SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
29 Jan 2026 04:10 PM IST
| SUNPHARMA 24-FEB-2026 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.67
Theta: -0.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 1589.30 | 29.45 | -8.4 | 22.18 | 1,344 | 103 | 553 | |||||||||
| 28 Jan | 1610.60 | 37 | -20.1 | 20.67 | 1,643 | 363 | 467 | |||||||||
| 27 Jan | 1638.90 | 57.3 | 2.8 | 22.11 | 89 | 17 | 104 | |||||||||
| 23 Jan | 1631.90 | 54.7 | 1.15 | 20.74 | 66 | 7 | 87 | |||||||||
| 22 Jan | 1634.20 | 53.6 | 8.45 | 18.84 | 175 | 71 | 79 | |||||||||
| 21 Jan | 1612.90 | 45.7 | -88.2 | 20.66 | 20 | 8 | 8 | |||||||||
| 20 Jan | 1613.80 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1675.40 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1668.90 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1700.70 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1728.70 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1736.00 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1729.90 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1760.70 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Jan | 1782.60 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1760.20 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1728.90 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1728.00 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1721.10 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1719.70 | 133.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 24FEB2026
Delta for 1620 CE is 0.44
Historical price for 1620 CE is as follows
On 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 29.45, which was -8.4 lower than the previous day. The implied volatity was 22.18, the open interest changed by 103 which increased total open position to 553
On 28 Jan SUNPHARMA was trading at 1610.60. The strike last trading price was 37, which was -20.1 lower than the previous day. The implied volatity was 20.67, the open interest changed by 363 which increased total open position to 467
On 27 Jan SUNPHARMA was trading at 1638.90. The strike last trading price was 57.3, which was 2.8 higher than the previous day. The implied volatity was 22.11, the open interest changed by 17 which increased total open position to 104
On 23 Jan SUNPHARMA was trading at 1631.90. The strike last trading price was 54.7, which was 1.15 higher than the previous day. The implied volatity was 20.74, the open interest changed by 7 which increased total open position to 87
On 22 Jan SUNPHARMA was trading at 1634.20. The strike last trading price was 53.6, which was 8.45 higher than the previous day. The implied volatity was 18.84, the open interest changed by 71 which increased total open position to 79
On 21 Jan SUNPHARMA was trading at 1612.90. The strike last trading price was 45.7, which was -88.2 lower than the previous day. The implied volatity was 20.66, the open interest changed by 8 which increased total open position to 8
On 20 Jan SUNPHARMA was trading at 1613.80. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1675.40. The strike last trading price was 133.9, 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 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 133.9, 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 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 133.9, 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 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 133.9, 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 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 133.9, 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 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 133.9, 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 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 133.9, 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 24FEB2026 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.68
Theta: -0.7
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 1589.30 | 59.55 | 10.1 | 29.39 | 303 | -10 | 164 |
| 28 Jan | 1610.60 | 49 | 10.9 | 28.6 | 723 | 7 | 176 |
| 27 Jan | 1638.90 | 39.05 | -2.15 | 29.71 | 193 | 72 | 167 |
| 23 Jan | 1631.90 | 41.2 | 1.85 | 28.07 | 35 | 6 | 94 |
| 22 Jan | 1634.20 | 39.05 | -9.5 | 27.14 | 148 | 83 | 96 |
| 21 Jan | 1612.90 | 48 | 18 | 26.97 | 36 | 13 | 14 |
| 20 Jan | 1613.80 | 30 | 11.25 | - | 0 | 0 | 1 |
| 19 Jan | 1675.40 | 30 | 11.25 | - | 0 | 0 | 1 |
| 16 Jan | 1668.90 | 30 | 11.25 | 27.12 | 1 | 0 | 0 |
| 14 Jan | 1700.70 | 18.75 | 0 | 5.18 | 0 | 0 | 0 |
| 13 Jan | 1728.70 | 18.75 | 0 | 6.08 | 0 | 0 | 0 |
| 12 Jan | 1736.00 | 18.75 | 0 | 6.31 | 0 | 0 | 0 |
| 9 Jan | 1729.90 | 18.75 | 0 | 6.28 | 0 | 0 | 0 |
| 8 Jan | 1760.70 | 18.75 | 0 | 7.14 | 0 | 0 | 0 |
| 7 Jan | 1782.60 | 18.75 | 0 | 7.96 | 0 | 0 | 0 |
| 6 Jan | 1760.20 | 18.75 | 0 | 7 | 0 | 0 | 0 |
| 5 Jan | 1728.90 | 18.75 | 0 | 5.37 | 0 | 0 | 0 |
| 2 Jan | 1728.00 | 18.75 | 0 | 5.38 | 0 | 0 | 0 |
| 1 Jan | 1721.10 | 18.75 | 0 | 5.14 | 0 | 0 | 0 |
| 31 Dec | 1719.70 | 18.75 | 0 | 4.97 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 24FEB2026
Delta for 1620 PE is -0.54
Historical price for 1620 PE is as follows
On 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 59.55, which was 10.1 higher than the previous day. The implied volatity was 29.39, the open interest changed by -10 which decreased total open position to 164
On 28 Jan SUNPHARMA was trading at 1610.60. The strike last trading price was 49, which was 10.9 higher than the previous day. The implied volatity was 28.6, the open interest changed by 7 which increased total open position to 176
On 27 Jan SUNPHARMA was trading at 1638.90. The strike last trading price was 39.05, which was -2.15 lower than the previous day. The implied volatity was 29.71, the open interest changed by 72 which increased total open position to 167
On 23 Jan SUNPHARMA was trading at 1631.90. The strike last trading price was 41.2, which was 1.85 higher than the previous day. The implied volatity was 28.07, the open interest changed by 6 which increased total open position to 94
On 22 Jan SUNPHARMA was trading at 1634.20. The strike last trading price was 39.05, which was -9.5 lower than the previous day. The implied volatity was 27.14, the open interest changed by 83 which increased total open position to 96
On 21 Jan SUNPHARMA was trading at 1612.90. The strike last trading price was 48, which was 18 higher than the previous day. The implied volatity was 26.97, the open interest changed by 13 which increased total open position to 14
On 20 Jan SUNPHARMA was trading at 1613.80. The strike last trading price was 30, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan SUNPHARMA was trading at 1675.40. The strike last trading price was 30, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was 30, which was 11.25 higher than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 7.96, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 7, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0






























































































































































































































