`
[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1705 17.45 (1.03%)

Back to Option Chain


Historical option data for SUNPHARMA

15 Apr 2025 04:10 PM IST
SUNPHARMA 24APR2025 1720 CE
Delta: 0.44
Vega: 1.06
Theta: -1.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1705.00 19.4 -3.4 22.70 3,394 303 2,383
11 Apr 1687.55 22.2 6.6 26.25 6,254 106 2,080
9 Apr 1652.20 16.65 -7.6 29.43 1,640 -30 1,980
8 Apr 1688.35 24.95 2.9 24.37 1,820 296 2,010
7 Apr 1666.35 24.5 -8.7 27.10 2,411 281 1,724
4 Apr 1709.35 32.35 -36.75 22.00 5,532 334 1,445
3 Apr 1770.00 70.2 30.6 17.71 1,229 -180 1,112
2 Apr 1713.65 40.05 8.5 22.59 3,004 765 1,290
1 Apr 1698.35 31.1 -20.25 21.27 1,420 217 522
28 Mar 1734.70 52 -5.8 19.92 1,176 160 305
27 Mar 1731.45 59.25 -13.9 23.23 543 132 143
26 Mar 1758.95 73.15 44.15 24.81 12 10 11
25 Mar 1764.75 29 0 0.00 0 0 0
24 Mar 1784.80 29 0 0.00 0 0 0
21 Mar 1784.50 29 0 0.00 0 0 0
20 Mar 1750.25 29 0 0.00 0 0 0
19 Mar 1732.35 29 0 0.00 0 0 0
18 Mar 1747.80 29 0 0.00 0 0 0
17 Mar 1704.30 29 0 0.00 0 0 0
13 Mar 1683.45 29 0 0.00 0 1 0
12 Mar 1676.85 29 -73.35 17.41 1 0 0
11 Mar 1655.30 102.35 0 2.16 0 0 0
27 Feb 1647.50 102.35 0 3.34 0 0 0
26 Feb 1611.55 102.35 0 3.20 0 0 0
25 Feb 1613.60 102.35 0 3.20 0 0 0
24 Feb 1639.50 102.35 0 2.31 0 0 0
21 Feb 1643.75 102.35 0 2.00 0 0 0
20 Feb 1669.30 102.35 0 0.97 0 0 0
19 Feb 1676.60 102.35 0 0.57 0 0 0
18 Feb 1701.60 0 0 - 0 0 0
17 Feb 1714.20 0 0 - 0 0 0
14 Feb 1700.50 0 0 - 0 0 0
13 Feb 1746.35 0 0 - 0 0 0
12 Feb 1693.85 0 0 - 0 0 0
11 Feb 1699.75 0 0 - 0 0 0
10 Feb 1732.10 0 0 - 0 0 0
7 Feb 1749.80 0 0 - 0 0 0
6 Feb 1742.00 0 0 - 0 0 0
5 Feb 1752.75 0 0 - 0 0 0
4 Feb 1765.25 0 0 - 0 0 0
3 Feb 1740.60 0 0 - 0 0 0
1 Feb 1742.20 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1720 expiring on 24APR2025

Delta for 1720 CE is 0.44

Historical price for 1720 CE is as follows

On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 19.4, which was -3.4 lower than the previous day. The implied volatity was 22.70, the open interest changed by 303 which increased total open position to 2383


On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 22.2, which was 6.6 higher than the previous day. The implied volatity was 26.25, the open interest changed by 106 which increased total open position to 2080


On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 16.65, which was -7.6 lower than the previous day. The implied volatity was 29.43, the open interest changed by -30 which decreased total open position to 1980


On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 24.95, which was 2.9 higher than the previous day. The implied volatity was 24.37, the open interest changed by 296 which increased total open position to 2010


On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 24.5, which was -8.7 lower than the previous day. The implied volatity was 27.10, the open interest changed by 281 which increased total open position to 1724


On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 32.35, which was -36.75 lower than the previous day. The implied volatity was 22.00, the open interest changed by 334 which increased total open position to 1445


On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 70.2, which was 30.6 higher than the previous day. The implied volatity was 17.71, the open interest changed by -180 which decreased total open position to 1112


On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 40.05, which was 8.5 higher than the previous day. The implied volatity was 22.59, the open interest changed by 765 which increased total open position to 1290


On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 31.1, which was -20.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 217 which increased total open position to 522


On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 52, which was -5.8 lower than the previous day. The implied volatity was 19.92, the open interest changed by 160 which increased total open position to 305


On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 59.25, which was -13.9 lower than the previous day. The implied volatity was 23.23, the open interest changed by 132 which increased total open position to 143


