[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1737 -18.90 (-1.08%)
L: 1719 H: 1759

Back to Option Chain


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