SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Apr 2026 09:35 AM IST
| SUNPHARMA 28-Apr-2026 (19d) 1730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 1.58
Theta: -1.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 1722.20 | 32 | 0.95 | 20.33 | 222 | 14 | 550 | |||||||||
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| 8 Apr | 1714.60 | 29.05 | -5.6 | 20.39 | 2,393 | 383 | 544 | |||||||||
| 7 Apr | 1718.00 | 34.9 | 7.35 | 20.92 | 954 | 31 | 214 | |||||||||
| 6 Apr | 1694.60 | 28.3 | -3.3 | 22.53 | 775 | -21 | 191 | |||||||||
| 2 Apr | 1693.60 | 31.25 | -20.35 | 23.63 | 1,038 | 81 | 210 | |||||||||
| 1 Apr | 1728.50 | 50 | -38 | 22.9 | 317 | 111 | 129 | |||||||||
| 30 Mar | 1757.20 | 88 | 5.25 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1793.60 | 88 | 5.25 | - | 0 | 0 | 18 | |||||||||
| 25 Mar | 1795.40 | 88 | 5.25 | 11.09 | 20 | 17 | 18 | |||||||||
| 24 Mar | 1753.30 | 82.75 | 5.65 | 28.54 | 1 | 0 | 0 | |||||||||
| 23 Mar | 1758.40 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1777.10 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1744.40 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1778.30 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1794.40 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1783.20 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1801.60 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1825.30 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1825.90 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1812.80 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1807.40 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1799.40 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1784.50 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1750.50 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1752.50 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1737.00 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1785.70 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1764.20 | 77.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1730 expiring on 28APR2026
Delta for 1730 CE is 0.51
Historical price for 1730 CE is as follows
On 9 Apr SUNPHARMA was trading at 1722.20. The strike last trading price was 32, which was 0.95 higher than the previous day. The implied volatity was 20.33, the open interest changed by 14 which increased total open position to 550
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 29.05, which was -5.6 lower than the previous day. The implied volatity was 20.39, the open interest changed by 383 which increased total open position to 544
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 34.9, which was 7.35 higher than the previous day. The implied volatity was 20.92, the open interest changed by 31 which increased total open position to 214
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 28.3, which was -3.3 lower than the previous day. The implied volatity was 22.53, the open interest changed by -21 which decreased total open position to 191
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 31.25, which was -20.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by 81 which increased total open position to 210
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 50, which was -38 lower than the previous day. The implied volatity was 22.9, the open interest changed by 111 which increased total open position to 129
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 88, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 88, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 88, which was 5.25 higher than the previous day. The implied volatity was 11.09, the open interest changed by 17 which increased total open position to 18
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 82.75, which was 5.65 higher than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 77.1, 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 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 77.1, 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 (19d) 1730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 1.58
Theta: -0.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 1722.20 | 32.4 | -4.35 | 20.49 | 95 | 2 | 408 |
| 8 Apr | 1714.60 | 36.65 | -6.95 | 20.49 | 1,022 | 185 | 407 |
| 7 Apr | 1718.00 | 42 | -12.1 | 25.79 | 205 | -10 | 221 |
| 6 Apr | 1694.60 | 53.55 | -5.3 | 25.36 | 117 | 37 | 232 |
| 2 Apr | 1693.60 | 60 | 13 | 25.35 | 299 | 68 | 194 |
| 1 Apr | 1728.50 | 48.2 | 12.1 | 29.28 | 730 | 53 | 127 |
| 30 Mar | 1757.20 | 32.85 | 3.5 | 26.89 | 156 | 31 | 73 |
| 27 Mar | 1793.60 | 29.35 | 5.75 | 29.4 | 19 | 12 | 40 |
| 25 Mar | 1795.40 | 23.6 | -11.6 | 26.42 | 24 | 19 | 27 |
| 24 Mar | 1753.30 | 35.2 | 20.35 | - | 0 | 0 | 8 |
