SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 01:38 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0
Theta: -1.14
Gamma: 0.00414
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.20 | 2.8 | -12 | 27.06 | 5,935 | 259 | 1,307 | |||||||||
| 23 Apr | 1680.10 | 14.7 | 3.1499999999999986 | 18.56 | 8,167 | -852 | 1,046 | |||||||||
| 22 Apr | 1669.80 | 11 | -3.6500000000000004 | 17.38 | 4,941 | 142 | 1,901 | |||||||||
| 21 Apr | 1665.20 | 14.6 | -4.950000000000001 | 21.38 | 5,608 | -12 | 1,753 | |||||||||
| 20 Apr | 1668.60 | 18.75 | -7.199999999999999 | 24.09 | 3,547 | 145 | 1,773 | |||||||||
| 17 Apr | 1675.50 | 25.15 | -11.649999999999999 | 22.03 | 4,502 | 1,000 | 1,688 | |||||||||
| 16 Apr | 1693.10 | 37.2 | -1.5499999999999972 | 21.99 | 4,707 | 45 | 688 | |||||||||
| 15 Apr | 1696.60 | 37.3 | 12.349999999999998 | 21.26 | 4,824 | -353 | 653 | |||||||||
| 13 Apr | 1652.20 | 24.95 | -2.5500000000000007 | 25.76 | 3,118 | -104 | 1,008 | |||||||||
| 10 Apr | 1654.90 | 27.25 | -35.7 | 24.54 | 7,780 | 908 | 1,122 | |||||||||
| 9 Apr | 1717.10 | 61.75 | 0.7 | 23.18 | 104 | -17 | 214 | |||||||||
| 8 Apr | 1714.60 | 61.25 | -2.85 | 23 | 504 | 40 | 230 | |||||||||
| 7 Apr | 1718.00 | 65.2 | 11.2 | 20.99 | 227 | -4 | 192 | |||||||||
| 6 Apr | 1694.60 | 55.3 | -3.65 | 23.67 | 1,400 | 50 | 213 | |||||||||
| 2 Apr | 1693.60 | 57.3 | -10.95 | 24.78 | 988 | 168 | 168 | |||||||||
| 1 Apr | 1728.50 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1757.20 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1793.60 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1795.40 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1753.30 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1758.40 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1777.10 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1744.40 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1778.30 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1794.40 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1783.20 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1801.60 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1825.30 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1825.90 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1812.80 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1807.40 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1799.40 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1784.50 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1750.50 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1752.50 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1737.00 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1785.70 | 68.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1764.20 | 68.25 | 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 | 0.47 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1610.10 | 0 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1595.30 | 0 | 0 | 1.3 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1589.30 | 0 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 28APR2026
Delta for 1680 CE is 0.12
Historical price for 1680 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.20. The strike last trading price was 2.8, which was -12 lower than the previous day. The implied volatity was 27.06, the open interest changed by 259 which increased total open position to 1307
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 14.7, which was 3.1499999999999986 higher than the previous day. The implied volatity was 18.56, the open interest changed by -852 which decreased total open position to 1046
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 11, which was -3.6500000000000004 lower than the previous day. The implied volatity was 17.38, the open interest changed by 142 which increased total open position to 1901
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 14.6, which was -4.950000000000001 lower than the previous day. The implied volatity was 21.38, the open interest changed by -12 which decreased total open position to 1753
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 18.75, which was -7.199999999999999 lower than the previous day. The implied volatity was 24.09, the open interest changed by 145 which increased total open position to 1773
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 25.15, which was -11.649999999999999 lower than the previous day. The implied volatity was 22.03, the open interest changed by 1000 which increased total open position to 1688
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 37.2, which was -1.5499999999999972 lower than the previous day. The implied volatity was 21.99, the open interest changed by 45 which increased total open position to 688
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 37.3, which was 12.349999999999998 higher than the previous day. The implied volatity was 21.26, the open interest changed by -353 which decreased total open position to 653
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 24.95, which was -2.5500000000000007 lower than the previous day. The implied volatity was 25.76, the open interest changed by -104 which decreased total open position to 1008
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 27.25, which was -35.7 lower than the previous day. The implied volatity was 24.54, the open interest changed by 908 which increased total open position to 1122
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 61.75, which was 0.7 higher than the previous day. The implied volatity was 23.18, the open interest changed by -17 which decreased total open position to 214
