SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 04:10 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1560 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0
Theta: -0.54
Gamma: 0.00137
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.40 | 112.2 | -3.799999999999997 | 37.56 | 0 | 0 | 23 | |||||||||
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| 23 Apr | 1680.10 | 112.2 | -7.25 | 37.56 | 10 | -1 | 24 | |||||||||
| 22 Apr | 1669.80 | 119.45 | 0 | - | 0 | 0 | 25 | |||||||||
| 21 Apr | 1665.20 | 119.45 | 0 | - | 0 | 0 | 25 | |||||||||
| 20 Apr | 1668.60 | 119.45 | 0 | - | 0 | 0 | 25 | |||||||||
| 17 Apr | 1675.50 | 119.45 | -34.499999999999986 | 21.93 | 9 | -2 | 24 | |||||||||
| 16 Apr | 1693.10 | 153.95 | -10.75 | - | 0 | 0 | 26 | |||||||||
| 15 Apr | 1696.60 | 153.95 | -10.75 | - | 0 | 0 | 26 | |||||||||
| 13 Apr | 1652.20 | 153.95 | -10.75 | - | 0 | 0 | 26 | |||||||||
| 10 Apr | 1654.90 | 153.95 | -10.75 | - | 0 | 0 | 26 | |||||||||
| 9 Apr | 1717.10 | 153.95 | 4.3 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1714.60 | 153.95 | 4.3 | - | 0 | 0 | 26 | |||||||||
| 7 Apr | 1718.00 | 153.95 | 4.3 | 26.31 | 5 | 0 | 25 | |||||||||
| 6 Apr | 1694.60 | 149.65 | -76.9 | - | 0 | 0 | 25 | |||||||||
| 2 Apr | 1693.60 | 149.65 | -76.9 | 27.46 | 15 | 8 | 24 | |||||||||
| 1 Apr | 1728.50 | 226.55 | 90.95 | - | 0 | 0 | 16 | |||||||||
| 30 Mar | 1757.20 | 226.55 | 90.95 | 40.69 | 17 | 15 | 15 | |||||||||
| 27 Mar | 1793.60 | 135.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1795.40 | 135.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1753.30 | 135.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1704.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1702.10 | 0 | 0 | - | 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 1560 expiring on 28APR2026
Delta for 1560 CE is 0.95
Historical price for 1560 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 112.2, which was -3.799999999999997 lower than the previous day. The implied volatity was 37.56, the open interest changed by 0 which decreased total open position to 23
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 112.2, which was -7.25 lower than the previous day. The implied volatity was 37.56, the open interest changed by -1 which decreased total open position to 24
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 119.45, which was -34.499999999999986 lower than the previous day. The implied volatity was 21.93, the open interest changed by -2 which decreased total open position to 24
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 153.95, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 153.95, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 153.95, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 153.95, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 153.95, which was 4.3 higher 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 153.95, which was 4.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 153.95, which was 4.3 higher than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 25
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 149.65, which was -76.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 149.65, which was -76.9 lower than the previous day. The implied volatity was 27.46, the open interest changed by 8 which increased total open position to 24
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 226.55, which was 90.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 226.55, which was 90.95 higher than the previous day. The implied volatity was 40.69, the open interest changed by 15 which increased total open position to 15
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 135.6, 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 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 135.6, 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 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 135.6, 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 4 Feb SUNPHARMA was trading at 1704.40. 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 3 Feb SUNPHARMA was trading at 1702.10. 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 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) 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0
Theta: -1.3
Gamma: 0.0039
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.40 | 4.2 | 2.6 | 32.52 | 2,080 | 190 | 327 |
| 23 Apr | 1680.10 | 1.6 | 0.15000000000000013 | 37.32 | 114 | -10 | 148 |
| 22 Apr | 1669.80 | 1.6 | -0.5 | 32.96 | 212 | -28 | 158 |
| 21 Apr | 1665.20 | 2.1 | -2.0500000000000003 | 31.83 | 118 | -23 | 195 |
| 20 Apr | 1668.60 | 4.15 | -1 | 34.95 | 343 | -30 | 228 |
| 17 Apr | 1675.50 | 4.6 | 0.34999999999999964 | 32.86 | 395 | 29 | 258 |
| 16 Apr | 1693.10 | 4.45 | 1 | 34.76 | 856 | 12 | 228 |
| 15 Apr | 1696.60 | 3.4 | -5.9 | 31.09 | 621 | -83 | 224 |
| 13 Apr | 1652.20 | 9.4 | -0.4499999999999993 | 31.16 | 544 | -42 | 307 |
| 10 Apr | 1654.90 | 9.8 | 7.250000000000001 | 29.32 | 2,489 | 219 | 350 |
| 9 Apr | 1717.10 | 2.55 | -0.35 | 27.81 | 30 | -14 | 132 |
| 8 Apr | 1714.60 | 3 | -2.55 | 27.89 | 194 | -2 | 146 |
| 7 Apr | 1718.00 | 5.35 | -2.1 | 32.44 | 151 | -22 | 148 |
| 6 Apr | 1694.60 | 7.7 | -3.65 | 31.99 | 813 | -21 | 187 |
| 2 Apr | 1693.60 | 11.45 | 1.9 | 32.66 | 796 | -10 | 210 |
| 1 Apr | 1728.50 | 10.5 | 2.8 | 36.32 | 568 | 132 | 222 |
