SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 01:38 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.01
Theta: -2.11
Gamma: 0.00778
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.20 | 11.35 | -29.75 | 26.87 | 6,807 | 706 | 1,036 | |||||||||
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| 23 Apr | 1680.10 | 40.1 | 5.050000000000004 | 12.76 | 749 | -47 | 334 | |||||||||
| 22 Apr | 1669.80 | 33.95 | -3.9499999999999957 | 16.75 | 1,258 | 10 | 381 | |||||||||
| 21 Apr | 1665.20 | 38.6 | -4.600000000000001 | 22.18 | 639 | 27 | 370 | |||||||||
| 20 Apr | 1668.60 | 42 | -9.049999999999997 | 25.67 | 452 | -56 | 338 | |||||||||
| 17 Apr | 1675.50 | 50.4 | -14.750000000000007 | 23.23 | 669 | -11 | 390 | |||||||||
| 16 Apr | 1693.10 | 66.3 | -1 | 23.17 | 858 | 0 | 401 | |||||||||
| 15 Apr | 1696.60 | 65.25 | 20.200000000000003 | 22.05 | 1,005 | -265 | 403 | |||||||||
| 13 Apr | 1652.20 | 45 | -3.3500000000000014 | 26.5 | 3,170 | -12 | 666 | |||||||||
| 10 Apr | 1654.90 | 47.95 | -46.8 | 25.42 | 7,438 | 529 | 680 | |||||||||
| 9 Apr | 1717.10 | 94.05 | 1.75 | 25.49 | 52 | -5 | 151 | |||||||||
| 8 Apr | 1714.60 | 92 | -2.9 | 24.12 | 251 | -126 | 156 | |||||||||
| 7 Apr | 1718.00 | 94.65 | 12.05 | 18.77 | 13 | 4 | 281 | |||||||||
| 6 Apr | 1694.60 | 83.55 | -3.3 | 24.58 | 406 | 177 | 278 | |||||||||
| 2 Apr | 1693.60 | 84.85 | -2.6 | 26.16 | 435 | 102 | 102 | |||||||||
| 1 Apr | 1728.50 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1757.20 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1793.60 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1795.40 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1753.30 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1758.40 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1777.10 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1744.40 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1778.30 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1794.40 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1783.20 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1801.60 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1825.30 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1825.90 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1812.80 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1807.40 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1799.40 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1784.50 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1750.50 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1752.50 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1737.00 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1785.70 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1764.20 | 87.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1731.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1732.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1724.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1713.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1724.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1717.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1700.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1697.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1714.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1711.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1707.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1704.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1695.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1702.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1704.40 | 0 | 0 | - | 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 | 0.19 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1589.30 | 0 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 28APR2026
Delta for 1640 CE is 0.36
Historical price for 1640 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.20. The strike last trading price was 11.35, which was -29.75 lower than the previous day. The implied volatity was 26.87, the open interest changed by 706 which increased total open position to 1036
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 40.1, which was 5.050000000000004 higher than the previous day. The implied volatity was 12.76, the open interest changed by -47 which decreased total open position to 334
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 33.95, which was -3.9499999999999957 lower than the previous day. The implied volatity was 16.75, the open interest changed by 10 which increased total open position to 381
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 38.6, which was -4.600000000000001 lower than the previous day. The implied volatity was 22.18, the open interest changed by 27 which increased total open position to 370
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 42, which was -9.049999999999997 lower than the previous day. The implied volatity was 25.67, the open interest changed by -56 which decreased total open position to 338
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 50.4, which was -14.750000000000007 lower than the previous day. The implied volatity was 23.23, the open interest changed by -11 which decreased total open position to 390
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 66.3, which was -1 lower than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 401
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 65.25, which was 20.200000000000003 higher than the previous day. The implied volatity was 22.05, the open interest changed by -265 which decreased total open position to 403
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 45, which was -3.3500000000000014 lower than the previous day. The implied volatity was 26.5, the open interest changed by -12 which decreased total open position to 666
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 47.95, which was -46.8 lower than the previous day. The implied volatity was 25.42, the open interest changed by 529 which increased total open position to 680
