SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 04:10 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.40 | 170.9 | 0.3499999999999943 | - | 0 | 0 | 49 | |||||||||
| 23 Apr | 1680.10 | 170.9 | 0.3499999999999943 | - | 0 | 0 | 49 | |||||||||
| 22 Apr | 1669.80 | 170.9 | 0.3499999999999943 | - | 0 | 0 | 49 | |||||||||
| 21 Apr | 1665.20 | 170.9 | 0.3499999999999943 | 40.82 | 0 | 0 | 49 | |||||||||
| 20 Apr | 1668.60 | 170.9 | -19.099999999999994 | 40.82 | 12 | -8 | 52 | |||||||||
| 17 Apr | 1675.50 | 190 | -9.800000000000011 | - | 0 | 0 | 60 | |||||||||
| 16 Apr | 1693.10 | 190 | -9.800000000000011 | 35.93 | 0 | 0 | 60 | |||||||||
| 15 Apr | 1696.60 | 190 | 28 | 35.93 | 12 | -9 | 61 | |||||||||
| 13 Apr | 1652.20 | 162 | -1.5 | 22.27 | 12 | 2 | 71 | |||||||||
| 10 Apr | 1654.90 | 163 | -58 | 31.64 | 62 | 24 | 70 | |||||||||
| 9 Apr | 1717.10 | 221 | 6 | 24.56 | 6 | 0 | 40 | |||||||||
| 8 Apr | 1714.60 | 215 | -9.25 | 33.42 | 1 | 0 | 40 | |||||||||
| 7 Apr | 1718.00 | 224.25 | 17.25 | 36.28 | 3 | 0 | 40 | |||||||||
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| 6 Apr | 1694.60 | 204 | -35.1 | - | 0 | 0 | 40 | |||||||||
| 2 Apr | 1693.60 | 204 | -35.1 | 25.76 | 35 | 29 | 39 | |||||||||
| 1 Apr | 1728.50 | 237.65 | -71.45 | 23.56 | 16 | 4 | 10 | |||||||||
| 30 Mar | 1757.20 | 309.1 | 35.1 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1793.60 | 309.1 | 35.1 | - | 0 | 0 | 6 | |||||||||
| 25 Mar | 1795.40 | 309.1 | 35.1 | 22.27 | 3 | 2 | 5 | |||||||||
| 3 Feb | 1702.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1627.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1610.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1595.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1589.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1500 expiring on 28APR2026
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 170.9, which was 0.3499999999999943 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 170.9, which was 0.3499999999999943 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 170.9, which was 0.3499999999999943 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 170.9, which was 0.3499999999999943 higher than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 49
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 170.9, which was -19.099999999999994 lower than the previous day. The implied volatity was 40.82, the open interest changed by -8 which decreased total open position to 52
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 190, which was -9.800000000000011 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 190, which was -9.800000000000011 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 60
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 190, which was 28 higher than the previous day. The implied volatity was 35.93, the open interest changed by -9 which decreased total open position to 61
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 162, which was -1.5 lower than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 71
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 163, which was -58 lower than the previous day. The implied volatity was 31.64, the open interest changed by 24 which increased total open position to 70
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 221, which was 6 higher than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 40
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 215, which was -9.25 lower than the previous day. The implied volatity was 33.42, the open interest changed by 0 which decreased total open position to 40
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 224.25, which was 17.25 higher than the previous day. The implied volatity was 36.28, the open interest changed by 0 which decreased total open position to 40
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 204, which was -35.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 204, which was -35.1 lower than the previous day. The implied volatity was 25.76, the open interest changed by 29 which increased total open position to 39
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 237.65, which was -71.45 lower than the previous day. The implied volatity was 23.56, the open interest changed by 4 which increased total open position to 10
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 309.1, which was 35.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 309.1, which was 35.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 309.1, which was 35.1 higher than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 5
On 3 Feb SUNPHARMA was trading at 1702.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SUNPHARMA was trading at 1627.90. 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 1 Feb SUNPHARMA was trading at 1610.10. 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 30 Jan SUNPHARMA was trading at 1595.30. 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 29 Jan SUNPHARMA was trading at 1589.30. 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
| SUNPHARMA 28-Apr-2026 (4d) 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0
Theta: -0.68
Gamma: 0.00132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.40 | 1.55 | 0.7000000000000001 | 42.98 | 4,222 | 716 | 1,105 |
| 23 Apr | 1680.10 | 0.8 | -0.04999999999999993 | 47.12 | 286 | -27 | 382 |
| 22 Apr | 1669.80 | 0.85 | -0.20000000000000007 | 42.44 | 91 | -21 | 410 |
| 21 Apr | 1665.20 | 1.05 | -0.6499999999999999 | 40.07 | 136 | 32 | 430 |
