SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 1.24
Theta: -0.77
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1776.00 | 51.35 | -17.55 | 13.57 | 4 | -1 | 107 | |||||||||
| 8 Dec | 1796.20 | 69.6 | -7.7 | 13.91 | 48 | 16 | 109 | |||||||||
| 5 Dec | 1805.30 | 77.3 | -12.3 | 8.67 | 26 | -1 | 93 | |||||||||
| 4 Dec | 1818.30 | 89.6 | 10.85 | 14.65 | 2 | 0 | 95 | |||||||||
| 3 Dec | 1806.70 | 78.95 | 0.35 | 12.70 | 40 | 3 | 96 | |||||||||
| 2 Dec | 1799.50 | 80 | -24.25 | 11.08 | 48 | -5 | 92 | |||||||||
| 1 Dec | 1807.40 | 104.6 | 20.1 | - | 0 | -11 | 0 | |||||||||
| 28 Nov | 1831.60 | 104.6 | 20.1 | - | 29 | -7 | 101 | |||||||||
|
|
||||||||||||||||
| 27 Nov | 1810.30 | 84.5 | 1.75 | - | 20 | 4 | 107 | |||||||||
| 26 Nov | 1804.90 | 83.35 | 18.6 | 10.28 | 52 | -7 | 103 | |||||||||
| 25 Nov | 1776.80 | 61 | -5 | 15.92 | 35 | 4 | 109 | |||||||||
| 24 Nov | 1780.80 | 68 | -3.4 | 13.45 | 90 | -14 | 105 | |||||||||
| 21 Nov | 1779.70 | 71.4 | -5.9 | 13.96 | 7 | 1 | 120 | |||||||||
| 20 Nov | 1777.40 | 77.3 | 1.3 | 19.01 | 37 | 3 | 119 | |||||||||
| 19 Nov | 1784.10 | 77.9 | 19.1 | 15.21 | 111 | -3 | 116 | |||||||||
| 18 Nov | 1758.80 | 58.8 | -6.4 | 15.16 | 129 | 10 | 119 | |||||||||
| 17 Nov | 1763.90 | 65 | 2.55 | 16.29 | 41 | -12 | 120 | |||||||||
| 14 Nov | 1757.10 | 64.5 | 8.05 | 17.76 | 321 | -76 | 131 | |||||||||
| 13 Nov | 1737.40 | 59 | 7.6 | 19.51 | 413 | 163 | 206 | |||||||||
| 12 Nov | 1732.10 | 51.4 | 7.8 | 17.26 | 32 | 10 | 42 | |||||||||
| 11 Nov | 1716.10 | 45.25 | 5.25 | 17.58 | 32 | 23 | 26 | |||||||||
| 10 Nov | 1697.80 | 40 | -1 | 20.23 | 2 | 1 | 2 | |||||||||
| 7 Nov | 1691.40 | 41 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1685.90 | 41 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1690.00 | 41 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1706.40 | 41 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1703.40 | 41 | -10.75 | 16.50 | 1 | 0 | 0 | |||||||||
| 29 Oct | 1715.90 | 51.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 30DEC2025
Delta for 1740 CE is 0.79
Historical price for 1740 CE is as follows
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 51.35, which was -17.55 lower than the previous day. The implied volatity was 13.57, the open interest changed by -1 which decreased total open position to 107
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 69.6, which was -7.7 lower than the previous day. The implied volatity was 13.91, the open interest changed by 16 which increased total open position to 109
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 77.3, which was -12.3 lower than the previous day. The implied volatity was 8.67, the open interest changed by -1 which decreased total open position to 93
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 89.6, which was 10.85 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 95
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 78.95, which was 0.35 higher than the previous day. The implied volatity was 12.70, the open interest changed by 3 which increased total open position to 96
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 80, which was -24.25 lower than the previous day. The implied volatity was 11.08, the open interest changed by -5 which decreased total open position to 92
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 104.6, which was 20.1 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 104.6, which was 20.1 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 101
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 84.5, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 107
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 83.35, which was 18.6 higher than the previous day. The implied volatity was 10.28, the open interest changed by -7 which decreased total open position to 103
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 61, which was -5 lower than the previous day. The implied volatity was 15.92, the open interest changed by 4 which increased total open position to 109
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 68, which was -3.4 lower than the previous day. The implied volatity was 13.45, the open interest changed by -14 which decreased total open position to 105
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 71.4, which was -5.9 lower than the previous day. The implied volatity was 13.96, the open interest changed by 1 which increased total open position to 120
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 77.3, which was 1.3 higher than the previous day. The implied volatity was 19.01, the open interest changed by 3 which increased total open position to 119
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 77.9, which was 19.1 higher than the previous day. The implied volatity was 15.21, the open interest changed by -3 which decreased total open position to 116
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 58.8, which was -6.4 lower than the previous day. The implied volatity was 15.16, the open interest changed by 10 which increased total open position to 119
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 65, which was 2.55 higher than the previous day. The implied volatity was 16.29, the open interest changed by -12 which decreased total open position to 120
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 64.5, which was 8.05 higher than the previous day. The implied volatity was 17.76, the open interest changed by -76 which decreased total open position to 131
On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 59, which was 7.6 higher than the previous day. The implied volatity was 19.51, the open interest changed by 163 which increased total open position to 206
On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 51.4, which was 7.8 higher than the previous day. The implied volatity was 17.26, the open interest changed by 10 which increased total open position to 42
On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 45.25, which was 5.25 higher than the previous day. The implied volatity was 17.58, the open interest changed by 23 which increased total open position to 26
On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 40, which was -1 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 2
On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 41, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 41, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 41, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 41, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 41, which was -10.75 lower than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 0
