Historical option data for SUNPHARMA
29 May 2026 04:10 PM IST
| SUNPHARMA 30-Jun-2026 (31d) 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.02
Theta: -0.72
Gamma: 0.00391
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 1799.20 | 46.55 | -27.45 (-37.09%) | 18.81 | 2,059 | 656 | 1,460 | |||||||||
| 27 May | 1844.30 | 72.3 | -1.7 (-2.30%) | 18.61 | 924 | 64 | 803 | |||||||||
| 26 May | 1840.80 | 70 | -5 (-6.67%) | 17.08 | 1,841 | 527 | 739 | |||||||||
| 25 May | 1840.60 | 76 | -7 (-8.43%) | 19.22 | 623 | 121 | 213 | |||||||||
| 22 May | 1844.60 | 78.45 | -37.55 (-32.37%) | 20.64 | 122 | 43 | 91 | |||||||||
| 21 May | 1891.30 | 116 | 0 (0.00%) | 21.04 | 6 | 0 | 47 | |||||||||
| 20 May | 1880.30 | 116 | -17 (-12.78%) | 23.94 | 4 | 1 | 47 | |||||||||
| 19 May | 1882.30 | 133 | 0 (0.00%) | 22.91 | 0 | 0 | 46 | |||||||||
| 18 May | 1905.80 | 133 | 13 (10.83%) | 22.91 | 29 | 4 | 47 | |||||||||
| 15 May | 1878.20 | 120 | 14.85 (14.12%) | 22.37 | 1 | 0 | 43 | |||||||||
| 14 May | 1863.20 | 105 | 19.5 (22.81%) | 22.4 | 14 | 5 | 41 | |||||||||
| 13 May | 1824.80 | 85.5 | -19.95 (-18.92%) | 0 | 4 | -1 | 37 | |||||||||
| 12 May | 1845.70 | 105.45 | -12.55 (-10.64%) | 0 | 10 | -4 | 39 | |||||||||
| 11 May | 1872.70 | 118 | 14.9 (14.45%) | 0 | 60 | -9 | 33 | |||||||||
| 8 May | 1847.90 | 103.1 | 10.1 (10.86%) | 23.3 | 7 | -2 | 43 | |||||||||
| 7 May | 1834.40 | 93 | -16 (-14.68%) | 23.66 | 20 | 8 | 46 | |||||||||
| 6 May | 1850.20 | 109 | 21.7 (24.86%) | 24.42 | 47 | -5 | 39 | |||||||||
| 5 May | 1820.80 | 88 | 1 (1.15%) | 24.03 | 31 | 21 | 44 | |||||||||
| 4 May | 1823.50 | 87 | 6.25 (7.74%) | 23.19 | 19 | 22 | 23 | |||||||||
| 30 Apr | 1808.30 | 81.3 | 13.45 (19.82%) | 22.87 | 31 | 25 | 26 | |||||||||
| 29 Apr | 1778.70 | 66 | -10.9 (-14.17%) | 24.22 | 3 | 1 | 1 | |||||||||
| 28 Apr | 1747.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1733.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1652.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1654.90 | 0 | 0 (0.00%) | 3.34 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1717.10 | 0 | 0 (0.00%) | 1.43 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1714.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1718.00 | 0 | 0 (0.00%) | 1.48 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1694.60 | 0 | 0 (0.00%) | 2.15 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1693.60 | 0 | 0 (0.00%) | 1.98 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1800 expiring on 30JUN2026
Delta for 1800 CE is 0.56
Historical price for 1800 CE is as follows
On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 46.55, which was -27.45 lower than the previous day. The implied volatity was 18.81, the open interest changed by 656 which increased total open position to 1460
On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 72.3, which was -1.7 lower than the previous day. The implied volatity was 18.61, the open interest changed by 64 which increased total open position to 803
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 70, which was -5 lower than the previous day. The implied volatity was 17.08, the open interest changed by 527 which increased total open position to 739
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 76, which was -7 lower than the previous day. The implied volatity was 19.22, the open interest changed by 121 which increased total open position to 213
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 78.45, which was -37.55 lower than the previous day. The implied volatity was 20.64, the open interest changed by 43 which increased total open position to 91
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 116, which was 0 lower than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 47
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 116, which was -17 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 47
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 133, which was 0 lower than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 46
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 133, which was 13 higher than the previous day. The implied volatity was 22.91, the open interest changed by 4 which increased total open position to 47
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 120, which was 14.85 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 43
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 105, which was 19.5 higher than the previous day. The implied volatity was 22.4, the open interest changed by 5 which increased total open position to 41
