SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 04:10 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1520 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0
Theta: -0.72
Gamma: 0.00158
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.40 | 100.7 | -67.55 | 35.08 | 77 | -36 | 95 | |||||||||
| 23 Apr | 1680.10 | 168.25 | 20.349999999999994 | 43 | 4 | -3 | 132 | |||||||||
| 22 Apr | 1669.80 | 148.35 | -2.0999999999999943 | 37.83 | 24 | -11 | 135 | |||||||||
| 21 Apr | 1665.20 | 150.45 | -5.950000000000017 | 37.22 | 7 | -4 | 148 | |||||||||
| 20 Apr | 1668.60 | 156.4 | -1.9499999999999886 | - | 0 | 0 | 152 | |||||||||
| 17 Apr | 1675.50 | 156.4 | -16.94999999999999 | 24.76 | 33 | 0 | 150 | |||||||||
| 16 Apr | 1693.10 | 173.35 | 3.3499999999999943 | 34.7 | 12 | -2 | 150 | |||||||||
| 15 Apr | 1696.60 | 170 | 25.69999999999999 | 27.65 | 1 | 0 | 153 | |||||||||
| 13 Apr | 1652.20 | 142.35 | -1.950000000000017 | 29.77 | 0 | 0 | 153 | |||||||||
| 10 Apr | 1654.90 | 142.35 | -45.55000000000001 | 33.67 | 217 | 105 | 152 | |||||||||
| 9 Apr | 1717.10 | 187.25 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1714.60 | 187.25 | -2.25 | - | 0 | 0 | 47 | |||||||||
| 7 Apr | 1718.00 | 187.25 | -2.25 | - | 0 | 0 | 47 | |||||||||
| 6 Apr | 1694.60 | 187.25 | -2.25 | 28.27 | 11 | 8 | 46 | |||||||||
| 2 Apr | 1693.60 | 189.5 | -70.5 | 33.38 | 44 | 20 | 38 | |||||||||
| 1 Apr | 1728.50 | 260 | 95.6 | - | 0 | 0 | 18 | |||||||||
| 30 Mar | 1757.20 | 260 | 95.6 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1793.60 | 260 | 95.6 | - | 0 | 0 | 18 | |||||||||
| 25 Mar | 1795.40 | 260 | 95.6 | - | 0 | 0 | 18 | |||||||||
| 24 Mar | 1753.30 | 260 | 95.6 | 39.08 | 19 | 14 | 14 | |||||||||
| 3 Feb | 1702.10 | - | - | - | 0 | 0 | 0 | |||||||||
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| 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 1520 expiring on 28APR2026
Delta for 1520 CE is 0.95
Historical price for 1520 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 100.7, which was -67.55 lower than the previous day. The implied volatity was 35.08, the open interest changed by -36 which decreased total open position to 95
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 168.25, which was 20.349999999999994 higher than the previous day. The implied volatity was 43, the open interest changed by -3 which decreased total open position to 132
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 148.35, which was -2.0999999999999943 lower than the previous day. The implied volatity was 37.83, the open interest changed by -11 which decreased total open position to 135
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 150.45, which was -5.950000000000017 lower than the previous day. The implied volatity was 37.22, the open interest changed by -4 which decreased total open position to 148
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 156.4, 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 152
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 156.4, which was -16.94999999999999 lower than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 150
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 173.35, which was 3.3499999999999943 higher than the previous day. The implied volatity was 34.7, the open interest changed by -2 which decreased total open position to 150
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 170, which was 25.69999999999999 higher than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 153
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 142.35, which was -1.950000000000017 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 153
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 142.35, which was -45.55000000000001 lower than the previous day. The implied volatity was 33.67, the open interest changed by 105 which increased total open position to 152
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 187.25, which was -2.25 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 187.25, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 187.25, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 187.25, which was -2.25 lower than the previous day. The implied volatity was 28.27, the open interest changed by 8 which increased total open position to 46
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 189.5, which was -70.5 lower than the previous day. The implied volatity was 33.38, the open interest changed by 20 which increased total open position to 38
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 260, which was 95.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 260, which was 95.6 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 260, which was 95.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 260, which was 95.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 260, which was 95.6 higher than the previous day. The implied volatity was 39.08, the open interest changed by 14 which increased total open position to 14
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) 1520 PE | |||||||
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Delta: -0.07
Vega: 0
Theta: -0.81
Gamma: 0.00185
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.40 | 2 | 1.05 | 39.07 | 1,879 | 57 | 454 |
| 23 Apr | 1680.10 | 1.05 | 0.15000000000000002 | 44.38 | 188 | -2 | 398 |
| 22 Apr | 1669.80 | 0.9 | -0.2499999999999999 | 37.75 | 536 | -332 | 400 |
| 21 Apr | 1665.20 | 1.15 | -1.5500000000000003 | 36.6 | 157 | -36 | 724 |
| 20 Apr | 1668.60 | 2.7 | 2.7 | - | 0 | 0 | 760 |
| 17 Apr | 1675.50 | 2.7 | 0.20000000000000018 | 36.56 | 48 | -6 | 760 |
