SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
04 Mar 2026 10:45 AM IST
| SUNPHARMA 30-MAR-2026 1750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 1.85
Theta: -0.81
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 1742.70 | 32.35 | -7.15 | 15.93 | 1,874 | 385 | 748 | |||||||||
| 2 Mar | 1752.50 | 41.55 | 10.05 | 16.91 | 3,540 | -1 | 369 | |||||||||
| 27 Feb | 1737.00 | 34.8 | -24.3 | 15.23 | 1,224 | 73 | 369 | |||||||||
| 26 Feb | 1785.70 | 60.2 | 14.65 | 12.32 | 406 | 4 | 296 | |||||||||
| 25 Feb | 1764.20 | 45.15 | 13.8 | 13.48 | 2,439 | -94 | 298 | |||||||||
| 24 Feb | 1731.80 | 32.55 | 1.1 | 14.43 | 2,065 | -24 | 361 | |||||||||
| 23 Feb | 1732.30 | 32 | 2.7 | 15.25 | 882 | 108 | 397 | |||||||||
| 20 Feb | 1724.40 | 29.2 | 3.5 | 14.83 | 560 | 47 | 289 | |||||||||
| 19 Feb | 1713.40 | 25.05 | -6.4 | 15.45 | 554 | 80 | 242 | |||||||||
| 18 Feb | 1724.40 | 31.9 | 3.2 | 15.14 | 234 | 118 | 154 | |||||||||
| 17 Feb | 1717.10 | 28.75 | 2.9 | 15.3 | 18 | 6 | 35 | |||||||||
|
|
||||||||||||||||
| 16 Feb | 1700.50 | 25.85 | -3.95 | 17.1 | 14 | 13 | 30 | |||||||||
| 13 Feb | 1697.50 | 29.8 | -0.2 | - | 0 | 0 | 17 | |||||||||
| 12 Feb | 1714.90 | 29.8 | -0.2 | 14.83 | 8 | 4 | 17 | |||||||||
| 11 Feb | 1711.10 | 30 | 3 | 16.23 | 8 | 3 | 12 | |||||||||
| 10 Feb | 1707.80 | 27 | -0.25 | 14.74 | 2 | 1 | 9 | |||||||||
| 9 Feb | 1704.60 | 27.25 | 0.75 | 14.72 | 1 | 0 | 8 | |||||||||
| 6 Feb | 1695.10 | 26.5 | 0.5 | - | 0 | 0 | 8 | |||||||||
| 5 Feb | 1702.60 | 26.5 | 0.5 | - | 0 | 0 | 8 | |||||||||
| 4 Feb | 1704.40 | 26.5 | 0.5 | 13.77 | 2 | 1 | 8 | |||||||||
| 3 Feb | 1702.10 | 26 | 8.55 | 13.34 | 5 | 2 | 6 | |||||||||
| 2 Feb | 1627.90 | 17.45 | 2.45 | - | 0 | 0 | 4 | |||||||||
| 1 Feb | 1610.10 | 17.45 | 2.45 | 21.82 | 2 | 1 | 3 | |||||||||
| 30 Jan | 1595.30 | 15 | -13 | - | 0 | 0 | 2 | |||||||||
| 29 Jan | 1589.30 | 15 | -13 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1610.60 | 15 | -13 | 19.75 | 3 | 2 | 2 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1750 expiring on 30MAR2026
Delta for 1750 CE is 0.54
Historical price for 1750 CE is as follows
On 4 Mar SUNPHARMA was trading at 1742.70. The strike last trading price was 32.35, which was -7.15 lower than the previous day. The implied volatity was 15.93, the open interest changed by 385 which increased total open position to 748
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 41.55, which was 10.05 higher than the previous day. The implied volatity was 16.91, the open interest changed by -1 which decreased total open position to 369
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 34.8, which was -24.3 lower than the previous day. The implied volatity was 15.23, the open interest changed by 73 which increased total open position to 369
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 60.2, which was 14.65 higher than the previous day. The implied volatity was 12.32, the open interest changed by 4 which increased total open position to 296
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 45.15, which was 13.8 higher than the previous day. The implied volatity was 13.48, the open interest changed by -94 which decreased total open position to 298
On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 32.55, which was 1.1 higher than the previous day. The implied volatity was 14.43, the open interest changed by -24 which decreased total open position to 361
On 23 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 32, which was 2.7 higher than the previous day. The implied volatity was 15.25, the open interest changed by 108 which increased total open position to 397
On 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 29.2, which was 3.5 higher than the previous day. The implied volatity was 14.83, the open interest changed by 47 which increased total open position to 289
On 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 25.05, which was -6.4 lower than the previous day. The implied volatity was 15.45, the open interest changed by 80 which increased total open position to 242
On 18 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 31.9, which was 3.2 higher than the previous day. The implied volatity was 15.14, the open interest changed by 118 which increased total open position to 154
On 17 Feb SUNPHARMA was trading at 1717.10. The strike last trading price was 28.75, which was 2.9 higher than the previous day. The implied volatity was 15.3, the open interest changed by 6 which increased total open position to 35
On 16 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 25.85, which was -3.95 lower than the previous day. The implied volatity was 17.1, the open interest changed by 13 which increased total open position to 30
On 13 Feb SUNPHARMA was trading at 1697.50. The strike last trading price was 29.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 12 Feb SUNPHARMA was trading at 1714.90. The strike last trading price was 29.8, which was -0.2 lower than the previous day. The implied volatity was 14.83, the open interest changed by 4 which increased total open position to 17
On 11 Feb SUNPHARMA was trading at 1711.10. The strike last trading price was 30, which was 3 higher than the previous day. The implied volatity was 16.23, the open interest changed by 3 which increased total open position to 12
On 10 Feb SUNPHARMA was trading at 1707.80. The strike last trading price was 27, which was -0.25 lower than the previous day. The implied volatity was 14.74, the open interest changed by 1 which increased total open position to 9
On 9 Feb SUNPHARMA was trading at 1704.60. The strike last trading price was 27.25, which was 0.75 higher than the previous day. The implied volatity was 14.72, the open interest changed by 0 which decreased total open position to 8
On 6 Feb SUNPHARMA was trading at 1695.10. The strike last trading price was 26.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Feb SUNPHARMA was trading at 1702.60. The strike last trading price was 26.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Feb SUNPHARMA was trading at 1704.40. The strike last trading price was 26.5, which was 0.5 higher than the previous day. The implied volatity was 13.77, the open interest changed by 1 which increased total open position to 8
On 3 Feb SUNPHARMA was trading at 1702.10. The strike last trading price was 26, which was 8.55 higher than the previous day. The implied volatity was 13.34, the open interest changed by 2 which increased total open position to 6
