05, which was -2.1 lower than the previous day. The implied volatity was 36.06, the open interest changed by -6 which decreased total open position to 185
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 5.3, which was 0.45 higher than the previous day. The implied volatity was 36.89, the open interest changed by 2 which increased total open position to 190
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 4.85, which was -9.55 lower than the previous day. The implied volatity was 39.74, the open interest changed by 192 which increased total open position to 192
