SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
16 Jan 2026 04:10 PM IST
| SUNPHARMA 27-JAN-2026 1700 CE | ||||||||||||||||
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Delta: 0.33
Vega: 1.05
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 1668.90 | 10.7 | -19 | 17.53 | 9,481 | -339 | 1,658 | |||||||||
| 14 Jan | 1700.70 | 30.2 | -16.5 | 18.37 | 6,543 | 1,796 | 2,004 | |||||||||
| 13 Jan | 1728.70 | 44.95 | -9.25 | 17.89 | 673 | 16 | 206 | |||||||||
| 12 Jan | 1736.00 | 52.1 | 4.1 | 17.99 | 457 | 29 | 186 | |||||||||
| 9 Jan | 1729.90 | 52 | -24.85 | 14.73 | 410 | -145 | 158 | |||||||||
| 8 Jan | 1760.70 | 76.85 | -11.95 | 19.75 | 115 | -22 | 302 | |||||||||
| 7 Jan | 1782.60 | 90.5 | 19.85 | - | 589 | 167 | 327 | |||||||||
| 6 Jan | 1760.20 | 71.95 | 22.95 | 12.61 | 522 | -43 | 160 | |||||||||
| 5 Jan | 1728.90 | 47.5 | -1.05 | 15.33 | 404 | -42 | 203 | |||||||||
| 2 Jan | 1728.00 | 48.45 | 5.6 | 12.14 | 443 | 46 | 250 | |||||||||
| 1 Jan | 1721.10 | 43.8 | -1.1 | 10.46 | 375 | -7 | 210 | |||||||||
| 31 Dec | 1719.70 | 45 | -4.45 | 13.8 | 339 | 16 | 216 | |||||||||
| 30 Dec | 1720.20 | 48.85 | 0.3 | 15.65 | 397 | 54 | 199 | |||||||||
| 29 Dec | 1717.20 | 47.1 | -7.8 | 14.98 | 187 | 18 | 145 | |||||||||
| 26 Dec | 1719.50 | 53.8 | -15.15 | 16.68 | 364 | 90 | 127 | |||||||||
| 24 Dec | 1737.00 | 68.35 | -16.75 | 16.9 | 49 | 33 | 36 | |||||||||
| 23 Dec | 1755.90 | 85.1 | -0.4 | 19.45 | 1 | 0 | 2 | |||||||||
| 22 Dec | 1769.80 | 85.5 | 4.9 | - | 1 | 0 | 2 | |||||||||
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| 19 Dec | 1744.90 | 80.6 | -43.8 | 18.47 | 2 | 1 | 1 | |||||||||
| 18 Dec | 1745.90 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 1792.90 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 1781.30 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1797.10 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1793.50 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1807.20 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1785.50 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1776.00 | 124.4 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1796.20 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1805.30 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1818.30 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1806.70 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1799.50 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1807.40 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1831.60 | 124.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1810.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1804.90 | - | - | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 27JAN2026
Delta for 1700 CE is 0.33
Historical price for 1700 CE is as follows
On 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was 10.7, which was -19 lower than the previous day. The implied volatity was 17.53, the open interest changed by -339 which decreased total open position to 1658
On 14 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 30.2, which was -16.5 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1796 which increased total open position to 2004
On 13 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 44.95, which was -9.25 lower than the previous day. The implied volatity was 17.89, the open interest changed by 16 which increased total open position to 206
On 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 52.1, which was 4.1 higher than the previous day. The implied volatity was 17.99, the open interest changed by 29 which increased total open position to 186
On 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 52, which was -24.85 lower than the previous day. The implied volatity was 14.73, the open interest changed by -145 which decreased total open position to 158
On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 76.85, which was -11.95 lower than the previous day. The implied volatity was 19.75, the open interest changed by -22 which decreased total open position to 302
On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 90.5, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 327
On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 71.95, which was 22.95 higher than the previous day. The implied volatity was 12.61, the open interest changed by -43 which decreased total open position to 160
