[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1776 -20.20 (-1.12%)
L: 1772 H: 1801.2

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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