SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 04:10 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0
Theta: -0.58
Gamma: 0.00158
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.40 | 0.9 | -3.6 | 31.38 | 2,137 | -219 | 910 | |||||||||
| 23 Apr | 1680.10 | 4.7 | 1.6 | 22.29 | 7,689 | 345 | 1,125 | |||||||||
| 22 Apr | 1669.80 | 2.9 | -1.6999999999999997 | 19.77 | 1,677 | -98 | 782 | |||||||||
| 21 Apr | 1665.20 | 4.5 | -3.1500000000000004 | 22.42 | 1,449 | -32 | 879 | |||||||||
| 20 Apr | 1668.60 | 7.4 | -3.9499999999999993 | 24.82 | 1,374 | 10 | 911 | |||||||||
| 17 Apr | 1675.50 | 10.9 | -6.450000000000001 | 22.39 | 2,080 | 99 | 899 | |||||||||
| 16 Apr | 1693.10 | 17.45 | -1.3000000000000007 | 21.55 | 3,687 | 77 | 802 | |||||||||
| 15 Apr | 1696.60 | 17.9 | 5.149999999999999 | 21.91 | 1,802 | -66 | 722 | |||||||||
| 13 Apr | 1652.20 | 12.7 | -1.8500000000000014 | 25.84 | 1,317 | -34 | 793 | |||||||||
| 10 Apr | 1654.90 | 14.5 | -21.799999999999997 | 24.63 | 4,270 | 102 | 826 | |||||||||
| 9 Apr | 1717.10 | 35.85 | 0.65 | 21.71 | 3,007 | -69 | 727 | |||||||||
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| 8 Apr | 1714.60 | 34.6 | -5.05 | 20.89 | 3,678 | 133 | 800 | |||||||||
| 7 Apr | 1718.00 | 40.5 | 8.65 | 21.2 | 2,446 | 341 | 673 | |||||||||
| 6 Apr | 1694.60 | 33.4 | -2.9 | 23.07 | 1,445 | 162 | 345 | |||||||||
| 2 Apr | 1693.60 | 35.35 | -22.3 | 23.64 | 1,376 | 49 | 182 | |||||||||
| 1 Apr | 1728.50 | 54.75 | -62.25 | 22.47 | 290 | 123 | 134 | |||||||||
| 30 Mar | 1757.20 | 117 | 38.65 | - | 0 | 2 | 0 | |||||||||
| 27 Mar | 1793.60 | 117 | 38.65 | 30.36 | 2 | 1 | 10 | |||||||||
| 25 Mar | 1795.40 | 78.35 | -1.35 | 7.62 | 2 | 0 | 9 | |||||||||
| 24 Mar | 1753.30 | 79.15 | -10.85 | 23.8 | 8 | 7 | 8 | |||||||||
| 23 Mar | 1758.40 | 90 | 37.7 | 30.4 | 1 | 0 | 0 | |||||||||
| 20 Mar | 1777.10 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1744.40 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1778.30 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1794.40 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1783.20 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1801.60 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1825.30 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1825.90 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1812.80 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1807.40 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1799.40 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1784.50 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1750.50 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1752.50 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1737.00 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1785.70 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1764.20 | 52.3 | 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 | 1.82 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1610.10 | 0 | 0 | 2.15 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1595.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1589.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1720 expiring on 28APR2026
Delta for 1720 CE is 0.04
Historical price for 1720 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 0.9, which was -3.6 lower than the previous day. The implied volatity was 31.38, the open interest changed by -219 which decreased total open position to 910
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 4.7, which was 1.6 higher than the previous day. The implied volatity was 22.29, the open interest changed by 345 which increased total open position to 1125
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 2.9, which was -1.6999999999999997 lower than the previous day. The implied volatity was 19.77, the open interest changed by -98 which decreased total open position to 782
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 4.5, which was -3.1500000000000004 lower than the previous day. The implied volatity was 22.42, the open interest changed by -32 which decreased total open position to 879
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 7.4, which was -3.9499999999999993 lower than the previous day. The implied volatity was 24.82, the open interest changed by 10 which increased total open position to 911
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 10.9, which was -6.450000000000001 lower than the previous day. The implied volatity was 22.39, the open interest changed by 99 which increased total open position to 899
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 17.45, which was -1.3000000000000007 lower than the previous day. The implied volatity was 21.55, the open interest changed by 77 which increased total open position to 802