On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 73.15, which was 44.15 higher than the previous day. The implied volatity was 24.81, the open interest changed by 10 which increased total open position to 11


On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Mar SUNPHARMA was trading at 1704.30. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SUNPHARMA was trading at 1683.45. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 12 Mar SUNPHARMA was trading at 1676.85. The strike last trading price was 29, which was -73.35 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SUNPHARMA was trading at 1655.30. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 27 Feb SUNPHARMA was trading at 1647.50. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 26 Feb SUNPHARMA was trading at 1611.55. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0


On 25 Feb SUNPHARMA was trading at 1613.60. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SUNPHARMA was trading at 1639.50. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SUNPHARMA was trading at 1669.30. The strike last trading price was 102.35, 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 19 Feb SUNPHARMA was trading at 1676.60. The strike last trading price was 102.35, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SUNPHARMA was trading at 1701.60. 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 17 Feb SUNPHARMA was trading at 1714.20. 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 14 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 1746.35. 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 1693.85. 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 1699.75. 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 1732.10. 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 7 Feb SUNPHARMA was trading at 1749.80. 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 6 Feb SUNPHARMA was trading at 1742.00. 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 1752.75. 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 1765.25. 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 1740.60. 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 1 Feb SUNPHARMA was trading at 1742.20. 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 24APR2025 1720 PE
Delta: -0.56
Vega: 1.06
Theta: -1.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1705.00 31.7 -18.15 24.34 1,595 63 801
11 Apr 1687.55 48.45 -30 26.46 2,132 -104 738
9 Apr 1652.20 78.75 27.2 30.22 437 -5 844
8 Apr 1688.35 48.6 -20.95 25.94 469 -27 851
7 Apr 1666.35 63.6 21.55 30.14 757 -176 878
4 Apr 1709.35 40.6 25.05 23.66 5,275 260 1,128
3 Apr 1770.00 15.1 -24.6 23.03 3,672 157 876
2 Apr 1713.65 39.8 -6.9 25.00 1,875 292 718
1 Apr 1698.35 49.65 16.8 25.79 1,591 -237 423
28 Mar 1734.70 34 0.95 24.69 1,519 218 660
27 Mar 1731.45 33.05 8.25 23.93 1,528 253 444
26 Mar 1758.95 24.2 0 21.88 393 -55 192
25 Mar 1764.75 24.85 6.2 23.91 191 30 248
24 Mar 1784.80 18.1 -0.05 23.36 190 65 218
21 Mar 1784.50 17.3 -9.7 22.89 222 108 149
20 Mar 1750.25 27 -4.5 22.51 24 8 43
19 Mar 1732.35 31.5 2 20.78 33 17 34
18 Mar 1747.80 28.85 -21.15 22.11 29 13 14
17 Mar 1704.30 50 -4.65 22.46 1 0 0
13 Mar 1683.45 54.65 0 - 0 0 0
12 Mar 1676.85 54.65 0 - 0 0 0
11 Mar 1655.30 54.65 0 - 0 0 0
27 Feb 1647.50 54.65 0 - 0 0 0
26 Feb 1611.55 54.65 0 - 0 0 0
25 Feb 1613.60 54.65 0 - 0 0 0
24 Feb 1639.50 54.65 0 - 0 0 0
21 Feb 1643.75 54.65 0 - 0 0 0
20 Feb 1669.30 54.65 0 - 0 0 0
19 Feb 1676.60 54.65 0 - 0 0 0
18 Feb 1701.60 54.65 0 0.52 0 0 0
17 Feb 1714.20 54.65 0 1.00 0 0 0
14 Feb 1700.50 54.65 0 0.48 0 0 0
13 Feb 1746.35 54.65 0 2.18 0 0 0
12 Feb 1693.85 54.65 0 0.38 0 0 0
11 Feb 1699.75 54.65 0 0.57 0 0 0
10 Feb 1732.10 54.65 0 1.78 0 0 0
7 Feb 1749.80 54.65 0 2.22 0 0 0
6 Feb 1742.00 0 0 2.14 0 0 0
5 Feb 1752.75 0 0 2.40 0 0 0
4 Feb 1765.25 0 0 2.69 0 0 0
3 Feb 1740.60 0 0 2.04 0 0 0
1 Feb 1742.20 0 0 1.92 0 0 0


For Sun Pharmaceutical Ind L - strike price 1720 expiring on 24APR2025

Delta for 1720 PE is -0.56

Historical price for 1720 PE is as follows

On 15 Apr SUNPHARMA was trading at 1705.00. The strike last trading price was 31.7, which was -18.15 lower than the previous day. The implied volatity was 24.34, the open interest changed by 63 which increased total open position to 801


