SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
02 Jan 2026 04:10 PM IST
| SUNPHARMA 27-JAN-2026 1760 CE | ||||||||||||||||
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Delta: 0.38
Vega: 1.73
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 1728.00 | 15.3 | 2.8 | 12.80 | 1,226 | -45 | 3,620 | |||||||||
| 1 Jan | 1721.10 | 12.65 | -1.4 | 11.75 | 972 | -64 | 3,665 | |||||||||
| 31 Dec | 1719.70 | 14.1 | -4.75 | 13.48 | 4,003 | 2,015 | 3,729 | |||||||||
| 30 Dec | 1720.20 | 18.6 | -0.9 | 15.47 | 1,288 | 333 | 1,709 | |||||||||
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| 29 Dec | 1717.20 | 19.25 | -5.25 | 16.07 | 1,444 | 532 | 1,376 | |||||||||
| 26 Dec | 1719.50 | 23.6 | -8.9 | 16.88 | 941 | 237 | 845 | |||||||||
| 24 Dec | 1737.00 | 31.75 | -11.7 | 16.31 | 1,047 | 385 | 611 | |||||||||
| 23 Dec | 1755.90 | 42.5 | -7.95 | 17.22 | 144 | 79 | 225 | |||||||||
| 22 Dec | 1769.80 | 52 | 11.55 | 16.26 | 247 | 49 | 149 | |||||||||
| 19 Dec | 1744.90 | 41 | -1.15 | 17.10 | 51 | 17 | 99 | |||||||||
| 18 Dec | 1745.90 | 42.7 | -17.3 | 17.40 | 123 | 81 | 82 | |||||||||
| 17 Dec | 1792.90 | 60 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 16 Dec | 1781.30 | 60 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 1797.10 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1793.50 | 60 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 1807.20 | 60 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 1785.50 | 60 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 1776.00 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1796.20 | 60 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 1805.30 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1818.30 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1806.70 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1799.50 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1807.40 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1831.60 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1810.30 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1776.80 | 60 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1757.10 | 60.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1737.40 | 60.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1732.10 | 60.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1716.10 | 60.55 | 0 | 0.24 | 0 | 0 | 0 | |||||||||
| 10 Nov | 1697.80 | 60.55 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1685.90 | 60.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1690.00 | 60.55 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1706.40 | 60.55 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1690.70 | 60.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1703.40 | 60.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1760 expiring on 27JAN2026
Delta for 1760 CE is 0.38
Historical price for 1760 CE is as follows
On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 15.3, which was 2.8 higher than the previous day. The implied volatity was 12.80, the open interest changed by -45 which decreased total open position to 3620
On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 12.65, which was -1.4 lower than the previous day. The implied volatity was 11.75, the open interest changed by -64 which decreased total open position to 3665
On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 14.1, which was -4.75 lower than the previous day. The implied volatity was 13.48, the open interest changed by 2015 which increased total open position to 3729
On 30 Dec SUNPHARMA was trading at 1720.20. The strike last trading price was 18.6, which was -0.9 lower than the previous day. The implied volatity was 15.47, the open interest changed by 333 which increased total open position to 1709
On 29 Dec SUNPHARMA was trading at 1717.20. The strike last trading price was 19.25, which was -5.25 lower than the previous day. The implied volatity was 16.07, the open interest changed by 532 which increased total open position to 1376
On 26 Dec SUNPHARMA was trading at 1719.50. The strike last trading price was 23.6, which was -8.9 lower than the previous day. The implied volatity was 16.88, the open interest changed by 237 which increased total open position to 845
On 24 Dec SUNPHARMA was trading at 1737.00. The strike last trading price was 31.75, which was -11.7 lower than the previous day. The implied volatity was 16.31, the open interest changed by 385 which increased total open position to 611
On 23 Dec SUNPHARMA was trading at 1755.90. The strike last trading price was 42.5, which was -7.95 lower than the previous day. The implied volatity was 17.22, the open interest changed by 79 which increased total open position to 225
On 22 Dec SUNPHARMA was trading at 1769.80. The strike last trading price was 52, which was 11.55 higher than the previous day. The implied volatity was 16.26, the open interest changed by 49 which increased total open position to 149
