[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1793.5 -13.70 (-0.76%)
L: 1791 H: 1811.8

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Historical option data for SUNPHARMA

12 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1560 CE
Delta: 0.86
Vega: 0.88
Theta: -1.93
Gamma: 0.00
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
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
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