On 2 Feb SUNPHARMA was trading at 1627.90. The strike last trading price was 17.45, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Feb SUNPHARMA was trading at 1610.10. The strike last trading price was 17.45, which was 2.45 higher than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 3
On 30 Jan SUNPHARMA was trading at 1595.30. The strike last trading price was 15, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 15, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SUNPHARMA was trading at 1610.60. The strike last trading price was 15, which was -13 lower than the previous day. The implied volatity was 19.75, the open interest changed by 2 which increased total open position to 2
| SUNPHARMA 30MAR2026 1750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 1.86
Theta: -0.52
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 1742.70 | 37.05 | 7.6 | 21.32 | 1,197 | 64 | 664 |
| 2 Mar | 1752.50 | 28.6 | -8.45 | 18.82 | 2,794 | 30 | 606 |
| 27 Feb | 1737.00 | 32.1 | 14.15 | 17.72 | 1,812 | 238 | 585 |
| 26 Feb | 1785.70 | 17.15 | -8.25 | 18.19 | 947 | 132 | 358 |
| 25 Feb | 1764.20 | 25 | -14.3 | 18 | 945 | 117 | 228 |
| 24 Feb | 1731.80 | 37.7 | -4.4 | 18.78 | 413 | 100 | 112 |
| 23 Feb | 1732.30 | 41.45 | -3.35 | 19.06 | 13 | 7 | 8 |
| 20 Feb | 1724.40 | 44.8 | -76 | 18.32 | 1 | 0 | 0 |
| 19 Feb | 1713.40 | 120.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1724.40 | 120.8 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1717.10 | 120.8 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1700.50 | 120.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1697.50 | 120.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1714.90 | 120.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1711.10 | 120.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1707.80 | 120.8 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1704.60 | 120.8 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1695.10 | 120.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1702.60 | 120.8 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1704.40 | 120.8 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1702.10 | 120.8 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1627.90 | 120.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1610.10 | 120.8 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1595.30 | 120.8 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1589.30 | 120.8 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1610.60 | 120.8 | 0 | 0 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1750 expiring on 30MAR2026
Delta for 1750 PE is -0.47
Historical price for 1750 PE is as follows
On 4 Mar SUNPHARMA was trading at 1742.70. The strike last trading price was 37.05, which was 7.6 higher than the previous day. The implied volatity was 21.32, the open interest changed by 64 which increased total open position to 664
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 28.6, which was -8.45 lower than the previous day. The implied volatity was 18.82, the open interest changed by 30 which increased total open position to 606
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 32.1, which was 14.15 higher than the previous day. The implied volatity was 17.72, the open interest changed by 238 which increased total open position to 585
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 17.15, which was -8.25 lower than the previous day. The implied volatity was 18.19, the open interest changed by 132 which increased total open position to 358
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 25, which was -14.3 lower than the previous day. The implied volatity was 18, the open interest changed by 117 which increased total open position to 228
On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 37.7, which was -4.4 lower than the previous day. The implied volatity was 18.78, the open interest changed by 100 which increased total open position to 112
On 23 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 41.45, which was -3.35 lower than the previous day. The implied volatity was 19.06, the open interest changed by 7 which increased total open position to 8
On 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 44.8, which was -76 lower than the previous day. The implied volatity was 18.32, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 120.8, 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 1724.40. The strike last trading price was 120.8, 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 1717.10. The strike last trading price was 120.8, 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 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 120.8, 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 1697.50. The strike last trading price was 120.8, 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 1714.90. The strike last trading price was 120.8, 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 1711.10. The strike last trading price was 120.8, 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 1707.80. The strike last trading price was 120.8, 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 Feb SUNPHARMA was trading at 1704.60. The strike last trading price was 120.8, 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 1695.10. The strike last trading price was 120.8, 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 1702.60. The strike last trading price was 120.8, 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 1704.40. The strike last trading price was 120.8, 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 1702.10. The strike last trading price was 120.8, 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 Feb SUNPHARMA was trading at 1627.90. The strike last trading price was 120.8, 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 1610.10. The strike last trading price was 120.8, 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 30 Jan SUNPHARMA was trading at 1595.30. The strike last trading price was 120.8, 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 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 120.8, 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 28 Jan SUNPHARMA was trading at 1610.60. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
