SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Dec 2025 04:10 PM IST
| SUNPHARMA 27-JAN-2026 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 2.11
Theta: -0.73
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.48
Historical price for 1760 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 2.11
Theta: -0.31
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.51
Historical price for 1760 PE is as follows
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































































































































































































































