SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1780 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.69
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1776.00 | 25.3 | -12.15 | 13.58 | 1,104 | 186 | 383 | |||||||||
| 8 Dec | 1796.20 | 35.65 | -11.05 | 11.65 | 287 | 32 | 197 | |||||||||
| 5 Dec | 1805.30 | 46.05 | -8.9 | 12.24 | 118 | 4 | 164 | |||||||||
| 4 Dec | 1818.30 | 54.6 | 5.6 | 13.04 | 194 | -33 | 160 | |||||||||
| 3 Dec | 1806.70 | 47.5 | -1.4 | 13.15 | 699 | 1 | 193 | |||||||||
| 2 Dec | 1799.50 | 50.1 | -1.75 | 13.44 | 338 | -18 | 192 | |||||||||
| 1 Dec | 1807.40 | 52.05 | -17.1 | 12.33 | 221 | -16 | 208 | |||||||||
| 28 Nov | 1831.60 | 70.9 | 17.45 | 10.77 | 261 | -32 | 229 | |||||||||
| 27 Nov | 1810.30 | 53.4 | 0.9 | 11.25 | 297 | -32 | 261 | |||||||||
| 26 Nov | 1804.90 | 52.85 | 15.45 | 12.32 | 2,184 | -29 | 293 | |||||||||
| 25 Nov | 1776.80 | 35.5 | -5.6 | 15.16 | 1,234 | 49 | 328 | |||||||||
| 24 Nov | 1780.80 | 42 | -0.7 | 14.10 | 517 | 109 | 282 | |||||||||
| 21 Nov | 1779.70 | 43.3 | -3.85 | 13.55 | 365 | 69 | 163 | |||||||||
| 20 Nov | 1777.40 | 47.35 | -4.15 | 16.57 | 285 | 31 | 92 | |||||||||
| 19 Nov | 1784.10 | 53.45 | 14.7 | 16.38 | 249 | 37 | 55 | |||||||||
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| 18 Nov | 1758.80 | 39.8 | -3.35 | 16.74 | 7 | 3 | 17 | |||||||||
| 17 Nov | 1763.90 | 43.95 | 1.95 | 17.20 | 8 | 2 | 12 | |||||||||
| 14 Nov | 1757.10 | 42 | 6.65 | 17.43 | 5 | -1 | 10 | |||||||||
| 13 Nov | 1737.40 | 35.35 | -0.95 | 16.80 | 4 | 0 | 11 | |||||||||
| 12 Nov | 1732.10 | 36.3 | 13.3 | 18.71 | 3 | 1 | 11 | |||||||||
| 11 Nov | 1716.10 | 23 | 0.5 | 15.29 | 2 | 1 | 10 | |||||||||
| 10 Nov | 1697.80 | 22.5 | 0.85 | 18.66 | 2 | 0 | 7 | |||||||||
| 7 Nov | 1691.40 | 21.65 | 1.65 | 17.58 | 4 | 2 | 5 | |||||||||
| 6 Nov | 1685.90 | 20 | -7.6 | 17.52 | 1 | 0 | 2 | |||||||||
| 4 Nov | 1690.00 | 27.6 | -10.05 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1706.40 | 27.6 | -10.05 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1703.40 | 27.6 | -10.05 | 17.38 | 2 | 0 | 0 | |||||||||
| 29 Oct | 1715.90 | 37.65 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1780 expiring on 30DEC2025
Delta for 1780 CE is 0.54
Historical price for 1780 CE is as follows
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 25.3, which was -12.15 lower than the previous day. The implied volatity was 13.58, the open interest changed by 186 which increased total open position to 383
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 35.65, which was -11.05 lower than the previous day. The implied volatity was 11.65, the open interest changed by 32 which increased total open position to 197
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 46.05, which was -8.9 lower than the previous day. The implied volatity was 12.24, the open interest changed by 4 which increased total open position to 164
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 54.6, which was 5.6 higher than the previous day. The implied volatity was 13.04, the open interest changed by -33 which decreased total open position to 160
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 47.5, which was -1.4 lower than the previous day. The implied volatity was 13.15, the open interest changed by 1 which increased total open position to 193
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 50.1, which was -1.75 lower than the previous day. The implied volatity was 13.44, the open interest changed by -18 which decreased total open position to 192
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 52.05, which was -17.1 lower than the previous day. The implied volatity was 12.33, the open interest changed by -16 which decreased total open position to 208
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 70.9, which was 17.45 higher than the previous day. The implied volatity was 10.77, the open interest changed by -32 which decreased total open position to 229
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 53.4, which was 0.9 higher than the previous day. The implied volatity was 11.25, the open interest changed by -32 which decreased total open position to 261
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 52.85, which was 15.45 higher than the previous day. The implied volatity was 12.32, the open interest changed by -29 which decreased total open position to 293
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 35.5, which was -5.6 lower than the previous day. The implied volatity was 15.16, the open interest changed by 49 which increased total open position to 328
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 42, which was -0.7 lower than the previous day. The implied volatity was 14.10, the open interest changed by 109 which increased total open position to 282
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 43.3, which was -3.85 lower than the previous day. The implied volatity was 13.55, the open interest changed by 69 which increased total open position to 163
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 47.35, which was -4.15 lower than the previous day. The implied volatity was 16.57, the open interest changed by 31 which increased total open position to 92
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 53.45, which was 14.7 higher than the previous day. The implied volatity was 16.38, the open interest changed by 37 which increased total open position to 55
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 39.8, which was -3.35 lower than the previous day. The implied volatity was 16.74, the open interest changed by 3 which increased total open position to 17
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 43.95, which was 1.95 higher than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 12
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 42, which was 6.65 higher than the previous day. The implied volatity was 17.43, the open interest changed by -1 which decreased total open position to 10
On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 35.35, which was -0.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by 0 which decreased total open position to 11
On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 36.3, which was 13.3 higher than the previous day. The implied volatity was 18.71, the open interest changed by 1 which increased total open position to 11
On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 23, which was 0.5 higher than the previous day. The implied volatity was 15.29, the open interest changed by 1 which increased total open position to 10