| 20 Apr | 1668.60 | 1.65 | -0.6499999999999999 | 40.62 | 68 | -26 | 403 |
| 17 Apr | 1675.50 | 2.05 | 0 | 37.94 | 215 | -73 | 428 |
| 16 Apr | 1693.10 | 2.1 | 0.40000000000000013 | 39.6 | 988 | 12 | 504 |
| 15 Apr | 1696.60 | 1.7 | -2.45 | 36.01 | 669 | -252 | 493 |
| 13 Apr | 1652.20 | 4.15 | -0.39999999999999947 | 34.86 | 876 | -95 | 745 |
| 10 Apr | 1654.90 | 4.65 | 3.1500000000000004 | 33.12 | 3,661 | 374 | 842 |
| 9 Apr | 1717.10 | 1.5 | -0.15 | 32.92 | 263 | -61 | 468 |
| 8 Apr | 1714.60 | 1.5 | -1.5 | 31.92 | 391 | 10 | 524 |
| 7 Apr | 1718.00 | 3 | -0.75 | 36.52 | 371 | -43 | 513 |
| 6 Apr | 1694.60 | 3.85 | -2.55 | 35.05 | 1,924 | -298 | 569 |
| 2 Apr | 1693.60 | 6.5 | 0.45 | 35.94 | 3,131 | 483 | 850 |
| 1 Apr | 1728.50 | 6 | 1.5 | 39.04 | 868 | 304 | 367 |
| 30 Mar | 1757.20 | 4.55 | 0.95 | 38.56 | 62 | 40 | 61 |
| 27 Mar | 1793.60 | 3.5 | -0.4 | 37.74 | 27 | 18 | 19 |
| 25 Mar | 1795.40 | 3.9 | -14.1 | 38.02 | 1 | 0 | 0 |
| 3 Feb | 1702.10 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 1627.90 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1610.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1595.30 | 0 | 0 | 4.55 | 0 | 0 | 0 |
| 29 Jan | 1589.30 | 0 | 0 | 4.34 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1500 expiring on 28APR2026
Delta for 1500 PE is -0.05
Historical price for 1500 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 1.55, which was 0.7000000000000001 higher than the previous day. The implied volatity was 42.98, the open interest changed by 716 which increased total open position to 1105
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 0.8, which was -0.04999999999999993 lower than the previous day. The implied volatity was 47.12, the open interest changed by -27 which decreased total open position to 382
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0.85, which was -0.20000000000000007 lower than the previous day. The implied volatity was 42.44, the open interest changed by -21 which decreased total open position to 410
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 1.05, which was -0.6499999999999999 lower than the previous day. The implied volatity was 40.07, the open interest changed by 32 which increased total open position to 430
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 1.65, which was -0.6499999999999999 lower than the previous day. The implied volatity was 40.62, the open interest changed by -26 which decreased total open position to 403
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 37.94, the open interest changed by -73 which decreased total open position to 428
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 2.1, which was 0.40000000000000013 higher than the previous day. The implied volatity was 39.6, the open interest changed by 12 which increased total open position to 504
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 1.7, which was -2.45 lower than the previous day. The implied volatity was 36.01, the open interest changed by -252 which decreased total open position to 493
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 4.15, which was -0.39999999999999947 lower than the previous day. The implied volatity was 34.86, the open interest changed by -95 which decreased total open position to 745
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 4.65, which was 3.1500000000000004 higher than the previous day. The implied volatity was 33.12, the open interest changed by 374 which increased total open position to 842
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 32.92, the open interest changed by -61 which decreased total open position to 468
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 1.5, which was -1.5 lower than the previous day. The implied volatity was 31.92, the open interest changed by 10 which increased total open position to 524
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 36.52, the open interest changed by -43 which decreased total open position to 513
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 3.85, which was -2.55 lower than the previous day. The implied volatity was 35.05, the open interest changed by -298 which decreased total open position to 569
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 6.5, which was 0.45 higher than the previous day. The implied volatity was 35.94, the open interest changed by 483 which increased total open position to 850
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 6, which was 1.5 higher than the previous day. The implied volatity was 39.04, the open interest changed by 304 which increased total open position to 367
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 4.55, which was 0.95 higher than the previous day. The implied volatity was 38.56, the open interest changed by 40 which increased total open position to 61
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 37.74, the open interest changed by 18 which increased total open position to 19
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 3.9, which was -14.1 lower than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUNPHARMA was trading at 1702.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SUNPHARMA was trading at 1627.90. 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 1 Feb SUNPHARMA was trading at 1610.10. 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 30 Jan SUNPHARMA was trading at 1595.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