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 94.05, which was 1.75 higher than the previous day. The implied volatity was 25.49, the open interest changed by -5 which decreased total open position to 151
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 92, which was -2.9 lower than the previous day. The implied volatity was 24.12, the open interest changed by -126 which decreased total open position to 156
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 94.65, which was 12.05 higher than the previous day. The implied volatity was 18.77, the open interest changed by 4 which increased total open position to 281
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 83.55, which was -3.3 lower than the previous day. The implied volatity was 24.58, the open interest changed by 177 which increased total open position to 278
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 84.85, which was -2.6 lower than the previous day. The implied volatity was 26.16, the open interest changed by 102 which increased total open position to 102
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SUNPHARMA was trading at 1801.60. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SUNPHARMA was trading at 1750.50. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 87.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SUNPHARMA was trading at 1731.80. 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 23 Feb SUNPHARMA was trading at 1732.30. 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 20 Feb SUNPHARMA was trading at 1724.40. 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 19 Feb SUNPHARMA was trading at 1713.40. 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 18 Feb SUNPHARMA was trading at 1724.40. 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 17 Feb SUNPHARMA was trading at 1717.10. 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 16 Feb SUNPHARMA was trading at 1700.50. 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 13 Feb SUNPHARMA was trading at 1697.50. 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 12 Feb SUNPHARMA was trading at 1714.90. 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 11 Feb SUNPHARMA was trading at 1711.10. 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 10 Feb SUNPHARMA was trading at 1707.80. 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 Feb SUNPHARMA was trading at 1704.60. 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 6 Feb SUNPHARMA was trading at 1695.10. 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 5 Feb SUNPHARMA was trading at 1702.60. 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 4 Feb SUNPHARMA was trading at 1704.40. 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 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 0.19, 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 0.4, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 28-Apr-2026 (4d) 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.01
Theta: -1.91
Gamma: 0.00766
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.20 | 30.2 | 24.299999999999997 | 27.38 | 7,037 | 367 | 1,088 |
| 23 Apr | 1680.10 | 7.15 | -1.4000000000000004 | 26.61 | 3,723 | -255 | 723 |
| 22 Apr | 1669.80 | 8.95 | -2.25 | 23.84 | 2,003 | -14 | 992 |
| 21 Apr | 1665.20 | 11.25 | -4.75 | 23.49 | 1,406 | 104 | 1,008 |
| 20 Apr | 1668.60 | 16.4 | -0.20000000000000284 | 28.36 | 1,185 | -329 | 905 |
| 17 Apr | 1675.50 | 15.7 | 2.049999999999999 | 26.78 | 2,571 | 608 | 1,774 |
| 16 Apr | 1693.10 | 13.8 | 2.1000000000000014 | 29.06 | 2,768 | 482 | 1,163 |
| 15 Apr | 1696.60 | 11.4 | -17.6 | 24.98 | 1,320 | -55 | 712 |
| 13 Apr | 1652.20 | 28.85 | 0.15000000000000213 | 27.4 | 3,017 | 26 | 774 |
| 10 Apr | 1654.90 | 28.95 | 19.7 | 25.78 | 6,923 | 384 | 746 |
| 9 Apr | 1717.10 | 9.35 | -0.25 | 24.35 | 145 | 33 | 362 |
| 8 Apr | 1714.60 | 9.65 | -5 | 23.76 | 681 | 10 | 324 |
| 7 Apr | 1718.00 | 14 | -5.15 | 28.48 | 315 | 11 | 315 |
| 6 Apr | 1694.60 | 19.4 | -5.5 | 28.12 | 830 | 112 | 316 |
| 2 Apr | 1693.60 | 25 | 3.35 | 28.62 | 1,963 | 174 | 205 |
| 1 Apr | 1728.50 | 21.25 | 4 | 32.39 | 42 | 15 | 31 |
| 30 Mar | 1757.20 | 17.2 | 4.2 | 33.08 | 26 | 5 | 15 |
| 27 Mar | 1793.60 | 13 | 3.3 | 32.44 | 5 | -1 | 9 |
| 25 Mar | 1795.40 | 9.7 | -5.2 | 29.41 | 14 | 5 | 9 |
| 24 Mar | 1753.30 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 23 Mar | 1758.40 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 20 Mar | 1777.10 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 19 Mar | 1744.40 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 18 Mar | 1778.30 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 17 Mar | 1794.40 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 16 Mar | 1783.20 | 14.9 | 4.95 | - | 0 | 0 | 0 |
| 13 Mar | 1801.60 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 12 Mar | 1825.30 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 11 Mar | 1825.90 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 10 Mar | 1812.80 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 9 Mar | 1807.40 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 6 Mar | 1799.40 | 14.9 | 4.95 | - | 0 | 0 | 0 |
| 5 Mar | 1784.50 | 14.9 | 4.95 | - | 0 | 0 | 0 |
| 4 Mar | 1750.50 | 14.9 | 4.95 | - | 0 | 0 | 4 |
| 2 Mar | 1752.50 | 14.9 | 4.95 | - | 0 | 2 | 0 |
| 27 Feb | 1737.00 | 14.9 | 4.95 | 21.25 | 2 | 0 | 2 |
| 26 Feb | 1785.70 | 9.95 | -53.45 | 22.3 | 2 | 0 | 0 |
| 25 Feb | 1764.20 | 63.4 | 0 | 5.58 | 0 | 0 | 0 |
| 24 Feb | 1731.80 | 0 | 0 | 4.67 | 0 | 0 | 0 |
| 23 Feb | 1732.30 | 0 | 0 | 4.37 | 0 | 0 | 0 |
| 20 Feb | 1724.40 | 0 | 0 | 4.1 | 0 | 0 | 0 |
| 19 Feb | 1713.40 | 0 | 0 | 4.04 | 0 | 0 | 0 |
| 18 Feb | 1724.40 | 0 | 0 | 4.1 | 0 | 0 | 0 |
| 17 Feb | 1717.10 | 0 | 0 | 3.87 | 0 | 0 | 0 |
| 16 Feb | 1700.50 | 0 | 0 | 3.22 | 0 | 0 | 0 |
| 13 Feb | 1697.50 | 0 | 0 | 3.35 | 0 | 0 | 0 |
| 12 Feb | 1714.90 | 0 | 0 | 3.8 | 0 | 0 | 0 |
| 11 Feb | 1711.10 | 0 | 0 | 3.61 | 0 | 0 | 0 |
| 10 Feb | 1707.80 | 0 | 0 | 3.53 | 0 | 0 | 0 |
| 9 Feb | 1704.60 | 0 | 0 | 3.51 | 0 | 0 | 0 |
| 6 Feb | 1695.10 | 0 | 0 | 3.12 | 0 | 0 | 0 |
| 5 Feb | 1702.60 | 0 | 0 | 3.35 | 0 | 0 | 0 |
