SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1793.50 | 101.95 | -9.35 | - | 17 | 0 | 96 | |||||||||
| 11 Dec | 1807.20 | 111.5 | 15.9 | - | 53 | 1 | 95 | |||||||||
| 10 Dec | 1785.50 | 96.35 | 10.8 | - | 42 | -9 | 96 | |||||||||
| 9 Dec | 1776.00 | 84.95 | -18.25 | 12.12 | 13 | -6 | 104 | |||||||||
| 8 Dec | 1796.20 | 103.2 | -21.25 | - | 44 | -1 | 110 | |||||||||
| 5 Dec | 1805.30 | 124 | 8.35 | - | 0 | 5 | 0 | |||||||||
| 4 Dec | 1818.30 | 124 | 8.35 | - | 24 | 5 | 111 | |||||||||
| 3 Dec | 1806.70 | 115.65 | -25.2 | 10.05 | 37 | 1 | 106 | |||||||||
| 2 Dec | 1799.50 | 141.55 | 21.1 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1807.40 | 141.55 | 21.1 | - | 0 | -1 | 0 | |||||||||
| 28 Nov | 1831.60 | 141.55 | 21.1 | - | 9 | -2 | 104 | |||||||||
| 27 Nov | 1810.30 | 120.45 | 5.9 | - | 44 | -5 | 105 | |||||||||
| 26 Nov | 1804.90 | 114.55 | 20.2 | - | 32 | -2 | 110 | |||||||||
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| 25 Nov | 1776.80 | 89.05 | -8.75 | 14.11 | 33 | 6 | 113 | |||||||||
| 24 Nov | 1780.80 | 97.8 | -1.15 | - | 15 | 5 | 107 | |||||||||
| 21 Nov | 1779.70 | 98.95 | -4.2 | - | 51 | 5 | 103 | |||||||||
| 20 Nov | 1777.40 | 103.05 | -3.25 | 16.50 | 63 | 27 | 96 | |||||||||
| 19 Nov | 1784.10 | 108.55 | 20.05 | 13.31 | 84 | 18 | 68 | |||||||||
| 18 Nov | 1758.80 | 88.5 | -7.5 | 15.51 | 2 | 0 | 50 | |||||||||
| 17 Nov | 1763.90 | 96 | 12 | 17.45 | 33 | -4 | 33 | |||||||||
| 14 Nov | 1757.10 | 84 | 4 | 13.41 | 13 | -3 | 37 | |||||||||
| 13 Nov | 1737.40 | 80.4 | 2.1 | 18.14 | 22 | 9 | 39 | |||||||||
| 12 Nov | 1732.10 | 78.3 | 14.8 | 19.15 | 34 | -1 | 18 | |||||||||
| 11 Nov | 1716.10 | 63.5 | 10.5 | 15.79 | 32 | 1 | 20 | |||||||||
| 10 Nov | 1697.80 | 53 | 3.2 | 17.92 | 19 | 5 | 19 | |||||||||
| 7 Nov | 1691.40 | 49.8 | -1.35 | 15.87 | 7 | 4 | 15 | |||||||||
| 6 Nov | 1685.90 | 50.8 | -11.2 | 17.49 | 29 | 6 | 10 | |||||||||
| 4 Nov | 1690.00 | 62 | 2 | - | 0 | 3 | 0 | |||||||||
| 3 Nov | 1706.40 | 62 | 2 | 16.99 | 4 | 3 | 4 | |||||||||
| 31 Oct | 1690.70 | 60 | -9.4 | - | 6 | 3 | 3 | |||||||||
| 30 Oct | 1703.40 | 69.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1715.90 | 69.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 30DEC2025
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 101.95, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 111.5, which was 15.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 95
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 96.35, which was 10.8 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 96
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 84.95, which was -18.25 lower than the previous day. The implied volatity was 12.12, the open interest changed by -6 which decreased total open position to 104
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 103.2, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 110
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 124, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 124, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 111
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 115.65, which was -25.2 lower than the previous day. The implied volatity was 10.05, the open interest changed by 1 which increased total open position to 106
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 141.55, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 141.55, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 141.55, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 104
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 120.45, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 105
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 114.55, which was 20.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 110
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 89.05, which was -8.75 lower than the previous day. The implied volatity was 14.11, the open interest changed by 6 which increased total open position to 113
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 97.8, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 107
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 98.95, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 103
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 103.05, which was -3.25 lower than the previous day. The implied volatity was 16.50, the open interest changed by 27 which increased total open position to 96
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 108.55, which was 20.05 higher than the previous day. The implied volatity was 13.31, the open interest changed by 18 which increased total open position to 68
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 88.5, which was -7.5 lower than the previous day. The implied volatity was 15.51, the open interest changed by 0 which decreased total open position to 50
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 96, which was 12 higher than the previous day. The implied volatity was 17.45, the open interest changed by -4 which decreased total open position to 33
