[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1752.5 +15.50 (0.89%)
L: 1712 H: 1759.9

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Historical option data for SUNPHARMA

02 Mar 2026 04:10 PM IST
SUNPHARMA 30-MAR-2026 1760 CE
Delta: 0.54
Vega: 1.93
Theta: -0.83
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1752.50 36.2 9.25 16.95 2,854 118 528
27 Feb 1737.00 29.7 -21.8 15.19 1,343 69 418
26 Feb 1785.70 54.2 14.45 13.29 979 6 346
25 Feb 1764.20 39.6 13.3 13.8 2,693 182 338
24 Feb 1731.80 28.25 0.65 14.68 492 44 159
23 Feb 1732.30 27.7 2.45 15.37 212 36 108
20 Feb 1724.40 25.5 2.9 15.08 50 30 72
19 Feb 1713.40 22.65 -8.4 16.06 44 41 42
18 Feb 1724.40 31.05 -40.4 16.9 1 0 0
17 Feb 1717.10 71.45 0 1.18 0 0 0
16 Feb 1700.50 71.45 0 2.02 0 0 0
13 Feb 1697.50 71.45 0 1.86 0 0 0
12 Feb 1714.90 71.45 0 1.09 0 0 0
11 Feb 1711.10 71.45 0 1.46 0 0 0
10 Feb 1707.80 71.45 0 1.41 0 0 0
9 Feb 1704.60 71.45 0 1.41 0 0 0
6 Feb 1695.10 71.45 0 1.79 0 0 0
5 Feb 1702.60 71.45 0 1.47 0 0 0
4 Feb 1704.40 71.45 0 1.35 0 0 0
3 Feb 1702.10 71.45 0 1.28 0 0 0
2 Feb 1627.90 71.45 0 4.12 0 0 0
1 Feb 1610.10 71.45 0 5.09 0 0 0
30 Jan 1595.30 71.45 0 5.25 0 0 0
29 Jan 1589.30 71.45 0 5.36 0 0 0
28 Jan 1610.60 71.45 0 4.58 0 0 0
27 Jan 1638.90 71.45 0 3.47 0 0 0
23 Jan 1631.90 71.45 0 3.49 0 0 0
22 Jan 1634.20 - - - 0 0 0
21 Jan 1612.90 - - - 0 0 0
20 Jan 1613.80 - - - 0 0 0
19 Jan 1675.40 - - - 0 0 0
16 Jan 1668.90 - - - 0 0 0
14 Jan 1700.70 71.45 0 - 0 0 0
13 Jan 1728.70 71.45 0 0.35 0 0 0
12 Jan 1736.00 71.45 0 - 0 0 0
9 Jan 1729.90 71.45 0 - 0 0 0
8 Jan 1760.70 71.45 0 - 0 0 0
7 Jan 1782.60 71.45 0 - 0 0 0
6 Jan 1760.20 71.45 0 - 0 0 0
5 Jan 1728.90 71.45 0 - 0 0 0
2 Jan 1728.00 71.45 0 - 0 0 0
1 Jan 1721.10 71.45 0 - 0 0 0
31 Dec 1719.70 71.45 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1760 expiring on 30MAR2026

Delta for 1760 CE is 0.54

Historical price for 1760 CE is as follows

On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 36.2, which was 9.25 higher than the previous day. The implied volatity was 16.95, the open interest changed by 118 which increased total open position to 528


On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 29.7, which was -21.8 lower than the previous day. The implied volatity was 15.19, the open interest changed by 69 which increased total open position to 418


On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 54.2, which was 14.45 higher than the previous day. The implied volatity was 13.29, the open interest changed by 6 which increased total open position to 346


On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 39.6, which was 13.3 higher than the previous day. The implied volatity was 13.8, the open interest changed by 182 which increased total open position to 338


On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 28.25, which was 0.65 higher than the previous day. The implied volatity was 14.68, the open interest changed by 44 which increased total open position to 159


On 23 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 27.7, which was 2.45 higher than the previous day. The implied volatity was 15.37, the open interest changed by 36 which increased total open position to 108


On 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 25.5, which was 2.9 higher than the previous day. The implied volatity was 15.08, the open interest changed by 30 which increased total open position to 72


On 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 22.65, which was -8.4 lower than the previous day. The implied volatity was 16.06, the open interest changed by 41 which increased total open position to 42


