SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Mar 2026 04:10 PM IST
| SUNPHARMA 30-MAR-2026 1790 CE | ||||||||||||||||
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Delta: 0.79
Vega: 1.16
Theta: -0.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 1825.30 | 52.6 | -1.2 | 14.22 | 30 | -2 | 700 | |||||||||
| 11 Mar | 1825.90 | 53.7 | 6.5 | 16.24 | 114 | -19 | 702 | |||||||||
| 10 Mar | 1812.80 | 47.1 | -1.05 | 16.95 | 759 | 36 | 724 | |||||||||
| 9 Mar | 1807.40 | 44.85 | 6.05 | 17.82 | 2,406 | 79 | 688 | |||||||||
| 6 Mar | 1799.40 | 38.15 | 7.75 | 16.38 | 1,663 | -27 | 625 | |||||||||
| 5 Mar | 1784.50 | 30 | 11.1 | 14.49 | 3,613 | -28 | 651 | |||||||||
| 4 Mar | 1750.50 | 18.35 | -1.9 | 16 | 885 | 33 | 679 | |||||||||
| 2 Mar | 1752.50 | 21.45 | 5.25 | 16.25 | 956 | 50 | 664 | |||||||||
| 27 Feb | 1737.00 | 17.1 | -16.55 | 14.89 | 1,217 | 197 | 617 | |||||||||
| 26 Feb | 1785.70 | 35.4 | 10.8 | 13.48 | 1,474 | 274 | 421 | |||||||||
| 25 Feb | 1764.20 | 24.35 | 8.55 | 13.83 | 448 | 117 | 147 | |||||||||
| 24 Feb | 1731.80 | 15.35 | -2.05 | 13.96 | 98 | 12 | 27 | |||||||||
| 23 Feb | 1732.30 | 17.2 | 0.95 | 15.61 | 18 | 4 | 14 | |||||||||
| 20 Feb | 1724.40 | 16.35 | -2.65 | 15.6 | 10 | 6 | 6 | |||||||||
| 19 Feb | 1713.40 | 19 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
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| 18 Feb | 1724.40 | 19 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 17 Feb | 1717.10 | 19 | 0 | 2.51 | 0 | 0 | 0 | |||||||||
| 16 Feb | 1700.50 | 19 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 13 Feb | 1697.50 | 19 | 0 | 3.1 | 0 | 0 | 0 | |||||||||
| 12 Feb | 1714.90 | 19 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1711.10 | 19 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1707.80 | 19 | 0 | 2.71 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1704.60 | 19 | 0 | 2.7 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1695.10 | 19 | 0 | 3.03 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1702.60 | 19 | 0 | 2.7 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1704.40 | 19 | 0 | 2.58 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1702.10 | 19 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1627.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1610.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1595.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1589.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1610.60 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1790 expiring on 30MAR2026
Delta for 1790 CE is 0.79
Historical price for 1790 CE is as follows
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 52.6, which was -1.2 lower than the previous day. The implied volatity was 14.22, the open interest changed by -2 which decreased total open position to 700
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 53.7, which was 6.5 higher than the previous day. The implied volatity was 16.24, the open interest changed by -19 which decreased total open position to 702
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 47.1, which was -1.05 lower than the previous day. The implied volatity was 16.95, the open interest changed by 36 which increased total open position to 724
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 44.85, which was 6.05 higher than the previous day. The implied volatity was 17.82, the open interest changed by 79 which increased total open position to 688
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 38.15, which was 7.75 higher than the previous day. The implied volatity was 16.38, the open interest changed by -27 which decreased total open position to 625
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 30, which was 11.1 higher than the previous day. The implied volatity was 14.49, the open interest changed by -28 which decreased total open position to 651
On 4 Mar SUNPHARMA was trading at 1750.50. The strike last trading price was 18.35, which was -1.9 lower than the previous day. The implied volatity was 16, the open interest changed by 33 which increased total open position to 679
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 21.45, which was 5.25 higher than the previous day. The implied volatity was 16.25, the open interest changed by 50 which increased total open position to 664
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 17.1, which was -16.55 lower than the previous day. The implied volatity was 14.89, the open interest changed by 197 which increased total open position to 617
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 35.4, which was 10.8 higher than the previous day. The implied volatity was 13.48, the open interest changed by 274 which increased total open position to 421
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 24.35, which was 8.55 higher than the previous day. The implied volatity was 13.83, the open interest changed by 117 which increased total open position to 147
On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 15.35, which was -2.05 lower than the previous day. The implied volatity was 13.96, the open interest changed by 12 which increased total open position to 27
On 23 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 17.2, which was 0.95 higher than the previous day. The implied volatity was 15.61, the open interest changed by 4 which increased total open position to 14
On 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 16.35, which was -2.65 lower than the previous day. The implied volatity was 15.6, the open interest changed by 6 which increased total open position to 6
On 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 2.18, 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 19, which was 0 lower than the previous day. The implied volatity was 2.51, 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 19, which was 0 lower than the previous day. The implied volatity was 3.32, 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 19, which was 0 lower than the previous day. The implied volatity was 3.1, 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 19, which was 0 lower than the previous day. The implied volatity was 2.43, 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 19, which was 0 lower than the previous day. The implied volatity was 2.77, 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 19, which was 0 lower than the previous day. The implied volatity was 2.71, 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 19, which was 0 lower than the previous day. The implied volatity was 2.7, 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 19, which was 0 lower than the previous day. The implied volatity was 3.03, 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 19, which was 0 lower than the previous day. The implied volatity was 2.7, 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 19, which was 0 lower than the previous day. The implied volatity was 2.58, 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 19, which was 0 lower than the previous day. The implied volatity was 2.97, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30MAR2026 1790 PE | |||||||