On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 47.5, which was -1.05 lower than the previous day. The implied volatity was 15.33, the open interest changed by -42 which decreased total open position to 203
On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 48.45, which was 5.6 higher than the previous day. The implied volatity was 12.14, the open interest changed by 46 which increased total open position to 250
On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 43.8, which was -1.1 lower than the previous day. The implied volatity was 10.46, the open interest changed by -7 which decreased total open position to 210
On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 45, which was -4.45 lower than the previous day. The implied volatity was 13.8, the open interest changed by 16 which increased total open position to 216
On 30 Dec SUNPHARMA was trading at 1720.20. The strike last trading price was 48.85, which was 0.3 higher than the previous day. The implied volatity was 15.65, the open interest changed by 54 which increased total open position to 199
On 29 Dec SUNPHARMA was trading at 1717.20. The strike last trading price was 47.1, which was -7.8 lower than the previous day. The implied volatity was 14.98, the open interest changed by 18 which increased total open position to 145
On 26 Dec SUNPHARMA was trading at 1719.50. The strike last trading price was 53.8, which was -15.15 lower than the previous day. The implied volatity was 16.68, the open interest changed by 90 which increased total open position to 127
On 24 Dec SUNPHARMA was trading at 1737.00. The strike last trading price was 68.35, which was -16.75 lower than the previous day. The implied volatity was 16.9, the open interest changed by 33 which increased total open position to 36
On 23 Dec SUNPHARMA was trading at 1755.90. The strike last trading price was 85.1, which was -0.4 lower than the previous day. The implied volatity was 19.45, the open interest changed by 0 which decreased total open position to 2
On 22 Dec SUNPHARMA was trading at 1769.80. The strike last trading price was 85.5, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec SUNPHARMA was trading at 1744.90. The strike last trading price was 80.6, which was -43.8 lower than the previous day. The implied volatity was 18.47, the open interest changed by 1 which increased total open position to 1
On 18 Dec SUNPHARMA was trading at 1745.90. The strike last trading price was 124.4, 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 17 Dec SUNPHARMA was trading at 1792.90. The strike last trading price was 124.4, 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 16 Dec SUNPHARMA was trading at 1781.30. The strike last trading price was 124.4, 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 15 Dec SUNPHARMA was trading at 1797.10. The strike last trading price was 124.4, 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 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 124.4, 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 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 124.4, 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 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 124.4, 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 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 124.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 124.4, 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 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 124.4, 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 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 124.4, 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 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 124.4, 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 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 124.4, 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 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 124.4, 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 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 124.4, 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 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 27JAN2026 1700 PE | |||||||
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Delta: -0.63
Vega: 1.09
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 1668.90 | 39.95 | 17.7 | 22.62 | 3,073 | 188 | 1,754 |
| 14 Jan | 1700.70 | 20.6 | 9.65 | 20.56 | 6,158 | 682 | 1,566 |
| 13 Jan | 1728.70 | 11.5 | 2.2 | 18.73 | 2,638 | -296 | 885 |