On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 51.75, 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 30DEC2025 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 1.35
Theta: -0.39
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1776.00 | 10.2 | 4.5 | 15.91 | 1,071 | -14 | 321 |
| 8 Dec | 1796.20 | 6.1 | 1.3 | 15.72 | 701 | -42 | 339 |
| 5 Dec | 1805.30 | 4.9 | 0.35 | 15.22 | 381 | 20 | 384 |
| 4 Dec | 1818.30 | 4.6 | -2.05 | 15.79 | 400 | 33 | 370 |
| 3 Dec | 1806.70 | 7 | -1 | 16.38 | 477 | 24 | 339 |
| 2 Dec | 1799.50 | 7.4 | -0.85 | 16.72 | 456 | 37 | 312 |
| 1 Dec | 1807.40 | 7.85 | 2.6 | 17.39 | 455 | -44 | 276 |
| 28 Nov | 1831.60 | 5.25 | -2.4 | 17.20 | 414 | 31 | 324 |
| 27 Nov | 1810.30 | 7.65 | -2.4 | 16.46 | 377 | 17 | 292 |
| 26 Nov | 1804.90 | 9.65 | -9.2 | 17.22 | 407 | 75 | 277 |
| 25 Nov | 1776.80 | 20.35 | 1.8 | 17.88 | 249 | 16 | 193 |
| 24 Nov | 1780.80 | 18 | -1.75 | 18.65 | 126 | 0 | 178 |
| 21 Nov | 1779.70 | 19.6 | -1.7 | 19.05 | 87 | 29 | 177 |
| 20 Nov | 1777.40 | 21.3 | -0.45 | 18.89 | 110 | 25 | 149 |
| 19 Nov | 1784.10 | 22.1 | -7.2 | 20.50 | 136 | 39 | 123 |
| 18 Nov | 1758.80 | 29.2 | -0.1 | 19.65 | 65 | 35 | 84 |
| 17 Nov | 1763.90 | 29.3 | -2.55 | 20.25 | 21 | 12 | 50 |
| 14 Nov | 1757.10 | 31.9 | -6.05 | 19.55 | 24 | 11 | 38 |
| 13 Nov | 1737.40 | 37.95 | -0.3 | 19.15 | 22 | 20 | 26 |
| 12 Nov | 1732.10 | 38.25 | -15.95 | 17.90 | 9 | 2 | 4 |
| 11 Nov | 1716.10 | 54.2 | -32.3 | - | 0 | 0 | 0 |
| 10 Nov | 1697.80 | 54.2 | -32.3 | - | 0 | 0 | 0 |
| 7 Nov | 1691.40 | 54.2 | -32.3 | - | 0 | 0 | 0 |
| 6 Nov | 1685.90 | 54.2 | -32.3 | - | 0 | 0 | 0 |
| 4 Nov | 1690.00 | 54.2 | -32.3 | - | 0 | 0 | 0 |
| 3 Nov | 1706.40 | 54.2 | -32.3 | - | 0 | 0 | 0 |
| 30 Oct | 1703.40 | 54.2 | -32.3 | - | 0 | 2 | 0 |
| 29 Oct | 1715.90 | 54.2 | -32.3 | 19.33 | 2 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 30DEC2025
Delta for 1740 PE is -0.25
Historical price for 1740 PE is as follows
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 10.2, which was 4.5 higher than the previous day. The implied volatity was 15.91, the open interest changed by -14 which decreased total open position to 321
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 6.1, which was 1.3 higher than the previous day. The implied volatity was 15.72, the open interest changed by -42 which decreased total open position to 339
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 4.9, which was 0.35 higher than the previous day. The implied volatity was 15.22, the open interest changed by 20 which increased total open position to 384
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 4.6, which was -2.05 lower than the previous day. The implied volatity was 15.79, the open interest changed by 33 which increased total open position to 370
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 16.38, the open interest changed by 24 which increased total open position to 339
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 7.4, which was -0.85 lower than the previous day. The implied volatity was 16.72, the open interest changed by 37 which increased total open position to 312
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 7.85, which was 2.6 higher than the previous day. The implied volatity was 17.39, the open interest changed by -44 which decreased total open position to 276
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 5.25, which was -2.4 lower than the previous day. The implied volatity was 17.20, the open interest changed by 31 which increased total open position to 324
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 7.65, which was -2.4 lower than the previous day. The implied volatity was 16.46, the open interest changed by 17 which increased total open position to 292
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 9.65, which was -9.2 lower than the previous day. The implied volatity was 17.22, the open interest changed by 75 which increased total open position to 277
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 20.35, which was 1.8 higher than the previous day. The implied volatity was 17.88, the open interest changed by 16 which increased total open position to 193
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 18, which was -1.75 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 178
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 19.6, which was -1.7 lower than the previous day. The implied volatity was 19.05, the open interest changed by 29 which increased total open position to 177
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 21.3, which was -0.45 lower than the previous day. The implied volatity was 18.89, the open interest changed by 25 which increased total open position to 149
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 22.1, which was -7.2 lower than the previous day. The implied volatity was 20.50, the open interest changed by 39 which increased total open position to 123
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 29.2, which was -0.1 lower than the previous day. The implied volatity was 19.65, the open interest changed by 35 which increased total open position to 84
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 29.3, which was -2.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 12 which increased total open position to 50
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 31.9, which was -6.05 lower than the previous day. The implied volatity was 19.55, the open interest changed by 11 which increased total open position to 38
On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 37.95, which was -0.3 lower than the previous day. The implied volatity was 19.15, the open interest changed by 20 which increased total open position to 26
On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 38.25, which was -15.95 lower than the previous day. The implied volatity was 17.90, the open interest changed by 2 which increased total open position to 4
On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 54.2, which was -32.3 lower than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 0































































































































































































































