[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1776 -20.20 (-1.12%)
L: 1772 H: 1801.2

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Historical option data for SUNPHARMA

09 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1780 CE
Delta: 0.54
Vega: 1.69
Theta: -0.80
Gamma: 0.01
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
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
Delta: -0.47
Vega: 1.69
Theta: -0.39
Gamma: 0.01
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