On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 85.5, which was -19.95 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 37
On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 105.45, which was -12.55 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 39
On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 118, which was 14.9 higher than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 33
On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 103.1, which was 10.1 higher than the previous day. The implied volatity was 23.3, the open interest changed by -2 which decreased total open position to 43
On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 93, which was -16 lower than the previous day. The implied volatity was 23.66, the open interest changed by 8 which increased total open position to 46
On 6 May SUNPHARMA was trading at 1850.20. The strike last trading price was 109, which was 21.7 higher than the previous day. The implied volatity was 24.42, the open interest changed by -5 which decreased total open position to 39
On 5 May SUNPHARMA was trading at 1820.80. The strike last trading price was 88, which was 1 higher than the previous day. The implied volatity was 24.03, the open interest changed by 21 which increased total open position to 44
On 4 May SUNPHARMA was trading at 1823.50. The strike last trading price was 87, which was 6.25 higher than the previous day. The implied volatity was 23.19, the open interest changed by 22 which increased total open position to 23
On 30 Apr SUNPHARMA was trading at 1808.30. The strike last trading price was 81.3, which was 13.45 higher than the previous day. The implied volatity was 22.87, the open interest changed by 25 which increased total open position to 26
On 29 Apr SUNPHARMA was trading at 1778.70. The strike last trading price was 66, which was -10.9 lower than the previous day. The implied volatity was 24.22, the open interest changed by 1 which increased total open position to 1
On 28 Apr SUNPHARMA was trading at 1747.30. 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 27 Apr SUNPHARMA was trading at 1733.50. 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 13 Apr SUNPHARMA was trading at 1652.20. 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 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1714.60. 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 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30-Jun-2026 (31d) 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.02
Theta: -0.33
Gamma: 0.00486
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 1799.20 | 26.4 | 11.9 (82.07%) | 15.06 | 4,003 | 447 | 2,769 |
| 27 May | 1844.30 | 14.6 | -2.1 (-12.57%) | 15.37 | 2,643 | -54 | 2,327 |
| 26 May | 1840.80 | 17.35 | -0.95 (-5.19%) | 16.82 | 5,019 | -428 | 2,383 |
| 25 May | 1840.60 | 17.25 | -6.85 (-28.42%) | 16.75 | 3,032 | 317 | 2,812 |
| 22 May | 1844.60 | 26.05 | 11.7 (81.53%) | 19.83 | 5,422 | 1,268 | 2,742 |
| 21 May | 1891.30 | 14.8 | -5.05 (-25.44%) | 20.09 | 751 | 307 | 1,474 |
| 20 May | 1880.30 | 19.05 | -1.45 (-7.07%) | 21.4 | 572 | 256 | 1,167 |
| 19 May | 1882.30 | 20.45 | 2.95 (16.86%) | 22.07 | 191 | 10 | 912 |
| 18 May | 1905.80 | 18.15 | -5.15 (-22.10%) | 23.14 | 596 | 309 | 902 |
| 15 May | 1878.20 | 23.5 | -3.95 (-14.39%) | 22.21 | 244 | 123 | 593 |
| 14 May | 1863.20 | 27.15 | -15.9 (-36.93%) | 21.86 | 588 | 452 | 470 |
| 13 May | 1824.80 | 43.1 | 8.7 (25.29%) | 0 | 7 | 3 | 17 |
| 12 May | 1845.70 | 34.4 | 4.95 (16.81%) | 0 | 5 | 1 | 14 |
| 11 May | 1872.70 | 29.45 | -10.55 (-26.38%) | 0 | 9 | 5 | 13 |
| 8 May | 1847.90 | 40 | 40 (6.67%) | 21.98 | 0 | 0 | 8 |
| 7 May | 1834.40 | 40 | 2.5 (6.67%) | 21.98 | 1 | 0 | 7 |
| 6 May | 1850.20 | 37.5 | -14.5 (-27.88%) | 23.43 | 7 | 4 | 6 |
| 5 May | 1820.80 | 52 | 52 (0.00%) | 22.83 | 0 | 0 | 2 |
| 4 May | 1823.50 | 52 | 0 (0.00%) | 22.83 | 1 | 0 | 1 |
| 30 Apr | 1808.30 | 52 | -35.45 (-40.54%) | 22.19 | 1 | 0 | 0 |
| 29 Apr | 1778.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1747.30 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 1733.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1652.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1654.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1717.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1714.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1718.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1694.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1693.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1800 expiring on 30JUN2026
Delta for 1800 PE is -0.43