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Delta: -0.28
Vega: 1.37
Theta: -0.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 1825.30 | 14.8 | -1.6 | 20.48 | 529 | 51 | 607 |
| 11 Mar | 1825.90 | 16.6 | -1.65 | 20.7 | 838 | -33 | 556 |
| 10 Mar | 1812.80 | 17.45 | -7.75 | 18.34 | 1,202 | 8 | 597 |
| 9 Mar | 1807.40 | 26.25 | -2.7 | 21.89 | 1,951 | 157 | 591 |
| 6 Mar | 1799.40 | 28.65 | -2.55 | 19.57 | 1,052 | 107 | 433 |
| 5 Mar | 1784.50 | 30.9 | -25.2 | 18.17 | 986 | 66 | 329 |
| 4 Mar | 1750.50 | 56.55 | 6.6 | 22.09 | 9 | 0 | 262 |
| 2 Mar | 1752.50 | 50.05 | -9.3 | 19.16 | 87 | -14 | 263 |
| 27 Feb | 1737.00 | 56.3 | 23.85 | 18.69 | 445 | 49 | 279 |
| 26 Feb | 1785.70 | 31.75 | -12.85 | 18.04 | 769 | 135 | 185 |
| 25 Feb | 1764.20 | 44.35 | -107 | 18.3 | 125 | 50 | 50 |
| 24 Feb | 1731.80 | 151.35 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 1732.30 | 151.35 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1724.40 | 151.35 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1713.40 | 151.35 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1724.40 | 151.35 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1717.10 | 151.35 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1700.50 | 151.35 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1697.50 | 151.35 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1714.90 | 151.35 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1711.10 | 151.35 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1707.80 | 151.35 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1704.60 | 151.35 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1695.10 | 151.35 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1702.60 | 151.35 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1704.40 | 151.35 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1702.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1627.90 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1610.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1595.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1589.30 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1610.60 | 0 | 0 | 0 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1790 expiring on 30MAR2026
Delta for 1790 PE is -0.28
Historical price for 1790 PE is as follows
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 14.8, which was -1.6 lower than the previous day. The implied volatity was 20.48, the open interest changed by 51 which increased total open position to 607
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 16.6, which was -1.65 lower than the previous day. The implied volatity was 20.7, the open interest changed by -33 which decreased total open position to 556
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 17.45, which was -7.75 lower than the previous day. The implied volatity was 18.34, the open interest changed by 8 which increased total open position to 597
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 26.25, which was -2.7 lower than the previous day. The implied volatity was 21.89, the open interest changed by 157 which increased total open position to 591
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 28.65, which was -2.55 lower than the previous day. The implied volatity was 19.57, the open interest changed by 107 which increased total open position to 433
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 30.9, which was -25.2 lower than the previous day. The implied volatity was 18.17, the open interest changed by 66 which increased total open position to 329
On 4 Mar SUNPHARMA was trading at 1750.50. The strike last trading price was 56.55, which was 6.6 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 262
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 50.05, which was -9.3 lower than the previous day. The implied volatity was 19.16, the open interest changed by -14 which decreased total open position to 263
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 56.3, which was 23.85 higher than the previous day. The implied volatity was 18.69, the open interest changed by 49 which increased total open position to 279
On 26 Feb SUNPHARMA was trading at 1785.70. The strike last trading price was 31.75, which was -12.85 lower than the previous day. The implied volatity was 18.04, the open interest changed by 135 which increased total open position to 185
On 25 Feb SUNPHARMA was trading at 1764.20. The strike last trading price was 44.35, which was -107 lower than the previous day. The implied volatity was 18.3, the open interest changed by 50 which increased total open position to 50
On 24 Feb SUNPHARMA was trading at 1731.80. The strike last trading price was 151.35, 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 Feb SUNPHARMA was trading at 1732.30. The strike last trading price was 151.35, 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 20 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 151.35, 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 19 Feb SUNPHARMA was trading at 1713.40. The strike last trading price was 151.35, 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 18 Feb SUNPHARMA was trading at 1724.40. The strike last trading price was 151.35, 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 Feb SUNPHARMA was trading at 1717.10. The strike last trading price was 151.35, 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 16 Feb SUNPHARMA was trading at 1700.50. The strike last trading price was 151.35, 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 Feb SUNPHARMA was trading at 1697.50. The strike last trading price was 151.35, 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 Feb SUNPHARMA was trading at 1714.90. The strike last trading price was 151.35, 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 Feb SUNPHARMA was trading at 1711.10. The strike last trading price was 151.35, 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 Feb SUNPHARMA was trading at 1707.80. The strike last trading price was 151.35, 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 151.35, 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 151.35, 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 151.35, 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 151.35, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