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 17.9, which was 5.149999999999999 higher than the previous day. The implied volatity was 21.91, the open interest changed by -66 which decreased total open position to 722
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 12.7, which was -1.8500000000000014 lower than the previous day. The implied volatity was 25.84, the open interest changed by -34 which decreased total open position to 793
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 14.5, which was -21.799999999999997 lower than the previous day. The implied volatity was 24.63, the open interest changed by 102 which increased total open position to 826
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 35.85, which was 0.65 higher than the previous day. The implied volatity was 21.71, the open interest changed by -69 which decreased total open position to 727
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 34.6, which was -5.05 lower than the previous day. The implied volatity was 20.89, the open interest changed by 133 which increased total open position to 800
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 40.5, which was 8.65 higher than the previous day. The implied volatity was 21.2, the open interest changed by 341 which increased total open position to 673
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 33.4, which was -2.9 lower than the previous day. The implied volatity was 23.07, the open interest changed by 162 which increased total open position to 345
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 35.35, which was -22.3 lower than the previous day. The implied volatity was 23.64, the open interest changed by 49 which increased total open position to 182
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 54.75, which was -62.25 lower than the previous day. The implied volatity was 22.47, the open interest changed by 123 which increased total open position to 134
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 117, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 117, which was 38.65 higher than the previous day. The implied volatity was 30.36, the open interest changed by 1 which increased total open position to 10
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 78.35, which was -1.35 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 9
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 79.15, which was -10.85 lower than the previous day. The implied volatity was 23.8, the open interest changed by 7 which increased total open position to 8
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 90, which was 37.7 higher than the previous day. The implied volatity was 30.4, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 1.82, 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 2.15, 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 -, 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 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
| SUNPHARMA 28-Apr-2026 (4d) 1720 PE | |||||||
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Delta: -0.87
Vega: 0
Theta: -1.87
Gamma: 0.0026
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.40 | 102.6 | 53.89999999999999 | 47.14 | 275 | -44 | 175 |
| 23 Apr | 1680.10 | 52.55 | -7.450000000000003 | 33.83 | 607 | 55 | 220 |
| 22 Apr | 1669.80 | 60 | 2.25 | 28.07 | 48 | -8 | 167 |
| 21 Apr | 1665.20 | 56.3 | -4.700000000000003 | 24.14 | 49 | 2 | 176 |
| 20 Apr | 1668.60 | 61 | 3.5 | 29.24 | 74 | -12 | 173 |
| 17 Apr | 1675.50 | 56.1 | 10.850000000000001 | 26.97 | 380 | -37 | 185 |
| 16 Apr | 1693.10 | 44.8 | 2.799999999999997 | 26.18 | 573 | -4 | 224 |
| 15 Apr | 1696.60 | 43.85 | -32.85 | 23.92 | 212 | 37 | 227 |
| 13 Apr | 1652.20 | 76.45 | 0.9000000000000057 | 26.6 | 59 | -2 | 197 |
| 10 Apr | 1654.90 | 75.35 | 44.74999999999999 | 22.99 | 732 | -163 | 198 |
| 9 Apr | 1717.10 | 30.95 | -0.15 | 21.09 | 1,289 | -201 | 357 |
| 8 Apr | 1714.60 | 32 | -6.65 | 20.76 | 1,946 | 233 | 562 |
| 7 Apr | 1718.00 | 37.95 | -10.2 | 26.3 | 1,013 | 172 | 331 |
| 6 Apr | 1694.60 | 47.7 | -6.35 | 25.26 | 346 | 17 | 163 |
| 2 Apr | 1693.60 | 55.15 | 12.2 | 25.88 | 1,030 | -367 | 148 |
| 1 Apr | 1728.50 | 44.2 | 10.4 | 29.6 | 933 | 52 | 514 |
| 30 Mar | 1757.20 | 29.95 | 4.1 | 27.29 | 124 | 12 | 462 |
| 27 Mar | 1793.60 | 24.55 | 1.8 | 28.38 | 64 | 0 | 450 |
| 25 Mar | 1795.40 | 22.75 | -12.75 | 27.51 | 99 | 38 | 450 |
| 24 Mar | 1753.30 | 34.4 | -0.5 | 26.04 | 175 | 106 | 412 |
| 23 Mar | 1758.40 | 36.6 | 18.6 | 25.85 | 403 | 275 | 304 |
| 20 Mar | 1777.10 | 18 | -5.1 | - | 0 | 0 | 29 |