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 84, which was 4 higher than the previous day. The implied volatity was 13.41, the open interest changed by -3 which decreased total open position to 37
On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 80.4, which was 2.1 higher than the previous day. The implied volatity was 18.14, the open interest changed by 9 which increased total open position to 39
On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 78.3, which was 14.8 higher than the previous day. The implied volatity was 19.15, the open interest changed by -1 which decreased total open position to 18
On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 63.5, which was 10.5 higher than the previous day. The implied volatity was 15.79, the open interest changed by 1 which increased total open position to 20
On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 53, which was 3.2 higher than the previous day. The implied volatity was 17.92, the open interest changed by 5 which increased total open position to 19
On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 49.8, which was -1.35 lower than the previous day. The implied volatity was 15.87, the open interest changed by 4 which increased total open position to 15
On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 50.8, which was -11.2 lower than the previous day. The implied volatity was 17.49, the open interest changed by 6 which increased total open position to 10
On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 62, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 62, which was 2 higher than the previous day. The implied volatity was 16.99, the open interest changed by 3 which increased total open position to 4
On 31 Oct SUNPHARMA was trading at 1690.70. The strike last trading price was 60, which was -9.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 69.4, 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 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 69.4, 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 1700 PE | |||||||
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Delta: -0.07
Vega: 0.51
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1793.50 | 2.05 | 0.3 | 17.67 | 189 | 15 | 635 |
| 11 Dec | 1807.20 | 1.75 | -0.95 | 18.30 | 199 | -13 | 619 |
| 10 Dec | 1785.50 | 2.75 | -1.05 | 17.08 | 770 | -69 | 632 |
| 9 Dec | 1776.00 | 3.95 | 1.8 | 16.87 | 1,329 | 138 | 725 |
| 8 Dec | 1796.20 | 2.35 | 0.6 | 16.91 | 271 | 11 | 588 |
| 5 Dec | 1805.30 | 1.7 | -0.2 | 15.96 | 323 | -105 | 574 |
| 4 Dec | 1818.30 | 1.9 | -0.85 | 16.97 | 166 | 23 | 679 |
| 3 Dec | 1806.70 | 2.65 | -0.75 | 16.85 | 356 | 56 | 656 |
| 2 Dec | 1799.50 | 3.35 | -0.35 | 17.78 | 162 | 3 | 601 |
| 1 Dec | 1807.40 | 3.5 | 1.05 | 18.15 | 313 | 32 | 599 |
| 28 Nov | 1831.60 | 2.35 | -1.25 | 18.00 | 380 | 71 | 566 |
| 27 Nov | 1810.30 | 3.45 | -1.45 | 17.21 | 209 | 58 | 496 |
| 26 Nov | 1804.90 | 4.85 | -5 | 18.17 | 989 | 148 | 438 |
| 25 Nov | 1776.80 | 10.9 | 1.05 | 18.52 | 347 | 51 | 285 |
| 24 Nov | 1780.80 | 9.7 | -1.8 | 19.23 | 245 | 19 | 236 |
| 21 Nov | 1779.70 | 11.25 | -1.2 | 19.79 | 106 | 5 | 218 |
| 20 Nov | 1777.40 | 12.4 | -0.4 | 19.64 | 146 | -21 | 214 |
| 19 Nov | 1784.10 | 12.2 | -5.8 | 20.46 | 384 | 61 | 234 |
| 18 Nov | 1758.80 | 18 | 0.45 | 20.36 | 64 | -7 | 173 |
| 17 Nov | 1763.90 | 17.3 | -1.95 | 20.38 | 86 | 20 | 179 |
| 14 Nov | 1757.10 | 19.55 | -5.45 | 19.93 | 102 | 19 | 160 |
| 13 Nov | 1737.40 | 25 | -1.75 | 20.12 | 63 | 21 | 141 |
| 12 Nov | 1732.10 | 26.2 | -4.9 | 19.84 | 134 | 90 | 119 |
| 11 Nov | 1716.10 | 31.1 | -16.35 | 19.81 | 18 | 8 | 29 |
| 10 Nov | 1697.80 | 47.45 | 3.45 | 22.13 | 3 | 1 | 21 |
| 7 Nov | 1691.40 | 44 | -3.5 | 20.38 | 3 | 0 | 20 |
| 6 Nov | 1685.90 | 47.45 | 1.45 | 20.46 | 17 | 8 | 20 |
| 4 Nov | 1690.00 | 46 | 0 | 22.44 | 1 | 0 | 11 |
| 3 Nov | 1706.40 | 46 | 6 | - | 0 | 1 | 0 |
| 31 Oct | 1690.70 | 46 | 6 | - | 1 | 0 | 10 |
| 30 Oct | 1703.40 | 40 | 5 | - | 3 | 1 | 9 |
| 29 Oct | 1715.90 | 35 | -29.55 | 18.87 | 8 | 4 | 4 |
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 30DEC2025
Delta for 1700 PE is -0.07
Historical price for 1700 PE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 2.05, which was 0.3 higher than the previous day. The implied volatity was 17.67, the open interest changed by 15 which increased total open position to 635
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 18.30, the open interest changed by -13 which decreased total open position to 619
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 2.75, which was -1.05 lower than the previous day. The implied volatity was 17.08, the open interest changed by -69 which decreased total open position to 632
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 3.95, which was 1.8 higher than the previous day. The implied volatity was 16.87, the open interest changed by 138 which increased total open position to 725
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 2.35, which was 0.6 higher than the previous day. The implied volatity was 16.91, the open interest changed by 11 which increased total open position to 588