| 30 Mar | 1757.20 | 7.15 | 1 | 34.96 | 77 | 62 | 89 |
| 27 Mar | 1793.60 | 6.15 | 2.2 | 35.39 | 4 | -1 | 26 |
| 25 Mar | 1795.40 | 3.95 | -5.05 | 31.67 | 85 | -56 | 28 |
| 24 Mar | 1753.30 | 8.85 | -23.95 | 33.07 | 114 | 80 | 80 |
| 4 Feb | 1704.40 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 1702.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1627.90 | 0 | 0 | 3.62 | 0 | 0 | 0 |
| 1 Feb | 1610.10 | 0 | 0 | 2.96 | 0 | 0 | 0 |
| 30 Jan | 1595.30 | 0 | 0 | 2.77 | 0 | 0 | 0 |
| 29 Jan | 1589.30 | 0 | 0 | 2.5 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1560 expiring on 28APR2026
Delta for 1560 PE is -0.14
Historical price for 1560 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 4.2, which was 2.6 higher than the previous day. The implied volatity was 32.52, the open interest changed by 190 which increased total open position to 327
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 1.6, which was 0.15000000000000013 higher than the previous day. The implied volatity was 37.32, the open interest changed by -10 which decreased total open position to 148
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 1.6, which was -0.5 lower than the previous day. The implied volatity was 32.96, the open interest changed by -28 which decreased total open position to 158
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 2.1, which was -2.0500000000000003 lower than the previous day. The implied volatity was 31.83, the open interest changed by -23 which decreased total open position to 195
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 4.15, which was -1 lower than the previous day. The implied volatity was 34.95, the open interest changed by -30 which decreased total open position to 228
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 4.6, which was 0.34999999999999964 higher than the previous day. The implied volatity was 32.86, the open interest changed by 29 which increased total open position to 258
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 4.45, which was 1 higher than the previous day. The implied volatity was 34.76, the open interest changed by 12 which increased total open position to 228
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 3.4, which was -5.9 lower than the previous day. The implied volatity was 31.09, the open interest changed by -83 which decreased total open position to 224
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 9.4, which was -0.4499999999999993 lower than the previous day. The implied volatity was 31.16, the open interest changed by -42 which decreased total open position to 307
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 9.8, which was 7.250000000000001 higher than the previous day. The implied volatity was 29.32, the open interest changed by 219 which increased total open position to 350
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 27.81, the open interest changed by -14 which decreased total open position to 132
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 3, which was -2.55 lower than the previous day. The implied volatity was 27.89, the open interest changed by -2 which decreased total open position to 146
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 5.35, which was -2.1 lower than the previous day. The implied volatity was 32.44, the open interest changed by -22 which decreased total open position to 148
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 7.7, which was -3.65 lower than the previous day. The implied volatity was 31.99, the open interest changed by -21 which decreased total open position to 187
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 11.45, which was 1.9 higher than the previous day. The implied volatity was 32.66, the open interest changed by -10 which decreased total open position to 210
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 10.5, which was 2.8 higher than the previous day. The implied volatity was 36.32, the open interest changed by 132 which increased total open position to 222
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 7.15, which was 1 higher than the previous day. The implied volatity was 34.96, the open interest changed by 62 which increased total open position to 89
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 6.15, which was 2.2 higher than the previous day. The implied volatity was 35.39, the open interest changed by -1 which decreased total open position to 26
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 3.95, which was -5.05 lower than the previous day. The implied volatity was 31.67, the open interest changed by -56 which decreased total open position to 28
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 8.85, which was -23.95 lower than the previous day. The implied volatity was 33.07, the open interest changed by 80 which increased total open position to 80
On 4 Feb SUNPHARMA was trading at 1704.40. 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 3 Feb SUNPHARMA was trading at 1702.10. 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 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 3.62, 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 2.96, 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 2.77, 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 2.5, the open interest changed by 0 which decreased total open position to 0
