SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.88
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1793.50 | 260.05 | -9.75 | 64.20 | 2 | 0 | 1 | |||||||||
| 11 Dec | 1807.20 | 269.8 | 161.15 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 1785.50 | 269.8 | 161.15 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 1776.00 | 269.8 | 161.15 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1796.20 | 269.8 | 161.15 | - | 0 | 0 | 1 | |||||||||
| 4 Dec | 1818.30 | 269.8 | 161.15 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1799.50 | 269.8 | 161.15 | - | 0 | 1 | 0 | |||||||||
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| 1 Dec | 1807.40 | 269.8 | 161.15 | 40.51 | 2 | 1 | 1 | |||||||||
| 28 Nov | 1831.60 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1810.30 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1804.90 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1776.80 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1780.80 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1779.70 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1784.10 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1758.80 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1763.90 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1757.10 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1737.40 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1691.40 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1685.90 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 1689.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 1690.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 1688.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1655.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1668.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 1670.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 1658.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1631.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1560 expiring on 30DEC2025
Delta for 1560 CE is 0.86
Historical price for 1560 CE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 260.05, which was -9.75 lower than the previous day. The implied volatity was 64.20, the open interest changed by 0 which decreased total open position to 1
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 269.8, which was 161.15 higher than the previous day. The implied volatity was 40.51, the open interest changed by 1 which increased total open position to 1
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 108.65, 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 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 108.65, 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 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 108.65, 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 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 108.65, 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 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 108.65, 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 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 108.65, 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 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 108.65, 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 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 108.65, 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 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 108.65, 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 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 108.65, 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 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 108.65, 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 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 108.65, 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 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 108.65, 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 23 Oct SUNPHARMA was trading at 1689.90. 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 21 Oct SUNPHARMA was trading at 1690.50. 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 20 Oct SUNPHARMA was trading at 1688.60. 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 15 Oct SUNPHARMA was trading at 1655.10. 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 13 Oct SUNPHARMA was trading at 1668.40. 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 Oct SUNPHARMA was trading at 1670.90. 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 Oct SUNPHARMA was trading at 1658.50. 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 3 Oct SUNPHARMA was trading at 1631.20. 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
| SUNPHARMA 30DEC2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.10
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1793.50 | 0.35 | 0.05 | 27.88 | 2 | 0 | 11 |
| 11 Dec | 1807.20 | 0.3 | 0 | - | 0 | 0 | 11 |
| 10 Dec | 1785.50 | 0.3 | 0 | 25.66 | 1 | 0 | 11 |
| 9 Dec | 1776.00 | 0.3 | 0.1 | 24.04 | 24 | -2 | 31 |
| 8 Dec | 1796.20 | 0.2 | 0 | - | 3 | 0 | 36 |
| 4 Dec | 1818.30 | 0.2 | -0.05 | 23.52 | 69 | 3 | 37 |
| 2 Dec | 1799.50 | 0.25 | -0.1 | 22.68 | 1 | 0 | 34 |
| 1 Dec | 1807.40 | 0.35 | 0.1 | 23.55 | 5 | -4 | 34 |
| 28 Nov | 1831.60 | 0.25 | -0.2 | 23.13 | 18 | 11 | 39 |
| 27 Nov | 1810.30 | 0.4 | -0.1 | 22.63 | 10 | 3 | 28 |
| 26 Nov | 1804.90 | 0.5 | -1.1 | 22.71 | 18 | 12 | 25 |
| 25 Nov | 1776.80 | 1.6 | -0.45 | 23.74 | 1 | 0 | 13 |
| 24 Nov | 1780.80 | 2.05 | -0.55 | - | 0 | -2 | 0 |
| 21 Nov | 1779.70 | 2.05 | -0.55 | 24.84 | 2 | -1 | 14 |
| 19 Nov | 1784.10 | 2.6 | -0.3 | 25.73 | 56 | -12 | 15 |
| 18 Nov | 1758.80 | 2.9 | -0.55 | 23.88 | 24 | 2 | 26 |
| 17 Nov | 1763.90 | 3.45 | -0.55 | 24.88 | 4 | -3 | 25 |
| 14 Nov | 1757.10 | 4 | -4 | - | 0 | 1 | 0 |
| 13 Nov | 1737.40 | 4 | -4 | 22.82 | 1 | 0 | 27 |
| 7 Nov | 1691.40 | 8 | -0.6 | 21.65 | 2 | 0 | 25 |
| 6 Nov | 1685.90 | 8.6 | -42.1 | 21.34 | 25 | 24 | 24 |
| 23 Oct | 1689.90 | 50.7 | 0 | 6.03 | 0 | 0 | 0 |
| 21 Oct | 1690.50 | 50.7 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 1688.60 | 50.7 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 1655.10 | 50.7 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1668.40 | 50.7 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1670.90 | 50.7 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1658.50 | 50.7 | 0 | 4.58 | 0 | 0 | 0 |
| 3 Oct | 1631.20 | 0 | 0 | 3.69 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1560 expiring on 30DEC2025
Delta for 1560 PE is -0.01
Historical price for 1560 PE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 11
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 11
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 24.04, the open interest changed by -2 which decreased total open position to 31
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 3 which increased total open position to 37
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 34
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 23.55, the open interest changed by -4 which decreased total open position to 34
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 23.13, the open interest changed by 11 which increased total open position to 39
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 22.63, the open interest changed by 3 which increased total open position to 28
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 0.5, which was -1.1 lower than the previous day. The implied volatity was 22.71, the open interest changed by 12 which increased total open position to 25
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 13
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by -1 which decreased total open position to 14
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 2.6, which was -0.3 lower than the previous day. The implied volatity was 25.73, the open interest changed by -12 which decreased total open position to 15
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 23.88, the open interest changed by 2 which increased total open position to 26
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by -3 which decreased total open position to 25
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 4, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 4, which was -4 lower than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 27
On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 8, which was -0.6 lower than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 25
On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 8.6, which was -42.1 lower than the previous day. The implied volatity was 21.34, the open interest changed by 24 which increased total open position to 24
On 23 Oct SUNPHARMA was trading at 1689.90. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0
On 21 Oct SUNPHARMA was trading at 1690.50. The strike last trading price was 50.7, 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 Oct SUNPHARMA was trading at 1688.60. The strike last trading price was 50.7, 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 Oct SUNPHARMA was trading at 1655.10. The strike last trading price was 50.7, 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 Oct SUNPHARMA was trading at 1668.40. The strike last trading price was 50.7, 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 Oct SUNPHARMA was trading at 1670.90. The strike last trading price was 50.7, 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 Oct SUNPHARMA was trading at 1658.50. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
On 3 Oct SUNPHARMA was trading at 1631.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0































































































































































































