| 12 Jan | 1736.00 | 9.75 | -2.15 | 18.56 | 3,355 | -290 | 1,193 |
| 9 Jan | 1729.90 | 10.95 | 3.7 | 18.42 | 2,990 | 73 | 1,458 |
| 8 Jan | 1760.70 | 7.55 | 3.1 | 19.3 | 1,762 | -101 | 1,383 |
| 7 Jan | 1782.60 | 4.5 | -2.25 | 19.21 | 3,358 | 624 | 1,482 |
| 6 Jan | 1760.20 | 6.65 | -4.85 | 17.68 | 1,299 | 43 | 858 |
| 5 Jan | 1728.90 | 12.25 | 0.1 | 15.79 | 1,430 | -24 | 817 |
| 2 Jan | 1728.00 | 12 | -2.15 | 15.69 | 1,036 | 85 | 839 |
| 1 Jan | 1721.10 | 13.5 | -2.2 | 15.73 | 1,007 | 66 | 753 |
| 31 Dec | 1719.70 | 16.4 | -2.85 | 16.17 | 1,111 | 21 | 687 |
| 30 Dec | 1720.20 | 19.6 | -2.6 | 17.82 | 857 | 10 | 664 |
| 29 Dec | 1717.20 | 22.75 | 0.5 | 18.98 | 545 | 144 | 654 |
| 26 Dec | 1719.50 | 22.4 | 5.95 | 18.53 | 687 | 114 | 510 |
| 24 Dec | 1737.00 | 16.7 | 3.6 | 18.05 | 512 | 200 | 393 |
| 23 Dec | 1755.90 | 13.4 | 1.7 | 18.2 | 52 | 7 | 192 |
| 22 Dec | 1769.80 | 11.85 | -5.65 | 19.42 | 59 | -12 | 186 |
| 19 Dec | 1744.90 | 17.5 | -1.25 | 18.72 | 151 | 73 | 196 |
| 18 Dec | 1745.90 | 18.7 | 10.6 | 19.26 | 158 | 64 | 124 |
| 17 Dec | 1792.90 | 8.1 | -1.65 | 17.98 | 26 | 3 | 59 |
| 16 Dec | 1781.30 | 10 | 1.05 | 18.47 | 19 | 5 | 56 |
| 15 Dec | 1797.10 | 8.95 | 0.95 | 19.06 | 17 | 3 | 51 |
| 12 Dec | 1793.50 | 8 | 2.85 | 17.63 | 1 | 0 | 47 |
| 11 Dec | 1807.20 | 5.15 | -3.85 | 16.45 | 1 | 0 | 46 |
| 10 Dec | 1785.50 | 9 | 0.5 | 17.48 | 1 | 0 | 45 |
| 9 Dec | 1776.00 | 8.5 | - | - | 0 | 0 | 0 |
| 8 Dec | 1796.20 | 8.5 | -0.1 | - | 0 | 0 | 45 |
| 5 Dec | 1805.30 | 8.5 | -0.1 | 18.05 | 2 | 1 | 44 |
| 4 Dec | 1818.30 | 8.6 | -4.4 | 18.77 | 3 | 2 | 43 |
| 3 Dec | 1806.70 | 13 | 1.2 | 20.55 | 8 | 0 | 41 |
| 2 Dec | 1799.50 | 11.8 | 1.8 | 19.75 | 2 | 1 | 41 |
| 1 Dec | 1807.40 | 10 | -1.8 | 18.84 | 42 | 29 | 31 |
| 28 Nov | 1831.60 | 11.8 | -18.05 | - | 0 | 2 | 0 |
| 27 Nov | 1810.30 | - | - | - | 0 | 0 | 0 |
| 26 Nov | 1804.90 | - | - | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 27JAN2026
Delta for 1700 PE is -0.63
Historical price for 1700 PE is as follows
On 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was 39.95, which was 17.7 higher than the previous day. The implied volatity was 22.62, the open interest changed by 188 which increased total open position to 1754
On 14 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 20.6, which was 9.65 higher than the previous day. The implied volatity was 20.56, the open interest changed by 682 which increased total open position to 1566
On 13 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 11.5, which was 2.2 higher than the previous day. The implied volatity was 18.73, the open interest changed by -296 which decreased total open position to 885
On 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 9.75, which was -2.15 lower than the previous day. The implied volatity was 18.56, the open interest changed by -290 which decreased total open position to 1193
On 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 10.95, which was 3.7 higher than the previous day. The implied volatity was 18.42, the open interest changed by 73 which increased total open position to 1458
On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 7.55, which was 3.1 higher than the previous day. The implied volatity was 19.3, the open interest changed by -101 which decreased total open position to 1383
On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 4.5, which was -2.25 lower than the previous day. The implied volatity was 19.21, the open interest changed by 624 which increased total open position to 1482
On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 6.65, which was -4.85 lower than the previous day. The implied volatity was 17.68, the open interest changed by 43 which increased total open position to 858
On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 12.25, which was 0.1 higher than the previous day. The implied volatity was 15.79, the open interest changed by -24 which decreased total open position to 817
On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 12, which was -2.15 lower than the previous day. The implied volatity was 15.69, the open interest changed by 85 which increased total open position to 839
On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 13.5, which was -2.2 lower than the previous day. The implied volatity was 15.73, the open interest changed by 66 which increased total open position to 753
On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 16.4, which was -2.85 lower than the previous day. The implied volatity was 16.17, the open interest changed by 21 which increased total open position to 687