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 61.25, which was -2.85 lower than the previous day. The implied volatity was 23, the open interest changed by 40 which increased total open position to 230
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 65.2, which was 11.2 higher than the previous day. The implied volatity was 20.99, the open interest changed by -4 which decreased total open position to 192
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 55.3, which was -3.65 lower than the previous day. The implied volatity was 23.67, the open interest changed by 50 which increased total open position to 213
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 57.3, which was -10.95 lower than the previous day. The implied volatity was 24.78, the open interest changed by 168 which increased total open position to 168
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 68.25, 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 0.47, 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 1.15, 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 1.3, 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 1.76, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 28-Apr-2026 (4d) 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0
Theta: -0.88
Gamma: 0.00413
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.20 | 61.25 | 42.4 | 26.97 | 2,898 | -437 | 498 |
| 23 Apr | 1680.10 | 21.8 | -3.1499999999999986 | 27.02 | 5,029 | 370 | 931 |
| 22 Apr | 1669.80 | 24.9 | -2.8000000000000007 | 21.97 | 1,118 | -55 | 564 |
| 21 Apr | 1665.20 | 27.85 | -4.549999999999997 | 21.81 | 1,386 | -26 | 629 |
| 20 Apr | 1668.60 | 33.4 | 1.6499999999999986 | 26.83 | 1,579 | 99 | 652 |
| 17 Apr | 1675.50 | 30.8 | 5.600000000000001 | 25.44 | 3,726 | -596 | 545 |
| 16 Apr | 1693.10 | 24.75 | 2.25 | 26.71 | 7,691 | 567 | 1,142 |
| 15 Apr | 1696.60 | 22.25 | -26.299999999999997 | 23.69 | 2,491 | 156 | 594 |
| 13 Apr | 1652.20 | 48.25 | 0.3500000000000014 | 26.35 | 822 | -67 | 440 |
| 10 Apr | 1654.90 | 48 | 31.25 | 24.81 | 2,570 | -24 | 511 |
| 9 Apr | 1717.10 | 16.8 | -0.65 | 22.27 | 676 | -12 | 541 |
| 8 Apr | 1714.60 | 17.95 | -6 | 22.21 | 1,710 | 79 | 553 |
| 7 Apr | 1718.00 | 23.35 | -7.2 | 27.2 | 692 | 30 | 472 |
| 6 Apr | 1694.60 | 30.8 | -6.15 | 26.57 | 2,092 | 53 | 452 |
| 2 Apr | 1693.60 | 37 | 6.55 | 26.85 | 1,542 | 272 | 398 |
| 1 Apr | 1728.50 | 30.85 | 7.1 | 30.92 | 191 | 46 | 122 |
| 30 Mar | 1757.20 | 21.5 | 3.45 | 29.53 | 85 | 39 | 76 |
| 27 Mar | 1793.60 | 17.8 | 2.9 | 30.38 | 37 | 10 | 37 |
| 25 Mar | 1795.40 | 14.8 | -10.15 | 28.28 | 33 | 12 | 27 |
| 24 Mar | 1753.30 | 25 | 4.45 | 28.02 | 27 | -4 | 12 |
| 23 Mar | 1758.40 | 20.55 | 0.55 | 24.29 | 1 | 0 | 17 |
| 20 Mar | 1777.10 | 20 | 6.25 | 26.4 | 1 | 0 | 16 |
| 19 Mar | 1744.40 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 18 Mar | 1778.30 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 17 Mar | 1794.40 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 16 Mar | 1783.20 | 13.75 | -7.25 | - | 0 | 0 | 0 |
| 13 Mar | 1801.60 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 12 Mar | 1825.30 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 11 Mar | 1825.90 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 10 Mar | 1812.80 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 9 Mar | 1807.40 | 13.75 | -7.25 | - | 0 | 0 | 16 |
| 6 Mar | 1799.40 | 13.75 | -7.25 | 22.51 | 2 | 0 | 0 |
| 5 Mar | 1784.50 | 21 | 6.85 | - | 2 | 0 | 0 |
| 4 Mar | 1750.50 | 21 | 6.85 | - | 2 | 0 | 14 |
| 2 Mar | 1752.50 | 21 | 6.85 | 21.42 | 2 | 0 | 14 |
| 27 Feb | 1737.00 | 14.15 | -1 | 16.66 | 2 | 0 | 12 |
| 26 Feb | 1785.70 | 15.15 | -1.85 | 21.5 | 2 | 1 | 11 |
| 25 Feb | 1764.20 | 16.95 | -66.7 | 19.92 | 10 | 6 | 6 |
| 24 Feb | 1731.80 | 83.65 | 0 | 3.35 | 0 | 0 | 0 |
| 23 Feb | 1732.30 | 0 | 0 | 2.92 | 0 | 0 | 0 |
| 20 Feb | 1724.40 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1713.40 | 0 | 0 | 2.63 | 0 | 0 | 0 |
| 18 Feb | 1724.40 | 0 | 0 | 2.7 | 0 | 0 | 0 |
| 17 Feb | 1717.10 | 0 | 0 | 2.65 | 0 | 0 | 0 |
| 16 Feb | 1700.50 | 0 | 0 | 1.94 | 0 | 0 | 0 |
| 13 Feb | 1697.50 | 0 | 0 | 2.11 | 0 | 0 | 0 |
| 12 Feb | 1714.90 | 0 | 0 | 2.45 | 0 | 0 | 0 |
| 11 Feb | 1711.10 | 0 | 0 | 2.42 | 0 | 0 | 0 |
| 10 Feb | 1707.80 | 0 | 0 | 2.34 | 0 | 0 | 0 |
| 9 Feb | 1704.60 | 0 | 0 | 2.33 | 0 | 0 | 0 |
| 6 Feb | 1695.10 | 0 | 0 | 1.93 | 0 | 0 | 0 |
| 5 Feb | 1702.60 | 0 | 0 | 2.19 | 0 | 0 | 0 |
| 4 Feb | 1704.40 | 0 | 0 | 2.31 | 0 | 0 | 0 |
| 3 Feb | 1702.10 | 0 | 0 | 1.99 | 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 1680 expiring on 28APR2026
Delta for 1680 PE is -0.88
Historical price for 1680 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.20. The strike last trading price was 61.25, which was 42.4 higher than the previous day. The implied volatity was 26.97, the open interest changed by -437 which decreased total open position to 498
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 21.8, which was -3.1499999999999986 lower than the previous day. The implied volatity was 27.02, the open interest changed by 370 which increased total open position to 931
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 24.9, which was -2.8000000000000007 lower than the previous day. The implied volatity was 21.97, the open interest changed by -55 which decreased total open position to 564
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 27.85, which was -4.549999999999997 lower than the previous day. The implied volatity was 21.81, the open interest changed by -26 which decreased total open position to 629
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 33.4, which was 1.6499999999999986 higher than the previous day. The implied volatity was 26.83, the open interest changed by 99 which increased total open position to 652