| 19 Mar | 1744.40 | 18 | -5.1 | - | 0 | 0 | 29 |
| 18 Mar | 1778.30 | 18 | -5.1 | - | 0 | 0 | 29 |
| 17 Mar | 1794.40 | 18 | -5.1 | 21.54 | 1 | 0 | 29 |
| 16 Mar | 1783.20 | 23.1 | 3.6 | 22.13 | 3 | 0 | 30 |
| 13 Mar | 1801.60 | 19.5 | 3.5 | 22.97 | 1 | 0 | 29 |
| 12 Mar | 1825.30 | 16 | 2.75 | 23.62 | 15 | 14 | 28 |
| 11 Mar | 1825.90 | 13.25 | -5.85 | 21.51 | 6 | 2 | 10 |
| 10 Mar | 1812.80 | 19.1 | -1.5 | - | 2 | 0 | 8 |
| 9 Mar | 1807.40 | 19.1 | -1.5 | 22.39 | 2 | 0 | 6 |
| 6 Mar | 1799.40 | 20.6 | -4.9 | 21.39 | 2 | 0 | 0 |
| 5 Mar | 1784.50 | 25.5 | 1.75 | - | 0 | 0 | 0 |
| 4 Mar | 1750.50 | 25.5 | 1.75 | - | 0 | 0 | 4 |
| 2 Mar | 1752.50 | 25.5 | 1.75 | - | 0 | 2 | 0 |
| 27 Feb | 1737.00 | 25.5 | 1.75 | 16.75 | 2 | 0 | 2 |
| 26 Feb | 1785.70 | 23.75 | -83.35 | 21.2 | 2 | 0 | 0 |
| 25 Feb | 1764.20 | 107.1 | 0 | 2.86 | 0 | 0 | 0 |
| 24 Feb | 1731.80 | 0 | 0 | 1.89 | 0 | 0 | 0 |
| 23 Feb | 1732.30 | 0 | 0 | 1.57 | 0 | 0 | 0 |
| 20 Feb | 1724.40 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1713.40 | 0 | 0 | 1.29 | 0 | 0 | 0 |
| 18 Feb | 1724.40 | 0 | 0 | 1.38 | 0 | 0 | 0 |
| 17 Feb | 1717.10 | 0 | 0 | 1.15 | 0 | 0 | 0 |
| 16 Feb | 1700.50 | 0 | 0 | 0.46 | 0 | 0 | 0 |
| 13 Feb | 1697.50 | 0 | 0 | 0.69 | 0 | 0 | 0 |
| 12 Feb | 1714.90 | 0 | 0 | 1.17 | 0 | 0 | 0 |
| 11 Feb | 1711.10 | 0 | 0 | 0.97 | 0 | 0 | 0 |
| 10 Feb | 1707.80 | 0 | 0 | 0.9 | 0 | 0 | 0 |
| 9 Feb | 1704.60 | 0 | 0 | 0.9 | 0 | 0 | 0 |
| 6 Feb | 1695.10 | 0 | 0 | 0.56 | 0 | 0 | 0 |
| 5 Feb | 1702.60 | 0 | 0 | 0.79 | 0 | 0 | 0 |
| 4 Feb | 1704.40 | 0 | 0 | 0.92 | 0 | 0 | 0 |
| 3 Feb | 1702.10 | 0 | 0 | 0.65 | 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 |
| 29 Jan | 1589.30 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1720 expiring on 28APR2026
Delta for 1720 PE is -0.87
Historical price for 1720 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.40. The strike last trading price was 102.6, which was 53.89999999999999 higher than the previous day. The implied volatity was 47.14, the open interest changed by -44 which decreased total open position to 175
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 52.55, which was -7.450000000000003 lower than the previous day. The implied volatity was 33.83, the open interest changed by 55 which increased total open position to 220
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 60, which was 2.25 higher than the previous day. The implied volatity was 28.07, the open interest changed by -8 which decreased total open position to 167
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 56.3, which was -4.700000000000003 lower than the previous day. The implied volatity was 24.14, the open interest changed by 2 which increased total open position to 176
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 61, which was 3.5 higher than the previous day. The implied volatity was 29.24, the open interest changed by -12 which decreased total open position to 173
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 56.1, which was 10.850000000000001 higher than the previous day. The implied volatity was 26.97, the open interest changed by -37 which decreased total open position to 185
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 44.8, which was 2.799999999999997 higher than the previous day. The implied volatity was 26.18, the open interest changed by -4 which decreased total open position to 224
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 43.85, which was -32.85 lower than the previous day. The implied volatity was 23.92, the open interest changed by 37 which increased total open position to 227
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 76.45, which was 0.9000000000000057 higher than the previous day. The implied volatity was 26.6, the open interest changed by -2 which decreased total open position to 197
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 75.35, which was 44.74999999999999 higher than the previous day. The implied volatity was 22.99, the open interest changed by -163 which decreased total open position to 198
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 30.95, which was -0.15 lower than the previous day. The implied volatity was 21.09, the open interest changed by -201 which decreased total open position to 357
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 32, which was -6.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 233 which increased total open position to 562
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 37.95, which was -10.2 lower than the previous day. The implied volatity was 26.3, the open interest changed by 172 which increased total open position to 331