On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 22.5, which was 0.85 higher than the previous day. The implied volatity was 18.66, the open interest changed by 0 which decreased total open position to 7
On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 21.65, which was 1.65 higher than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 5
On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 20, which was -7.6 lower than the previous day. The implied volatity was 17.52, 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 27.6, which was -10.05 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 27.6, which was -10.05 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 27.6, which was -10.05 lower than the previous day. The implied volatity was 17.38, 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 37.65, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30DEC2025 1780 PE | |||||||
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Delta: -0.47
Vega: 1.69
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1776.00 | 24.15 | 9.3 | 15.51 | 2,974 | 248 | 830 |
| 8 Dec | 1796.20 | 16.15 | 3.9 | 15.49 | 1,450 | 156 | 590 |
| 5 Dec | 1805.30 | 12.65 | 1.8 | 14.64 | 349 | -51 | 432 |
| 4 Dec | 1818.30 | 10.95 | -4.4 | 14.84 | 408 | 16 | 482 |
| 3 Dec | 1806.70 | 15.6 | -1.7 | 15.64 | 849 | 29 | 472 |
| 2 Dec | 1799.50 | 16.35 | -0.9 | 16.21 | 858 | 54 | 446 |
| 1 Dec | 1807.40 | 17.3 | 5.9 | 17.25 | 1,181 | -137 | 395 |
| 28 Nov | 1831.60 | 11.75 | -4.5 | 16.88 | 588 | 68 | 530 |
| 27 Nov | 1810.30 | 15.85 | -3.75 | 15.80 | 492 | -47 | 463 |
| 26 Nov | 1804.90 | 19.35 | -14.7 | 16.84 | 1,170 | 53 | 510 |
| 25 Nov | 1776.80 | 35.4 | 2.75 | 17.31 | 896 | 157 | 462 |
| 24 Nov | 1780.80 | 32.3 | -2.85 | 18.61 | 511 | 99 | 300 |
| 21 Nov | 1779.70 | 34.25 | -1.45 | 19.14 | 309 | 134 | 200 |
| 20 Nov | 1777.40 | 35.5 | 0.1 | 18.46 | 123 | 19 | 66 |
| 19 Nov | 1784.10 | 34.8 | -77.2 | 19.75 | 101 | 42 | 42 |
| 18 Nov | 1758.80 | 112 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1763.90 | 112 | 0 | 0.28 | 0 | 0 | 0 |
| 14 Nov | 1757.10 | 112 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1737.40 | 112 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1732.10 | 112 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1716.10 | 112 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1697.80 | 112 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1691.40 | 112 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1685.90 | 112 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1690.00 | 112 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1706.40 | 112 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1703.40 | 112 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1715.90 | 112 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1780 expiring on 30DEC2025
Delta for 1780 PE is -0.47
Historical price for 1780 PE is as follows
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 24.15, which was 9.3 higher than the previous day. The implied volatity was 15.51, the open interest changed by 248 which increased total open position to 830
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 16.15, which was 3.9 higher than the previous day. The implied volatity was 15.49, the open interest changed by 156 which increased total open position to 590
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 12.65, which was 1.8 higher than the previous day. The implied volatity was 14.64, the open interest changed by -51 which decreased total open position to 432
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 10.95, which was -4.4 lower than the previous day. The implied volatity was 14.84, the open interest changed by 16 which increased total open position to 482
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 15.6, which was -1.7 lower than the previous day. The implied volatity was 15.64, the open interest changed by 29 which increased total open position to 472
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 16.35, which was -0.9 lower than the previous day. The implied volatity was 16.21, the open interest changed by 54 which increased total open position to 446
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 17.3, which was 5.9 higher than the previous day. The implied volatity was 17.25, the open interest changed by -137 which decreased total open position to 395
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 11.75, which was -4.5 lower than the previous day. The implied volatity was 16.88, the open interest changed by 68 which increased total open position to 530
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 15.85, which was -3.75 lower than the previous day. The implied volatity was 15.80, the open interest changed by -47 which decreased total open position to 463
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 19.35, which was -14.7 lower than the previous day. The implied volatity was 16.84, the open interest changed by 53 which increased total open position to 510
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 35.4, which was 2.75 higher than the previous day. The implied volatity was 17.31, the open interest changed by 157 which increased total open position to 462
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 32.3, which was -2.85 lower than the previous day. The implied volatity was 18.61, the open interest changed by 99 which increased total open position to 300
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 34.25, which was -1.45 lower than the previous day. The implied volatity was 19.14, the open interest changed by 134 which increased total open position to 200
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 35.5, which was 0.1 higher than the previous day. The implied volatity was 18.46, the open interest changed by 19 which increased total open position to 66
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 34.8, which was -77.2 lower than the previous day. The implied volatity was 19.75, the open interest changed by 42 which increased total open position to 42
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 112, 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 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 112, which was 0 lower than the previous day. The implied volatity was 0.28, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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































































































































































































