| 23 Mar | 1758.40 | 35.2 | 20.35 | 23.27 | 4 | 2 | 8 |
| 20 Mar | 1777.10 | 14.85 | -6.2 | - | 0 | 0 | 6 |
| 19 Mar | 1744.40 | 14.85 | -6.2 | - | 0 | 0 | 6 |
| 18 Mar | 1778.30 | 14.85 | -6.2 | - | 0 | 0 | 0 |
| 17 Mar | 1794.40 | 14.85 | -6.2 | - | 0 | 0 | 6 |
| 16 Mar | 1783.20 | 14.85 | -6.2 | - | 0 | 0 | 0 |
| 13 Mar | 1801.60 | 14.85 | -6.2 | - | 0 | 0 | 0 |
| 12 Mar | 1825.30 | 14.85 | -6.2 | - | 0 | 2 | 0 |
| 11 Mar | 1825.90 | 14.85 | -6.2 | 20.88 | 9 | 0 | 4 |
| 10 Mar | 1812.80 | 21.05 | -7.9 | - | 2 | 0 | 4 |
| 9 Mar | 1807.40 | 21.05 | -7.9 | 22.13 | 2 | 0 | 6 |
| 6 Mar | 1799.40 | 28.95 | -26.6 | - | 0 | 0 | 6 |
| 5 Mar | 1784.50 | 28.95 | -26.6 | - | 0 | 0 | 0 |
| 4 Mar | 1750.50 | 28.95 | -26.6 | - | 0 | 0 | 6 |
| 2 Mar | 1752.50 | 28.95 | -26.6 | - | 0 | 6 | 0 |
| 27 Feb | 1737.00 | 28.95 | -26.6 | 16.75 | 9 | 5 | 5 |
| 26 Feb | 1785.70 | 55.55 | 0 | 3.18 | 0 | 0 | 0 |
| 25 Feb | 1764.20 | 55.55 | 0 | 2.48 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1730 expiring on 28APR2026
Delta for 1730 PE is -0.49
Historical price for 1730 PE is as follows
On 9 Apr SUNPHARMA was trading at 1722.20. The strike last trading price was 32.4, which was -4.35 lower than the previous day. The implied volatity was 20.49, the open interest changed by 2 which increased total open position to 408
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 36.65, which was -6.95 lower than the previous day. The implied volatity was 20.49, the open interest changed by 185 which increased total open position to 407
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 42, which was -12.1 lower than the previous day. The implied volatity was 25.79, the open interest changed by -10 which decreased total open position to 221
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 53.55, which was -5.3 lower than the previous day. The implied volatity was 25.36, the open interest changed by 37 which increased total open position to 232
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 60, which was 13 higher than the previous day. The implied volatity was 25.35, the open interest changed by 68 which increased total open position to 194
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 48.2, which was 12.1 higher than the previous day. The implied volatity was 29.28, the open interest changed by 53 which increased total open position to 127
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 32.85, which was 3.5 higher than the previous day. The implied volatity was 26.89, the open interest changed by 31 which increased total open position to 73
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 29.35, which was 5.75 higher than the previous day. The implied volatity was 29.4, the open interest changed by 12 which increased total open position to 40
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 23.6, which was -11.6 lower than the previous day. The implied volatity was 26.42, the open interest changed by 19 which increased total open position to 27
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 35.2, which was 20.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 35.2, which was 20.35 higher than the previous day. The implied volatity was 23.27, the open interest changed by 2 which increased total open position to 8
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 14.85, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 14.85, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 14.85, which was -6.2 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 14.85, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 14.85, which was -6.2 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 14.85, which was -6.2 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 14.85, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 14.85, which was -6.2 lower than the previous day. The implied volatity was 20.88, the open interest changed by 0 which decreased total open position to 4
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 21.05, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 21.05, which was -7.9 lower than the previous day. The implied volatity was 22.13, 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 28.95, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 28.95, which was -26.6 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 28.95, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 28.95, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 28.95, which was -26.6 lower than the previous day. The implied volatity was 16.75, the open interest changed by 5 which increased total open position to 5
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 3.18, 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 55.55, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