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 15.96, the open interest changed by -105 which decreased total open position to 574
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 16.97, the open interest changed by 23 which increased total open position to 679
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 16.85, the open interest changed by 56 which increased total open position to 656
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 17.78, the open interest changed by 3 which increased total open position to 601
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 18.15, the open interest changed by 32 which increased total open position to 599
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 2.35, which was -1.25 lower than the previous day. The implied volatity was 18.00, the open interest changed by 71 which increased total open position to 566
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 3.45, which was -1.45 lower than the previous day. The implied volatity was 17.21, the open interest changed by 58 which increased total open position to 496
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 4.85, which was -5 lower than the previous day. The implied volatity was 18.17, the open interest changed by 148 which increased total open position to 438
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 10.9, which was 1.05 higher than the previous day. The implied volatity was 18.52, the open interest changed by 51 which increased total open position to 285
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 9.7, which was -1.8 lower than the previous day. The implied volatity was 19.23, the open interest changed by 19 which increased total open position to 236
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 11.25, which was -1.2 lower than the previous day. The implied volatity was 19.79, the open interest changed by 5 which increased total open position to 218
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 12.4, which was -0.4 lower than the previous day. The implied volatity was 19.64, the open interest changed by -21 which decreased total open position to 214
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 12.2, which was -5.8 lower than the previous day. The implied volatity was 20.46, the open interest changed by 61 which increased total open position to 234
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 18, which was 0.45 higher than the previous day. The implied volatity was 20.36, the open interest changed by -7 which decreased total open position to 173
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 17.3, which was -1.95 lower than the previous day. The implied volatity was 20.38, the open interest changed by 20 which increased total open position to 179
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 19.55, which was -5.45 lower than the previous day. The implied volatity was 19.93, the open interest changed by 19 which increased total open position to 160
On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 25, which was -1.75 lower than the previous day. The implied volatity was 20.12, the open interest changed by 21 which increased total open position to 141
On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 26.2, which was -4.9 lower than the previous day. The implied volatity was 19.84, the open interest changed by 90 which increased total open position to 119
On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 31.1, which was -16.35 lower than the previous day. The implied volatity was 19.81, the open interest changed by 8 which increased total open position to 29
On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 47.45, which was 3.45 higher than the previous day. The implied volatity was 22.13, the open interest changed by 1 which increased total open position to 21
On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 44, which was -3.5 lower than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 20
On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 47.45, which was 1.45 higher than the previous day. The implied volatity was 20.46, the open interest changed by 8 which increased total open position to 20
On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 46, which was 0 lower than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 11
On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 46, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct SUNPHARMA was trading at 1690.70. The strike last trading price was 46, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 40, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 35, which was -29.55 lower than the previous day. The implied volatity was 18.87, the open interest changed by 4 which increased total open position to 4































































































































































































































