[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1668.9 -31.80 (-1.87%)
L: 1659.3 H: 1708

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Historical option data for SUNPHARMA

16 Jan 2026 04:10 PM IST
SUNPHARMA 27-JAN-2026 1700 CE
Delta: 0.33
Vega: 1.05
Theta: -0.98
Gamma: 0.01
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
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
Delta: -0.63
Vega: 1.09
Theta: -0.82
Gamma: 0.01
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