[--[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 1760 CE
Delta: 0.67
Vega: 1.54
Theta: -0.81
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 37.1 -14.35 13.60 239 8 133
8 Dec 1796.20 51.4 -11.85 12.33 82 17 124
5 Dec 1805.30 62.3 -9.55 12.73 76 -3 106
4 Dec 1818.30 69.6 5.35 11.94 52 -13 109
3 Dec 1806.70 62.25 -1.95 12.91 204 -21 122
2 Dec 1799.50 63.8 -3.4 12.35 54 14 145
1 Dec 1807.40 68.35 -17.95 12.71 194 49 136
28 Nov 1831.60 87.2 18.65 - 91 -7 87
27 Nov 1810.30 68.8 1.8 10.57 96 -27 94
26 Nov 1804.90 66.6 18.75 11.13 147 8 122
25 Nov 1776.80 46.25 -6.65 14.98 120 -23 112
24 Nov 1780.80 54.25 0.05 13.91 104 19 134
21 Nov 1779.70 55.15 -3.15 13.06 134 -6 116
20 Nov 1777.40 58.15 -4.6 16.12 85 -1 134
19 Nov 1784.10 65.5 16.55 16.14 465 29 136
18 Nov 1758.80 48.4 -5.4 15.95 204 51 108
17 Nov 1763.90 54.5 3.8 17.11 115 33 55
14 Nov 1757.10 52.6 1.5 17.61 59 17 22
13 Nov 1737.40 51.1 15.1 20.46 1 0 5
12 Nov 1732.10 36 9 15.13 1 0 4
11 Nov 1716.10 27 5 - 0 1 0
10 Nov 1697.80 27 5 17.93 1 0 3
7 Nov 1691.40 22 -10 - 0 1 0
6 Nov 1685.90 22 -10 15.91 1 0 2
4 Nov 1690.00 32 10.95 17.00 1 0 1
3 Nov 1706.40 21.05 0 - 0 0 0
30 Oct 1703.40 21.05 0 - 0 0 0
29 Oct 1715.90 21.05 0 - 0 0 0
28 Oct 1687.00 21.05 0 - 0 0 0
24 Oct 1699.00 21.05 0 - 0 0 0
23 Oct 1689.90 21.05 0 - 0 0 0
21 Oct 1690.50 21.05 0 - 0 0 0
20 Oct 1688.60 21.05 0 - 0 0 0
15 Oct 1655.10 21.05 0 - 0 0 0
13 Oct 1668.40 21.05 0 - 0 0 0
10 Oct 1670.90 21.05 0 - 0 0 0
9 Oct 1658.50 21.05 0 - 0 0 0
6 Oct 1654.70 21.05 0 - 0 0 1
3 Oct 1631.20 21.05 0 0.00 0 1 0


For Sun Pharmaceutical Ind L - strike price 1760 expiring on 30DEC2025

Delta for 1760 CE is 0.67

Historical price for 1760 CE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 37.1, which was -14.35 lower than the previous day. The implied volatity was 13.60, the open interest changed by 8 which increased total open position to 133


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 51.4, which was -11.85 lower than the previous day. The implied volatity was 12.33, the open interest changed by 17 which increased total open position to 124


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 62.3, which was -9.55 lower than the previous day. The implied volatity was 12.73, the open interest changed by -3 which decreased total open position to 106


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 69.6, which was 5.35 higher than the previous day. The implied volatity was 11.94, the open interest changed by -13 which decreased total open position to 109


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 62.25, which was -1.95 lower than the previous day. The implied volatity was 12.91, the open interest changed by -21 which decreased total open position to 122


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 63.8, which was -3.4 lower than the previous day. The implied volatity was 12.35, the open interest changed by 14 which increased total open position to 145


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 68.35, which was -17.95 lower than the previous day. The implied volatity was 12.71, the open interest changed by 49 which increased total open position to 136


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 87.2, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 87


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 68.8, which was 1.8 higher than the previous day. The implied volatity was 10.57, the open interest changed by -27 which decreased total open position to 94


