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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SUNPHARMA 27-JAN-2026 1780 CE
Delta: 0.40 Vega: 2.04 Theta: -0.68 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1737.00	24.15 ₹ 8,452.5	-9.9 -3465.00	16.65	349 1,22,150	79 27,650	211 73,850
23 Dec	1755.90	33.65 ₹ 11,777.5	-6.6 -2310.00	17.62	211 73,850	103 36,050	133 46,550
22 Dec	1769.80	41.15 ₹ 14,402.5	9.05 3167.50	16.48	27 9,450	22 7,700	29 10,150
19 Dec	1744.90	32.1 ₹ 11,235	-2.9 -1015.00	17.30	2 700	0 0	6 2,100

18 Dec	1745.90	35 ₹ 12,250	-18.75 -6562.50	18.26	1 350	0 0	6 2,100
17 Dec	1792.90	53.75 ₹ 18,812.5	-4.25 -1487.50	15.69	9 3,150	3 1,050	7 2,450
16 Dec	1781.30	58 ₹ 20,300	2.7 945.00	-	0 0	0 0	4 1,400
15 Dec	1797.10	58 ₹ 20,300	2.7 945.00	14.74	1 350	0 0	3 1,050
12 Dec	1793.50	55.3 ₹ 19,355	6.3 2205.00	-	0 0	0 0	3 1,050
11 Dec	1807.20	55.3 ₹ 19,355	6.3 2205.00	8.49	2 700	1 350	4 1,400
10 Dec	1785.50	49 ₹ 17,150	-35.75 -12512.50	-	0 0	0 0	3 1,050
9 Dec	1776.00	49 ₹ 17,150	-35.75 -12512.50	15.27	7 2,450	3 1,050	6 2,100
8 Dec	1796.20	84.75 ₹ 29,662.5	-3.25 -1137.50	24.15	1 350	0 0	2 700
5 Dec	1805.30	88 ₹ 30,800	1.2 420.00	22.24	1 350	0 0	1 350
4 Dec	1818.30	86.8 ₹ 30,380	10.55 3692.50	-	0 0	0 0	0 0
3 Dec	1806.70	86.8 ₹ 30,380	10.55 3692.50	-	0 0	0 0	0 0
2 Dec	1799.50	86.8 ₹ 30,380	10.55 3692.50	-	0 0	0 0	0 0
1 Dec	1807.40	86.8 ₹ 30,380	10.55 3692.50	-	0 0	1 350	0 0
28 Nov	1831.60	86.8 ₹ 30,380	10.55 3692.50	11.23	1 350	0 0	0 0
27 Nov	1810.30	76.25 ₹ 26,687.5	0 0.00	-	0 0	0 0	0 0

For Sun Pharmaceutical Ind L - strike price 1780 expiring on 27JAN2026

Delta for 1780 CE is 0.40

Historical price for 1780 CE is as follows

On 24 Dec SUNPHARMA was trading at 1737.00. The strike last trading price was 24.15, which was -9.9 lower than the previous day. The implied volatity was 16.65, the open interest changed by 79 which increased total open position to 211

On 23 Dec SUNPHARMA was trading at 1755.90. The strike last trading price was 33.65, which was -6.6 lower than the previous day. The implied volatity was 17.62, the open interest changed by 103 which increased total open position to 133

On 22 Dec SUNPHARMA was trading at 1769.80. The strike last trading price was 41.15, which was 9.05 higher than the previous day. The implied volatity was 16.48, the open interest changed by 22 which increased total open position to 29

On 19 Dec SUNPHARMA was trading at 1744.90. The strike last trading price was 32.1, which was -2.9 lower than the previous day. The implied volatity was 17.30, the open interest changed by 0 which decreased total open position to 6

On 18 Dec SUNPHARMA was trading at 1745.90. The strike last trading price was 35, which was -18.75 lower than the previous day. The implied volatity was 18.26, the open interest changed by 0 which decreased total open position to 6

On 17 Dec SUNPHARMA was trading at 1792.90. The strike last trading price was 53.75, which was -4.25 lower than the previous day. The implied volatity was 15.69, the open interest changed by 3 which increased total open position to 7

On 16 Dec SUNPHARMA was trading at 1781.30. The strike last trading price was 58, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 15 Dec SUNPHARMA was trading at 1797.10. The strike last trading price was 58, which was 2.7 higher than the previous day. The implied volatity was 14.74, the open interest changed by 0 which decreased total open position to 3

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 55.3, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 55.3, which was 6.3 higher than the previous day. The implied volatity was 8.49, the open interest changed by 1 which increased total open position to 4

On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 49, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 49, which was -35.75 lower than the previous day. The implied volatity was 15.27, the open interest changed by 3 which increased total open position to 6

On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 84.75, which was -3.25 lower than the previous day. The implied volatity was 24.15, 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 88, which was 1.2 higher than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 1

