SUNPHARMA

Sun Pharmaceutical Ind L

1729.9 -30.80 (-1.75%)

L: 1727 H: 1765.2

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Historical option data for SUNPHARMA
09 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SUNPHARMA 27-JAN-2026 1750 CE
Delta: 0.47 Vega: 1.54 Theta: -0.82 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1729.90	19.6 ₹ 6,860	-16.7 -5845.00	14.10	2,630 9,20,500	94 32,900	2,075 7,26,250
8 Jan	1760.70	36.45 ₹ 12,757.5	-10.65 -3727.50	16.19	740 2,59,000	-14 -4,900	1,981 6,93,350
7 Jan	1782.60	46.85 ₹ 16,397.5	13.2 4620.00	11.35	4,829 16,90,150	-31 -10,850	1,995 6,98,250
6 Jan	1760.20	34.1 ₹ 11,935	15.05 5267.50	13.55	3,512 12,29,200	1 350	2,027 7,09,450

5 Jan	1728.90	18.2 ₹ 6,370	-0.8 -280.00	14.42	2,993 10,47,550	76 26,600	2,028 7,09,800
2 Jan	1728.00	19.15 ₹ 6,702.5	3.2 1120.00	12.70	2,442 8,54,700	993 3,47,550	1,952 6,83,200
1 Jan	1721.10	16 ₹ 5,600	-1.65 -577.50	11.78	1,237 4,32,950	789 2,76,150	947 3,31,450
31 Dec	1719.70	17.4 ₹ 6,090	-16.25 -5687.50	13.34	385 1,34,750	159 55,650	159 55,650

For Sun Pharmaceutical Ind L - strike price 1750 expiring on 27JAN2026

Delta for 1750 CE is 0.47

Historical price for 1750 CE is as follows

On 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 19.6, which was -16.7 lower than the previous day. The implied volatity was 14.10, the open interest changed by 94 which increased total open position to 2075

On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 36.45, which was -10.65 lower than the previous day. The implied volatity was 16.19, the open interest changed by -14 which decreased total open position to 1981

On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 46.85, which was 13.2 higher than the previous day. The implied volatity was 11.35, the open interest changed by -31 which decreased total open position to 1995

On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 34.1, which was 15.05 higher than the previous day. The implied volatity was 13.55, the open interest changed by 1 which increased total open position to 2027

On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 18.2, which was -0.8 lower than the previous day. The implied volatity was 14.42, the open interest changed by 76 which increased total open position to 2028

On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 19.15, which was 3.2 higher than the previous day. The implied volatity was 12.70, the open interest changed by 993 which increased total open position to 1952

On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 16, which was -1.65 lower than the previous day. The implied volatity was 11.78, the open interest changed by 789 which increased total open position to 947

On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 17.4, which was -16.25 lower than the previous day. The implied volatity was 13.34, the open interest changed by 159 which increased total open position to 159

SUNPHARMA 27JAN2026 1750 PE
Delta: -0.52 Vega: 1.54 Theta: -0.51 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1729.90	30 ₹ 10,500	11.25 3937.50	18.01	1,526 5,34,100	-68 -23,800	664 2,32,400
8 Jan	1760.70	19.5 ₹ 6,825	7.05 2467.50	17.58	1,021 3,57,350	87 30,450	732 2,56,200
7 Jan	1782.60	12.6 ₹ 4,410	-6.65 -2327.50	17.74	2,718 9,51,300	139 48,650	645 2,25,750
6 Jan	1760.20	19.05 ₹ 6,667.5	-13.05 -4567.50	16.68	1,122 3,92,700	242 84,700	508 1,77,800
5 Jan	1728.90	33 ₹ 11,550	0 0.00	15.04	680 2,38,000	171 59,850	284 99,400
2 Jan	1728.00	33.4 ₹ 11,690	-22.05 -7717.50	16.10	164 57,400	113 39,550	113 39,550
1 Jan	1721.10	55.45 ₹ 19,407.5	0 0.00	-	0 0	0 0	0 0
31 Dec	1719.70	55.45 ₹ 19,407.5	0 0.00	-	0 0	0 0	0 0

For Sun Pharmaceutical Ind L - strike price 1750 expiring on 27JAN2026

Delta for 1750 PE is -0.52

Historical price for 1750 PE is as follows

On 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 30, which was 11.25 higher than the previous day. The implied volatity was 18.01, the open interest changed by -68 which decreased total open position to 664

On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 19.5, which was 7.05 higher than the previous day. The implied volatity was 17.58, the open interest changed by 87 which increased total open position to 732

On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 12.6, which was -6.65 lower than the previous day. The implied volatity was 17.74, the open interest changed by 139 which increased total open position to 645

On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 19.05, which was -13.05 lower than the previous day. The implied volatity was 16.68, the open interest changed by 242 which increased total open position to 508

On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 15.04, the open interest changed by 171 which increased total open position to 284

On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 33.4, which was -22.05 lower than the previous day. The implied volatity was 16.10, the open interest changed by 113 which increased total open position to 113

On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 55.45, 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 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 55.45, 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

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