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 66.6, which was 18.75 higher than the previous day. The implied volatity was 11.13, the open interest changed by 8 which increased total open position to 122


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 46.25, which was -6.65 lower than the previous day. The implied volatity was 14.98, the open interest changed by -23 which decreased total open position to 112


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 54.25, which was 0.05 higher than the previous day. The implied volatity was 13.91, the open interest changed by 19 which increased total open position to 134


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 55.15, which was -3.15 lower than the previous day. The implied volatity was 13.06, the open interest changed by -6 which decreased total open position to 116


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 58.15, which was -4.6 lower than the previous day. The implied volatity was 16.12, the open interest changed by -1 which decreased total open position to 134


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 65.5, which was 16.55 higher than the previous day. The implied volatity was 16.14, the open interest changed by 29 which increased total open position to 136


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 48.4, which was -5.4 lower than the previous day. The implied volatity was 15.95, the open interest changed by 51 which increased total open position to 108


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 54.5, which was 3.8 higher than the previous day. The implied volatity was 17.11, the open interest changed by 33 which increased total open position to 55


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 52.6, which was 1.5 higher than the previous day. The implied volatity was 17.61, the open interest changed by 17 which increased total open position to 22


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 51.1, which was 15.1 higher than the previous day. The implied volatity was 20.46, the open interest changed by 0 which decreased total open position to 5


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 36, which was 9 higher than the previous day. The implied volatity was 15.13, the open interest changed by 0 which decreased total open position to 4


On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 3


On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 22, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 22, which was -10 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 2


On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 32, which was 10.95 higher than the previous day. The implied volatity was 17.00, the open interest changed by 0 which decreased total open position to 1


On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1687.00. The strike last trading price was 21.05, 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 24 Oct SUNPHARMA was trading at 1699.00. The strike last trading price was 21.05, 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 23 Oct SUNPHARMA was trading at 1689.90. The strike last trading price was 21.05, 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 21 Oct SUNPHARMA was trading at 1690.50. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1688.60. The strike last trading price was 21.05, 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 15 Oct SUNPHARMA was trading at 1655.10. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1668.40. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1670.90. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1658.50. The strike last trading price was 21.05, 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 Oct SUNPHARMA was trading at 1654.70. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Oct SUNPHARMA was trading at 1631.20. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


SUNPHARMA 30DEC2025 1760 PE
Delta: -0.35
Vega: 1.57
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 15.8 6.5 15.52 1,571 178 443
8 Dec 1796.20 10.15 2.5 15.57 529 31 269
5 Dec 1805.30 7.8 0.8 14.75 294 -16 242
4 Dec 1818.30 7.45 -2.55 15.53 313 33 262
3 Dec 1806.70 10.6 -1.2 16.01 359 0 230
2 Dec 1799.50 11.2 -0.65 16.49 459 2 230
1 Dec 1807.40 11.95 4.15 17.37 590 -26 229
28 Nov 1831.60 7.65 -3.45 16.79 306 46 250
27 Nov 1810.30 11.05 -2.95 16.07 286 31 205
26 Nov 1804.90 13.75 -11.95 16.97 411 16 179
25 Nov 1776.80 26.3 2.05 17.21 267 20 161
24 Nov 1780.80 24.25 -3.45 18.54 156 21 142
21 Nov 1779.70 26.65 -1 19.29 205 19 121
20 Nov 1777.40 27.4 -0.75 18.52 211 0 103
19 Nov 1784.10 26.65 -10.4 19.56 154 70 103
18 Nov 1758.80 37.05 -0.05 19.52 32 18 32
17 Nov 1763.90 37.5 -131.35 20.36 23 14 14
14 Nov 1757.10 168.85 0 0.86 0 0 0
13 Nov 1737.40 168.85 0 0.03 0 0 0
12 Nov 1732.10 168.85 0 - 0 0 0
11 Nov 1716.10 168.85 0 - 0 0 0
10 Nov 1697.80 168.85 0 - 0 0 0
7 Nov 1691.40 168.85 0 - 0 0 0
6 Nov 1685.90 168.85 0 - 0 0 0
4 Nov 1690.00 168.85 0 - 0 0 0
3 Nov 1706.40 168.85 0 - 0 0 0
30 Oct 1703.40 168.85 0 - 0 0 0
29 Oct 1715.90 168.85 0 - 0 0 0
28 Oct 1687.00 168.85 0 - 0 0 0
24 Oct 1699.00 168.85 0 - 0 0 0
23 Oct 1689.90 168.85 0 - 0 0 0
21 Oct 1690.50 168.85 0 - 0 0 0
20 Oct 1688.60 168.85 0 - 0 0 0
15 Oct 1655.10 168.85 0 - 0 0 0
13 Oct 1668.40 168.85 0 - 0 0 0
10 Oct 1670.90 168.85 0 - 0 0 0
9 Oct 1658.50 0 0 - 0 0 0
6 Oct 1654.70 0 0 - 0 0 0
3 Oct 1631.20 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1760 expiring on 30DEC2025