| 16 Apr | 1693.10 | 2.45 | 0.40000000000000036 | 37.05 | 340 | 5 | 767 |
| 15 Apr | 1696.60 | 2 | -3.3 | 34.31 | 257 | 19 | 762 |
| 13 Apr | 1652.20 | 5.25 | -0.5499999999999998 | 33.19 | 260 | -1 | 742 |
| 10 Apr | 1654.90 | 5.8 | 4.1 | 31.62 | 1,203 | 265 | 743 |
| 9 Apr | 1717.10 | 1.6 | -0.1 | 30.63 | 28 | -1 | 478 |
| 8 Apr | 1714.60 | 1.75 | -1.8 | 30.18 | 129 | 72 | 479 |
| 7 Apr | 1718.00 | 3.6 | -1.05 | 35.1 | 107 | -35 | 407 |
| 6 Apr | 1694.60 | 4.85 | -2.9 | 34.02 | 768 | 345 | 468 |
| 2 Apr | 1693.60 | 7.65 | 0.25 | 34.6 | 576 | 72 | 124 |
| 1 Apr | 1728.50 | 7.15 | 2.65 | 38.01 | 156 | 41 | 53 |
| 30 Mar | 1757.20 | 4.5 | 0.1 | 36.04 | 2 | -1 | 13 |
| 27 Mar | 1793.60 | 4.4 | 1.2 | 37.27 | 5 | 1 | 13 |
| 25 Mar | 1795.40 | 2.85 | -3 | 33.71 | 47 | -22 | 13 |
| 24 Mar | 1753.30 | 5.55 | -16.7 | 33.82 | 61 | 31 | 31 |
| 3 Feb | 1702.10 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 1627.90 | 0 | 0 | 4.6 | 0 | 0 | 0 |
| 1 Feb | 1610.10 | 0 | 0 | 4.31 | 0 | 0 | 0 |
| 30 Jan | 1595.30 | 0 | 0 | 4.11 | 0 | 0 | 0 |
| 29 Jan | 1589.30 | 0 | 0 | 3.67 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1520 expiring on 28APR2026
Delta for 1520 PE is -0.07
Historical price for 1520 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 2, which was 1.05 higher than the previous day. The implied volatity was 39.07, the open interest changed by 57 which increased total open position to 454
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 1.05, which was 0.15000000000000002 higher than the previous day. The implied volatity was 44.38, the open interest changed by -2 which decreased total open position to 398
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0.9, which was -0.2499999999999999 lower than the previous day. The implied volatity was 37.75, the open interest changed by -332 which decreased total open position to 400
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 1.15, which was -1.5500000000000003 lower than the previous day. The implied volatity was 36.6, the open interest changed by -36 which decreased total open position to 724
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 2.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 760
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 2.7, which was 0.20000000000000018 higher than the previous day. The implied volatity was 36.56, the open interest changed by -6 which decreased total open position to 760
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 2.45, which was 0.40000000000000036 higher than the previous day. The implied volatity was 37.05, the open interest changed by 5 which increased total open position to 767
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 2, which was -3.3 lower than the previous day. The implied volatity was 34.31, the open interest changed by 19 which increased total open position to 762
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 5.25, which was -0.5499999999999998 lower than the previous day. The implied volatity was 33.19, the open interest changed by -1 which decreased total open position to 742
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 5.8, which was 4.1 higher than the previous day. The implied volatity was 31.62, the open interest changed by 265 which increased total open position to 743
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 30.63, the open interest changed by -1 which decreased total open position to 478
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 1.75, which was -1.8 lower than the previous day. The implied volatity was 30.18, the open interest changed by 72 which increased total open position to 479
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 3.6, which was -1.05 lower than the previous day. The implied volatity was 35.1, the open interest changed by -35 which decreased total open position to 407
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 4.85, which was -2.9 lower than the previous day. The implied volatity was 34.02, the open interest changed by 345 which increased total open position to 468
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 7.65, which was 0.25 higher than the previous day. The implied volatity was 34.6, the open interest changed by 72 which increased total open position to 124
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 7.15, which was 2.65 higher than the previous day. The implied volatity was 38.01, the open interest changed by 41 which increased total open position to 53
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 4.5, which was 0.1 higher than the previous day. The implied volatity was 36.04, the open interest changed by -1 which decreased total open position to 13
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 4.4, which was 1.2 higher than the previous day. The implied volatity was 37.27, the open interest changed by 1 which increased total open position to 13
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 2.85, which was -3 lower than the previous day. The implied volatity was 33.71, the open interest changed by -22 which decreased total open position to 13
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 5.55, which was -16.7 lower than the previous day. The implied volatity was 33.82, the open interest changed by 31 which increased total open position to 31
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 4.6, 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 4.31, 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 4.11, 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 3.67, the open interest changed by 0 which decreased total open position to 0