| 4 Feb | 1704.40 | 0 | 0 | 3.45 | 0 | 0 | 0 |
| 3 Feb | 1702.10 | 0 | 0 | 3.15 | 0 | 0 | 0 |
| 2 Feb | 1627.90 | 0 | 0 | 1 | 0 | 0 | 0 |
| 1 Feb | 1610.10 | 0 | 0 | 0.3 | 0 | 0 | 0 |
| 30 Jan | 1595.30 | 0 | 0 | 0.12 | 0 | 0 | 0 |
| 29 Jan | 1589.30 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 28APR2026
Delta for 1640 PE is -0.64
Historical price for 1640 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.20. The strike last trading price was 30.2, which was 24.299999999999997 higher than the previous day. The implied volatity was 27.38, the open interest changed by 367 which increased total open position to 1088
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 7.15, which was -1.4000000000000004 lower than the previous day. The implied volatity was 26.61, the open interest changed by -255 which decreased total open position to 723
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 8.95, which was -2.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by -14 which decreased total open position to 992
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 11.25, which was -4.75 lower than the previous day. The implied volatity was 23.49, the open interest changed by 104 which increased total open position to 1008
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 16.4, which was -0.20000000000000284 lower than the previous day. The implied volatity was 28.36, the open interest changed by -329 which decreased total open position to 905
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 15.7, which was 2.049999999999999 higher than the previous day. The implied volatity was 26.78, the open interest changed by 608 which increased total open position to 1774
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 13.8, which was 2.1000000000000014 higher than the previous day. The implied volatity was 29.06, the open interest changed by 482 which increased total open position to 1163
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 11.4, which was -17.6 lower than the previous day. The implied volatity was 24.98, the open interest changed by -55 which decreased total open position to 712
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 28.85, which was 0.15000000000000213 higher than the previous day. The implied volatity was 27.4, the open interest changed by 26 which increased total open position to 774
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 28.95, which was 19.7 higher than the previous day. The implied volatity was 25.78, the open interest changed by 384 which increased total open position to 746
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 9.35, which was -0.25 lower than the previous day. The implied volatity was 24.35, the open interest changed by 33 which increased total open position to 362
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 9.65, which was -5 lower than the previous day. The implied volatity was 23.76, the open interest changed by 10 which increased total open position to 324
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 14, which was -5.15 lower than the previous day. The implied volatity was 28.48, the open interest changed by 11 which increased total open position to 315
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 19.4, which was -5.5 lower than the previous day. The implied volatity was 28.12, the open interest changed by 112 which increased total open position to 316
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 25, which was 3.35 higher than the previous day. The implied volatity was 28.62, the open interest changed by 174 which increased total open position to 205
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 21.25, which was 4 higher than the previous day. The implied volatity was 32.39, the open interest changed by 15 which increased total open position to 31
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 17.2, which was 4.2 higher than the previous day. The implied volatity was 33.08, the open interest changed by 5 which increased total open position to 15
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 13, which was 3.3 higher than the previous day. The implied volatity was 32.44, the open interest changed by -1 which decreased total open position to 9
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 9.7, which was -5.2 lower than the previous day. The implied volatity was 29.41, the open interest changed by 5 which increased total open position to 9
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SUNPHARMA was trading at 1801.60. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SUNPHARMA was trading at 1750.50. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 2
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 9.95, which was -53.45 lower than the previous day. The implied volatity was 22.3, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 63.4, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 23 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SUNPHARMA was trading at 1717.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 16 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SUNPHARMA was trading at 1697.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SUNPHARMA was trading at 1714.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SUNPHARMA was trading at 1711.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SUNPHARMA was trading at 1707.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 9 Feb SUNPHARMA was trading at 1704.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SUNPHARMA was trading at 1695.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SUNPHARMA was trading at 1702.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.35, 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 0, which was 0 lower than the previous day. The implied volatity was 3.45, 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 3.15, 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 1, 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 0.3, 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 0.12, 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