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 30.8, which was 5.600000000000001 higher than the previous day. The implied volatity was 25.44, the open interest changed by -596 which decreased total open position to 545
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 24.75, which was 2.25 higher than the previous day. The implied volatity was 26.71, the open interest changed by 567 which increased total open position to 1142
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 22.25, which was -26.299999999999997 lower than the previous day. The implied volatity was 23.69, the open interest changed by 156 which increased total open position to 594
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 48.25, which was 0.3500000000000014 higher than the previous day. The implied volatity was 26.35, the open interest changed by -67 which decreased total open position to 440
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 48, which was 31.25 higher than the previous day. The implied volatity was 24.81, the open interest changed by -24 which decreased total open position to 511
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 16.8, which was -0.65 lower than the previous day. The implied volatity was 22.27, the open interest changed by -12 which decreased total open position to 541
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 17.95, which was -6 lower than the previous day. The implied volatity was 22.21, the open interest changed by 79 which increased total open position to 553
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 23.35, which was -7.2 lower than the previous day. The implied volatity was 27.2, the open interest changed by 30 which increased total open position to 472
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 30.8, which was -6.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by 53 which increased total open position to 452
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 37, which was 6.55 higher than the previous day. The implied volatity was 26.85, the open interest changed by 272 which increased total open position to 398
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 30.85, which was 7.1 higher than the previous day. The implied volatity was 30.92, the open interest changed by 46 which increased total open position to 122
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 21.5, which was 3.45 higher than the previous day. The implied volatity was 29.53, the open interest changed by 39 which increased total open position to 76
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 17.8, which was 2.9 higher than the previous day. The implied volatity was 30.38, the open interest changed by 10 which increased total open position to 37
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 14.8, which was -10.15 lower than the previous day. The implied volatity was 28.28, the open interest changed by 12 which increased total open position to 27
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 25, which was 4.45 higher than the previous day. The implied volatity was 28.02, the open interest changed by -4 which decreased total open position to 12
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 20.55, which was 0.55 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 17
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 20, which was 6.25 higher than the previous day. The implied volatity was 26.4, the open interest changed by 0 which decreased total open position to 16
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 13.75, which was -7.25 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 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 13.75, which was -7.25 lower than the previous day. The implied volatity was 22.51, 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 21, which was 6.85 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 21, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 21, which was 6.85 higher than the previous day. The implied volatity was 21.42, the open interest changed by 0 which decreased total open position to 14
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 14.15, which was -1 lower than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 12
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 15.15, which was -1.85 lower than the previous day. The implied volatity was 21.5, the open interest changed by 1 which increased total open position to 11
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 16.95, which was -66.7 lower than the previous day. The implied volatity was 19.92, the open interest changed by 6 which increased total open position to 6
On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 83.65, 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 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 2.92, 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 2.63, 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 2.7, 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 2.65, 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 1.94, 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 2.11, 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 2.45, 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 2.42, 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 2.34, 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 2.33, 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 1.93, 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 2.19, 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 2.31, 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 1.99, 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