On 18 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 31.05, which was -40.4 lower than the previous day. The implied volatity was 16.9, 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 71.45, 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 16 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 71.45, which was 0 lower than the previous day. The implied volatity was 2.02, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.86, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.09, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.46, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.41, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.41, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.79, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.47, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.35, 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 71.45, which was 0 lower than the previous day. The implied volatity was 1.28, 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 71.45, which was 0 lower than the previous day. The implied volatity was 4.12, 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 71.45, which was 0 lower than the previous day. The implied volatity was 5.09, 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 71.45, which was 0 lower than the previous day. The implied volatity was 5.25, 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 71.45, which was 0 lower than the previous day. The implied volatity was 5.36, 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 71.45, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SUNPHARMA was trading at 1638.90. The strike last trading price was 71.45, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SUNPHARMA was trading at 1631.90. The strike last trading price was 71.45, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SUNPHARMA was trading at 1634.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SUNPHARMA was trading at 1612.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SUNPHARMA was trading at 1613.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SUNPHARMA was trading at 1675.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 71.45, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 71.45, 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 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 71.45, 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 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 71.45, 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 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 71.45, 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 30MAR2026 1760 PE
Delta: -0.46
Vega: 1.93
Theta: -0.41
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1752.50 32.75 -9.3 18.61 1,481 111 427
27 Feb 1737.00 38.05 17.1 18.22 1,336 -117 310
26 Feb 1785.70 20.05 -9.4 18.04 967 182 425
25 Feb 1764.20 29.35 -15.9 18.14 995 140 232
24 Feb 1731.80 43.65 -8.35 19.18 277 75 91
23 Feb 1732.30 52 -0.3 21.52 22 9 16
20 Feb 1724.40 52.3 -14.7 19.2 3 1 5
19 Feb 1713.40 67 0 - 0 0 4
18 Feb 1724.40 67 0 - 0 0 4
17 Feb 1717.10 67 0 - 0 0 4
16 Feb 1700.50 67 0 18.54 1 0 3
13 Feb 1697.50 67 5 18.53 1 0 2
12 Feb 1714.90 62 0 20.23 1 0 1
11 Feb 1711.10 62 -23.2 18.06 1 0 0
10 Feb 1707.80 85.2 0 - 0 0 0
9 Feb 1704.60 85.2 0 - 0 0 0
6 Feb 1695.10 85.2 0 - 0 0 0
5 Feb 1702.60 85.2 0 - 0 0 0
4 Feb 1704.40 85.2 0 - 0 0 0
3 Feb 1702.10 85.2 0 - 0 0 0
2 Feb 1627.90 85.2 0 - 0 0 0
1 Feb 1610.10 85.2 0 - 0 0 0
30 Jan 1595.30 85.2 0 - 0 0 0
29 Jan 1589.30 85.2 0 - 0 0 0
28 Jan 1610.60 85.2 0 - 0 0 0
27 Jan 1638.90 85.2 0 - 0 0 0
23 Jan 1631.90 85.2 0 - 0 0 0
22 Jan 1634.20 - - - 0 0 0
21 Jan 1612.90 - - - 0 0 0
20 Jan 1613.80 - - - 0 0 0
19 Jan 1675.40 - - - 0 0 0
16 Jan 1668.90 - - - 0 0 0
14 Jan 1700.70 85.2 0 - 0 0 0
13 Jan 1728.70 85.2 0 0.18 0 0 0
12 Jan 1736.00 85.2 0 - 0 0 0
9 Jan 1729.90 85.2 0 0.58 0 0 0
8 Jan 1760.70 85.2 0 1.35 0 0 0
7 Jan 1782.60 85.2 0 2.14 0 0 0
6 Jan 1760.20 85.2 0 1.32 0 0 0
5 Jan 1728.90 85.2 0 0.26 0 0 0
2 Jan 1728.00 85.2 0 0.42 0 0 0
1 Jan 1721.10 85.2 0 0.19 0 0 0
31 Dec 1719.70 85.2 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1760 expiring on 30MAR2026

Delta for 1760 PE is -0.46

Historical price for 1760 PE is as follows

On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 32.75, which was -9.3 lower than the previous day. The implied volatity was 18.61, the open interest changed by 111 which increased total open position to 427


On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 38.05, which was 17.1 higher than the previous day. The implied volatity was 18.22, the open interest changed by -117 which decreased total open position to 310


On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 20.05, which was -9.4 lower than the previous day. The implied volatity was 18.04, the open interest changed by 182 which increased total open position to 425


On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 29.35, which was -15.9 lower than the previous day. The implied volatity was 18.14, the open interest changed by 140 which increased total open position to 232


On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 43.65, which was -8.35 lower than the previous day. The implied volatity was 19.18, the open interest changed by 75 which increased total open position to 91


On 23 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 52, which was -0.3 lower than the previous day. The implied volatity was 21.52, the open interest changed by 9 which increased total open position to 16


On 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 52.3, which was -14.7 lower than the previous day. The implied volatity was 19.2, the open interest changed by 1 which increased total open position to 5


On 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Feb SUNPHARMA was trading at 1717.10. The strike last trading price was 67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 67, which was 0 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 3


On 13 Feb SUNPHARMA was trading at 1697.50. The strike last trading price was 67, which was 5 higher than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 2


On 12 Feb SUNPHARMA was trading at 1714.90. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was 20.23, the open interest changed by 0 which decreased total open position to 1


On 11 Feb SUNPHARMA was trading at 1711.10. The strike last trading price was 62, which was -23.2 lower than the previous day. The implied volatity was 18.06, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 85.2, 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 27 Jan SUNPHARMA was trading at 1638.90. The strike last trading price was 85.2, 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 Jan SUNPHARMA was trading at 1631.90. The strike last trading price was 85.2, 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 22 Jan SUNPHARMA was trading at 1634.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SUNPHARMA was trading at 1612.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SUNPHARMA was trading at 1613.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SUNPHARMA was trading at 1675.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 85.2, 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 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 85.2, 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 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 85.2, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 85.2, 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