Delta for 1760 PE is -0.35

Historical price for 1760 PE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 15.8, which was 6.5 higher than the previous day. The implied volatity was 15.52, the open interest changed by 178 which increased total open position to 443


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 10.15, which was 2.5 higher than the previous day. The implied volatity was 15.57, the open interest changed by 31 which increased total open position to 269


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 7.8, which was 0.8 higher than the previous day. The implied volatity was 14.75, the open interest changed by -16 which decreased total open position to 242


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 7.45, which was -2.55 lower than the previous day. The implied volatity was 15.53, the open interest changed by 33 which increased total open position to 262


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 10.6, which was -1.2 lower than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 230


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 11.2, which was -0.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by 2 which increased total open position to 230


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 11.95, which was 4.15 higher than the previous day. The implied volatity was 17.37, the open interest changed by -26 which decreased total open position to 229


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 7.65, which was -3.45 lower than the previous day. The implied volatity was 16.79, the open interest changed by 46 which increased total open position to 250


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 11.05, which was -2.95 lower than the previous day. The implied volatity was 16.07, the open interest changed by 31 which increased total open position to 205


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 13.75, which was -11.95 lower than the previous day. The implied volatity was 16.97, the open interest changed by 16 which increased total open position to 179


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 26.3, which was 2.05 higher than the previous day. The implied volatity was 17.21, the open interest changed by 20 which increased total open position to 161


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 24.25, which was -3.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by 21 which increased total open position to 142


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 26.65, which was -1 lower than the previous day. The implied volatity was 19.29, the open interest changed by 19 which increased total open position to 121


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 27.4, which was -0.75 lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 103


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 26.65, which was -10.4 lower than the previous day. The implied volatity was 19.56, the open interest changed by 70 which increased total open position to 103


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 37.05, which was -0.05 lower than the previous day. The implied volatity was 19.52, the open interest changed by 18 which increased total open position to 32


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 37.5, which was -131.35 lower than the previous day. The implied volatity was 20.36, the open interest changed by 14 which increased total open position to 14


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 168.85, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 168.85, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 168.85, 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 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 168.85, 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 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 168.85, 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 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 168.85, 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 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 168.85, 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 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 168.85, 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 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1687.00. The strike last trading price was 168.85, 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 24 Oct SUNPHARMA was trading at 1699.00. The strike last trading price was 168.85, 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 23 Oct SUNPHARMA was trading at 1689.90. The strike last trading price was 168.85, 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 21 Oct SUNPHARMA was trading at 1690.50. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1688.60. The strike last trading price was 168.85, 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 15 Oct SUNPHARMA was trading at 1655.10. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1668.40. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1670.90. The strike last trading price was 168.85, 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 Oct SUNPHARMA was trading at 1658.50. The strike last trading price was 0, 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 Oct SUNPHARMA was trading at 1654.70. The strike last trading price was 0, 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 Oct SUNPHARMA was trading at 1631.20. The strike last trading price was 0, 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