On 30 Dec SUNPHARMA was trading at 1720.20. The strike last trading price was 19.6, which was -2.6 lower than the previous day. The implied volatity was 17.82, the open interest changed by 10 which increased total open position to 664
On 29 Dec SUNPHARMA was trading at 1717.20. The strike last trading price was 22.75, which was 0.5 higher than the previous day. The implied volatity was 18.98, the open interest changed by 144 which increased total open position to 654
On 26 Dec SUNPHARMA was trading at 1719.50. The strike last trading price was 22.4, which was 5.95 higher than the previous day. The implied volatity was 18.53, the open interest changed by 114 which increased total open position to 510
On 24 Dec SUNPHARMA was trading at 1737.00. The strike last trading price was 16.7, which was 3.6 higher than the previous day. The implied volatity was 18.05, the open interest changed by 200 which increased total open position to 393
On 23 Dec SUNPHARMA was trading at 1755.90. The strike last trading price was 13.4, which was 1.7 higher than the previous day. The implied volatity was 18.2, the open interest changed by 7 which increased total open position to 192
On 22 Dec SUNPHARMA was trading at 1769.80. The strike last trading price was 11.85, which was -5.65 lower than the previous day. The implied volatity was 19.42, the open interest changed by -12 which decreased total open position to 186
On 19 Dec SUNPHARMA was trading at 1744.90. The strike last trading price was 17.5, which was -1.25 lower than the previous day. The implied volatity was 18.72, the open interest changed by 73 which increased total open position to 196
On 18 Dec SUNPHARMA was trading at 1745.90. The strike last trading price was 18.7, which was 10.6 higher than the previous day. The implied volatity was 19.26, the open interest changed by 64 which increased total open position to 124
On 17 Dec SUNPHARMA was trading at 1792.90. The strike last trading price was 8.1, which was -1.65 lower than the previous day. The implied volatity was 17.98, the open interest changed by 3 which increased total open position to 59
On 16 Dec SUNPHARMA was trading at 1781.30. The strike last trading price was 10, which was 1.05 higher than the previous day. The implied volatity was 18.47, the open interest changed by 5 which increased total open position to 56
On 15 Dec SUNPHARMA was trading at 1797.10. The strike last trading price was 8.95, which was 0.95 higher than the previous day. The implied volatity was 19.06, the open interest changed by 3 which increased total open position to 51
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 8, which was 2.85 higher than the previous day. The implied volatity was 17.63, the open interest changed by 0 which decreased total open position to 47
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 5.15, which was -3.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 46
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 9, which was 0.5 higher than the previous day. The implied volatity was 17.48, the open interest changed by 0 which decreased total open position to 45
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 8.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 8.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 8.5, which was -0.1 lower than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 44
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 8.6, which was -4.4 lower than the previous day. The implied volatity was 18.77, the open interest changed by 2 which increased total open position to 43
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 13, which was 1.2 higher than the previous day. The implied volatity was 20.55, the open interest changed by 0 which decreased total open position to 41
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 11.8, which was 1.8 higher than the previous day. The implied volatity was 19.75, the open interest changed by 1 which increased total open position to 41
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 10, which was -1.8 lower than the previous day. The implied volatity was 18.84, the open interest changed by 29 which increased total open position to 31
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 11.8, which was -18.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