On 19 Dec SUNPHARMA was trading at 1744.90. The strike last trading price was 41, which was -1.15 lower than the previous day. The implied volatity was 17.10, the open interest changed by 17 which increased total open position to 99
On 18 Dec SUNPHARMA was trading at 1745.90. The strike last trading price was 42.7, which was -17.3 lower than the previous day. The implied volatity was 17.40, the open interest changed by 81 which increased total open position to 82
On 17 Dec SUNPHARMA was trading at 1792.90. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec SUNPHARMA was trading at 1781.30. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec SUNPHARMA was trading at 1797.10. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 60, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 60.55, 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 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 60.55, 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 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 60.55, 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 60.55, which was 0 lower than the previous day. The implied volatity was 0.24, 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 60.55, which was 0 lower than the previous day. The implied volatity was 0.98, 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 60.55, 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 60.55, which was 0 lower than the previous day. The implied volatity was 0.66, 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 60.55, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SUNPHARMA was trading at 1690.70. The strike last trading price was 60.55, 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 60.55, 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 27JAN2026 1760 PE | |||||||
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Delta: -0.59
Vega: 1.76
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 1728.00 | 39.25 | -3.85 | 16.15 | 159 | 9 | 678 |
| 1 Jan | 1721.10 | 42.15 | -2.65 | 16.32 | 256 | 4 | 668 |
| 31 Dec | 1719.70 | 44.1 | -3.55 | 15.19 | 193 | 16 | 667 |
| 30 Dec | 1720.20 | 48 | -4.8 | 17.25 | 94 | 7 | 654 |
| 29 Dec | 1717.20 | 53.3 | 1.6 | 19.31 | 232 | 8 | 648 |
| 26 Dec | 1719.50 | 52.15 | 11.6 | 18.86 | 382 | -42 | 639 |
| 24 Dec | 1737.00 | 41.25 | 9 | 18.07 | 943 | 263 | 699 |
| 23 Dec | 1755.90 | 32.7 | 4.05 | 17.40 | 305 | 163 | 435 |
| 22 Dec | 1769.80 | 27.45 | -11.45 | 17.96 | 256 | 216 | 273 |
| 19 Dec | 1744.90 | 39 | -1.15 | 18.07 | 42 | 22 | 57 |
| 18 Dec | 1745.90 | 40.7 | 20.7 | 18.78 | 34 | 11 | 36 |
| 17 Dec | 1792.90 | 20 | -5.35 | 16.89 | 2 | -1 | 25 |
| 16 Dec | 1781.30 | 25.35 | 5.85 | 18.31 | 4 | -1 | 26 |
| 15 Dec | 1797.10 | 19.5 | -1 | 17.42 | 26 | 11 | 26 |
| 12 Dec | 1793.50 | 20.4 | -3.4 | 17.10 | 10 | 7 | 14 |
| 11 Dec | 1807.20 | 23.8 | -4.3 | - | 0 | 0 | 7 |
| 10 Dec | 1785.50 | 23.8 | -4.3 | 17.40 | 2 | 1 | 7 |
| 9 Dec | 1776.00 | 28.35 | 4.35 | 17.42 | 5 | 2 | 5 |
| 8 Dec | 1796.20 | 24 | 0 | 18.55 | 1 | 0 | 2 |
| 5 Dec | 1805.30 | 24 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1818.30 | 24 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1806.70 | 24 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1799.50 | 24 | 0 | - | 0 | 1 | 0 |
| 1 Dec | 1807.40 | 24 | 0 | 19.26 | 1 | 0 | 1 |
| 28 Nov | 1831.60 | 24 | -82.95 | - | 0 | 1 | 0 |
| 27 Nov | 1810.30 | 24 | -82.95 | 18.90 | 1 | 0 | 0 |
| 25 Nov | 1776.80 | 106.95 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1757.10 | 106.95 | 0 | 1.18 | 0 | 0 | 0 |
| 13 Nov | 1737.40 | 106.95 | 0 | 0.69 | 0 | 0 | 0 |
| 12 Nov | 1732.10 | 106.95 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1716.10 | 106.95 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1697.80 | 106.95 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1685.90 | 106.95 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1690.00 | 106.95 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1706.40 | 106.95 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1690.70 | 106.95 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1703.40 | 106.95 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1760 expiring on 27JAN2026
Delta for 1760 PE is -0.59
Historical price for 1760 PE is as follows
On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 39.25, which was -3.85 lower than the previous day. The implied volatity was 16.15, the open interest changed by 9 which increased total open position to 678
On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 42.15, which was -2.65 lower than the previous day. The implied volatity was 16.32, the open interest changed by 4 which increased total open position to 668
On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 44.1, which was -3.55 lower than the previous day. The implied volatity was 15.19, the open interest changed by 16 which increased total open position to 667