Historical price for 1800 PE is as follows
On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 26.4, which was 11.9 higher than the previous day. The implied volatity was 15.06, the open interest changed by 447 which increased total open position to 2769
On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 14.6, which was -2.1 lower than the previous day. The implied volatity was 15.37, the open interest changed by -54 which decreased total open position to 2327
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 17.35, which was -0.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by -428 which decreased total open position to 2383
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 17.25, which was -6.85 lower than the previous day. The implied volatity was 16.75, the open interest changed by 317 which increased total open position to 2812
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 26.05, which was 11.7 higher than the previous day. The implied volatity was 19.83, the open interest changed by 1268 which increased total open position to 2742
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 14.8, which was -5.05 lower than the previous day. The implied volatity was 20.09, the open interest changed by 307 which increased total open position to 1474
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 19.05, which was -1.45 lower than the previous day. The implied volatity was 21.4, the open interest changed by 256 which increased total open position to 1167
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 20.45, which was 2.95 higher than the previous day. The implied volatity was 22.07, the open interest changed by 10 which increased total open position to 912
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 18.15, which was -5.15 lower than the previous day. The implied volatity was 23.14, the open interest changed by 309 which increased total open position to 902
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 23.5, which was -3.95 lower than the previous day. The implied volatity was 22.21, the open interest changed by 123 which increased total open position to 593
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 27.15, which was -15.9 lower than the previous day. The implied volatity was 21.86, the open interest changed by 452 which increased total open position to 470
On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 43.1, which was 8.7 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 17
On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 34.4, which was 4.95 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 14
On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 29.45, which was -10.55 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 13
On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 8
On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 40, which was 2.5 higher than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 7
On 6 May SUNPHARMA was trading at 1850.20. The strike last trading price was 37.5, which was -14.5 lower than the previous day. The implied volatity was 23.43, the open interest changed by 4 which increased total open position to 6
On 5 May SUNPHARMA was trading at 1820.80. The strike last trading price was 52, which was 52 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 2
On 4 May SUNPHARMA was trading at 1823.50. The strike last trading price was 52, which was 0 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 1
On 30 Apr SUNPHARMA was trading at 1808.30. The strike last trading price was 52, which was -35.45 lower than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 0
On 29 Apr SUNPHARMA was trading at 1778.70. 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 Apr SUNPHARMA was trading at 1747.30. 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 27 Apr SUNPHARMA was trading at 1733.50. 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 13 Apr SUNPHARMA was trading at 1652.20. 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 10 Apr SUNPHARMA was trading at 1654.90. 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 9 Apr SUNPHARMA was trading at 1717.10. 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 8 Apr SUNPHARMA was trading at 1714.60. 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 7 Apr SUNPHARMA was trading at 1718.00. 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 6 Apr SUNPHARMA was trading at 1694.60. 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 Apr SUNPHARMA was trading at 1693.60. 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