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 47.7, which was -6.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by 17 which increased total open position to 163
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 55.15, which was 12.2 higher than the previous day. The implied volatity was 25.88, the open interest changed by -367 which decreased total open position to 148
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 44.2, which was 10.4 higher than the previous day. The implied volatity was 29.6, the open interest changed by 52 which increased total open position to 514
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 29.95, which was 4.1 higher than the previous day. The implied volatity was 27.29, the open interest changed by 12 which increased total open position to 462
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 24.55, which was 1.8 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 450
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 22.75, which was -12.75 lower than the previous day. The implied volatity was 27.51, the open interest changed by 38 which increased total open position to 450
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 34.4, which was -0.5 lower than the previous day. The implied volatity was 26.04, the open interest changed by 106 which increased total open position to 412
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 36.6, which was 18.6 higher than the previous day. The implied volatity was 25.85, the open interest changed by 275 which increased total open position to 304
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 18, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 18, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 18, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 18, which was -5.1 lower than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 29
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 23.1, which was 3.6 higher than the previous day. The implied volatity was 22.13, the open interest changed by 0 which decreased total open position to 30
On 13 Mar SUNPHARMA was trading at 1801.60. The strike last trading price was 19.5, which was 3.5 higher than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 29
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 16, which was 2.75 higher than the previous day. The implied volatity was 23.62, the open interest changed by 14 which increased total open position to 28
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 13.25, which was -5.85 lower than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 10
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 19.1, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 19.1, which was -1.5 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 6
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 20.6, which was -4.9 lower than the previous day. The implied volatity was 21.39, 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 25.5, which was 1.75 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 25.5, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 25.5, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 25.5, which was 1.75 higher than the previous day. The implied volatity was 16.75, the open interest changed by 0 which decreased total open position to 2
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 23.75, which was -83.35 lower than the previous day. The implied volatity was 21.2, 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 107.1, which was 0 lower than the previous day. The implied volatity was 2.86, 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 1.89, 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 1.57, 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 1.29, 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 1.38, 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 1.15, 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 0.46, 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 0.69, 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 1.17, 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 0.97, 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 0.9, 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 0.9, 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 0.56, 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 0.79, 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 0.92, 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 0.65, 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 -, 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 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