On 30 Dec SUNPHARMA was trading at 1720.20. The strike last trading price was 48, which was -4.8 lower than the previous day. The implied volatity was 17.25, the open interest changed by 7 which increased total open position to 654
On 29 Dec SUNPHARMA was trading at 1717.20. The strike last trading price was 53.3, which was 1.6 higher than the previous day. The implied volatity was 19.31, the open interest changed by 8 which increased total open position to 648
On 26 Dec SUNPHARMA was trading at 1719.50. The strike last trading price was 52.15, which was 11.6 higher than the previous day. The implied volatity was 18.86, the open interest changed by -42 which decreased total open position to 639
On 24 Dec SUNPHARMA was trading at 1737.00. The strike last trading price was 41.25, which was 9 higher than the previous day. The implied volatity was 18.07, the open interest changed by 263 which increased total open position to 699
On 23 Dec SUNPHARMA was trading at 1755.90. The strike last trading price was 32.7, which was 4.05 higher than the previous day. The implied volatity was 17.40, the open interest changed by 163 which increased total open position to 435
On 22 Dec SUNPHARMA was trading at 1769.80. The strike last trading price was 27.45, which was -11.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 216 which increased total open position to 273
On 19 Dec SUNPHARMA was trading at 1744.90. The strike last trading price was 39, which was -1.15 lower than the previous day. The implied volatity was 18.07, the open interest changed by 22 which increased total open position to 57
On 18 Dec SUNPHARMA was trading at 1745.90. The strike last trading price was 40.7, which was 20.7 higher than the previous day. The implied volatity was 18.78, the open interest changed by 11 which increased total open position to 36
On 17 Dec SUNPHARMA was trading at 1792.90. The strike last trading price was 20, which was -5.35 lower than the previous day. The implied volatity was 16.89, the open interest changed by -1 which decreased total open position to 25
On 16 Dec SUNPHARMA was trading at 1781.30. The strike last trading price was 25.35, which was 5.85 higher than the previous day. The implied volatity was 18.31, the open interest changed by -1 which decreased total open position to 26
On 15 Dec SUNPHARMA was trading at 1797.10. The strike last trading price was 19.5, which was -1 lower than the previous day. The implied volatity was 17.42, the open interest changed by 11 which increased total open position to 26
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 20.4, which was -3.4 lower than the previous day. The implied volatity was 17.10, the open interest changed by 7 which increased total open position to 14
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 23.8, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 23.8, which was -4.3 lower than the previous day. The implied volatity was 17.40, the open interest changed by 1 which increased total open position to 7
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 28.35, which was 4.35 higher than the previous day. The implied volatity was 17.42, the open interest changed by 2 which increased total open position to 5
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 18.55, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 24, 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 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 24, 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 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 24, 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 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 19.26, the open interest changed by 0 which decreased total open position to 1
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 24, which was -82.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 24, which was -82.95 lower than the previous day. The implied volatity was 18.90, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 106.95, 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 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 106.95, which was 0 lower than the previous day. The implied volatity was 1.18, 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 106.95, which was 0 lower than the previous day. The implied volatity was 0.69, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 Oct SUNPHARMA was trading at 1690.70. The strike last trading price was 106.95, 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 106.95, 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































































































































































































