On 11 Apr SUNPHARMA was trading at 1687.55. The strike last trading price was 48.45, which was -30 lower than the previous day. The implied volatity was 26.46, the open interest changed by -104 which decreased total open position to 738


On 9 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 78.75, which was 27.2 higher than the previous day. The implied volatity was 30.22, the open interest changed by -5 which decreased total open position to 844


On 8 Apr SUNPHARMA was trading at 1688.35. The strike last trading price was 48.6, which was -20.95 lower than the previous day. The implied volatity was 25.94, the open interest changed by -27 which decreased total open position to 851


On 7 Apr SUNPHARMA was trading at 1666.35. The strike last trading price was 63.6, which was 21.55 higher than the previous day. The implied volatity was 30.14, the open interest changed by -176 which decreased total open position to 878


On 4 Apr SUNPHARMA was trading at 1709.35. The strike last trading price was 40.6, which was 25.05 higher than the previous day. The implied volatity was 23.66, the open interest changed by 260 which increased total open position to 1128


On 3 Apr SUNPHARMA was trading at 1770.00. The strike last trading price was 15.1, which was -24.6 lower than the previous day. The implied volatity was 23.03, the open interest changed by 157 which increased total open position to 876


On 2 Apr SUNPHARMA was trading at 1713.65. The strike last trading price was 39.8, which was -6.9 lower than the previous day. The implied volatity was 25.00, the open interest changed by 292 which increased total open position to 718


On 1 Apr SUNPHARMA was trading at 1698.35. The strike last trading price was 49.65, which was 16.8 higher than the previous day. The implied volatity was 25.79, the open interest changed by -237 which decreased total open position to 423


On 28 Mar SUNPHARMA was trading at 1734.70. The strike last trading price was 34, which was 0.95 higher than the previous day. The implied volatity was 24.69, the open interest changed by 218 which increased total open position to 660


On 27 Mar SUNPHARMA was trading at 1731.45. The strike last trading price was 33.05, which was 8.25 higher than the previous day. The implied volatity was 23.93, the open interest changed by 253 which increased total open position to 444


On 26 Mar SUNPHARMA was trading at 1758.95. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was 21.88, the open interest changed by -55 which decreased total open position to 192


On 25 Mar SUNPHARMA was trading at 1764.75. The strike last trading price was 24.85, which was 6.2 higher than the previous day. The implied volatity was 23.91, the open interest changed by 30 which increased total open position to 248


On 24 Mar SUNPHARMA was trading at 1784.80. The strike last trading price was 18.1, which was -0.05 lower than the previous day. The implied volatity was 23.36, the open interest changed by 65 which increased total open position to 218


On 21 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 17.3, which was -9.7 lower than the previous day. The implied volatity was 22.89, the open interest changed by 108 which increased total open position to 149


On 20 Mar SUNPHARMA was trading at 1750.25. The strike last trading price was 27, which was -4.5 lower than the previous day. The implied volatity was 22.51, the open interest changed by 8 which increased total open position to 43


On 19 Mar SUNPHARMA was trading at 1732.35. The strike last trading price was 31.5, which was 2 higher than the previous day. The implied volatity was 20.78, the open interest changed by 17 which increased total open position to 34


On 18 Mar SUNPHARMA was trading at 1747.80. The strike last trading price was 28.85, which was -21.15 lower than the previous day. The implied volatity was 22.11, the open interest changed by 13 which increased total open position to 14


On 17 Mar SUNPHARMA was trading at 1704.30. The strike last trading price was 50, which was -4.65 lower than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SUNPHARMA was trading at 1683.45. The strike last trading price was 54.65, 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 1676.85. The strike last trading price was 54.65, 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 1655.30. The strike last trading price was 54.65, 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 1647.50. The strike last trading price was 54.65, 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 1611.55. The strike last trading price was 54.65, 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 1613.60. The strike last trading price was 54.65, 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 1639.50. The strike last trading price was 54.65, 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 21 Feb SUNPHARMA was trading at 1643.75. The strike last trading price was 54.65, 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 1669.30. The strike last trading price was 54.65, 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 1676.60. The strike last trading price was 54.65, 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 1701.60. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SUNPHARMA was trading at 1714.20. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0


On 14 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SUNPHARMA was trading at 1746.35. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SUNPHARMA was trading at 1693.85. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SUNPHARMA was trading at 1699.75. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SUNPHARMA was trading at 1732.10. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0


On 7 Feb SUNPHARMA was trading at 1749.80. The strike last trading price was 54.65, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SUNPHARMA was trading at 1742.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SUNPHARMA was trading at 1752.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SUNPHARMA was trading at 1765.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SUNPHARMA was trading at 1740.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SUNPHARMA was trading at 1742.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0