On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 86.8, which was 10.55 higher 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 86.8, which was 10.55 higher 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 86.8, which was 10.55 higher 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 86.8, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 86.8, which was 10.55 higher than the previous day. The implied volatity was 11.23, 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 76.25, 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 1780 PE
Delta: -0.60 Vega: 2.05 Theta: -0.23 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1737.00	51.75 ₹ 18,112.5	9.8 3430.00	17.63	186 65,100	-1 -350	155 54,250
23 Dec	1755.90	41.5 ₹ 14,525	4.8 1680.00	16.80	129 45,150	77 26,950	157 54,950
22 Dec	1769.80	36.95 ₹ 12,932.5	-17.25 -6037.50	18.65	83 29,050	56 19,600	79 27,650
19 Dec	1744.90	54.2 ₹ 18,970	22.95 8032.50	-	0 0	0 0	23 8,050
18 Dec	1745.90	54.2 ₹ 18,970	22.95 8032.50	20.10	12 4,200	-1 -350	22 7,700
17 Dec	1792.90	31.05 ₹ 10,867.5	4.35 1522.50	-	0 0	0 0	23 8,050
16 Dec	1781.30	31.05 ₹ 10,867.5	4.35 1522.50	17.43	6 2,100	2 700	21 7,350
15 Dec	1797.10	26.7 ₹ 9,345	0 0.00	17.70	2 700	1 350	19 6,650
12 Dec	1793.50	26.65 ₹ 9,327.5	1.65 577.50	16.87	10 3,500	-4 -1,400	16 5,600
11 Dec	1807.20	25.1 ₹ 8,785	-5.75 -2012.50	17.93	10 3,500	1 350	19 6,650
10 Dec	1785.50	30.85 ₹ 10,797.5	-2.15 -752.50	17.53	16 5,600	12 4,200	17 5,950
9 Dec	1776.00	33 ₹ 11,550	0 0.00	16.03	2 700	1 350	5 1,750
8 Dec	1796.20	33 ₹ 11,550	0.3 105.00	-	0 0	0 0	4 1,400
5 Dec	1805.30	33 ₹ 11,550	0.3 105.00	-	0 0	0 0	0 0
4 Dec	1818.30	33 ₹ 11,550	0.3 105.00	-	0 0	3 1,050	0 0
3 Dec	1806.70	33 ₹ 11,550	0.3 105.00	19.70	4 1,400	2 700	3 1,050
2 Dec	1799.50	32.7 ₹ 11,445	-28.15 -9852.50	19.73	1 350	0 0	0 0
1 Dec	1807.40	60.85 ₹ 21,297.5	0 0.00	2.26	0 0	0 0	0 0
28 Nov	1831.60	60.85 ₹ 21,297.5	0 0.00	2.89	0 0	0 0	0 0
27 Nov	1810.30	60.85 ₹ 21,297.5	0 0.00	2.28	0 0	0 0	0 0

For Sun Pharmaceutical Ind L - strike price 1780 expiring on 27JAN2026

Delta for 1780 PE is -0.60

Historical price for 1780 PE is as follows

On 24 Dec SUNPHARMA was trading at 1737.00. The strike last trading price was 51.75, which was 9.8 higher than the previous day. The implied volatity was 17.63, the open interest changed by -1 which decreased total open position to 155

On 23 Dec SUNPHARMA was trading at 1755.90. The strike last trading price was 41.5, which was 4.8 higher than the previous day. The implied volatity was 16.80, the open interest changed by 77 which increased total open position to 157

On 22 Dec SUNPHARMA was trading at 1769.80. The strike last trading price was 36.95, which was -17.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 56 which increased total open position to 79

On 19 Dec SUNPHARMA was trading at 1744.90. The strike last trading price was 54.2, which was 22.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23

On 18 Dec SUNPHARMA was trading at 1745.90. The strike last trading price was 54.2, which was 22.95 higher than the previous day. The implied volatity was 20.10, the open interest changed by -1 which decreased total open position to 22

On 17 Dec SUNPHARMA was trading at 1792.90. The strike last trading price was 31.05, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23

On 16 Dec SUNPHARMA was trading at 1781.30. The strike last trading price was 31.05, which was 4.35 higher than the previous day. The implied volatity was 17.43, the open interest changed by 2 which increased total open position to 21

On 15 Dec SUNPHARMA was trading at 1797.10. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 17.70, the open interest changed by 1 which increased total open position to 19

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 26.65, which was 1.65 higher than the previous day. The implied volatity was 16.87, the open interest changed by -4 which decreased total open position to 16

On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 25.1, which was -5.75 lower than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 19

On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 30.85, which was -2.15 lower than the previous day. The implied volatity was 17.53, the open interest changed by 12 which increased total open position to 17

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 16.03, the open interest changed by 1 which increased total open position to 5

On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 33, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 33, which was 0.3 higher 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 33, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 33, which was 0.3 higher than the previous day. The implied volatity was 19.70, the open interest changed by 2 which increased total open position to 3

On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 32.7, which was -28.15 lower than the previous day. The implied volatity was 19.73, 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 60.85, which was 0 lower than the previous day. The implied volatity was 2.26, 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 60.85, which was 0 lower than the previous day. The implied volatity was 2.89, 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 60.85, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0

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